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BANKEX
Bank Index

57752 -976.26 (-1.66%)

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Historical option data for BANKEX

20 Dec 2024 04:12 PM IST
BANKEX 30DEC2024 62400 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 57752.00 167.15 0.00 0.00 0 0 88
19 Dec 58728.26 167.15 0.00 0.00 0 0 88
18 Dec 59417.63 167.15 0.00 0.00 0 0 88
17 Dec 60175.98 167.15 -99.35 17.36 90 15 88
16 Dec 60986.65 266.5 50.60 14.62 221.5 21 73
13 Dec 60997.39 215.9 -6.80 11.70 183.5 -16 52
12 Dec 60506.79 222.7 -59.60 14.17 45.5 9.5 68
11 Dec 60767.63 282.3 -60.40 13.69 35.5 13.5 58.5
10 Dec 60959.27 342.7 -33.25 13.43 33.5 5.5 45
9 Dec 60827.31 375.95 -62.00 14.44 62.5 6 39.5
6 Dec 60995.64 437.95 3.90 13.42 76.5 -11 33.5
5 Dec 60941.98 434.05 115.05 13.29 46 8 44.5
4 Dec 60530.95 319 112.15 13.01 74.5 22 36.5
3 Dec 59986.58 206.85 59.15 12.84 32 -6.5 14.5
2 Dec 59287.61 147.7 -82.65 13.81 47 20 21
29 Nov 59298.07 230.35 0.00 0.00 0 0 1
28 Nov 59092.56 230.35 67.60 15.44 3.5 -1 1
27 Nov 59573.72 162.75 -22.20 11.81 0.5 0.5 2
26 Nov 59432.06 184.95 12.60 5.5 1.5 1.5


For Bank Index - strike price 62400 expiring on 30DEC2024

Delta for 62400 CE is 0.00

Historical price for 62400 CE is as follows

On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 167.15, 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 176


On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 167.15, 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 176


On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 167.15, 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 176


On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 167.15, which was -99.35 lower than the previous day. The implied volatity was 17.36, the open interest changed by 30 which increased total open position to 176


On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 266.5, which was 50.60 higher than the previous day. The implied volatity was 14.62, the open interest changed by 42 which increased total open position to 146


On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 215.9, which was -6.80 lower than the previous day. The implied volatity was 11.70, the open interest changed by -32 which decreased total open position to 104


On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 222.7, which was -59.60 lower than the previous day. The implied volatity was 14.17, the open interest changed by 19 which increased total open position to 136


On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 282.3, which was -60.40 lower than the previous day. The implied volatity was 13.69, the open interest changed by 27 which increased total open position to 117


On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 342.7, which was -33.25 lower than the previous day. The implied volatity was 13.43, the open interest changed by 11 which increased total open position to 90


On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 375.95, which was -62.00 lower than the previous day. The implied volatity was 14.44, the open interest changed by 12 which increased total open position to 79


On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 437.95, which was 3.90 higher than the previous day. The implied volatity was 13.42, the open interest changed by -22 which decreased total open position to 67


On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 434.05, which was 115.05 higher than the previous day. The implied volatity was 13.29, the open interest changed by 16 which increased total open position to 89


On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 319, which was 112.15 higher than the previous day. The implied volatity was 13.01, the open interest changed by 44 which increased total open position to 73


On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 206.85, which was 59.15 higher than the previous day. The implied volatity was 12.84, the open interest changed by -13 which decreased total open position to 29


On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 147.7, which was -82.65 lower than the previous day. The implied volatity was 13.81, the open interest changed by 40 which increased total open position to 42


On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 230.35, 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 230.35, which was 67.60 higher than the previous day. The implied volatity was 15.44, the open interest changed by -2 which decreased total open position to 2


On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 162.75, which was -22.20 lower than the previous day. The implied volatity was 11.81, the open interest changed by 1 which increased total open position to 4


On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 184.95, which was lower than the previous day. The implied volatity was 12.60, the open interest changed by 3 which increased total open position to 3


BANKEX 30DEC2024 62400 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 57752.00 2240.5 0.00 0.00 0 0 0.5
19 Dec 58728.26 2240.5 0.00 0.00 0 0 0.5
18 Dec 59417.63 2240.5 0.00 0.00 0 0 0.5
17 Dec 60175.98 2240.5 0.00 0.00 0 0 0.5
16 Dec 60986.65 2240.5 0.00 0.00 0 0 0.5
13 Dec 60997.39 2240.5 0.00 0.00 0 0 0.5
12 Dec 60506.79 2240.5 0.00 0.00 0 0 0
11 Dec 60767.63 2240.5 0.00 0.00 0 0 0.5
10 Dec 60959.27 2240.5 0.00 0.00 0 0 0.5
9 Dec 60827.31 2240.5 0.00 0.00 0 0 0.5
6 Dec 60995.64 2240.5 0.00 0.00 0 0 0.5
5 Dec 60941.98 2240.5 0.00 0.00 0 0 0.5
4 Dec 60530.95 2240.5 -3128.45 21.70 0.5 0.5 0.5
3 Dec 59986.58 5368.95 0.00 0.00 0 0 0
2 Dec 59287.61 5368.95 0.00 0.00 0 0 0
29 Nov 59298.07 5368.95 0.00 0.00 0 0 0
28 Nov 59092.56 5368.95 0.00 0.00 0 0 0
27 Nov 59573.72 5368.95 0.00 0.00 0 0 0
26 Nov 59432.06 5368.95 0.00 0 0 0


For Bank Index - strike price 62400 expiring on 30DEC2024

Delta for 62400 PE is 0.00

Historical price for 62400 PE is as follows

On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 2240.5, 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 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 2240.5, 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 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 2240.5, 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 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 2240.5, 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 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 2240.5, 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 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 2240.5, 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 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 2240.5, 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 2240.5, 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 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 2240.5, 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 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 2240.5, 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 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 2240.5, 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 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 2240.5, 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 2240.5, which was -3128.45 lower than the previous day. The implied volatity was 21.70, the open interest changed by 1 which increased total open position to 1


On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 5368.95, 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 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 5368.95, 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 5368.95, 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 5368.95, 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 5368.95, 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 5368.95, 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