BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 61800 CE | ||||||||||
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Delta: 0.03
Vega: 6.24
Theta: -6.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 21.25 | -52.50 | 20.47 | 168 | 15 | 92.5 | |||
| 19 Dec | 58728.26 | 73.75 | -105.30 | 19.62 | 52.5 | -3 | 77.5 | |||
| 18 Dec | 59417.63 | 179.05 | -94.25 | 19.78 | 182.5 | 10 | 80.5 | |||
| 17 Dec | 60175.98 | 273.3 | -158.90 | 17.09 | 50.5 | 1.5 | 70.5 | |||
| 16 Dec | 60986.65 | 432.2 | 47.40 | 14.25 | 135 | 26 | 69 | |||
| 13 Dec | 60997.39 | 384.8 | 10.35 | 11.53 | 121 | -30 | 43 | |||
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| 12 Dec | 60506.79 | 374.45 | -82.20 | 14.25 | 59.5 | 6.5 | 73 | |||
| 11 Dec | 60767.63 | 456.65 | -94.65 | 13.66 | 74 | 3.5 | 66.5 | |||
| 10 Dec | 60959.27 | 551.3 | -0.40 | 13.60 | 49 | 1 | 63 | |||
| 9 Dec | 60827.31 | 551.7 | -121.60 | 14.09 | 66.5 | 9 | 62 | |||
| 6 Dec | 60995.64 | 673.3 | 38.65 | 13.71 | 120 | -9 | 53 | |||
| 5 Dec | 60941.98 | 634.65 | 131.75 | 13.07 | 108.5 | 17.5 | 62 | |||
| 4 Dec | 60530.95 | 502.9 | 161.35 | 13.17 | 75.5 | 10.5 | 44.5 | |||
| 3 Dec | 59986.58 | 341.55 | 96.65 | 12.98 | 64.5 | -3 | 34 | |||
| 2 Dec | 59287.61 | 244.9 | -16.10 | 13.96 | 101 | 26.5 | 37 | |||
| 29 Nov | 59298.07 | 261 | -16.95 | 13.36 | 17 | 5.5 | 10.5 | |||
| 28 Nov | 59092.56 | 277.95 | -20.10 | 14.27 | 60.5 | -10 | 5 | |||
| 27 Nov | 59573.72 | 298.05 | -31.25 | 12.37 | 12 | 1.5 | 15 | |||
| 26 Nov | 59432.06 | 329.3 | -8.65 | 13.28 | 32.5 | 13.5 | 13.5 | |||
| 25 Nov | 59504.71 | 337.95 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 61800 expiring on 30DEC2024
Delta for 61800 CE is 0.03
Historical price for 61800 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 21.25, which was -52.50 lower than the previous day. The implied volatity was 20.47, the open interest changed by 30 which increased total open position to 185
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 73.75, which was -105.30 lower than the previous day. The implied volatity was 19.62, the open interest changed by -6 which decreased total open position to 155
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 179.05, which was -94.25 lower than the previous day. The implied volatity was 19.78, the open interest changed by 20 which increased total open position to 161
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 273.3, which was -158.90 lower than the previous day. The implied volatity was 17.09, the open interest changed by 3 which increased total open position to 141
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 432.2, which was 47.40 higher than the previous day. The implied volatity was 14.25, the open interest changed by 52 which increased total open position to 138
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 384.8, which was 10.35 higher than the previous day. The implied volatity was 11.53, the open interest changed by -60 which decreased total open position to 86
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 374.45, which was -82.20 lower than the previous day. The implied volatity was 14.25, the open interest changed by 13 which increased total open position to 146
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 456.65, which was -94.65 lower than the previous day. The implied volatity was 13.66, the open interest changed by 7 which increased total open position to 133
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 551.3, which was -0.40 lower than the previous day. The implied volatity was 13.60, the open interest changed by 2 which increased total open position to 126
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 551.7, which was -121.60 lower than the previous day. The implied volatity was 14.09, the open interest changed by 18 which increased total open position to 124
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 673.3, which was 38.65 higher than the previous day. The implied volatity was 13.71, the open interest changed by -18 which decreased total open position to 106
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 634.65, which was 131.75 higher than the previous day. The implied volatity was 13.07, the open interest changed by 35 which increased total open position to 124
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 502.9, which was 161.35 higher than the previous day. The implied volatity was 13.17, the open interest changed by 21 which increased total open position to 89
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 341.55, which was 96.65 higher than the previous day. The implied volatity was 12.98, the open interest changed by -6 which decreased total open position to 68
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 244.9, which was -16.10 lower than the previous day. The implied volatity was 13.96, the open interest changed by 53 which increased total open position to 74
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 261, which was -16.95 lower than the previous day. The implied volatity was 13.36, the open interest changed by 11 which increased total open position to 21
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 277.95, which was -20.10 lower than the previous day. The implied volatity was 14.27, the open interest changed by -20 which decreased total open position to 10
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 298.05, which was -31.25 lower than the previous day. The implied volatity was 12.37, the open interest changed by 3 which increased total open position to 30
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 329.3, which was -8.65 lower than the previous day. The implied volatity was 13.28, the open interest changed by 27 which increased total open position to 27
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 337.95, 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 61800 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 1289.45 | 0.00 | 0.00 | 0 | 0 | 4.5 |
| 19 Dec | 58728.26 | 1289.45 | 0.00 | 0.00 | 0 | 0 | 4.5 |
| 18 Dec | 59417.63 | 1289.45 | 0.00 | 0.00 | 0 | 0 | 4.5 |
| 17 Dec | 60175.98 | 1289.45 | 0.00 | 0.00 | 0 | 0 | 4.5 |
| 16 Dec | 60986.65 | 1289.45 | 0.00 | 0.00 | 0 | 0 | 4.5 |
| 13 Dec | 60997.39 | 1289.45 | 0.00 | 0.00 | 0 | 0 | 4.5 |
| 12 Dec | 60506.79 | 1289.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 1289.45 | 14.10 | 15.98 | 3 | 0.5 | 4.5 |
| 10 Dec | 60959.27 | 1275.35 | 0.00 | 0.00 | 0 | 0 | 4 |
| 9 Dec | 60827.31 | 1275.35 | 80.15 | 15.97 | 2.5 | 1.5 | 4 |
| 6 Dec | 60995.64 | 1195.2 | -110.75 | 15.70 | 1 | 0.5 | 2.5 |
| 5 Dec | 60941.98 | 1305.95 | 1305.95 | 16.82 | 2.5 | 2 | 2 |
| 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 61800 expiring on 30DEC2024
Delta for 61800 PE is 0.00
Historical price for 61800 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1289.45, 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 9
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1289.45, 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 9
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1289.45, 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 9
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1289.45, 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 9
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1289.45, 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 9
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1289.45, 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 9
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1289.45, 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 1289.45, which was 14.10 higher than the previous day. The implied volatity was 15.98, the open interest changed by 1 which increased total open position to 9
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1275.35, 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 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1275.35, which was 80.15 higher than the previous day. The implied volatity was 15.97, the open interest changed by 3 which increased total open position to 8
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1195.2, which was -110.75 lower than the previous day. The implied volatity was 15.70, the open interest changed by 1 which increased total open position to 5
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1305.95, which was 1305.95 higher than the previous day. The implied volatity was 16.82, the open interest changed by 4 which increased total open position to 4
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
