BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 61100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 10.72
Theta: -11.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 44.9 | -77.35 | 20.13 | 268.5 | -4.5 | 151.5 | |||
| 19 Dec | 58728.26 | 122.25 | -169.30 | 18.52 | 127 | -31.5 | 156 | |||
| 18 Dec | 59417.63 | 291.55 | -168.90 | 19.09 | 439 | 96.5 | 187.5 | |||
| 17 Dec | 60175.98 | 460.45 | -278.95 | 16.73 | 204 | 3 | 91 | |||
| 16 Dec | 60986.65 | 739.4 | 31.30 | 14.23 | 558.5 | 8 | 88 | |||
| 13 Dec | 60997.39 | 708.1 | 73.50 | 11.70 | 560.5 | -10 | 80 | |||
| 12 Dec | 60506.79 | 634.6 | -102.55 | 14.37 | 132.5 | 14 | 90 | |||
| 11 Dec | 60767.63 | 737.15 | -113.60 | 13.47 | 185.5 | 7.5 | 76 | |||
| 10 Dec | 60959.27 | 850.75 | -23.90 | 13.20 | 203 | -8 | 68.5 | |||
| 9 Dec | 60827.31 | 874.65 | -146.00 | 14.36 | 531.5 | 38.5 | 76.5 | |||
| 6 Dec | 60995.64 | 1020.65 | 29.45 | 13.89 | 319.5 | 8 | 38 | |||
| 5 Dec | 60941.98 | 991.2 | 208.65 | 13.48 | 131 | 5 | 30 | |||
| 4 Dec | 60530.95 | 782.55 | 215.85 | 13.15 | 103 | 4 | 25 | |||
| 3 Dec | 59986.58 | 566.7 | 141.65 | 13.11 | 38.5 | -1 | 21 | |||
| 2 Dec | 59287.61 | 425.05 | -0.40 | 14.34 | 121 | 12 | 22 | |||
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| 29 Nov | 59298.07 | 425.45 | -16.80 | 13.35 | 20.5 | -0.5 | 10 | |||
| 28 Nov | 59092.56 | 442.25 | -20.80 | 14.34 | 39.5 | 9 | 10.5 | |||
| 27 Nov | 59573.72 | 463.05 | -39.55 | 12.01 | 1 | 0 | 1.5 | |||
| 26 Nov | 59432.06 | 502.6 | 502.60 | 13.06 | 4.5 | 1.5 | 1.5 | |||
| 25 Nov | 59504.71 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 61100 expiring on 30DEC2024
Delta for 61100 CE is 0.06
Historical price for 61100 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 44.9, which was -77.35 lower than the previous day. The implied volatity was 20.13, the open interest changed by -9 which decreased total open position to 303
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 122.25, which was -169.30 lower than the previous day. The implied volatity was 18.52, the open interest changed by -63 which decreased total open position to 312
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 291.55, which was -168.90 lower than the previous day. The implied volatity was 19.09, the open interest changed by 193 which increased total open position to 375
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 460.45, which was -278.95 lower than the previous day. The implied volatity was 16.73, the open interest changed by 6 which increased total open position to 182
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 739.4, which was 31.30 higher than the previous day. The implied volatity was 14.23, the open interest changed by 16 which increased total open position to 176
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 708.1, which was 73.50 higher than the previous day. The implied volatity was 11.70, the open interest changed by -20 which decreased total open position to 160
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 634.6, which was -102.55 lower than the previous day. The implied volatity was 14.37, the open interest changed by 28 which increased total open position to 180
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 737.15, which was -113.60 lower than the previous day. The implied volatity was 13.47, the open interest changed by 15 which increased total open position to 152
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 850.75, which was -23.90 lower than the previous day. The implied volatity was 13.20, the open interest changed by -16 which decreased total open position to 137
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 874.65, which was -146.00 lower than the previous day. The implied volatity was 14.36, the open interest changed by 77 which increased total open position to 153
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1020.65, which was 29.45 higher than the previous day. The implied volatity was 13.89, the open interest changed by 16 which increased total open position to 76
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 991.2, which was 208.65 higher than the previous day. The implied volatity was 13.48, the open interest changed by 10 which increased total open position to 60
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 782.55, which was 215.85 higher than the previous day. The implied volatity was 13.15, the open interest changed by 8 which increased total open position to 50
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 566.7, which was 141.65 higher than the previous day. The implied volatity was 13.11, the open interest changed by -2 which decreased total open position to 42
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 425.05, which was -0.40 lower than the previous day. The implied volatity was 14.34, the open interest changed by 24 which increased total open position to 44
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 425.45, which was -16.80 lower than the previous day. The implied volatity was 13.35, the open interest changed by -1 which decreased total open position to 20
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 442.25, which was -20.80 lower than the previous day. The implied volatity was 14.34, the open interest changed by 18 which increased total open position to 21
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 463.05, which was -39.55 lower than the previous day. The implied volatity was 12.01, the open interest changed by 0 which decreased total open position to 3
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 502.6, which was 502.60 higher than the previous day. The implied volatity was 13.06, the open interest changed by 3 which increased total open position to 3
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 61100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 20.08
Theta: -13.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 3350 | 1650.50 | 28.04 | 0.5 | -0.5 | 84.5 |
| 19 Dec | 58728.26 | 1699.5 | 0.00 | 0.00 | 0 | 0 | 85 |
| 18 Dec | 59417.63 | 1699.5 | 556.15 | 16.83 | 93 | 5 | 85 |
| 17 Dec | 60175.98 | 1143.35 | 399.45 | 16.17 | 69.5 | 18 | 80 |
| 16 Dec | 60986.65 | 743.9 | 14.20 | 16.87 | 335.5 | 19.5 | 62 |
| 13 Dec | 60997.39 | 729.7 | -202.20 | 15.59 | 297 | -28.5 | 42.5 |
| 12 Dec | 60506.79 | 931.9 | 35.65 | 14.46 | 114 | -2 | 71 |
| 11 Dec | 60767.63 | 896.25 | 25.20 | 16.07 | 92 | 10.5 | 73 |
| 10 Dec | 60959.27 | 871.05 | -108.90 | 16.97 | 124 | 27.5 | 62.5 |
| 9 Dec | 60827.31 | 979.95 | 105.60 | 17.51 | 295.5 | 2.5 | 35 |
| 6 Dec | 60995.64 | 874.35 | -53.75 | 16.32 | 389 | 6.5 | 32.5 |
| 5 Dec | 60941.98 | 928.1 | -225.25 | 16.58 | 57 | 16.5 | 26 |
| 4 Dec | 60530.95 | 1153.35 | 1153.35 | 16.81 | 13.5 | 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 61100 expiring on 30DEC2024
Delta for 61100 PE is -0.87
Historical price for 61100 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 3350, which was 1650.50 higher than the previous day. The implied volatity was 28.04, the open interest changed by -1 which decreased total open position to 169
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1699.5, 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 170
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1699.5, which was 556.15 higher than the previous day. The implied volatity was 16.83, the open interest changed by 10 which increased total open position to 170
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1143.35, which was 399.45 higher than the previous day. The implied volatity was 16.17, the open interest changed by 36 which increased total open position to 160
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 743.9, which was 14.20 higher than the previous day. The implied volatity was 16.87, the open interest changed by 39 which increased total open position to 124
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 729.7, which was -202.20 lower than the previous day. The implied volatity was 15.59, the open interest changed by -57 which decreased total open position to 85
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 931.9, which was 35.65 higher than the previous day. The implied volatity was 14.46, the open interest changed by -4 which decreased total open position to 142
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 896.25, which was 25.20 higher than the previous day. The implied volatity was 16.07, the open interest changed by 21 which increased total open position to 146
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 871.05, which was -108.90 lower than the previous day. The implied volatity was 16.97, the open interest changed by 55 which increased total open position to 125
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 979.95, which was 105.60 higher than the previous day. The implied volatity was 17.51, the open interest changed by 5 which increased total open position to 70
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 874.35, which was -53.75 lower than the previous day. The implied volatity was 16.32, the open interest changed by 13 which increased total open position to 65
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 928.1, which was -225.25 lower than the previous day. The implied volatity was 16.58, the open interest changed by 33 which increased total open position to 52
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1153.35, which was 1153.35 higher than the previous day. The implied volatity was 16.81, 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
