BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 61300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 11.09
Theta: -12.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 50.7 | -51.30 | 21.63 | 130 | 19.5 | 116.5 | |||
| 19 Dec | 58728.26 | 102 | -142.65 | 18.65 | 58 | -26 | 97 | |||
| 18 Dec | 59417.63 | 244.65 | -151.15 | 18.99 | 136.5 | 30 | 123 | |||
| 17 Dec | 60175.98 | 395.8 | -236.35 | 16.76 | 179.5 | 15 | 93 | |||
| 16 Dec | 60986.65 | 632.15 | 51.40 | 14.07 | 158.5 | 27 | 78 | |||
| 13 Dec | 60997.39 | 580.75 | 25.05 | 11.23 | 101.5 | -29 | 51 | |||
| 12 Dec | 60506.79 | 555.7 | -101.45 | 14.44 | 49.5 | 1 | 80 | |||
| 11 Dec | 60767.63 | 657.15 | -96.90 | 13.71 | 152.5 | 28 | 79 | |||
| 10 Dec | 60959.27 | 754.05 | -20.10 | 13.30 | 226.5 | -62 | 51 | |||
| 9 Dec | 60827.31 | 774.15 | -134.35 | 14.30 | 308.5 | 30.5 | 113 | |||
| 6 Dec | 60995.64 | 908.5 | 87.30 | 13.78 | 360.5 | 48 | 82.5 | |||
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| 5 Dec | 60941.98 | 821.2 | 105.40 | 12.43 | 97.5 | 3 | 34.5 | |||
| 4 Dec | 60530.95 | 715.8 | 226.95 | 13.50 | 157 | 9 | 31.5 | |||
| 3 Dec | 59986.58 | 488.85 | 129.55 | 12.99 | 65 | 1 | 22.5 | |||
| 2 Dec | 59287.61 | 359.3 | -0.70 | 14.10 | 186 | 18.5 | 21.5 | |||
| 29 Nov | 59298.07 | 360 | -53.30 | 13.14 | 13.5 | -4 | 3 | |||
| 28 Nov | 59092.56 | 413.3 | -14.45 | 14.74 | 33 | 3.5 | 7 | |||
| 27 Nov | 59573.72 | 427.75 | -0.65 | 12.41 | 30 | 2 | 3.5 | |||
| 26 Nov | 59432.06 | 428.4 | 428.40 | 12.83 | 3.5 | 1.5 | 1.5 | |||
| 25 Nov | 59504.71 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 61300 expiring on 30DEC2024
Delta for 61300 CE is 0.06
Historical price for 61300 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 50.7, which was -51.30 lower than the previous day. The implied volatity was 21.63, the open interest changed by 39 which increased total open position to 233
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 102, which was -142.65 lower than the previous day. The implied volatity was 18.65, the open interest changed by -52 which decreased total open position to 194
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 244.65, which was -151.15 lower than the previous day. The implied volatity was 18.99, the open interest changed by 60 which increased total open position to 246
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 395.8, which was -236.35 lower than the previous day. The implied volatity was 16.76, the open interest changed by 30 which increased total open position to 186
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 632.15, which was 51.40 higher than the previous day. The implied volatity was 14.07, the open interest changed by 54 which increased total open position to 156
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 580.75, which was 25.05 higher than the previous day. The implied volatity was 11.23, the open interest changed by -58 which decreased total open position to 102
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 555.7, which was -101.45 lower than the previous day. The implied volatity was 14.44, the open interest changed by 2 which increased total open position to 160
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 657.15, which was -96.90 lower than the previous day. The implied volatity was 13.71, the open interest changed by 56 which increased total open position to 158
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 754.05, which was -20.10 lower than the previous day. The implied volatity was 13.30, the open interest changed by -124 which decreased total open position to 102
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 774.15, which was -134.35 lower than the previous day. The implied volatity was 14.30, the open interest changed by 61 which increased total open position to 226
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 908.5, which was 87.30 higher than the previous day. The implied volatity was 13.78, the open interest changed by 96 which increased total open position to 165
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 821.2, which was 105.40 higher than the previous day. The implied volatity was 12.43, the open interest changed by 6 which increased total open position to 69
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 715.8, which was 226.95 higher than the previous day. The implied volatity was 13.50, the open interest changed by 18 which increased total open position to 63
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 488.85, which was 129.55 higher than the previous day. The implied volatity was 12.99, the open interest changed by 2 which increased total open position to 45
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 359.3, which was -0.70 lower than the previous day. The implied volatity was 14.10, the open interest changed by 37 which increased total open position to 43
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 360, which was -53.30 lower than the previous day. The implied volatity was 13.14, the open interest changed by -8 which decreased total open position to 6
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 413.3, which was -14.45 lower than the previous day. The implied volatity was 14.74, the open interest changed by 7 which increased total open position to 14
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 427.75, which was -0.65 lower than the previous day. The implied volatity was 12.41, the open interest changed by 4 which increased total open position to 7
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 428.4, which was 428.40 higher than the previous day. The implied volatity was 12.83, 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 61300 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 | 1245.3 | 0.00 | 0.00 | 0 | 0 | 27 |
| 19 Dec | 58728.26 | 1245.3 | 0.00 | 0.00 | 0 | 0 | 27 |
| 18 Dec | 59417.63 | 1245.3 | 0.00 | 0.00 | 0 | 0 | 27 |
| 17 Dec | 60175.98 | 1245.3 | 417.30 | 15.36 | 14.5 | -0.5 | 27 |
| 16 Dec | 60986.65 | 828 | -19.00 | 16.53 | 51 | -6.5 | 27.5 |
| 13 Dec | 60997.39 | 847 | -192.00 | 15.96 | 13.5 | 0 | 34 |
| 12 Dec | 60506.79 | 1039 | 50.45 | 14.28 | 10.5 | -0.5 | 34 |
| 11 Dec | 60767.63 | 988.55 | 31.00 | 15.84 | 40 | 12 | 34.5 |
| 10 Dec | 60959.27 | 957.55 | -106.15 | 16.77 | 16 | 4.5 | 22.5 |
| 9 Dec | 60827.31 | 1063.7 | 68.50 | 17.20 | 70.5 | 1.5 | 18 |
| 6 Dec | 60995.64 | 995.2 | -78.20 | 16.73 | 153 | 6 | 16.5 |
| 5 Dec | 60941.98 | 1073.4 | -198.60 | 17.35 | 20 | 5 | 10.5 |
| 4 Dec | 60530.95 | 1272 | 1272.00 | 16.98 | 5.5 | 5.5 | 5.5 |
| 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 61300 expiring on 30DEC2024
Delta for 61300 PE is 0.00
Historical price for 61300 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1245.3, 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 54
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1245.3, 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 54
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1245.3, 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 54
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1245.3, which was 417.30 higher than the previous day. The implied volatity was 15.36, the open interest changed by -1 which decreased total open position to 54
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 828, which was -19.00 lower than the previous day. The implied volatity was 16.53, the open interest changed by -13 which decreased total open position to 55
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 847, which was -192.00 lower than the previous day. The implied volatity was 15.96, the open interest changed by 0 which decreased total open position to 68
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1039, which was 50.45 higher than the previous day. The implied volatity was 14.28, the open interest changed by -1 which decreased total open position to 68
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 988.55, which was 31.00 higher than the previous day. The implied volatity was 15.84, the open interest changed by 24 which increased total open position to 69
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 957.55, which was -106.15 lower than the previous day. The implied volatity was 16.77, the open interest changed by 9 which increased total open position to 45
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1063.7, which was 68.50 higher than the previous day. The implied volatity was 17.20, the open interest changed by 3 which increased total open position to 36
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 995.2, which was -78.20 lower than the previous day. The implied volatity was 16.73, the open interest changed by 12 which increased total open position to 33
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1073.4, which was -198.60 lower than the previous day. The implied volatity was 17.35, the open interest changed by 10 which increased total open position to 21
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1272, which was 1272.00 higher than the previous day. The implied volatity was 16.98, the open interest changed by 11 which increased total open position to 11
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
