BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 63000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 3.80
Theta: -4.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 12.55 | -23.35 | 23.49 | 321.5 | -55 | 301.5 | |||
| 19 Dec | 58728.26 | 35.9 | -45.15 | 21.92 | 119 | 34 | 356.5 | |||
| 18 Dec | 59417.63 | 81.05 | -16.95 | 21.32 | 123.5 | 23 | 322.5 | |||
| 17 Dec | 60175.98 | 98 | -53.00 | 17.59 | 336 | -50 | 299.5 | |||
| 16 Dec | 60986.65 | 151 | 19.05 | 14.74 | 469 | 142.5 | 349.5 | |||
| 13 Dec | 60997.39 | 131.95 | 1.65 | 12.48 | 413.5 | -50 | 207 | |||
| 12 Dec | 60506.79 | 130.3 | -43.05 | 14.32 | 257 | -52.5 | 257 | |||
| 11 Dec | 60767.63 | 173.35 | -48.80 | 13.96 | 214.5 | -12 | 309.5 | |||
| 10 Dec | 60959.27 | 222.15 | -19.15 | 13.86 | 275 | 18.5 | 321.5 | |||
| 9 Dec | 60827.31 | 241.3 | -39.85 | 14.56 | 272.5 | 44.5 | 303 | |||
| 6 Dec | 60995.64 | 281.15 | 13.05 | 13.45 | 236.5 | 24 | 258.5 | |||
| 5 Dec | 60941.98 | 268.1 | 60.85 | 13.09 | 332 | -17 | 234.5 | |||
| 4 Dec | 60530.95 | 207.25 | 73.00 | 13.25 | 470.5 | 67.5 | 251.5 | |||
| 3 Dec | 59986.58 | 134.25 | 52.25 | 13.21 | 544.5 | 127 | 184 | |||
| 2 Dec | 59287.61 | 82 | -117.70 | 13.58 | 298 | 41 | 57 | |||
| 29 Nov | 59298.07 | 199.7 | 71.70 | 16.30 | 12 | 12 | 16 | |||
| 28 Nov | 59092.56 | 128 | 0.00 | 0.00 | 0 | 0 | 4 | |||
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| 27 Nov | 59573.72 | 128 | 12.83 | 4 | 4 | 4 | ||||
For Bank Index - strike price 63000 expiring on 30DEC2024
Delta for 63000 CE is 0.02
Historical price for 63000 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 12.55, which was -23.35 lower than the previous day. The implied volatity was 23.49, the open interest changed by -110 which decreased total open position to 603
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 35.9, which was -45.15 lower than the previous day. The implied volatity was 21.92, the open interest changed by 68 which increased total open position to 713
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 81.05, which was -16.95 lower than the previous day. The implied volatity was 21.32, the open interest changed by 46 which increased total open position to 645
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 98, which was -53.00 lower than the previous day. The implied volatity was 17.59, the open interest changed by -100 which decreased total open position to 599
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 151, which was 19.05 higher than the previous day. The implied volatity was 14.74, the open interest changed by 285 which increased total open position to 699
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 131.95, which was 1.65 higher than the previous day. The implied volatity was 12.48, the open interest changed by -100 which decreased total open position to 414
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 130.3, which was -43.05 lower than the previous day. The implied volatity was 14.32, the open interest changed by -105 which decreased total open position to 514
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 173.35, which was -48.80 lower than the previous day. The implied volatity was 13.96, the open interest changed by -24 which decreased total open position to 619
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 222.15, which was -19.15 lower than the previous day. The implied volatity was 13.86, the open interest changed by 37 which increased total open position to 643
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 241.3, which was -39.85 lower than the previous day. The implied volatity was 14.56, the open interest changed by 89 which increased total open position to 606
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 281.15, which was 13.05 higher than the previous day. The implied volatity was 13.45, the open interest changed by 48 which increased total open position to 517
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 268.1, which was 60.85 higher than the previous day. The implied volatity was 13.09, the open interest changed by -34 which decreased total open position to 469
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 207.25, which was 73.00 higher than the previous day. The implied volatity was 13.25, the open interest changed by 135 which increased total open position to 503
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 134.25, which was 52.25 higher than the previous day. The implied volatity was 13.21, the open interest changed by 254 which increased total open position to 368
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 82, which was -117.70 lower than the previous day. The implied volatity was 13.58, the open interest changed by 82 which increased total open position to 114
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 199.7, which was 71.70 higher than the previous day. The implied volatity was 16.30, the open interest changed by 24 which increased total open position to 32
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 128, 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 8
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 128, which was lower than the previous day. The implied volatity was 12.83, the open interest changed by 8 which increased total open position to 8
| BANKEX 30DEC2024 63000 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 | 2682 | 0.00 | 0.00 | 0 | 0 | 0.5 |
| 19 Dec | 58728.26 | 2682 | 0.00 | 0.00 | 0 | 0 | 0.5 |
| 18 Dec | 59417.63 | 2682 | 0.00 | 0.00 | 0 | 0 | 0.5 |
| 17 Dec | 60175.98 | 2682 | 408.40 | 16.77 | 1.5 | 0 | 0.5 |
| 16 Dec | 60986.65 | 2273.6 | 0.00 | 0.00 | 0 | 0 | 0.5 |
| 13 Dec | 60997.39 | 2273.6 | 0.00 | 0.00 | 0 | 0 | 0.5 |
| 12 Dec | 60506.79 | 2273.6 | 2273.60 | 12.85 | 0.5 | 0.5 | 0.5 |
| 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 | 0 | 0 | |
For Bank Index - strike price 63000 expiring on 30DEC2024
Delta for 63000 PE is 0.00
Historical price for 63000 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 2682, 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 2682, 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 2682, 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 2682, which was 408.40 higher than the previous day. The implied volatity was 16.77, 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 2273.6, 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 2273.6, 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 2273.6, which was 2273.60 higher than the previous day. The implied volatity was 12.85, the open interest changed by 1 which increased total open position to 1
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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
