BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 62000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 5.08
Theta: -5.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 16 | -50.25 | 20.37 | 980.5 | 265.5 | 478.5 | |||
| 19 Dec | 58728.26 | 66.25 | -89.60 | 20.10 | 206 | 1.5 | 213 | |||
| 18 Dec | 59417.63 | 155.85 | -81.75 | 20.00 | 387 | -29.5 | 211.5 | |||
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| 17 Dec | 60175.98 | 237.6 | -134.25 | 17.32 | 303.5 | 56 | 241 | |||
| 16 Dec | 60986.65 | 371.85 | 53.25 | 14.43 | 307.5 | 33 | 185 | |||
| 13 Dec | 60997.39 | 318.6 | 10.25 | 11.56 | 383.5 | -96 | 152 | |||
| 12 Dec | 60506.79 | 308.35 | -80.95 | 14.03 | 122 | -10 | 248 | |||
| 11 Dec | 60767.63 | 389.3 | -44.45 | 13.63 | 245 | 16.5 | 258 | |||
| 10 Dec | 60959.27 | 433.75 | -47.40 | 12.78 | 365 | -17.5 | 241.5 | |||
| 9 Dec | 60827.31 | 481.15 | -101.10 | 14.10 | 261.5 | 7.5 | 259 | |||
| 6 Dec | 60995.64 | 582.25 | 9.25 | 13.53 | 359.5 | 49 | 251.5 | |||
| 5 Dec | 60941.98 | 573 | 140.25 | 13.34 | 295.5 | -7 | 202.5 | |||
| 4 Dec | 60530.95 | 432.75 | 142.75 | 13.08 | 732 | -14 | 209.5 | |||
| 3 Dec | 59986.58 | 290 | 90.65 | 12.91 | 482 | 76 | 223.5 | |||
| 2 Dec | 59287.61 | 199.35 | -4.50 | 13.70 | 985.5 | 67 | 147.5 | |||
| 29 Nov | 59298.07 | 203.85 | -41.15 | 12.89 | 100 | 40.5 | 80.5 | |||
| 28 Nov | 59092.56 | 245 | 6.00 | 14.33 | 213.5 | -45.5 | 40 | |||
| 27 Nov | 59573.72 | 239 | -23.00 | 12.03 | 159.5 | 76 | 85.5 | |||
| 26 Nov | 59432.06 | 262 | 73.00 | 12.80 | 22 | 9 | 9.5 | |||
| 25 Nov | 59504.71 | 189 | 10.82 | 0.5 | 0.5 | 0.5 | ||||
For Bank Index - strike price 62000 expiring on 30DEC2024
Delta for 62000 CE is 0.02
Historical price for 62000 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 16, which was -50.25 lower than the previous day. The implied volatity was 20.37, the open interest changed by 531 which increased total open position to 957
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 66.25, which was -89.60 lower than the previous day. The implied volatity was 20.10, the open interest changed by 3 which increased total open position to 426
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 155.85, which was -81.75 lower than the previous day. The implied volatity was 20.00, the open interest changed by -59 which decreased total open position to 423
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 237.6, which was -134.25 lower than the previous day. The implied volatity was 17.32, the open interest changed by 112 which increased total open position to 482
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 371.85, which was 53.25 higher than the previous day. The implied volatity was 14.43, the open interest changed by 66 which increased total open position to 370
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 318.6, which was 10.25 higher than the previous day. The implied volatity was 11.56, the open interest changed by -192 which decreased total open position to 304
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 308.35, which was -80.95 lower than the previous day. The implied volatity was 14.03, the open interest changed by -20 which decreased total open position to 496
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 389.3, which was -44.45 lower than the previous day. The implied volatity was 13.63, the open interest changed by 33 which increased total open position to 516
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 433.75, which was -47.40 lower than the previous day. The implied volatity was 12.78, the open interest changed by -35 which decreased total open position to 483
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 481.15, which was -101.10 lower than the previous day. The implied volatity was 14.10, the open interest changed by 15 which increased total open position to 518
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 582.25, which was 9.25 higher than the previous day. The implied volatity was 13.53, the open interest changed by 98 which increased total open position to 503
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 573, which was 140.25 higher than the previous day. The implied volatity was 13.34, the open interest changed by -14 which decreased total open position to 405
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 432.75, which was 142.75 higher than the previous day. The implied volatity was 13.08, the open interest changed by -28 which decreased total open position to 419
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 290, which was 90.65 higher than the previous day. The implied volatity was 12.91, the open interest changed by 152 which increased total open position to 447
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 199.35, which was -4.50 lower than the previous day. The implied volatity was 13.70, the open interest changed by 134 which increased total open position to 295
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 203.85, which was -41.15 lower than the previous day. The implied volatity was 12.89, the open interest changed by 81 which increased total open position to 161
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 245, which was 6.00 higher than the previous day. The implied volatity was 14.33, the open interest changed by -91 which decreased total open position to 80
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 239, which was -23.00 lower than the previous day. The implied volatity was 12.03, the open interest changed by 152 which increased total open position to 171
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 262, which was 73.00 higher than the previous day. The implied volatity was 12.80, the open interest changed by 18 which increased total open position to 19
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 189, which was lower than the previous day. The implied volatity was 10.82, the open interest changed by 1 which increased total open position to 1
| BANKEX 30DEC2024 62000 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 | 1498 | 0.00 | 0.00 | 0 | 0 | 7 |
| 19 Dec | 58728.26 | 1498 | 0.00 | 0.00 | 0 | 0 | 7 |
| 18 Dec | 59417.63 | 1498 | 0.00 | 0.00 | 0 | 0 | 7 |
| 17 Dec | 60175.98 | 1498 | 0.00 | 0.00 | 0 | 0 | 7 |
| 16 Dec | 60986.65 | 1498 | 0.00 | 0.00 | 0 | 0 | 7 |
| 13 Dec | 60997.39 | 1498 | 0.00 | 0.00 | 0 | 0 | 7 |
| 12 Dec | 60506.79 | 1498 | 77.95 | 14.06 | 0.5 | 0 | 0 |
| 11 Dec | 60767.63 | 1420.05 | -139.95 | 16.01 | 8 | -1.5 | 7 |
| 10 Dec | 60959.27 | 1560 | 80.00 | 20.54 | 1 | 0 | 8.5 |
| 9 Dec | 60827.31 | 1480 | 185.00 | 17.41 | 1.5 | 0.5 | 8.5 |
| 6 Dec | 60995.64 | 1295 | -227.30 | 15.42 | 10.5 | 1.5 | 8 |
| 5 Dec | 60941.98 | 1522.3 | 1522.30 | 18.42 | 11.5 | 6.5 | 6.5 |
| 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 62000 expiring on 30DEC2024
Delta for 62000 PE is 0.00
Historical price for 62000 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1498, 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 14
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1498, 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 14
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1498, 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 14
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1498, 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 14
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1498, 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 14
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1498, 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 14
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1498, which was 77.95 higher than the previous day. The implied volatity was 14.06, 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 1420.05, which was -139.95 lower than the previous day. The implied volatity was 16.01, the open interest changed by -3 which decreased total open position to 14
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1560, which was 80.00 higher than the previous day. The implied volatity was 20.54, the open interest changed by 0 which decreased total open position to 17
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1480, which was 185.00 higher than the previous day. The implied volatity was 17.41, the open interest changed by 1 which increased total open position to 17
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1295, which was -227.30 lower than the previous day. The implied volatity was 15.42, the open interest changed by 3 which increased total open position to 16
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1522.3, which was 1522.30 higher than the previous day. The implied volatity was 18.42, the open interest changed by 13 which increased total open position to 13
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
