BANKEX
Bank Index
Historical option data for BANKEX
30 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 63200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Dec | 57678.68 | 0.05 | -0.05 | - | 992 | 250 | 397 | |||
| 27 Dec | 58217.01 | 0.1 | -1.90 | 26.00 | 12 | 0 | 147 | |||
| 26 Dec | 58172.21 | 2 | -1.00 | 29.04 | 8 | 0 | 147 | |||
| 24 Dec | 58198.35 | 3 | -0.05 | 24.47 | 8 | 1 | 147 | |||
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| 23 Dec | 58326.94 | 3.05 | -14.00 | 22.07 | 130 | 2 | 146 | |||
| 20 Dec | 57752.00 | 17.05 | -70.85 | 25.34 | 74 | 9 | 144 | |||
| 19 Dec | 58728.26 | 87.9 | 0.00 | 0.00 | 0 | 0 | 135 | |||
| 18 Dec | 59417.63 | 87.9 | 0.00 | 0.00 | 0 | 0 | 135 | |||
| 17 Dec | 60175.98 | 87.9 | -39.20 | 18.02 | 113 | 12 | 135 | |||
| 16 Dec | 60986.65 | 127.1 | 24.50 | 14.93 | 230 | 4 | 123 | |||
| 13 Dec | 60997.39 | 102.6 | -7.05 | 12.40 | 118 | 14 | 119 | |||
| 12 Dec | 60506.79 | 109.65 | -37.30 | 14.43 | 69 | -21 | 105 | |||
| 11 Dec | 60767.63 | 146.95 | -35.55 | 14.07 | 27 | -10 | 126 | |||
| 10 Dec | 60959.27 | 182.5 | -16.65 | 13.77 | 54 | 26 | 136 | |||
| 9 Dec | 60827.31 | 199.15 | -31.00 | 14.41 | 182 | -21 | 110 | |||
| 6 Dec | 60995.64 | 230.15 | 15.15 | 13.24 | 290 | 11 | 131 | |||
| 5 Dec | 60941.98 | 215 | 92.00 | 12.80 | 114 | 29 | 120 | |||
| 4 Dec | 60530.95 | 123 | 6.25 | 11.83 | 2 | 0 | 91 | |||
| 3 Dec | 59986.58 | 116.75 | 26.25 | 13.36 | 176 | 67 | 91 | |||
| 2 Dec | 59287.61 | 90.5 | 14.53 | 98 | 24 | 24 | ||||
For Bank Index - strike price 63200 expiring on 30DEC2024
Delta for 63200 CE is -
Historical price for 63200 CE is as follows
On 30 Dec BANKEX was trading at 57678.68. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 397
On 27 Dec BANKEX was trading at 58217.01. The strike last trading price was 0.1, which was -1.90 lower than the previous day. The implied volatity was 26.00, the open interest changed by 0 which decreased total open position to 147
On 26 Dec BANKEX was trading at 58172.21. The strike last trading price was 2, which was -1.00 lower than the previous day. The implied volatity was 29.04, the open interest changed by 0 which decreased total open position to 147
On 24 Dec BANKEX was trading at 58198.35. The strike last trading price was 3, which was -0.05 lower than the previous day. The implied volatity was 24.47, the open interest changed by 1 which increased total open position to 147
On 23 Dec BANKEX was trading at 58326.94. The strike last trading price was 3.05, which was -14.00 lower than the previous day. The implied volatity was 22.07, the open interest changed by 2 which increased total open position to 146
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 17.05, which was -70.85 lower than the previous day. The implied volatity was 25.34, the open interest changed by 9 which increased total open position to 144
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 87.9, 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 135
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 87.9, 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 135
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 87.9, which was -39.20 lower than the previous day. The implied volatity was 18.02, the open interest changed by 12 which increased total open position to 135
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 127.1, which was 24.50 higher than the previous day. The implied volatity was 14.93, the open interest changed by 4 which increased total open position to 123
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 102.6, which was -7.05 lower than the previous day. The implied volatity was 12.40, the open interest changed by 14 which increased total open position to 119
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 109.65, which was -37.30 lower than the previous day. The implied volatity was 14.43, the open interest changed by -21 which decreased total open position to 105
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 146.95, which was -35.55 lower than the previous day. The implied volatity was 14.07, the open interest changed by -10 which decreased total open position to 126
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 182.5, which was -16.65 lower than the previous day. The implied volatity was 13.77, the open interest changed by 26 which increased total open position to 136
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 199.15, which was -31.00 lower than the previous day. The implied volatity was 14.41, the open interest changed by -21 which decreased total open position to 110
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 230.15, which was 15.15 higher than the previous day. The implied volatity was 13.24, the open interest changed by 11 which increased total open position to 131
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 215, which was 92.00 higher than the previous day. The implied volatity was 12.80, the open interest changed by 29 which increased total open position to 120
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 123, which was 6.25 higher than the previous day. The implied volatity was 11.83, the open interest changed by 0 which decreased total open position to 91
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 116.75, which was 26.25 higher than the previous day. The implied volatity was 13.36, the open interest changed by 67 which increased total open position to 91
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 90.5, which was lower than the previous day. The implied volatity was 14.53, the open interest changed by 24 which increased total open position to 24
| BANKEX 30DEC2024 63200 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 |
| 30 Dec | 57678.68 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Dec | 58217.01 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 58172.21 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 58198.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 58326.94 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 | 0 | 0 | |
For Bank Index - strike price 63200 expiring on 30DEC2024
Delta for 63200 PE is 0.00
Historical price for 63200 PE is as follows
On 30 Dec BANKEX was trading at 57678.68. 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 Dec BANKEX was trading at 58217.01. 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 Dec BANKEX was trading at 58172.21. 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 24 Dec BANKEX was trading at 58198.35. 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 23 Dec BANKEX was trading at 58326.94. 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 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
