BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 61200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 12.19
Theta: -14.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 59 | -56.55 | 21.85 | 188.5 | -12.5 | 209.5 | |||
| 19 Dec | 58728.26 | 115.55 | -145.65 | 18.77 | 70.5 | 12.5 | 222 | |||
| 18 Dec | 59417.63 | 261.2 | -165.10 | 18.85 | 323 | 98 | 209.5 | |||
| 17 Dec | 60175.98 | 426.3 | -262.60 | 16.73 | 167.5 | 41.5 | 111.5 | |||
| 16 Dec | 60986.65 | 688.9 | 43.90 | 14.24 | 371 | 21 | 70 | |||
| 13 Dec | 60997.39 | 645 | 55.00 | 11.50 | 329 | -29 | 49 | |||
| 12 Dec | 60506.79 | 590 | -112.20 | 14.33 | 98.5 | 9 | 78 | |||
| 11 Dec | 60767.63 | 702.2 | -125.50 | 13.70 | 193.5 | 0 | 69 | |||
| 10 Dec | 60959.27 | 827.7 | 3.30 | 13.71 | 165 | -14.5 | 69 | |||
| 9 Dec | 60827.31 | 824.4 | -141.35 | 14.35 | 569.5 | 29.5 | 83.5 | |||
| 6 Dec | 60995.64 | 965.75 | 26.35 | 13.87 | 350 | -19 | 54 | |||
| 5 Dec | 60941.98 | 939.4 | 173.45 | 13.49 | 170 | 16 | 73 | |||
| 4 Dec | 60530.95 | 765.95 | 232.60 | 13.60 | 161 | 20.5 | 57 | |||
| 3 Dec | 59986.58 | 533.35 | 150.60 | 13.15 | 127 | 1 | 36.5 | |||
| 2 Dec | 59287.61 | 382.75 | -16.50 | 14.07 | 350 | 29 | 35.5 | |||
| 29 Nov | 59298.07 | 399.25 | -20.75 | 13.37 | 22 | 1 | 6.5 | |||
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| 28 Nov | 59092.56 | 420 | -31.80 | 14.41 | 26 | 3 | 5.5 | |||
| 27 Nov | 59573.72 | 451.8 | -26.70 | 12.32 | 3 | 1.5 | 2.5 | |||
| 26 Nov | 59432.06 | 478.5 | 478.50 | 13.16 | 1 | 1 | 1 | |||
| 25 Nov | 59504.71 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 61200 expiring on 30DEC2024
Delta for 61200 CE is 0.07
Historical price for 61200 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 59, which was -56.55 lower than the previous day. The implied volatity was 21.85, the open interest changed by -25 which decreased total open position to 419
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 115.55, which was -145.65 lower than the previous day. The implied volatity was 18.77, the open interest changed by 25 which increased total open position to 444
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 261.2, which was -165.10 lower than the previous day. The implied volatity was 18.85, the open interest changed by 196 which increased total open position to 419
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 426.3, which was -262.60 lower than the previous day. The implied volatity was 16.73, the open interest changed by 83 which increased total open position to 223
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 688.9, which was 43.90 higher than the previous day. The implied volatity was 14.24, the open interest changed by 42 which increased total open position to 140
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 645, which was 55.00 higher than the previous day. The implied volatity was 11.50, the open interest changed by -58 which decreased total open position to 98
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 590, which was -112.20 lower than the previous day. The implied volatity was 14.33, the open interest changed by 18 which increased total open position to 156
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 702.2, which was -125.50 lower than the previous day. The implied volatity was 13.70, the open interest changed by 0 which decreased total open position to 138
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 827.7, which was 3.30 higher than the previous day. The implied volatity was 13.71, the open interest changed by -29 which decreased total open position to 138
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 824.4, which was -141.35 lower than the previous day. The implied volatity was 14.35, the open interest changed by 59 which increased total open position to 167
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 965.75, which was 26.35 higher than the previous day. The implied volatity was 13.87, the open interest changed by -38 which decreased total open position to 108
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 939.4, which was 173.45 higher than the previous day. The implied volatity was 13.49, the open interest changed by 32 which increased total open position to 146
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 765.95, which was 232.60 higher than the previous day. The implied volatity was 13.60, the open interest changed by 41 which increased total open position to 114
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 533.35, which was 150.60 higher than the previous day. The implied volatity was 13.15, the open interest changed by 2 which increased total open position to 73
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 382.75, which was -16.50 lower than the previous day. The implied volatity was 14.07, the open interest changed by 58 which increased total open position to 71
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 399.25, which was -20.75 lower than the previous day. The implied volatity was 13.37, the open interest changed by 2 which increased total open position to 13
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 420, which was -31.80 lower than the previous day. The implied volatity was 14.41, the open interest changed by 6 which increased total open position to 11
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 451.8, which was -26.70 lower than the previous day. The implied volatity was 12.32, the open interest changed by 3 which increased total open position to 5
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 478.5, which was 478.50 higher than the previous day. The implied volatity was 13.16, the open interest changed by 2 which increased total open position to 2
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 61200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 20.76
Theta: -16.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 3470 | 1049.70 | 29.63 | 1.5 | -1.5 | 86 |
| 19 Dec | 58728.26 | 2420.3 | 585.35 | 19.57 | 1 | -1 | 87.5 |
| 18 Dec | 59417.63 | 1834.95 | 618.75 | 18.61 | 54.5 | 7.5 | 88.5 |
| 17 Dec | 60175.98 | 1216.2 | 435.30 | 16.33 | 61.5 | 13.5 | 81 |
| 16 Dec | 60986.65 | 780.9 | -7.25 | 16.61 | 142 | 19 | 67.5 |
| 13 Dec | 60997.39 | 788.15 | -200.85 | 15.79 | 213.5 | -26 | 48.5 |
| 12 Dec | 60506.79 | 989 | 42.75 | 14.45 | 57 | 17.5 | 74.5 |
| 11 Dec | 60767.63 | 946.25 | 33.00 | 16.04 | 100.5 | -1.5 | 57 |
| 10 Dec | 60959.27 | 913.25 | -118.10 | 16.87 | 43 | 2.5 | 58.5 |
| 9 Dec | 60827.31 | 1031.35 | 106.30 | 17.53 | 362.5 | 9 | 56 |
| 6 Dec | 60995.64 | 925.05 | -102.40 | 16.38 | 364 | 15 | 47 |
| 5 Dec | 60941.98 | 1027.45 | -168.75 | 17.40 | 48.5 | 27.5 | 32 |
| 4 Dec | 60530.95 | 1196.2 | 1196.20 | 16.65 | 10.5 | 4.5 | 4.5 |
| 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 61200 expiring on 30DEC2024
Delta for 61200 PE is -0.86
Historical price for 61200 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 3470, which was 1049.70 higher than the previous day. The implied volatity was 29.63, the open interest changed by -3 which decreased total open position to 172
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 2420.3, which was 585.35 higher than the previous day. The implied volatity was 19.57, the open interest changed by -2 which decreased total open position to 175
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1834.95, which was 618.75 higher than the previous day. The implied volatity was 18.61, the open interest changed by 15 which increased total open position to 177
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1216.2, which was 435.30 higher than the previous day. The implied volatity was 16.33, the open interest changed by 27 which increased total open position to 162
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 780.9, which was -7.25 lower than the previous day. The implied volatity was 16.61, the open interest changed by 38 which increased total open position to 135
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 788.15, which was -200.85 lower than the previous day. The implied volatity was 15.79, the open interest changed by -52 which decreased total open position to 97
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 989, which was 42.75 higher than the previous day. The implied volatity was 14.45, the open interest changed by 35 which increased total open position to 149
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 946.25, which was 33.00 higher than the previous day. The implied volatity was 16.04, the open interest changed by -3 which decreased total open position to 114
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 913.25, which was -118.10 lower than the previous day. The implied volatity was 16.87, the open interest changed by 5 which increased total open position to 117
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1031.35, which was 106.30 higher than the previous day. The implied volatity was 17.53, the open interest changed by 18 which increased total open position to 112
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 925.05, which was -102.40 lower than the previous day. The implied volatity was 16.38, the open interest changed by 30 which increased total open position to 94
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1027.45, which was -168.75 lower than the previous day. The implied volatity was 17.40, the open interest changed by 55 which increased total open position to 64
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1196.2, which was 1196.20 higher than the previous day. The implied volatity was 16.65, the open interest changed by 9 which increased total open position to 9
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
