BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 62500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 5.86
Theta: -7.32
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 22.4 | -29.85 | 23.58 | 475 | 13 | 181 | |||
| 19 Dec | 58728.26 | 52.25 | -58.65 | 21.35 | 75 | -10.5 | 168 | |||
| 18 Dec | 59417.63 | 110.9 | -35.15 | 20.59 | 173 | -1.5 | 178.5 | |||
| 17 Dec | 60175.98 | 146.05 | -101.45 | 17.12 | 290.5 | 0.5 | 180 | |||
| 16 Dec | 60986.65 | 247.5 | 45.50 | 14.75 | 324.5 | 55 | 179.5 | |||
| 13 Dec | 60997.39 | 202 | 6.60 | 11.91 | 446 | -25.5 | 124.5 | |||
| 12 Dec | 60506.79 | 195.4 | -68.65 | 13.95 | 87.5 | 13 | 150 | |||
| 11 Dec | 60767.63 | 264.05 | -157.00 | 13.81 | 61.5 | 11.5 | 137 | |||
|
|
||||||||||
| 10 Dec | 60959.27 | 421.05 | 80.50 | 15.59 | 17.5 | 6 | 125.5 | |||
| 9 Dec | 60827.31 | 340.55 | -68.10 | 14.26 | 72 | 7 | 119.5 | |||
| 6 Dec | 60995.64 | 408.65 | 22.25 | 13.44 | 132 | -11 | 112.5 | |||
| 5 Dec | 60941.98 | 386.4 | 90.40 | 12.97 | 337.5 | -69.5 | 123.5 | |||
| 4 Dec | 60530.95 | 296 | 96.45 | 13.02 | 369.5 | 141.5 | 193 | |||
| 3 Dec | 59986.58 | 199.55 | 57.00 | 13.07 | 89 | -7 | 51.5 | |||
| 2 Dec | 59287.61 | 142.55 | 4.15 | 14.01 | 260 | 3.5 | 58.5 | |||
| 29 Nov | 59298.07 | 138.4 | -24.90 | 12.99 | 48.5 | 9.5 | 55 | |||
| 28 Nov | 59092.56 | 163.3 | 6.05 | 14.13 | 195 | -3.5 | 45.5 | |||
| 27 Nov | 59573.72 | 157.25 | -10.70 | 12.01 | 117 | 47 | 49 | |||
| 26 Nov | 59432.06 | 167.95 | 12.53 | 4.5 | 2 | 2 | ||||
For Bank Index - strike price 62500 expiring on 30DEC2024
Delta for 62500 CE is 0.03
Historical price for 62500 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 22.4, which was -29.85 lower than the previous day. The implied volatity was 23.58, the open interest changed by 26 which increased total open position to 362
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 52.25, which was -58.65 lower than the previous day. The implied volatity was 21.35, the open interest changed by -21 which decreased total open position to 336
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 110.9, which was -35.15 lower than the previous day. The implied volatity was 20.59, the open interest changed by -3 which decreased total open position to 357
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 146.05, which was -101.45 lower than the previous day. The implied volatity was 17.12, the open interest changed by 1 which increased total open position to 360
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 247.5, which was 45.50 higher than the previous day. The implied volatity was 14.75, the open interest changed by 110 which increased total open position to 359
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 202, which was 6.60 higher than the previous day. The implied volatity was 11.91, the open interest changed by -51 which decreased total open position to 249
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 195.4, which was -68.65 lower than the previous day. The implied volatity was 13.95, the open interest changed by 26 which increased total open position to 300
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 264.05, which was -157.00 lower than the previous day. The implied volatity was 13.81, the open interest changed by 23 which increased total open position to 274
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 421.05, which was 80.50 higher than the previous day. The implied volatity was 15.59, the open interest changed by 12 which increased total open position to 251
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 340.55, which was -68.10 lower than the previous day. The implied volatity was 14.26, the open interest changed by 14 which increased total open position to 239
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 408.65, which was 22.25 higher than the previous day. The implied volatity was 13.44, the open interest changed by -22 which decreased total open position to 225
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 386.4, which was 90.40 higher than the previous day. The implied volatity was 12.97, the open interest changed by -139 which decreased total open position to 247
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 296, which was 96.45 higher than the previous day. The implied volatity was 13.02, the open interest changed by 283 which increased total open position to 386
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 199.55, which was 57.00 higher than the previous day. The implied volatity was 13.07, the open interest changed by -14 which decreased total open position to 103
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 142.55, which was 4.15 higher than the previous day. The implied volatity was 14.01, the open interest changed by 7 which increased total open position to 117
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 138.4, which was -24.90 lower than the previous day. The implied volatity was 12.99, the open interest changed by 19 which increased total open position to 110
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 163.3, which was 6.05 higher than the previous day. The implied volatity was 14.13, the open interest changed by -7 which decreased total open position to 91
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 157.25, which was -10.70 lower than the previous day. The implied volatity was 12.01, the open interest changed by 94 which increased total open position to 98
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 167.95, which was lower than the previous day. The implied volatity was 12.53, the open interest changed by 4 which increased total open position to 4
| BANKEX 30DEC2024 62500 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 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 58728.26 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 59417.63 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 60175.98 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 60986.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 60997.39 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 60506.79 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 60959.27 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 60827.31 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 60995.64 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 62500 expiring on 30DEC2024
Delta for 62500 PE is 0.00
Historical price for 62500 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. 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 19 Dec BANKEX was trading at 58728.26. 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 18 Dec BANKEX was trading at 59417.63. 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 17 Dec BANKEX was trading at 60175.98. 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 16 Dec BANKEX was trading at 60986.65. 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 13 Dec BANKEX was trading at 60997.39. 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 12 Dec BANKEX was trading at 60506.79. 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 11 Dec BANKEX was trading at 60767.63. 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 10 Dec BANKEX was trading at 60959.27. 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 9 Dec BANKEX was trading at 60827.31. 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 6 Dec BANKEX was trading at 60995.64. 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 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
