BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 60900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 11.82
Theta: -12.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 57752.00 | 50.75 | -96.80 | 19.67 | 53 | 2.5 | 109 | |||
| 19 Dec | 58728.26 | 147.55 | -159.60 | 18.45 | 69 | -12.5 | 106.5 | |||
| 18 Dec | 59417.63 | 307.15 | -220.55 | 18.14 | 139.5 | -2 | 119 | |||
| 17 Dec | 60175.98 | 527.7 | -305.55 | 16.59 | 194.5 | 10.5 | 121 | |||
| 16 Dec | 60986.65 | 833.25 | 45.00 | 13.91 | 609.5 | -128 | 110.5 | |||
| 13 Dec | 60997.39 | 788.25 | 65.10 | 11.05 | 316 | -88.5 | 238.5 | |||
| 12 Dec | 60506.79 | 723.15 | -121.60 | 14.34 | 224 | 12 | 327 | |||
| 11 Dec | 60767.63 | 844.75 | -128.20 | 13.57 | 826 | 237.5 | 315 | |||
| 10 Dec | 60959.27 | 972.95 | -7.55 | 13.41 | 367.5 | 4.5 | 77.5 | |||
| 9 Dec | 60827.31 | 980.5 | -152.00 | 14.38 | 217.5 | 24 | 73 | |||
| 6 Dec | 60995.64 | 1132.5 | 54.75 | 13.88 | 345.5 | 14 | 49 | |||
| 5 Dec | 60941.98 | 1077.75 | 201.85 | 13.08 | 187.5 | -7.5 | 35 | |||
| 4 Dec | 60530.95 | 875.9 | 240.70 | 13.10 | 108.5 | -4 | 42.5 | |||
| 3 Dec | 59986.58 | 635.2 | 158.50 | 12.97 | 137.5 | 25 | 46.5 | |||
| 2 Dec | 59287.61 | 476.7 | -2.85 | 14.23 | 73.5 | 12 | 21.5 | |||
| 29 Nov | 59298.07 | 479.55 | -33.50 | 13.27 | 16 | -1 | 9.5 | |||
| 28 Nov | 59092.56 | 513.05 | -38.20 | 14.56 | 29 | 10.5 | 10.5 | |||
| 27 Nov | 59573.72 | 551.25 | 551.25 | 12.33 | 4 | 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 60900 expiring on 30DEC2024
Delta for 60900 CE is 0.06
Historical price for 60900 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 50.75, which was -96.80 lower than the previous day. The implied volatity was 19.67, the open interest changed by 5 which increased total open position to 218
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 147.55, which was -159.60 lower than the previous day. The implied volatity was 18.45, the open interest changed by -25 which decreased total open position to 213
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 307.15, which was -220.55 lower than the previous day. The implied volatity was 18.14, the open interest changed by -4 which decreased total open position to 238
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 527.7, which was -305.55 lower than the previous day. The implied volatity was 16.59, the open interest changed by 21 which increased total open position to 242
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 833.25, which was 45.00 higher than the previous day. The implied volatity was 13.91, the open interest changed by -256 which decreased total open position to 221
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 788.25, which was 65.10 higher than the previous day. The implied volatity was 11.05, the open interest changed by -177 which decreased total open position to 477
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 723.15, which was -121.60 lower than the previous day. The implied volatity was 14.34, the open interest changed by 24 which increased total open position to 654
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 844.75, which was -128.20 lower than the previous day. The implied volatity was 13.57, the open interest changed by 475 which increased total open position to 630
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 972.95, which was -7.55 lower than the previous day. The implied volatity was 13.41, the open interest changed by 9 which increased total open position to 155
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 980.5, which was -152.00 lower than the previous day. The implied volatity was 14.38, the open interest changed by 48 which increased total open position to 146
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1132.5, which was 54.75 higher than the previous day. The implied volatity was 13.88, the open interest changed by 28 which increased total open position to 98
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1077.75, which was 201.85 higher than the previous day. The implied volatity was 13.08, the open interest changed by -15 which decreased total open position to 70
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 875.9, which was 240.70 higher than the previous day. The implied volatity was 13.10, the open interest changed by -8 which decreased total open position to 85
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 635.2, which was 158.50 higher than the previous day. The implied volatity was 12.97, the open interest changed by 50 which increased total open position to 93
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 476.7, which was -2.85 lower than the previous day. The implied volatity was 14.23, the open interest changed by 24 which increased total open position to 43
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 479.55, which was -33.50 lower than the previous day. The implied volatity was 13.27, 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 513.05, which was -38.20 lower than the previous day. The implied volatity was 14.56, the open interest changed by 21 which increased total open position to 21
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 551.25, which was 551.25 higher than the previous day. The implied volatity was 12.33, 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
| BANKEX 30DEC2024 60900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 2093.45 | 0.00 | 0.00 | 0 | 0 | 15.5 |
| 19 Dec | 58728.26 | 2093.45 | 524.50 | 16.57 | 20 | -18.5 | 15.5 |
| 18 Dec | 59417.63 | 1568.95 | 566.50 | 17.55 | 25.5 | 2 | 34 |
| 17 Dec | 60175.98 | 1002.45 | 361.80 | 15.84 | 94.5 | -12 | 32 |
| 16 Dec | 60986.65 | 640.65 | -9.95 | 16.63 | 553.5 | 6 | 44 |
| 13 Dec | 60997.39 | 650.6 | -172.25 | 15.80 | 122 | -5.5 | 38 |
| 12 Dec | 60506.79 | 822.85 | 14.30 | 14.45 | 92 | 3 | 43.5 |
| 11 Dec | 60767.63 | 808.55 | -0.60 | 16.25 | 441.5 | 4.5 | 40.5 |
| 10 Dec | 60959.27 | 809.15 | -98.05 | 17.50 | 348 | 6 | 36 |
| 9 Dec | 60827.31 | 907.2 | 91.10 | 17.91 | 320 | 4.5 | 30 |
| 6 Dec | 60995.64 | 816.1 | -27.15 | 16.82 | 214.5 | -2 | 25.5 |
| 5 Dec | 60941.98 | 843.25 | -236.80 | 16.67 | 112.5 | 12.5 | 27.5 |
| 4 Dec | 60530.95 | 1080.05 | -278.95 | 17.26 | 46.5 | 8.5 | 15 |
| 3 Dec | 59986.58 | 1359 | 1359.00 | 17.01 | 6.5 | 6.5 | 6.5 |
| 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 60900 expiring on 30DEC2024
Delta for 60900 PE is 0.00
Historical price for 60900 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 2093.45, 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 31
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 2093.45, which was 524.50 higher than the previous day. The implied volatity was 16.57, the open interest changed by -37 which decreased total open position to 31
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1568.95, which was 566.50 higher than the previous day. The implied volatity was 17.55, the open interest changed by 4 which increased total open position to 68
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1002.45, which was 361.80 higher than the previous day. The implied volatity was 15.84, the open interest changed by -24 which decreased total open position to 64
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 640.65, which was -9.95 lower than the previous day. The implied volatity was 16.63, the open interest changed by 12 which increased total open position to 88
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 650.6, which was -172.25 lower than the previous day. The implied volatity was 15.80, the open interest changed by -11 which decreased total open position to 76
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 822.85, which was 14.30 higher than the previous day. The implied volatity was 14.45, the open interest changed by 6 which increased total open position to 87
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 808.55, which was -0.60 lower than the previous day. The implied volatity was 16.25, the open interest changed by 9 which increased total open position to 81
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 809.15, which was -98.05 lower than the previous day. The implied volatity was 17.50, the open interest changed by 12 which increased total open position to 72
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 907.2, which was 91.10 higher than the previous day. The implied volatity was 17.91, the open interest changed by 9 which increased total open position to 60
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 816.1, which was -27.15 lower than the previous day. The implied volatity was 16.82, the open interest changed by -4 which decreased total open position to 51
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 843.25, which was -236.80 lower than the previous day. The implied volatity was 16.67, the open interest changed by 25 which increased total open position to 55
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1080.05, which was -278.95 lower than the previous day. The implied volatity was 17.26, the open interest changed by 17 which increased total open position to 30
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1359, which was 1359.00 higher than the previous day. The implied volatity was 17.01, the open interest changed by 13 which increased total open position to 13
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
