BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 62300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 5.53
Theta: -6.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 19.6 | -29.70 | 22.27 | 84 | 11 | 86.5 | |||
| 19 Dec | 58728.26 | 49.3 | -80.60 | 20.19 | 28 | -10 | 75.5 | |||
| 18 Dec | 59417.63 | 129.9 | -49.15 | 20.48 | 57 | 15.5 | 85.5 | |||
| 17 Dec | 60175.98 | 179.05 | -101.90 | 17.22 | 101.5 | 27.5 | 70 | |||
| 16 Dec | 60986.65 | 280.95 | 42.05 | 14.34 | 113.5 | 17 | 42.5 | |||
| 13 Dec | 60997.39 | 238.9 | -3.80 | 11.67 | 150 | -7.5 | 25.5 | |||
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| 12 Dec | 60506.79 | 242.7 | -62.35 | 14.15 | 33.5 | -1 | 33 | |||
| 11 Dec | 60767.63 | 305.05 | -69.85 | 13.64 | 15.5 | 3.5 | 34 | |||
| 10 Dec | 60959.27 | 374.9 | -23.55 | 13.50 | 35 | 2 | 30.5 | |||
| 9 Dec | 60827.31 | 398.45 | -76.60 | 14.32 | 44 | 10 | 28.5 | |||
| 6 Dec | 60995.64 | 475.05 | 23.40 | 13.51 | 88 | 1 | 18.5 | |||
| 5 Dec | 60941.98 | 451.65 | 112.30 | 13.05 | 50.5 | -3 | 17.5 | |||
| 4 Dec | 60530.95 | 339.35 | 115.35 | 12.92 | 70 | -0.5 | 20.5 | |||
| 3 Dec | 59986.58 | 224 | 51.65 | 12.82 | 105 | 14 | 21 | |||
| 2 Dec | 59287.61 | 172.35 | -4.10 | 14.13 | 39 | 3.5 | 7 | |||
| 29 Nov | 59298.07 | 176.45 | -20.60 | 13.32 | 3.5 | 0 | 3.5 | |||
| 28 Nov | 59092.56 | 197.05 | 6.70 | 14.31 | 19 | -3.5 | 3.5 | |||
| 27 Nov | 59573.72 | 190.35 | -19.65 | 12.10 | 16.5 | 2.5 | 7 | |||
| 26 Nov | 59432.06 | 210 | 12.81 | 5.5 | 4.5 | 4.5 | ||||
For Bank Index - strike price 62300 expiring on 30DEC2024
Delta for 62300 CE is 0.02
Historical price for 62300 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 19.6, which was -29.70 lower than the previous day. The implied volatity was 22.27, the open interest changed by 22 which increased total open position to 173
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 49.3, which was -80.60 lower than the previous day. The implied volatity was 20.19, the open interest changed by -20 which decreased total open position to 151
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 129.9, which was -49.15 lower than the previous day. The implied volatity was 20.48, the open interest changed by 31 which increased total open position to 171
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 179.05, which was -101.90 lower than the previous day. The implied volatity was 17.22, the open interest changed by 55 which increased total open position to 140
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 280.95, which was 42.05 higher than the previous day. The implied volatity was 14.34, the open interest changed by 34 which increased total open position to 85
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 238.9, which was -3.80 lower than the previous day. The implied volatity was 11.67, the open interest changed by -15 which decreased total open position to 51
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 242.7, which was -62.35 lower than the previous day. The implied volatity was 14.15, the open interest changed by -2 which decreased total open position to 66
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 305.05, which was -69.85 lower than the previous day. The implied volatity was 13.64, the open interest changed by 7 which increased total open position to 68
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 374.9, which was -23.55 lower than the previous day. The implied volatity was 13.50, the open interest changed by 4 which increased total open position to 61
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 398.45, which was -76.60 lower than the previous day. The implied volatity was 14.32, the open interest changed by 20 which increased total open position to 57
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 475.05, which was 23.40 higher than the previous day. The implied volatity was 13.51, the open interest changed by 2 which increased total open position to 37
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 451.65, which was 112.30 higher than the previous day. The implied volatity was 13.05, the open interest changed by -6 which decreased total open position to 35
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 339.35, which was 115.35 higher than the previous day. The implied volatity was 12.92, the open interest changed by -1 which decreased total open position to 41
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 224, which was 51.65 higher than the previous day. The implied volatity was 12.82, the open interest changed by 28 which increased total open position to 42
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 172.35, which was -4.10 lower than the previous day. The implied volatity was 14.13, the open interest changed by 7 which increased total open position to 14
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 176.45, which was -20.60 lower than the previous day. The implied volatity was 13.32, the open interest changed by 0 which decreased total open position to 7
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 197.05, which was 6.70 higher than the previous day. The implied volatity was 14.31, the open interest changed by -7 which decreased total open position to 7
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 190.35, which was -19.65 lower than the previous day. The implied volatity was 12.10, the open interest changed by 5 which increased total open position to 14
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 210, which was lower than the previous day. The implied volatity was 12.81, the open interest changed by 9 which increased total open position to 9
| BANKEX 30DEC2024 62300 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 | 1508 | 0.00 | 0.00 | 0 | 0 | 1.5 |
| 19 Dec | 58728.26 | 1508 | 0.00 | 0.00 | 0 | 0 | 1.5 |
| 18 Dec | 59417.63 | 1508 | 0.00 | 0.00 | 0 | 0 | 1.5 |
| 17 Dec | 60175.98 | 1508 | 0.00 | 0.00 | 0 | 0 | 1.5 |
| 16 Dec | 60986.65 | 1508 | 0.00 | 0.00 | 0 | 0 | 1.5 |
| 13 Dec | 60997.39 | 1508 | 0.00 | 0.00 | 0 | 0 | 1.5 |
| 12 Dec | 60506.79 | 1508 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 1508 | 0.00 | 0.00 | 0 | 0 | 1.5 |
| 10 Dec | 60959.27 | 1508 | 0.00 | 0.00 | 0 | 0 | 1.5 |
| 9 Dec | 60827.31 | 1508 | 0.00 | 0.00 | 0 | 0 | 1.5 |
| 6 Dec | 60995.64 | 1508 | -753.75 | 15.86 | 0.5 | 0.5 | 1.5 |
| 5 Dec | 60941.98 | 2261.75 | 0.00 | 0.00 | 0 | 0 | 1 |
| 4 Dec | 60530.95 | 2261.75 | 0.00 | 0.00 | 0 | 0 | 1 |
| 3 Dec | 59986.58 | 2261.75 | -1220.30 | 16.55 | 1 | 1 | 1 |
| 2 Dec | 59287.61 | 3482.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 59298.07 | 3482.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 59092.56 | 3482.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 59573.72 | 3482.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 59432.06 | 3482.05 | 0.00 | 0 | 0 | 0 | |
For Bank Index - strike price 62300 expiring on 30DEC2024
Delta for 62300 PE is 0.00
Historical price for 62300 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1508, 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 3
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1508, 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 3
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1508, 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 3
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1508, 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 3
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1508, 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 3
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1508, 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 3
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1508, 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 1508, 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 3
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1508, 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 3
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1508, 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 3
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1508, which was -753.75 lower than the previous day. The implied volatity was 15.86, the open interest changed by 1 which increased total open position to 3
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 2261.75, 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 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 2261.75, 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 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 2261.75, which was -1220.30 lower than the previous day. The implied volatity was 16.55, the open interest changed by 2 which increased total open position to 2
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 3482.05, 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 3482.05, 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 3482.05, 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 3482.05, 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 3482.05, 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
