BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 60800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 11.78
Theta: -12.18
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 48.8 | -105.15 | 19.01 | 146 | -39 | 100 | |||
| 19 Dec | 58728.26 | 153.95 | -198.45 | 18.10 | 132 | -14 | 139 | |||
| 18 Dec | 59417.63 | 352.4 | -235.45 | 18.67 | 204.5 | 37 | 153 | |||
| 17 Dec | 60175.98 | 587.85 | -316.05 | 17.05 | 329 | 39 | 116 | |||
| 16 Dec | 60986.65 | 903.9 | 38.30 | 14.19 | 401.5 | -9.5 | 77 | |||
| 13 Dec | 60997.39 | 865.6 | 83.65 | 11.38 | 338 | -16.5 | 86.5 | |||
| 12 Dec | 60506.79 | 781.95 | -111.65 | 14.54 | 366 | 44.5 | 103 | |||
| 11 Dec | 60767.63 | 893.6 | -120.50 | 13.47 | 430.5 | 3 | 58.5 | |||
|
|
||||||||||
| 10 Dec | 60959.27 | 1014.1 | -22.90 | 13.10 | 402.5 | 13 | 55.5 | |||
| 9 Dec | 60827.31 | 1037 | -151.95 | 14.40 | 85.5 | -7.5 | 42.5 | |||
| 6 Dec | 60995.64 | 1188.95 | 21.75 | 13.84 | 175.5 | 10 | 50 | |||
| 5 Dec | 60941.98 | 1167.2 | 205.45 | 13.58 | 175 | -6.5 | 40 | |||
| 4 Dec | 60530.95 | 961.75 | 263.80 | 13.65 | 117.5 | 4 | 46.5 | |||
| 3 Dec | 59986.58 | 697.95 | 196.75 | 13.30 | 77.5 | 13.5 | 42.5 | |||
| 2 Dec | 59287.61 | 501.2 | -21.15 | 14.12 | 119.5 | 21 | 29 | |||
| 29 Nov | 59298.07 | 522.35 | -18.35 | 13.44 | 27.5 | 0 | 8 | |||
| 28 Nov | 59092.56 | 540.7 | -66.50 | 14.52 | 62.5 | 7 | 8 | |||
| 27 Nov | 59573.72 | 607.2 | 607.20 | 12.62 | 6 | 1 | 1 | |||
| 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 60800 expiring on 30DEC2024
Delta for 60800 CE is 0.06
Historical price for 60800 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 48.8, which was -105.15 lower than the previous day. The implied volatity was 19.01, the open interest changed by -78 which decreased total open position to 200
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 153.95, which was -198.45 lower than the previous day. The implied volatity was 18.10, the open interest changed by -28 which decreased total open position to 278
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 352.4, which was -235.45 lower than the previous day. The implied volatity was 18.67, the open interest changed by 74 which increased total open position to 306
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 587.85, which was -316.05 lower than the previous day. The implied volatity was 17.05, the open interest changed by 78 which increased total open position to 232
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 903.9, which was 38.30 higher than the previous day. The implied volatity was 14.19, the open interest changed by -19 which decreased total open position to 154
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 865.6, which was 83.65 higher than the previous day. The implied volatity was 11.38, the open interest changed by -33 which decreased total open position to 173
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 781.95, which was -111.65 lower than the previous day. The implied volatity was 14.54, the open interest changed by 89 which increased total open position to 206
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 893.6, which was -120.50 lower than the previous day. The implied volatity was 13.47, the open interest changed by 6 which increased total open position to 117
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1014.1, which was -22.90 lower than the previous day. The implied volatity was 13.10, the open interest changed by 26 which increased total open position to 111
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1037, which was -151.95 lower than the previous day. The implied volatity was 14.40, the open interest changed by -15 which decreased total open position to 85
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1188.95, which was 21.75 higher than the previous day. The implied volatity was 13.84, the open interest changed by 20 which increased total open position to 100
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1167.2, which was 205.45 higher than the previous day. The implied volatity was 13.58, the open interest changed by -13 which decreased total open position to 80
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 961.75, which was 263.80 higher than the previous day. The implied volatity was 13.65, the open interest changed by 8 which increased total open position to 93
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 697.95, which was 196.75 higher than the previous day. The implied volatity was 13.30, the open interest changed by 27 which increased total open position to 85
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 501.2, which was -21.15 lower than the previous day. The implied volatity was 14.12, the open interest changed by 42 which increased total open position to 58
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 522.35, which was -18.35 lower than the previous day. The implied volatity was 13.44, the open interest changed by 0 which decreased total open position to 16
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 540.7, which was -66.50 lower than the previous day. The implied volatity was 14.52, the open interest changed by 14 which increased total open position to 16
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 607.2, which was 607.20 higher than the previous day. The implied volatity was 12.62, the open interest changed by 2 which increased total open position to 2
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 60800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 2059.9 | 0.00 | 0.00 | 0 | 0 | 58 |
| 19 Dec | 58728.26 | 2059.9 | 541.10 | 18.78 | 20 | -17 | 58 |
| 18 Dec | 59417.63 | 1518.8 | 573.80 | 18.22 | 23.5 | 0 | 75 |
| 17 Dec | 60175.98 | 945 | 338.30 | 15.90 | 255 | 10 | 75 |
| 16 Dec | 60986.65 | 606.7 | -1.80 | 16.83 | 513.5 | 8.5 | 65 |
| 13 Dec | 60997.39 | 608.5 | -179.00 | 15.80 | 188 | -16 | 56.5 |
| 12 Dec | 60506.79 | 787.5 | 38.85 | 14.75 | 168 | 3 | 72.5 |
| 11 Dec | 60767.63 | 748.65 | -71.35 | 16.01 | 591.5 | 10 | 69.5 |
| 10 Dec | 60959.27 | 820 | -42.60 | 18.48 | 319 | 7.5 | 59.5 |
| 9 Dec | 60827.31 | 862.6 | 104.95 | 17.92 | 239 | 5 | 52 |
| 6 Dec | 60995.64 | 757.65 | -94.05 | 16.55 | 239.5 | 17 | 47 |
| 5 Dec | 60941.98 | 851.7 | -161.95 | 17.50 | 122 | 16.5 | 30 |
| 4 Dec | 60530.95 | 1013.65 | -292.75 | 16.98 | 17 | 1 | 13.5 |
| 3 Dec | 59986.58 | 1306.4 | 1306.40 | 17.07 | 13.5 | 12.5 | 12.5 |
| 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 60800 expiring on 30DEC2024
Delta for 60800 PE is 0.00
Historical price for 60800 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 2059.9, 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 116
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 2059.9, which was 541.10 higher than the previous day. The implied volatity was 18.78, the open interest changed by -34 which decreased total open position to 116
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1518.8, which was 573.80 higher than the previous day. The implied volatity was 18.22, the open interest changed by 0 which decreased total open position to 150
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 945, which was 338.30 higher than the previous day. The implied volatity was 15.90, the open interest changed by 20 which increased total open position to 150
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 606.7, which was -1.80 lower than the previous day. The implied volatity was 16.83, the open interest changed by 17 which increased total open position to 130
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 608.5, which was -179.00 lower than the previous day. The implied volatity was 15.80, the open interest changed by -32 which decreased total open position to 113
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 787.5, which was 38.85 higher than the previous day. The implied volatity was 14.75, the open interest changed by 6 which increased total open position to 145
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 748.65, which was -71.35 lower than the previous day. The implied volatity was 16.01, the open interest changed by 20 which increased total open position to 139
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 820, which was -42.60 lower than the previous day. The implied volatity was 18.48, the open interest changed by 15 which increased total open position to 119
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 862.6, which was 104.95 higher than the previous day. The implied volatity was 17.92, the open interest changed by 10 which increased total open position to 104
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 757.65, which was -94.05 lower than the previous day. The implied volatity was 16.55, the open interest changed by 34 which increased total open position to 94
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 851.7, which was -161.95 lower than the previous day. The implied volatity was 17.50, the open interest changed by 33 which increased total open position to 60
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1013.65, which was -292.75 lower than the previous day. The implied volatity was 16.98, the open interest changed by 2 which increased total open position to 27
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1306.4, which was 1306.40 higher than the previous day. The implied volatity was 17.07, the open interest changed by 25 which increased total open position to 25
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
