BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 61400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 10.23
Theta: -11.86
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 44.9 | -54.10 | 21.57 | 124.5 | 2.5 | 95 | |||
| 19 Dec | 58728.26 | 99 | -130.00 | 19.03 | 85.5 | -3.5 | 92.5 | |||
| 18 Dec | 59417.63 | 229 | -132.15 | 19.12 | 99 | 26.5 | 96 | |||
| 17 Dec | 60175.98 | 361.15 | -231.00 | 16.65 | 49.5 | -3.5 | 69.5 | |||
| 16 Dec | 60986.65 | 592.15 | 50.25 | 14.20 | 203 | 37 | 73 | |||
| 13 Dec | 60997.39 | 541.9 | 32.65 | 11.39 | 114.5 | -23 | 36 | |||
| 12 Dec | 60506.79 | 509.25 | -102.80 | 14.28 | 51.5 | -2.5 | 59 | |||
| 11 Dec | 60767.63 | 612.05 | -114.60 | 13.68 | 166.5 | -2.5 | 61.5 | |||
| 10 Dec | 60959.27 | 726.65 | 15.40 | 13.66 | 148 | 6 | 64 | |||
|
|
||||||||||
| 9 Dec | 60827.31 | 711.25 | -131.80 | 14.01 | 126.5 | 16 | 58 | |||
| 6 Dec | 60995.64 | 843.05 | 19.55 | 13.53 | 198.5 | 12.5 | 42 | |||
| 5 Dec | 60941.98 | 823.5 | 175.60 | 13.24 | 50.5 | 3 | 29.5 | |||
| 4 Dec | 60530.95 | 647.9 | 184.75 | 13.10 | 57 | 11.5 | 26.5 | |||
| 3 Dec | 59986.58 | 463.15 | 130.75 | 13.10 | 44.5 | 0.5 | 15 | |||
| 2 Dec | 59287.61 | 332.4 | -10.85 | 14.05 | 118.5 | 7.5 | 14.5 | |||
| 29 Nov | 59298.07 | 343.25 | -22.65 | 13.28 | 19 | 1.5 | 7 | |||
| 28 Nov | 59092.56 | 365.9 | -32.70 | 14.33 | 23.5 | 0 | 5.5 | |||
| 27 Nov | 59573.72 | 398.6 | -5.15 | 12.39 | 19 | -1.5 | 5.5 | |||
| 26 Nov | 59432.06 | 403.75 | 403.75 | 12.88 | 16 | 7 | 7 | |||
| 25 Nov | 59504.71 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 61400 expiring on 30DEC2024
Delta for 61400 CE is 0.05
Historical price for 61400 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 44.9, which was -54.10 lower than the previous day. The implied volatity was 21.57, the open interest changed by 5 which increased total open position to 190
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 99, which was -130.00 lower than the previous day. The implied volatity was 19.03, the open interest changed by -7 which decreased total open position to 185
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 229, which was -132.15 lower than the previous day. The implied volatity was 19.12, the open interest changed by 53 which increased total open position to 192
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 361.15, which was -231.00 lower than the previous day. The implied volatity was 16.65, the open interest changed by -7 which decreased total open position to 139
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 592.15, which was 50.25 higher than the previous day. The implied volatity was 14.20, the open interest changed by 74 which increased total open position to 146
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 541.9, which was 32.65 higher than the previous day. The implied volatity was 11.39, the open interest changed by -46 which decreased total open position to 72
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 509.25, which was -102.80 lower than the previous day. The implied volatity was 14.28, the open interest changed by -5 which decreased total open position to 118
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 612.05, which was -114.60 lower than the previous day. The implied volatity was 13.68, the open interest changed by -5 which decreased total open position to 123
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 726.65, which was 15.40 higher than the previous day. The implied volatity was 13.66, the open interest changed by 12 which increased total open position to 128
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 711.25, which was -131.80 lower than the previous day. The implied volatity was 14.01, the open interest changed by 32 which increased total open position to 116
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 843.05, which was 19.55 higher than the previous day. The implied volatity was 13.53, the open interest changed by 25 which increased total open position to 84
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 823.5, which was 175.60 higher than the previous day. The implied volatity was 13.24, the open interest changed by 6 which increased total open position to 59
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 647.9, which was 184.75 higher than the previous day. The implied volatity was 13.10, the open interest changed by 23 which increased total open position to 53
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 463.15, which was 130.75 higher than the previous day. The implied volatity was 13.10, the open interest changed by 1 which increased total open position to 30
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 332.4, which was -10.85 lower than the previous day. The implied volatity was 14.05, the open interest changed by 15 which increased total open position to 29
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 343.25, which was -22.65 lower than the previous day. The implied volatity was 13.28, the open interest changed by 3 which increased total open position to 14
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 365.9, which was -32.70 lower than the previous day. The implied volatity was 14.33, the open interest changed by 0 which decreased total open position to 11
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 398.6, which was -5.15 lower than the previous day. The implied volatity was 12.39, the open interest changed by -3 which decreased total open position to 11
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 403.75, which was 403.75 higher than the previous day. The implied volatity was 12.88, the open interest changed by 14 which increased total open position to 14
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 61400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 1710.65 | 0.00 | 0.00 | 0 | 0 | 29 |
| 19 Dec | 58728.26 | 1710.65 | 0.00 | 0.00 | 0 | 0 | 29 |
| 18 Dec | 59417.63 | 1710.65 | 364.10 | - | 1.5 | 1.5 | 29 |
| 17 Dec | 60175.98 | 1346.55 | 460.50 | 16.14 | 13 | -3 | 27.5 |
| 16 Dec | 60986.65 | 886.05 | -1.95 | 16.64 | 56 | 1 | 30.5 |
| 13 Dec | 60997.39 | 888 | -203.45 | 15.76 | 11 | -3 | 29.5 |
| 12 Dec | 60506.79 | 1091.45 | 39.75 | 14.10 | 9.5 | 3 | 32.5 |
| 11 Dec | 60767.63 | 1051.7 | 32.95 | 15.98 | 32 | 13 | 29.5 |
| 10 Dec | 60959.27 | 1018.75 | -108.25 | 16.94 | 19.5 | 7 | 16.5 |
| 9 Dec | 60827.31 | 1127 | 82.70 | 17.37 | 17.5 | 3.5 | 9.5 |
| 6 Dec | 60995.64 | 1044.3 | -78.90 | 16.72 | 71 | 3 | 6 |
| 5 Dec | 60941.98 | 1123.2 | -838.85 | 17.34 | 9.5 | 3 | 3 |
| 4 Dec | 60530.95 | 1962.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 59986.58 | 1962.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 59287.61 | 1962.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 59298.07 | 1962.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 59092.56 | 1962.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 59573.72 | 1962.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 59432.06 | 1962.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 59504.71 | 1962.05 | 0.00 | 0 | 0 | 0 | |
For Bank Index - strike price 61400 expiring on 30DEC2024
Delta for 61400 PE is 0.00
Historical price for 61400 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1710.65, 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 58
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1710.65, 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 58
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1710.65, which was 364.10 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 58
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1346.55, which was 460.50 higher than the previous day. The implied volatity was 16.14, the open interest changed by -6 which decreased total open position to 55
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 886.05, which was -1.95 lower than the previous day. The implied volatity was 16.64, the open interest changed by 2 which increased total open position to 61
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 888, which was -203.45 lower than the previous day. The implied volatity was 15.76, the open interest changed by -6 which decreased total open position to 59
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1091.45, which was 39.75 higher than the previous day. The implied volatity was 14.10, the open interest changed by 6 which increased total open position to 65
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 1051.7, which was 32.95 higher than the previous day. The implied volatity was 15.98, the open interest changed by 26 which increased total open position to 59
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1018.75, which was -108.25 lower than the previous day. The implied volatity was 16.94, the open interest changed by 14 which increased total open position to 33
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1127, which was 82.70 higher than the previous day. The implied volatity was 17.37, the open interest changed by 7 which increased total open position to 19
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1044.3, which was -78.90 lower than the previous day. The implied volatity was 16.72, the open interest changed by 6 which increased total open position to 12
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1123.2, which was -838.85 lower than the previous day. The implied volatity was 17.34, the open interest changed by 6 which increased total open position to 6
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1962.05, 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 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1962.05, 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 1962.05, 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 1962.05, 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 1962.05, 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 1962.05, 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 1962.05, 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 1962.05, 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
