BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 61000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 12.68
Theta: -14.35
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 60 | -50.00 | 20.93 | 904.5 | 14.5 | 479 | |||
| 19 Dec | 58728.26 | 110 | -151.00 | 17.38 | 641 | 88.5 | 464.5 | |||
| 18 Dec | 59417.63 | 261 | -228.80 | 17.50 | 824.5 | 39.5 | 376 | |||
| 17 Dec | 60175.98 | 489.8 | -300.30 | 16.58 | 624.5 | 50 | 336.5 | |||
| 16 Dec | 60986.65 | 790.1 | 40.30 | 14.18 | 1,900 | -6 | 286.5 | |||
| 13 Dec | 60997.39 | 749.8 | 67.45 | 11.44 | 1,201.5 | -64.5 | 292.5 | |||
| 12 Dec | 60506.79 | 682.35 | -113.35 | 14.44 | 548 | -24 | 357 | |||
| 11 Dec | 60767.63 | 795.7 | -119.30 | 13.62 | 1,246.5 | 16 | 381 | |||
| 10 Dec | 60959.27 | 915 | -11.25 | 13.38 | 1,513 | 89.5 | 365 | |||
| 9 Dec | 60827.31 | 926.25 | -135.75 | 14.36 | 1,386 | 47.5 | 275.5 | |||
| 6 Dec | 60995.64 | 1062 | 32.00 | 13.67 | 1,646 | 73.5 | 228 | |||
| 5 Dec | 60941.98 | 1030 | 206.40 | 13.22 | 485.5 | 27 | 154.5 | |||
| 4 Dec | 60530.95 | 823.6 | 208.80 | 13.06 | 350 | -5 | 127.5 | |||
| 3 Dec | 59986.58 | 614.8 | 174.25 | 13.27 | 395 | 1 | 132.5 | |||
| 2 Dec | 59287.61 | 440.55 | 1.80 | 14.12 | 274.5 | 65.5 | 131.5 | |||
| 29 Nov | 59298.07 | 438.75 | -46.85 | 13.10 | 248 | 31 | 66 | |||
| 28 Nov | 59092.56 | 485.6 | -45.60 | 14.60 | 110.5 | 5 | 35 | |||
|
|
||||||||||
| 27 Nov | 59573.72 | 531.2 | -4.55 | 12.54 | 56.5 | 7 | 30 | |||
| 26 Nov | 59432.06 | 535.75 | -9.25 | 13.08 | 53.5 | 4 | 23 | |||
| 25 Nov | 59504.71 | 545 | 12.57 | 26.5 | 19 | 19 | ||||
For Bank Index - strike price 61000 expiring on 30DEC2024
Delta for 61000 CE is 0.07
Historical price for 61000 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 60, which was -50.00 lower than the previous day. The implied volatity was 20.93, the open interest changed by 29 which increased total open position to 958
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 110, which was -151.00 lower than the previous day. The implied volatity was 17.38, the open interest changed by 177 which increased total open position to 929
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 261, which was -228.80 lower than the previous day. The implied volatity was 17.50, the open interest changed by 79 which increased total open position to 752
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 489.8, which was -300.30 lower than the previous day. The implied volatity was 16.58, the open interest changed by 100 which increased total open position to 673
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 790.1, which was 40.30 higher than the previous day. The implied volatity was 14.18, the open interest changed by -12 which decreased total open position to 573
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 749.8, which was 67.45 higher than the previous day. The implied volatity was 11.44, the open interest changed by -129 which decreased total open position to 585
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 682.35, which was -113.35 lower than the previous day. The implied volatity was 14.44, the open interest changed by -48 which decreased total open position to 714
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 795.7, which was -119.30 lower than the previous day. The implied volatity was 13.62, the open interest changed by 32 which increased total open position to 762
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 915, which was -11.25 lower than the previous day. The implied volatity was 13.38, the open interest changed by 179 which increased total open position to 730
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 926.25, which was -135.75 lower than the previous day. The implied volatity was 14.36, the open interest changed by 95 which increased total open position to 551
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1062, which was 32.00 higher than the previous day. The implied volatity was 13.67, the open interest changed by 147 which increased total open position to 456
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1030, which was 206.40 higher than the previous day. The implied volatity was 13.22, the open interest changed by 54 which increased total open position to 309
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 823.6, which was 208.80 higher than the previous day. The implied volatity was 13.06, the open interest changed by -10 which decreased total open position to 255
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 614.8, which was 174.25 higher than the previous day. The implied volatity was 13.27, the open interest changed by 2 which increased total open position to 265
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 440.55, which was 1.80 higher than the previous day. The implied volatity was 14.12, the open interest changed by 131 which increased total open position to 263
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 438.75, which was -46.85 lower than the previous day. The implied volatity was 13.10, the open interest changed by 62 which increased total open position to 132
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 485.6, which was -45.60 lower than the previous day. The implied volatity was 14.60, the open interest changed by 10 which increased total open position to 70
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 531.2, which was -4.55 lower than the previous day. The implied volatity was 12.54, the open interest changed by 14 which increased total open position to 60
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 535.75, which was -9.25 lower than the previous day. The implied volatity was 13.08, the open interest changed by 8 which increased total open position to 46
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 545, which was lower than the previous day. The implied volatity was 12.57, the open interest changed by 38 which increased total open position to 38
| BANKEX 30DEC2024 61000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 22.42
Theta: -19.07
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 3300 | 968.80 | 29.77 | 13.5 | -2.5 | 294 |
| 19 Dec | 58728.26 | 2331.2 | 677.15 | 22.73 | 16.5 | -3 | 296.5 |
| 18 Dec | 59417.63 | 1654.05 | 597.00 | 17.82 | 191.5 | 18.5 | 299.5 |
| 17 Dec | 60175.98 | 1057.05 | 356.05 | 15.65 | 285.5 | 10.5 | 281 |
| 16 Dec | 60986.65 | 701 | 21.10 | 16.96 | 1,189 | 37.5 | 270.5 |
| 13 Dec | 60997.39 | 679.9 | -199.55 | 15.51 | 611.5 | -25 | 233 |
| 12 Dec | 60506.79 | 879.45 | 23.20 | 14.51 | 262 | -8.5 | 258 |
| 11 Dec | 60767.63 | 856.25 | 5.05 | 16.25 | 561.5 | -12 | 266.5 |
| 10 Dec | 60959.27 | 851.2 | -83.15 | 17.45 | 845 | 49 | 278.5 |
| 9 Dec | 60827.31 | 934.35 | 83.85 | 17.56 | 1,302.5 | 83.5 | 229.5 |
| 6 Dec | 60995.64 | 850.5 | -84.90 | 16.66 | 1,448 | 46 | 146 |
| 5 Dec | 60941.98 | 935.4 | -178.55 | 17.43 | 246 | 90.5 | 100 |
| 4 Dec | 60530.95 | 1113.95 | 1113.95 | 17.00 | 27.5 | 9.5 | 9.5 |
| 3 Dec | 59986.58 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 61000 expiring on 30DEC2024
Delta for 61000 PE is -0.85
Historical price for 61000 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 3300, which was 968.80 higher than the previous day. The implied volatity was 29.77, the open interest changed by -5 which decreased total open position to 588
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 2331.2, which was 677.15 higher than the previous day. The implied volatity was 22.73, the open interest changed by -6 which decreased total open position to 593
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1654.05, which was 597.00 higher than the previous day. The implied volatity was 17.82, the open interest changed by 37 which increased total open position to 599
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1057.05, which was 356.05 higher than the previous day. The implied volatity was 15.65, the open interest changed by 21 which increased total open position to 562
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 701, which was 21.10 higher than the previous day. The implied volatity was 16.96, the open interest changed by 75 which increased total open position to 541
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 679.9, which was -199.55 lower than the previous day. The implied volatity was 15.51, the open interest changed by -50 which decreased total open position to 466
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 879.45, which was 23.20 higher than the previous day. The implied volatity was 14.51, the open interest changed by -17 which decreased total open position to 516
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 856.25, which was 5.05 higher than the previous day. The implied volatity was 16.25, the open interest changed by -24 which decreased total open position to 533
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 851.2, which was -83.15 lower than the previous day. The implied volatity was 17.45, the open interest changed by 98 which increased total open position to 557
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 934.35, which was 83.85 higher than the previous day. The implied volatity was 17.56, the open interest changed by 167 which increased total open position to 459
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 850.5, which was -84.90 lower than the previous day. The implied volatity was 16.66, the open interest changed by 92 which increased total open position to 292
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 935.4, which was -178.55 lower than the previous day. The implied volatity was 17.43, the open interest changed by 181 which increased total open position to 200
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1113.95, which was 1113.95 higher than the previous day. The implied volatity was 17.00, the open interest changed by 19 which increased total open position to 19
On 3 Dec BANKEX was trading at 59986.58. 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 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
