BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 63400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 2.04
Theta: -2.42
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 5.45 | -75.05 | 22.46 | 0.5 | 0 | 54 | |||
| 19 Dec | 58728.26 | 80.5 | 0.00 | 0.00 | 0 | 0 | 54 | |||
| 18 Dec | 59417.63 | 80.5 | -3.70 | 23.11 | 3 | 2.5 | 54 | |||
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| 17 Dec | 60175.98 | 84.2 | -15.50 | 18.73 | 26.5 | 11 | 51.5 | |||
| 16 Dec | 60986.65 | 99.7 | 19.35 | 14.81 | 85 | -3 | 40.5 | |||
| 13 Dec | 60997.39 | 80.35 | -11.50 | 12.39 | 101.5 | 5 | 43.5 | |||
| 12 Dec | 60506.79 | 91.85 | -32.55 | 14.54 | 120.5 | -18.5 | 38.5 | |||
| 11 Dec | 60767.63 | 124.4 | -44.20 | 14.18 | 78.5 | 35 | 57 | |||
| 10 Dec | 60959.27 | 168.6 | -0.35 | 14.26 | 4 | 0.5 | 22 | |||
| 9 Dec | 60827.31 | 168.95 | -36.45 | 14.45 | 14 | 5 | 21.5 | |||
| 6 Dec | 60995.64 | 205.4 | -45.15 | 13.51 | 15.5 | 13 | 16.5 | |||
| 5 Dec | 60941.98 | 250.55 | 250.55 | 14.44 | 3.5 | 3.5 | 3.5 | |||
| 4 Dec | 60530.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 59986.58 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 63400 expiring on 30DEC2024
Delta for 63400 CE is 0.01
Historical price for 63400 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 5.45, which was -75.05 lower than the previous day. The implied volatity was 22.46, the open interest changed by 0 which decreased total open position to 108
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 80.5, 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 108
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 80.5, which was -3.70 lower than the previous day. The implied volatity was 23.11, the open interest changed by 5 which increased total open position to 108
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 84.2, which was -15.50 lower than the previous day. The implied volatity was 18.73, the open interest changed by 22 which increased total open position to 103
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 99.7, which was 19.35 higher than the previous day. The implied volatity was 14.81, the open interest changed by -6 which decreased total open position to 81
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 80.35, which was -11.50 lower than the previous day. The implied volatity was 12.39, the open interest changed by 10 which increased total open position to 87
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 91.85, which was -32.55 lower than the previous day. The implied volatity was 14.54, the open interest changed by -37 which decreased total open position to 77
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 124.4, which was -44.20 lower than the previous day. The implied volatity was 14.18, the open interest changed by 70 which increased total open position to 114
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 168.6, which was -0.35 lower than the previous day. The implied volatity was 14.26, the open interest changed by 1 which increased total open position to 44
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 168.95, which was -36.45 lower than the previous day. The implied volatity was 14.45, the open interest changed by 10 which increased total open position to 43
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 205.4, which was -45.15 lower than the previous day. The implied volatity was 13.51, the open interest changed by 26 which increased total open position to 33
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 250.55, which was 250.55 higher than the previous day. The implied volatity was 14.44, the open interest changed by 7 which increased total open position to 7
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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BANKEX 30DEC2024 63400 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 | 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 | 0 | 0 | |
For Bank Index - strike price 63400 expiring on 30DEC2024
Delta for 63400 PE is 0.00
Historical price for 63400 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
