BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 62200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 5.46
Theta: -6.30
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 18.75 | -36.25 | 21.70 | 197.5 | 23 | 95 | |||
| 19 Dec | 58728.26 | 55 | -97.30 | 20.20 | 35 | 4.5 | 72 | |||
| 18 Dec | 59417.63 | 152.3 | -40.35 | 20.94 | 118.5 | 1.5 | 67.5 | |||
| 17 Dec | 60175.98 | 192.65 | -122.65 | 17.10 | 65 | 21 | 66 | |||
| 16 Dec | 60986.65 | 315.3 | 37.45 | 14.52 | 108.5 | 15 | 45 | |||
| 13 Dec | 60997.39 | 277.85 | 11.35 | 11.96 | 85.5 | -9 | 30 | |||
| 12 Dec | 60506.79 | 266.5 | -66.15 | 14.19 | 35.5 | -5.5 | 39 | |||
| 11 Dec | 60767.63 | 332.65 | -71.30 | 13.66 | 33.5 | 5 | 44.5 | |||
| 10 Dec | 60959.27 | 403.95 | -13.50 | 13.47 | 40 | 5 | 39.5 | |||
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| 9 Dec | 60827.31 | 417.45 | -85.00 | 14.11 | 54.5 | 19.5 | 34.5 | |||
| 6 Dec | 60995.64 | 502.45 | -0.20 | 13.40 | 126.5 | -6 | 15 | |||
| 5 Dec | 60941.98 | 502.65 | 123.75 | 13.36 | 94 | -2.5 | 21 | |||
| 4 Dec | 60530.95 | 378.9 | 135.45 | 13.16 | 86.5 | 13.5 | 23.5 | |||
| 3 Dec | 59986.58 | 243.45 | 69.55 | 12.83 | 14 | -1 | 10 | |||
| 2 Dec | 59287.61 | 173.9 | -31.10 | 13.81 | 31.5 | 11 | 11 | |||
| 29 Nov | 59298.07 | 205 | -60.50 | 13.65 | 1 | 0 | 0 | |||
| 28 Nov | 59092.56 | 265.5 | 71.55 | 15.51 | 3 | -3 | 0 | |||
| 27 Nov | 59573.72 | 193.95 | -28.40 | 11.83 | 2 | 2 | 3 | |||
| 26 Nov | 59432.06 | 222.35 | 12.73 | 26 | 1 | 1 | ||||
For Bank Index - strike price 62200 expiring on 30DEC2024
Delta for 62200 CE is 0.02
Historical price for 62200 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 18.75, which was -36.25 lower than the previous day. The implied volatity was 21.70, the open interest changed by 46 which increased total open position to 190
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 55, which was -97.30 lower than the previous day. The implied volatity was 20.20, the open interest changed by 9 which increased total open position to 144
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 152.3, which was -40.35 lower than the previous day. The implied volatity was 20.94, the open interest changed by 3 which increased total open position to 135
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 192.65, which was -122.65 lower than the previous day. The implied volatity was 17.10, the open interest changed by 42 which increased total open position to 132
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 315.3, which was 37.45 higher than the previous day. The implied volatity was 14.52, the open interest changed by 30 which increased total open position to 90
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 277.85, which was 11.35 higher than the previous day. The implied volatity was 11.96, the open interest changed by -18 which decreased total open position to 60
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 266.5, which was -66.15 lower than the previous day. The implied volatity was 14.19, the open interest changed by -11 which decreased total open position to 78
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 332.65, which was -71.30 lower than the previous day. The implied volatity was 13.66, the open interest changed by 10 which increased total open position to 89
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 403.95, which was -13.50 lower than the previous day. The implied volatity was 13.47, the open interest changed by 10 which increased total open position to 79
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 417.45, which was -85.00 lower than the previous day. The implied volatity was 14.11, the open interest changed by 39 which increased total open position to 69
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 502.45, which was -0.20 lower than the previous day. The implied volatity was 13.40, the open interest changed by -12 which decreased total open position to 30
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 502.65, which was 123.75 higher than the previous day. The implied volatity was 13.36, the open interest changed by -5 which decreased total open position to 42
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 378.9, which was 135.45 higher than the previous day. The implied volatity was 13.16, the open interest changed by 27 which increased total open position to 47
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 243.45, which was 69.55 higher than the previous day. The implied volatity was 12.83, the open interest changed by -2 which decreased total open position to 20
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 173.9, which was -31.10 lower than the previous day. The implied volatity was 13.81, the open interest changed by 22 which increased total open position to 22
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 205, which was -60.50 lower than the previous day. The implied volatity was 13.65, 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 265.5, which was 71.55 higher than the previous day. The implied volatity was 15.51, the open interest changed by -6 which decreased total open position to 0
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 193.95, which was -28.40 lower than the previous day. The implied volatity was 11.83, the open interest changed by 4 which increased total open position to 6
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 222.35, which was lower than the previous day. The implied volatity was 12.73, the open interest changed by 2 which increased total open position to 2
| BANKEX 30DEC2024 62200 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 | 1439.95 | 0.00 | 0.00 | 0 | 0 | 1 |
| 19 Dec | 58728.26 | 1439.95 | 0.00 | 0.00 | 0 | 0 | 1 |
| 18 Dec | 59417.63 | 1439.95 | 0.00 | 0.00 | 0 | 0 | 1 |
| 17 Dec | 60175.98 | 1439.95 | 0.00 | 0.00 | 0 | 0 | 1 |
| 16 Dec | 60986.65 | 1439.95 | 0.00 | 0.00 | 0 | 0 | 1 |
| 13 Dec | 60997.39 | 1439.95 | 0.00 | 0.00 | 0 | 0 | 1 |
| 12 Dec | 60506.79 | 1439.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 1439.95 | 0.00 | 0.00 | 0 | 0 | 1 |
| 10 Dec | 60959.27 | 1439.95 | 0.00 | 0.00 | 0 | 0 | 1 |
| 9 Dec | 60827.31 | 1439.95 | 0.00 | 0.00 | 0 | 0 | 1 |
| 6 Dec | 60995.64 | 1439.95 | -846.45 | 15.78 | 0.5 | 0.5 | 1 |
| 5 Dec | 60941.98 | 2286.4 | 0.00 | 0.00 | 0 | 0 | 0.5 |
| 4 Dec | 60530.95 | 2286.4 | 0.00 | 0.00 | 0 | 0 | 0.5 |
| 3 Dec | 59986.58 | 2286.4 | -2728.55 | 18.36 | 0.5 | 0.5 | 0.5 |
| 2 Dec | 59287.61 | 5014.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 59298.07 | 5014.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 59092.56 | 5014.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 59573.72 | 5014.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 59432.06 | 5014.95 | 0.00 | 0 | 0 | 0 | |
For Bank Index - strike price 62200 expiring on 30DEC2024
Delta for 62200 PE is 0.00
Historical price for 62200 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1439.95, 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 2
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1439.95, 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 2
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1439.95, 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 2
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1439.95, 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 2
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1439.95, 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 2
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1439.95, 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 2
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1439.95, 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 1439.95, 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 2
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1439.95, 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 2
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1439.95, 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 2
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1439.95, which was -846.45 lower than the previous day. The implied volatity was 15.78, the open interest changed by 1 which increased total open position to 2
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 2286.4, 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 1
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 2286.4, 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 1
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 2286.4, which was -2728.55 lower than the previous day. The implied volatity was 18.36, the open interest changed by 1 which increased total open position to 1
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 5014.95, 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 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 5014.95, 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 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 5014.95, 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 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 5014.95, 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 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 5014.95, 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
