BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 62100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 5.14
Theta: -5.74
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 16.7 | -46.55 | 20.91 | 196 | 21 | 90 | |||
| 19 Dec | 58728.26 | 63.25 | -85.65 | 20.36 | 46 | -2 | 69 | |||
| 18 Dec | 59417.63 | 148.9 | -63.05 | 20.26 | 109 | 7 | 71 | |||
| 17 Dec | 60175.98 | 211.95 | -128.95 | 17.14 | 69.5 | 13.5 | 64 | |||
| 16 Dec | 60986.65 | 340.9 | 38.05 | 14.43 | 236.5 | 28 | 50.5 | |||
| 13 Dec | 60997.39 | 302.85 | 13.95 | 11.88 | 168 | -29 | 22.5 | |||
| 12 Dec | 60506.79 | 288.9 | -69.90 | 14.16 | 31.5 | 2 | 51.5 | |||
| 11 Dec | 60767.63 | 358.8 | -80.60 | 13.62 | 57.5 | 4.5 | 49.5 | |||
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| 10 Dec | 60959.27 | 439.4 | -22.35 | 13.53 | 28.5 | -1 | 45 | |||
| 9 Dec | 60827.31 | 461.75 | -84.75 | 14.36 | 37 | 11.5 | 46 | |||
| 6 Dec | 60995.64 | 546.5 | 18.20 | 13.55 | 108.5 | -7 | 34.5 | |||
| 5 Dec | 60941.98 | 528.3 | 130.75 | 13.21 | 112 | 15.5 | 41.5 | |||
| 4 Dec | 60530.95 | 397.55 | 125.45 | 12.98 | 94 | -2 | 26 | |||
| 3 Dec | 59986.58 | 272.1 | 69.55 | 13.00 | 64 | 17 | 28 | |||
| 2 Dec | 59287.61 | 202.55 | -72.75 | 14.16 | 15 | 10 | 11 | |||
| 29 Nov | 59298.07 | 275.3 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 28 Nov | 59092.56 | 275.3 | 47.10 | 15.35 | 12 | -2 | 1 | |||
| 27 Nov | 59573.72 | 228.2 | -8.00 | 12.19 | 7 | 3 | 3 | |||
| 26 Nov | 59432.06 | 236.2 | 12.65 | 1 | 0 | 0 | ||||
For Bank Index - strike price 62100 expiring on 30DEC2024
Delta for 62100 CE is 0.02
Historical price for 62100 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 16.7, which was -46.55 lower than the previous day. The implied volatity was 20.91, the open interest changed by 42 which increased total open position to 180
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 63.25, which was -85.65 lower than the previous day. The implied volatity was 20.36, the open interest changed by -4 which decreased total open position to 138
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 148.9, which was -63.05 lower than the previous day. The implied volatity was 20.26, the open interest changed by 14 which increased total open position to 142
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 211.95, which was -128.95 lower than the previous day. The implied volatity was 17.14, the open interest changed by 27 which increased total open position to 128
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 340.9, which was 38.05 higher than the previous day. The implied volatity was 14.43, the open interest changed by 56 which increased total open position to 101
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 302.85, which was 13.95 higher than the previous day. The implied volatity was 11.88, the open interest changed by -58 which decreased total open position to 45
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 288.9, which was -69.90 lower than the previous day. The implied volatity was 14.16, the open interest changed by 4 which increased total open position to 103
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 358.8, which was -80.60 lower than the previous day. The implied volatity was 13.62, the open interest changed by 9 which increased total open position to 99
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 439.4, which was -22.35 lower than the previous day. The implied volatity was 13.53, the open interest changed by -2 which decreased total open position to 90
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 461.75, which was -84.75 lower than the previous day. The implied volatity was 14.36, the open interest changed by 23 which increased total open position to 92
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 546.5, which was 18.20 higher than the previous day. The implied volatity was 13.55, the open interest changed by -14 which decreased total open position to 69
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 528.3, which was 130.75 higher than the previous day. The implied volatity was 13.21, the open interest changed by 31 which increased total open position to 83
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 397.55, which was 125.45 higher than the previous day. The implied volatity was 12.98, the open interest changed by -4 which decreased total open position to 52
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 272.1, which was 69.55 higher than the previous day. The implied volatity was 13.00, the open interest changed by 34 which increased total open position to 56
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 202.55, which was -72.75 lower than the previous day. The implied volatity was 14.16, the open interest changed by 20 which increased total open position to 22
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 275.3, 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 2
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 275.3, which was 47.10 higher than the previous day. The implied volatity was 15.35, the open interest changed by -4 which decreased total open position to 2
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 228.2, which was -8.00 lower than the previous day. The implied volatity was 12.19, the open interest changed by 6 which increased total open position to 6
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 236.2, which was lower than the previous day. The implied volatity was 12.65, the open interest changed by 0 which decreased total open position to 0
| BANKEX 30DEC2024 62100 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 | 1379.95 | 0.00 | 0.00 | 0 | 0 | 15 |
| 19 Dec | 58728.26 | 1379.95 | 0.00 | 0.00 | 0 | 0 | 15 |
| 18 Dec | 59417.63 | 1379.95 | 0.00 | 0.00 | 0 | 0 | 15 |
| 17 Dec | 60175.98 | 1379.95 | 0.00 | 0.00 | 0 | 0 | 15 |
| 16 Dec | 60986.65 | 1379.95 | 0.00 | 0.00 | 0 | 0 | 15 |
| 13 Dec | 60997.39 | 1379.95 | 0.00 | 0.00 | 0 | 0 | 15 |
| 12 Dec | 60506.79 | 1379.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 1379.95 | 0.00 | 0.00 | 0 | 0 | 15 |
| 10 Dec | 60959.27 | 1379.95 | 0.00 | 0.00 | 0 | 0 | 15 |
| 9 Dec | 60827.31 | 1379.95 | 0.00 | 0.00 | 0 | 0 | 15 |
| 6 Dec | 60995.64 | 1379.95 | 1379.95 | 15.82 | 16 | 15 | 15 |
| 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 | 0 | 0 | |
For Bank Index - strike price 62100 expiring on 30DEC2024
Delta for 62100 PE is 0.00
Historical price for 62100 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1379.95, 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 30
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1379.95, 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 30
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1379.95, 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 30
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1379.95, 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 30
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1379.95, 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 30
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1379.95, 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 30
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1379.95, 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 1379.95, 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 30
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1379.95, 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 30
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1379.95, 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 30
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1379.95, which was 1379.95 higher than the previous day. The implied volatity was 15.82, the open interest changed by 30 which increased total open position to 30
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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
