BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 61500 CE | ||||||||||
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Delta: 0.05
Vega: 9.46
Theta: -10.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 40 | -48.15 | 21.54 | 692.5 | 44 | 253 | |||
| 19 Dec | 58728.26 | 88.15 | -129.80 | 18.97 | 256.5 | -64.5 | 209 | |||
| 18 Dec | 59417.63 | 217.95 | -129.00 | 19.38 | 478 | 34 | 273.5 | |||
| 17 Dec | 60175.98 | 346.95 | -202.05 | 17.02 | 227.5 | 42 | 239.5 | |||
| 16 Dec | 60986.65 | 549 | 49.30 | 14.22 | 170 | 11 | 197.5 | |||
| 13 Dec | 60997.39 | 499.7 | 24.30 | 11.45 | 263.5 | 60 | 186.5 | |||
| 12 Dec | 60506.79 | 475.4 | -95.25 | 14.33 | 100.5 | -2.5 | 126.5 | |||
| 11 Dec | 60767.63 | 570.65 | -139.80 | 13.69 | 176 | -2.5 | 129 | |||
| 10 Dec | 60959.27 | 710.45 | 45.45 | 14.18 | 160.5 | -6.5 | 131.5 | |||
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| 9 Dec | 60827.31 | 665 | -123.05 | 13.97 | 168 | 8 | 138 | |||
| 6 Dec | 60995.64 | 788.05 | 0.05 | 13.42 | 302.5 | -9 | 130 | |||
| 5 Dec | 60941.98 | 788 | 188.85 | 13.43 | 96 | 0.5 | 139 | |||
| 4 Dec | 60530.95 | 599.15 | 167.15 | 12.96 | 118 | 11 | 138.5 | |||
| 3 Dec | 59986.58 | 432 | 125.15 | 13.10 | 326.5 | 73.5 | 127.5 | |||
| 2 Dec | 59287.61 | 306.85 | -19.15 | 13.99 | 341.5 | 24 | 54 | |||
| 29 Nov | 59298.07 | 326 | -19.75 | 13.39 | 60 | -4.5 | 30 | |||
| 28 Nov | 59092.56 | 345.75 | -17.15 | 14.38 | 112.5 | 6.5 | 34.5 | |||
| 27 Nov | 59573.72 | 362.9 | -24.45 | 12.25 | 133.5 | 13.5 | 28 | |||
| 26 Nov | 59432.06 | 387.35 | -19.55 | 13.04 | 37.5 | 13.5 | 14.5 | |||
| 25 Nov | 59504.71 | 406.9 | 12.77 | 2 | 1 | 1 | ||||
For Bank Index - strike price 61500 expiring on 30DEC2024
Delta for 61500 CE is 0.05
Historical price for 61500 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 40, which was -48.15 lower than the previous day. The implied volatity was 21.54, the open interest changed by 88 which increased total open position to 506
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 88.15, which was -129.80 lower than the previous day. The implied volatity was 18.97, the open interest changed by -129 which decreased total open position to 418
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 217.95, which was -129.00 lower than the previous day. The implied volatity was 19.38, the open interest changed by 68 which increased total open position to 547
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 346.95, which was -202.05 lower than the previous day. The implied volatity was 17.02, the open interest changed by 84 which increased total open position to 479
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 549, which was 49.30 higher than the previous day. The implied volatity was 14.22, the open interest changed by 22 which increased total open position to 395
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 499.7, which was 24.30 higher than the previous day. The implied volatity was 11.45, the open interest changed by 120 which increased total open position to 373
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 475.4, which was -95.25 lower than the previous day. The implied volatity was 14.33, the open interest changed by -5 which decreased total open position to 253
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 570.65, which was -139.80 lower than the previous day. The implied volatity was 13.69, the open interest changed by -5 which decreased total open position to 258
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 710.45, which was 45.45 higher than the previous day. The implied volatity was 14.18, the open interest changed by -13 which decreased total open position to 263
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 665, which was -123.05 lower than the previous day. The implied volatity was 13.97, the open interest changed by 16 which increased total open position to 276
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 788.05, which was 0.05 higher than the previous day. The implied volatity was 13.42, the open interest changed by -18 which decreased total open position to 260
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 788, which was 188.85 higher than the previous day. The implied volatity was 13.43, the open interest changed by 1 which increased total open position to 278
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 599.15, which was 167.15 higher than the previous day. The implied volatity was 12.96, the open interest changed by 22 which increased total open position to 277
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 432, which was 125.15 higher than the previous day. The implied volatity was 13.10, the open interest changed by 147 which increased total open position to 255
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 306.85, which was -19.15 lower than the previous day. The implied volatity was 13.99, the open interest changed by 48 which increased total open position to 108
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 326, which was -19.75 lower than the previous day. The implied volatity was 13.39, the open interest changed by -9 which decreased total open position to 60
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 345.75, which was -17.15 lower than the previous day. The implied volatity was 14.38, the open interest changed by 13 which increased total open position to 69
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 362.9, which was -24.45 lower than the previous day. The implied volatity was 12.25, the open interest changed by 27 which increased total open position to 56
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 387.35, which was -19.55 lower than the previous day. The implied volatity was 13.04, the open interest changed by 27 which increased total open position to 29
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 406.9, which was lower than the previous day. The implied volatity was 12.77, the open interest changed by 2 which increased total open position to 2
| BANKEX 30DEC2024 61500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 12.20
Theta: 1.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 3644 | 994.00 | 23.77 | 0.5 | -0.5 | 27 |
| 19 Dec | 58728.26 | 2650 | 602.00 | 17.45 | 2 | -1 | 27.5 |
| 18 Dec | 59417.63 | 2048 | 633.05 | 17.59 | 1 | 0.5 | 28.5 |
| 17 Dec | 60175.98 | 1414.95 | 465.95 | 16.05 | 21 | -2.5 | 28 |
| 16 Dec | 60986.65 | 949 | -13.00 | 16.80 | 37 | 5.5 | 30.5 |
| 13 Dec | 60997.39 | 962 | -244.05 | 16.14 | 22.5 | -7 | 25 |
| 12 Dec | 60506.79 | 1206.05 | 96.15 | 15.11 | 13 | 0.5 | 32 |
| 11 Dec | 60767.63 | 1109.9 | 37.05 | 16.00 | 29.5 | 8.5 | 31.5 |
| 10 Dec | 60959.27 | 1072.85 | -120.95 | 16.96 | 21 | 5 | 23 |
| 9 Dec | 60827.31 | 1193.8 | 101.95 | 17.58 | 15.5 | 0.5 | 18 |
| 6 Dec | 60995.64 | 1091.85 | -53.40 | 16.66 | 38 | 9 | 17.5 |
| 5 Dec | 60941.98 | 1145.25 | -1131.80 | 16.87 | 17 | 8.5 | 8.5 |
| 4 Dec | 60530.95 | 2277.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 59986.58 | 2277.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 59287.61 | 2277.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 59298.07 | 2277.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 59092.56 | 2277.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 59573.72 | 2277.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 59432.06 | 2277.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 59504.71 | 2277.05 | 0.00 | 0 | 0 | 0 | |
For Bank Index - strike price 61500 expiring on 30DEC2024
Delta for 61500 PE is -0.93
Historical price for 61500 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 3644, which was 994.00 higher than the previous day. The implied volatity was 23.77, the open interest changed by -1 which decreased total open position to 54
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 2650, which was 602.00 higher than the previous day. The implied volatity was 17.45, the open interest changed by -2 which decreased total open position to 55
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 2048, which was 633.05 higher than the previous day. The implied volatity was 17.59, the open interest changed by 1 which increased total open position to 57
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1414.95, which was 465.95 higher than the previous day. The implied volatity was 16.05, the open interest changed by -5 which decreased total open position to 56
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 949, which was -13.00 lower than the previous day. The implied volatity was 16.80, the open interest changed by 11 which increased total open position to 61
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 962, which was -244.05 lower than the previous day. The implied volatity was 16.14, the open interest changed by -14 which decreased total open position to 50
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1206.05, which was 96.15 higher than the previous day. The implied volatity was 15.11, the open interest changed by 1 which increased total open position to 64
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 1109.9, which was 37.05 higher than the previous day. The implied volatity was 16.00, the open interest changed by 17 which increased total open position to 63
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1072.85, which was -120.95 lower than the previous day. The implied volatity was 16.96, the open interest changed by 10 which increased total open position to 46
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1193.8, which was 101.95 higher than the previous day. The implied volatity was 17.58, the open interest changed by 1 which increased total open position to 36
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1091.85, which was -53.40 lower than the previous day. The implied volatity was 16.66, the open interest changed by 18 which increased total open position to 35
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1145.25, which was -1131.80 lower than the previous day. The implied volatity was 16.87, the open interest changed by 17 which increased total open position to 17
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 2277.05, 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 2277.05, 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 2277.05, 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 2277.05, 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 2277.05, 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 2277.05, 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 2277.05, 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 2277.05, 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
