BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 61700 CE | ||||||||||
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Delta: 0.03
Vega: 6.47
Theta: -7.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 22 | -52.45 | 20.17 | 137 | 21 | 87 | |||
| 19 Dec | 58728.26 | 74.45 | -114.10 | 19.17 | 59 | -23 | 66 | |||
| 18 Dec | 59417.63 | 188.55 | -99.00 | 19.55 | 147 | -15 | 89 | |||
| 17 Dec | 60175.98 | 287.55 | -176.20 | 16.83 | 226 | -75.5 | 104 | |||
| 16 Dec | 60986.65 | 463.75 | 47.20 | 14.13 | 446 | 147.5 | 179.5 | |||
| 13 Dec | 60997.39 | 416.55 | 18.65 | 11.42 | 153 | -12.5 | 32 | |||
| 12 Dec | 60506.79 | 397.9 | -95.30 | 14.11 | 113.5 | 9 | 44.5 | |||
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| 11 Dec | 60767.63 | 493.2 | -81.30 | 13.68 | 72.5 | 10.5 | 35.5 | |||
| 10 Dec | 60959.27 | 574.5 | -27.90 | 13.30 | 63 | -1.5 | 25 | |||
| 9 Dec | 60827.31 | 602.4 | -92.40 | 14.31 | 43.5 | 8 | 26.5 | |||
| 6 Dec | 60995.64 | 694.8 | 18.05 | 13.37 | 151 | -2.5 | 18.5 | |||
| 5 Dec | 60941.98 | 676.75 | 152.50 | 13.08 | 52.5 | 0 | 21 | |||
| 4 Dec | 60530.95 | 524.25 | 154.65 | 12.95 | 37 | 4.5 | 21 | |||
| 3 Dec | 59986.58 | 369.6 | 110.70 | 13.01 | 54.5 | -1.5 | 16.5 | |||
| 2 Dec | 59287.61 | 258.9 | -8.25 | 13.85 | 73 | 13.5 | 18 | |||
| 29 Nov | 59298.07 | 267.15 | -34.20 | 13.09 | 17.5 | -4 | 4.5 | |||
| 28 Nov | 59092.56 | 301.35 | -9.05 | 14.34 | 51 | -10.5 | 8.5 | |||
| 27 Nov | 59573.72 | 310.4 | -25.60 | 12.19 | 12 | 2 | 19 | |||
| 26 Nov | 59432.06 | 336 | 263.95 | 12.99 | 30.5 | 17 | 17 | |||
| 25 Nov | 59504.71 | 72.05 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 61700 expiring on 30DEC2024
Delta for 61700 CE is 0.03
Historical price for 61700 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 22, which was -52.45 lower than the previous day. The implied volatity was 20.17, the open interest changed by 42 which increased total open position to 174
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 74.45, which was -114.10 lower than the previous day. The implied volatity was 19.17, the open interest changed by -46 which decreased total open position to 132
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 188.55, which was -99.00 lower than the previous day. The implied volatity was 19.55, the open interest changed by -30 which decreased total open position to 178
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 287.55, which was -176.20 lower than the previous day. The implied volatity was 16.83, the open interest changed by -151 which decreased total open position to 208
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 463.75, which was 47.20 higher than the previous day. The implied volatity was 14.13, the open interest changed by 295 which increased total open position to 359
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 416.55, which was 18.65 higher than the previous day. The implied volatity was 11.42, the open interest changed by -25 which decreased total open position to 64
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 397.9, which was -95.30 lower than the previous day. The implied volatity was 14.11, the open interest changed by 18 which increased total open position to 89
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 493.2, which was -81.30 lower than the previous day. The implied volatity was 13.68, the open interest changed by 21 which increased total open position to 71
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 574.5, which was -27.90 lower than the previous day. The implied volatity was 13.30, the open interest changed by -3 which decreased total open position to 50
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 602.4, which was -92.40 lower than the previous day. The implied volatity was 14.31, the open interest changed by 16 which increased total open position to 53
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 694.8, which was 18.05 higher than the previous day. The implied volatity was 13.37, the open interest changed by -5 which decreased total open position to 37
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 676.75, which was 152.50 higher than the previous day. The implied volatity was 13.08, the open interest changed by 0 which decreased total open position to 42
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 524.25, which was 154.65 higher than the previous day. The implied volatity was 12.95, the open interest changed by 9 which increased total open position to 42
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 369.6, which was 110.70 higher than the previous day. The implied volatity was 13.01, the open interest changed by -3 which decreased total open position to 33
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 258.9, which was -8.25 lower than the previous day. The implied volatity was 13.85, the open interest changed by 27 which increased total open position to 36
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 267.15, which was -34.20 lower than the previous day. The implied volatity was 13.09, the open interest changed by -8 which decreased total open position to 9
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 301.35, which was -9.05 lower than the previous day. The implied volatity was 14.34, the open interest changed by -21 which decreased total open position to 17
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 310.4, which was -25.60 lower than the previous day. The implied volatity was 12.19, the open interest changed by 4 which increased total open position to 38
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 336, which was 263.95 higher than the previous day. The implied volatity was 12.99, the open interest changed by 34 which increased total open position to 34
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 72.05, 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 61700 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 | 1178.6 | 0.00 | 0.00 | 0 | 0 | 4 |
| 19 Dec | 58728.26 | 1178.6 | 0.00 | 0.00 | 0 | 0 | 4 |
| 18 Dec | 59417.63 | 1178.6 | 0.00 | 0.00 | 0 | 0 | 4 |
| 17 Dec | 60175.98 | 1178.6 | 0.00 | 0.00 | 0 | 0 | 4 |
| 16 Dec | 60986.65 | 1178.6 | -52.20 | 19.24 | 0.5 | 0 | 4 |
| 13 Dec | 60997.39 | 1230.8 | 0.00 | 0.00 | 0 | 0 | 4 |
| 12 Dec | 60506.79 | 1230.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 1230.8 | 30.55 | 16.04 | 3.5 | 0.5 | 4 |
| 10 Dec | 60959.27 | 1200.25 | -60.50 | 17.25 | 2.5 | 0 | 3.5 |
| 9 Dec | 60827.31 | 1260.75 | 59.05 | 16.76 | 6 | 1 | 3.5 |
| 6 Dec | 60995.64 | 1201.7 | 1201.70 | 16.71 | 12.5 | 2.5 | 2.5 |
| 5 Dec | 60941.98 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 60530.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 61700 expiring on 30DEC2024
Delta for 61700 PE is 0.00
Historical price for 61700 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1178.6, 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 8
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1178.6, 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 8
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1178.6, 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 8
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1178.6, 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 8
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1178.6, which was -52.20 lower than the previous day. The implied volatity was 19.24, the open interest changed by 0 which decreased total open position to 8
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1230.8, 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 8
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1230.8, 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 0
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 1230.8, which was 30.55 higher than the previous day. The implied volatity was 16.04, the open interest changed by 1 which increased total open position to 8
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1200.25, which was -60.50 lower than the previous day. The implied volatity was 17.25, the open interest changed by 0 which decreased total open position to 7
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1260.75, which was 59.05 higher than the previous day. The implied volatity was 16.76, the open interest changed by 2 which increased total open position to 7
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1201.7, which was 1201.70 higher than the previous day. The implied volatity was 16.71, the open interest changed by 5 which increased total open position to 5
On 5 Dec BANKEX was trading at 60941.98. 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 4 Dec BANKEX was trading at 60530.95. 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 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
