BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 61600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 7.20
Theta: -7.83
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 25.6 | -56.65 | 20.26 | 415 | 130.5 | 210.5 | |||
|
|
||||||||||
| 19 Dec | 58728.26 | 82.25 | -126.45 | 19.14 | 17 | -4 | 80 | |||
| 18 Dec | 59417.63 | 208.7 | -108.20 | 19.67 | 147.5 | 3 | 84 | |||
| 17 Dec | 60175.98 | 316.9 | -188.75 | 16.94 | 73.5 | 14 | 81 | |||
| 16 Dec | 60986.65 | 505.65 | 38.25 | 14.18 | 213.5 | 32 | 67 | |||
| 13 Dec | 60997.39 | 467.4 | 30.65 | 11.64 | 131 | -7 | 35 | |||
| 12 Dec | 60506.79 | 436.75 | -94.15 | 14.24 | 44.5 | 5.5 | 42 | |||
| 11 Dec | 60767.63 | 530.9 | -100.40 | 13.68 | 101.5 | 2.5 | 36.5 | |||
| 10 Dec | 60959.27 | 631.3 | 5.50 | 13.56 | 67 | 10.5 | 34 | |||
| 9 Dec | 60827.31 | 625.8 | -134.40 | 14.02 | 63 | 3 | 23.5 | |||
| 6 Dec | 60995.64 | 760.2 | 39.90 | 13.71 | 141.5 | 1.5 | 20.5 | |||
| 5 Dec | 60941.98 | 720.3 | 141.75 | 13.08 | 69 | 3 | 19 | |||
| 4 Dec | 60530.95 | 578.55 | 179.15 | 13.24 | 129 | -4 | 16 | |||
| 3 Dec | 59986.58 | 399.4 | 118.65 | 13.05 | 38.5 | 5.5 | 20 | |||
| 2 Dec | 59287.61 | 280.75 | -5.70 | 13.89 | 80 | 3.5 | 14.5 | |||
| 29 Nov | 59298.07 | 286.45 | -36.90 | 13.06 | 19.5 | 1.5 | 11 | |||
| 28 Nov | 59092.56 | 323.35 | -5.50 | 14.37 | 43 | 0.5 | 9.5 | |||
| 27 Nov | 59573.72 | 328.85 | -32.20 | 12.09 | 26.5 | 2 | 9 | |||
| 26 Nov | 59432.06 | 361.05 | 227.00 | 13.02 | 10.5 | 7 | 7 | |||
| 25 Nov | 59504.71 | 134.05 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 61600 expiring on 30DEC2024
Delta for 61600 CE is 0.03
Historical price for 61600 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 25.6, which was -56.65 lower than the previous day. The implied volatity was 20.26, the open interest changed by 261 which increased total open position to 421
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 82.25, which was -126.45 lower than the previous day. The implied volatity was 19.14, the open interest changed by -8 which decreased total open position to 160
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 208.7, which was -108.20 lower than the previous day. The implied volatity was 19.67, the open interest changed by 6 which increased total open position to 168
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 316.9, which was -188.75 lower than the previous day. The implied volatity was 16.94, the open interest changed by 28 which increased total open position to 162
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 505.65, which was 38.25 higher than the previous day. The implied volatity was 14.18, the open interest changed by 64 which increased total open position to 134
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 467.4, which was 30.65 higher than the previous day. The implied volatity was 11.64, the open interest changed by -14 which decreased total open position to 70
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 436.75, which was -94.15 lower than the previous day. The implied volatity was 14.24, the open interest changed by 11 which increased total open position to 84
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 530.9, which was -100.40 lower than the previous day. The implied volatity was 13.68, the open interest changed by 5 which increased total open position to 73
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 631.3, which was 5.50 higher than the previous day. The implied volatity was 13.56, the open interest changed by 21 which increased total open position to 68
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 625.8, which was -134.40 lower than the previous day. The implied volatity was 14.02, the open interest changed by 6 which increased total open position to 47
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 760.2, which was 39.90 higher than the previous day. The implied volatity was 13.71, the open interest changed by 3 which increased total open position to 41
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 720.3, which was 141.75 higher than the previous day. The implied volatity was 13.08, the open interest changed by 6 which increased total open position to 38
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 578.55, which was 179.15 higher than the previous day. The implied volatity was 13.24, the open interest changed by -8 which decreased total open position to 32
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 399.4, which was 118.65 higher than the previous day. The implied volatity was 13.05, the open interest changed by 11 which increased total open position to 40
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 280.75, which was -5.70 lower than the previous day. The implied volatity was 13.89, the open interest changed by 7 which increased total open position to 29
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 286.45, which was -36.90 lower than the previous day. The implied volatity was 13.06, the open interest changed by 3 which increased total open position to 22
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 323.35, which was -5.50 lower than the previous day. The implied volatity was 14.37, the open interest changed by 1 which increased total open position to 19
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 328.85, which was -32.20 lower than the previous day. The implied volatity was 12.09, the open interest changed by 4 which increased total open position to 18
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 361.05, which was 227.00 higher than the previous day. The implied volatity was 13.02, 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 134.05, 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
| BANKEX 30DEC2024 61600 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 | 2706.8 | 0.00 | 0.00 | 0 | 0 | 16 |
| 19 Dec | 58728.26 | 2706.8 | 1238.90 | 14.20 | 1.5 | -1 | 16 |
| 18 Dec | 59417.63 | 1467.9 | 0.00 | 0.00 | 0 | 0 | 17 |
| 17 Dec | 60175.98 | 1467.9 | 469.30 | 15.48 | 5 | -0.5 | 17 |
| 16 Dec | 60986.65 | 998.6 | -840.15 | 16.65 | 13 | 5 | 17.5 |
| 13 Dec | 60997.39 | 1838.75 | 666.15 | 31.84 | 1 | -1 | 12.5 |
| 12 Dec | 60506.79 | 1172.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 1172.6 | 38.60 | 16.08 | 8 | 3 | 13.5 |
| 10 Dec | 60959.27 | 1134 | 45.75 | 17.08 | 12.5 | 5.5 | 10.5 |
| 9 Dec | 60827.31 | 1088.25 | -30.30 | 14.77 | 4 | -1.5 | 5 |
| 6 Dec | 60995.64 | 1118.55 | -268.45 | 16.24 | 9.5 | 2 | 6.5 |
| 5 Dec | 60941.98 | 1387 | -2126.05 | 19.84 | 4.5 | 4.5 | 4.5 |
| 4 Dec | 60530.95 | 3513.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 59986.58 | 3513.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 59287.61 | 3513.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 59298.07 | 3513.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 59092.56 | 3513.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 59573.72 | 3513.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 59432.06 | 3513.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 59504.71 | 3513.05 | 0.00 | 0 | 0 | 0 | |
For Bank Index - strike price 61600 expiring on 30DEC2024
Delta for 61600 PE is 0.00
Historical price for 61600 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 2706.8, 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 32
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 2706.8, which was 1238.90 higher than the previous day. The implied volatity was 14.20, the open interest changed by -2 which decreased total open position to 32
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1467.9, 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 34
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1467.9, which was 469.30 higher than the previous day. The implied volatity was 15.48, the open interest changed by -1 which decreased total open position to 34
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 998.6, which was -840.15 lower than the previous day. The implied volatity was 16.65, the open interest changed by 10 which increased total open position to 35
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1838.75, which was 666.15 higher than the previous day. The implied volatity was 31.84, the open interest changed by -2 which decreased total open position to 25
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1172.6, 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 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 1172.6, which was 38.60 higher than the previous day. The implied volatity was 16.08, the open interest changed by 6 which increased total open position to 27
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1134, which was 45.75 higher than the previous day. The implied volatity was 17.08, the open interest changed by 11 which increased total open position to 21
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1088.25, which was -30.30 lower than the previous day. The implied volatity was 14.77, the open interest changed by -3 which decreased total open position to 10
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1118.55, which was -268.45 lower than the previous day. The implied volatity was 16.24, the open interest changed by 4 which increased total open position to 13
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1387, which was -2126.05 lower than the previous day. The implied volatity was 19.84, the open interest changed by 9 which increased total open position to 9
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 3513.05, 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 3513.05, 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 3513.05, 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 3513.05, 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 3513.05, 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 3513.05, 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 3513.05, 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 3513.05, 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
