BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 60700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 13.41
Theta: -14.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 60.8 | -103.45 | 19.45 | 102.5 | 3.5 | 90.5 | |||
| 19 Dec | 58728.26 | 164.25 | -178.15 | 17.89 | 62.5 | -30 | 87 | |||
| 18 Dec | 59417.63 | 342.4 | -266.30 | 17.65 | 149.5 | 35 | 117 | |||
| 17 Dec | 60175.98 | 608.7 | -344.45 | 16.58 | 298 | 38 | 82 | |||
| 16 Dec | 60986.65 | 953.15 | 48.70 | 13.95 | 108 | 4.5 | 44 | |||
| 13 Dec | 60997.39 | 904.45 | 70.45 | 10.88 | 258.5 | -19 | 39.5 | |||
| 12 Dec | 60506.79 | 834 | -131.60 | 14.57 | 295 | 24.5 | 58.5 | |||
| 11 Dec | 60767.63 | 965.6 | -121.00 | 13.77 | 333 | 3.5 | 34 | |||
| 10 Dec | 60959.27 | 1086.6 | 13.55 | 13.32 | 114 | -5 | 30.5 | |||
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| 9 Dec | 60827.31 | 1073.05 | -183.70 | 14.03 | 17 | -0.5 | 35.5 | |||
| 6 Dec | 60995.64 | 1256.75 | 28.30 | 13.97 | 188.5 | 8.5 | 36 | |||
| 5 Dec | 60941.98 | 1228.45 | 242.25 | 13.60 | 122 | -9 | 27.5 | |||
| 4 Dec | 60530.95 | 986.2 | 267.50 | 13.20 | 180 | 0.5 | 36.5 | |||
| 3 Dec | 59986.58 | 718.7 | 174.35 | 12.96 | 133.5 | 3 | 36 | |||
| 2 Dec | 59287.61 | 544.35 | -17.25 | 14.29 | 104.5 | 23.5 | 33 | |||
| 29 Nov | 59298.07 | 561.6 | -11.45 | 13.53 | 11.5 | -1 | 9.5 | |||
| 28 Nov | 59092.56 | 573.05 | -78.85 | 14.52 | 123 | 3 | 10.5 | |||
| 27 Nov | 59573.72 | 651.9 | 651.90 | 12.71 | 30.5 | 7.5 | 7.5 | |||
| 26 Nov | 59432.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 59504.71 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 60700 expiring on 30DEC2024
Delta for 60700 CE is 0.07
Historical price for 60700 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 60.8, which was -103.45 lower than the previous day. The implied volatity was 19.45, the open interest changed by 7 which increased total open position to 181
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 164.25, which was -178.15 lower than the previous day. The implied volatity was 17.89, the open interest changed by -60 which decreased total open position to 174
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 342.4, which was -266.30 lower than the previous day. The implied volatity was 17.65, the open interest changed by 70 which increased total open position to 234
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 608.7, which was -344.45 lower than the previous day. The implied volatity was 16.58, the open interest changed by 76 which increased total open position to 164
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 953.15, which was 48.70 higher than the previous day. The implied volatity was 13.95, the open interest changed by 9 which increased total open position to 88
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 904.45, which was 70.45 higher than the previous day. The implied volatity was 10.88, the open interest changed by -38 which decreased total open position to 79
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 834, which was -131.60 lower than the previous day. The implied volatity was 14.57, the open interest changed by 49 which increased total open position to 117
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 965.6, which was -121.00 lower than the previous day. The implied volatity was 13.77, the open interest changed by 7 which increased total open position to 68
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1086.6, which was 13.55 higher than the previous day. The implied volatity was 13.32, the open interest changed by -10 which decreased total open position to 61
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1073.05, which was -183.70 lower than the previous day. The implied volatity was 14.03, the open interest changed by -1 which decreased total open position to 71
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1256.75, which was 28.30 higher than the previous day. The implied volatity was 13.97, the open interest changed by 17 which increased total open position to 72
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1228.45, which was 242.25 higher than the previous day. The implied volatity was 13.60, the open interest changed by -18 which decreased total open position to 55
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 986.2, which was 267.50 higher than the previous day. The implied volatity was 13.20, the open interest changed by 1 which increased total open position to 73
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 718.7, which was 174.35 higher than the previous day. The implied volatity was 12.96, the open interest changed by 6 which increased total open position to 72
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 544.35, which was -17.25 lower than the previous day. The implied volatity was 14.29, the open interest changed by 47 which increased total open position to 66
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 561.6, which was -11.45 lower than the previous day. The implied volatity was 13.53, the open interest changed by -2 which decreased total open position to 19
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 573.05, which was -78.85 lower than the previous day. The implied volatity was 14.52, the open interest changed by 6 which increased total open position to 21
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 651.9, which was 651.90 higher than the previous day. The implied volatity was 12.71, the open interest changed by 15 which increased total open position to 15
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BANKEX 30DEC2024 60700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 2657.05 | 721.35 | - | 0.5 | -0.5 | 59.5 |
| 19 Dec | 58728.26 | 1935.7 | 445.70 | 17.19 | 22 | -14 | 60 |
| 18 Dec | 59417.63 | 1490 | 580.15 | 19.36 | 52.5 | -4.5 | 74 |
| 17 Dec | 60175.98 | 909.85 | 352.65 | 16.42 | 521.5 | 1.5 | 78.5 |
| 16 Dec | 60986.65 | 557.2 | -2.95 | 16.65 | 254 | 11.5 | 77 |
| 13 Dec | 60997.39 | 560.15 | -179.60 | 15.64 | 127 | -18 | 65.5 |
| 12 Dec | 60506.79 | 739.75 | 18.70 | 14.78 | 312.5 | -3.5 | 83.5 |
| 11 Dec | 60767.63 | 721.05 | 24.60 | 16.32 | 572.5 | 31.5 | 87 |
| 10 Dec | 60959.27 | 696.45 | -124.70 | 17.01 | 231.5 | 3.5 | 55.5 |
| 9 Dec | 60827.31 | 821.15 | 100.70 | 17.97 | 51.5 | 1.5 | 52 |
| 6 Dec | 60995.64 | 720.45 | -88.70 | 16.61 | 277.5 | 22 | 50.5 |
| 5 Dec | 60941.98 | 809.15 | -169.75 | 17.49 | 63 | 10 | 28.5 |
| 4 Dec | 60530.95 | 978.9 | -272.65 | 17.18 | 29.5 | 5 | 18.5 |
| 3 Dec | 59986.58 | 1251.55 | 1251.55 | 17.07 | 21.5 | 13.5 | 13.5 |
| 2 Dec | 59287.61 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 59298.07 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 59092.56 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 59573.72 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 59432.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 59504.71 | 0 | 0.00 | 0 | 0 | 0 | |
For Bank Index - strike price 60700 expiring on 30DEC2024
Delta for 60700 PE is -
Historical price for 60700 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 2657.05, which was 721.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 119
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1935.7, which was 445.70 higher than the previous day. The implied volatity was 17.19, the open interest changed by -28 which decreased total open position to 120
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1490, which was 580.15 higher than the previous day. The implied volatity was 19.36, the open interest changed by -9 which decreased total open position to 148
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 909.85, which was 352.65 higher than the previous day. The implied volatity was 16.42, the open interest changed by 3 which increased total open position to 157
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 557.2, which was -2.95 lower than the previous day. The implied volatity was 16.65, the open interest changed by 23 which increased total open position to 154
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 560.15, which was -179.60 lower than the previous day. The implied volatity was 15.64, the open interest changed by -36 which decreased total open position to 131
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 739.75, which was 18.70 higher than the previous day. The implied volatity was 14.78, the open interest changed by -7 which decreased total open position to 167
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 721.05, which was 24.60 higher than the previous day. The implied volatity was 16.32, the open interest changed by 63 which increased total open position to 174
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 696.45, which was -124.70 lower than the previous day. The implied volatity was 17.01, the open interest changed by 7 which increased total open position to 111
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 821.15, which was 100.70 higher than the previous day. The implied volatity was 17.97, the open interest changed by 3 which increased total open position to 104
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 720.45, which was -88.70 lower than the previous day. The implied volatity was 16.61, the open interest changed by 44 which increased total open position to 101
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 809.15, which was -169.75 lower than the previous day. The implied volatity was 17.49, the open interest changed by 20 which increased total open position to 57
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 978.9, which was -272.65 lower than the previous day. The implied volatity was 17.18, the open interest changed by 10 which increased total open position to 37
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1251.55, which was 1251.55 higher than the previous day. The implied volatity was 17.07, the open interest changed by 27 which increased total open position to 27
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
