BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 61900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 5.73
Theta: -6.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 18.95 | -51.50 | 20.51 | 288.5 | 79 | 155.5 | |||
| 19 Dec | 58728.26 | 70.45 | -97.45 | 19.90 | 41 | -10 | 76.5 | |||
| 18 Dec | 59417.63 | 167.9 | -98.10 | 19.92 | 115.5 | -2 | 86.5 | |||
| 17 Dec | 60175.98 | 266 | -134.80 | 17.53 | 87.5 | -6.5 | 88.5 | |||
| 16 Dec | 60986.65 | 400.8 | 39.80 | 14.33 | 135 | 42 | 95 | |||
| 13 Dec | 60997.39 | 361 | 20.75 | 11.76 | 117.5 | -19 | 53 | |||
| 12 Dec | 60506.79 | 340.25 | -83.75 | 14.14 | 46.5 | 6 | 72 | |||
| 11 Dec | 60767.63 | 424 | -79.25 | 13.68 | 56.5 | 14 | 66 | |||
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| 10 Dec | 60959.27 | 503.25 | -13.10 | 13.41 | 83.5 | 1.5 | 52 | |||
| 9 Dec | 60827.31 | 516.35 | -112.20 | 14.11 | 62.5 | 11.5 | 50.5 | |||
| 6 Dec | 60995.64 | 628.55 | 16.50 | 13.65 | 119 | -1 | 39 | |||
| 5 Dec | 60941.98 | 612.05 | 158.00 | 13.35 | 134 | 14 | 40 | |||
| 4 Dec | 60530.95 | 454.05 | 136.50 | 12.91 | 99 | -10 | 26 | |||
| 3 Dec | 59986.58 | 317.55 | 92.55 | 13.00 | 103 | 19 | 36 | |||
| 2 Dec | 59287.61 | 225 | -21.20 | 13.91 | 48 | 9.5 | 17 | |||
| 29 Nov | 59298.07 | 246.2 | -18.80 | 13.44 | 7.5 | -0.5 | 7.5 | |||
| 28 Nov | 59092.56 | 265 | -6.95 | 14.38 | 39 | -6 | 8 | |||
| 27 Nov | 59573.72 | 271.95 | -8.10 | 12.28 | 23.5 | -0.5 | 14 | |||
| 26 Nov | 59432.06 | 280.05 | 280.05 | 12.77 | 49.5 | 14.5 | 14.5 | |||
| 25 Nov | 59504.71 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 61900 expiring on 30DEC2024
Delta for 61900 CE is 0.03
Historical price for 61900 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 18.95, which was -51.50 lower than the previous day. The implied volatity was 20.51, the open interest changed by 158 which increased total open position to 311
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 70.45, which was -97.45 lower than the previous day. The implied volatity was 19.90, the open interest changed by -20 which decreased total open position to 153
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 167.9, which was -98.10 lower than the previous day. The implied volatity was 19.92, the open interest changed by -4 which decreased total open position to 173
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 266, which was -134.80 lower than the previous day. The implied volatity was 17.53, the open interest changed by -13 which decreased total open position to 177
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 400.8, which was 39.80 higher than the previous day. The implied volatity was 14.33, the open interest changed by 84 which increased total open position to 190
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 361, which was 20.75 higher than the previous day. The implied volatity was 11.76, the open interest changed by -38 which decreased total open position to 106
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 340.25, which was -83.75 lower than the previous day. The implied volatity was 14.14, the open interest changed by 12 which increased total open position to 144
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 424, which was -79.25 lower than the previous day. The implied volatity was 13.68, the open interest changed by 28 which increased total open position to 132
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 503.25, which was -13.10 lower than the previous day. The implied volatity was 13.41, the open interest changed by 3 which increased total open position to 104
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 516.35, which was -112.20 lower than the previous day. The implied volatity was 14.11, the open interest changed by 23 which increased total open position to 101
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 628.55, which was 16.50 higher than the previous day. The implied volatity was 13.65, the open interest changed by -2 which decreased total open position to 78
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 612.05, which was 158.00 higher than the previous day. The implied volatity was 13.35, the open interest changed by 28 which increased total open position to 80
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 454.05, which was 136.50 higher than the previous day. The implied volatity was 12.91, the open interest changed by -20 which decreased total open position to 52
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 317.55, which was 92.55 higher than the previous day. The implied volatity was 13.00, the open interest changed by 38 which increased total open position to 72
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 225, which was -21.20 lower than the previous day. The implied volatity was 13.91, the open interest changed by 19 which increased total open position to 34
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 246.2, which was -18.80 lower than the previous day. The implied volatity was 13.44, the open interest changed by -1 which decreased total open position to 15
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 265, which was -6.95 lower than the previous day. The implied volatity was 14.38, the open interest changed by -12 which decreased total open position to 16
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 271.95, which was -8.10 lower than the previous day. The implied volatity was 12.28, the open interest changed by -1 which decreased total open position to 28
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 280.05, which was 280.05 higher than the previous day. The implied volatity was 12.77, the open interest changed by 29 which increased total open position to 29
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 61900 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 | 1357.45 | 0.00 | 0.00 | 0 | 0 | 13.5 |
| 19 Dec | 58728.26 | 1357.45 | 0.00 | 0.00 | 0 | 0 | 13.5 |
| 18 Dec | 59417.63 | 1357.45 | 0.00 | 0.00 | 0 | 0 | 13.5 |
| 17 Dec | 60175.98 | 1357.45 | 0.00 | 0.00 | 0 | 0 | 13.5 |
| 16 Dec | 60986.65 | 1357.45 | 0.00 | 0.00 | 0 | 0 | 13.5 |
| 13 Dec | 60997.39 | 1357.45 | 0.00 | 0.00 | 0 | 0 | 13.5 |
| 12 Dec | 60506.79 | 1357.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 1357.45 | 0.00 | 0.00 | 0 | 0 | 13.5 |
| 10 Dec | 60959.27 | 1357.45 | -62.55 | 17.98 | 2 | 0 | 13.5 |
| 9 Dec | 60827.31 | 1420 | 140.00 | 17.45 | 5.5 | 2.5 | 13.5 |
| 6 Dec | 60995.64 | 1280 | -61.85 | 16.14 | 20.5 | 9.5 | 11 |
| 5 Dec | 60941.98 | 1341.85 | 1341.85 | 16.47 | 2.5 | 1.5 | 1.5 |
| 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 61900 expiring on 30DEC2024
Delta for 61900 PE is 0.00
Historical price for 61900 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1357.45, 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 27
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1357.45, 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 27
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1357.45, 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 27
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1357.45, 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 27
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1357.45, 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 27
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1357.45, 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 27
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1357.45, 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 1357.45, 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 27
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1357.45, which was -62.55 lower than the previous day. The implied volatity was 17.98, the open interest changed by 0 which decreased total open position to 27
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1420, which was 140.00 higher than the previous day. The implied volatity was 17.45, the open interest changed by 5 which increased total open position to 27
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1280, which was -61.85 lower than the previous day. The implied volatity was 16.14, the open interest changed by 19 which increased total open position to 22
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1341.85, which was 1341.85 higher than the previous day. The implied volatity was 16.47, the open interest changed by 3 which increased total open position to 3
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
