BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 63500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 3.48
Theta: -4.61
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 12 | -14.30 | 25.21 | 135 | 23 | 246 | |||
| 19 Dec | 58728.26 | 26.3 | -45.70 | 22.73 | 129 | 39 | 223 | |||
| 18 Dec | 59417.63 | 72 | -3.00 | 22.97 | 54.5 | -2 | 184 | |||
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| 17 Dec | 60175.98 | 75 | -21.75 | 18.65 | 146.5 | 83.5 | 186 | |||
| 16 Dec | 60986.65 | 96.75 | 20.70 | 15.15 | 241.5 | 2.5 | 102.5 | |||
| 13 Dec | 60997.39 | 76.05 | -6.50 | 12.62 | 441.5 | 8 | 100 | |||
| 12 Dec | 60506.79 | 82.55 | -31.25 | 14.52 | 387 | -166.5 | 92 | |||
| 11 Dec | 60767.63 | 113.8 | -32.25 | 14.22 | 457 | -6.5 | 258.5 | |||
| 10 Dec | 60959.27 | 146.05 | -7.60 | 14.02 | 251 | 92.5 | 265 | |||
| 9 Dec | 60827.31 | 153.65 | -62.35 | 14.41 | 349 | 33.5 | 172.5 | |||
| 6 Dec | 60995.64 | 216 | 21.35 | 14.18 | 162 | 136 | 139 | |||
| 5 Dec | 60941.98 | 194.65 | 194.65 | 13.54 | 8 | 3 | 3 | |||
| 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 63500 expiring on 30DEC2024
Delta for 63500 CE is 0.01
Historical price for 63500 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 12, which was -14.30 lower than the previous day. The implied volatity was 25.21, the open interest changed by 46 which increased total open position to 492
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 26.3, which was -45.70 lower than the previous day. The implied volatity was 22.73, the open interest changed by 78 which increased total open position to 446
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 72, which was -3.00 lower than the previous day. The implied volatity was 22.97, the open interest changed by -4 which decreased total open position to 368
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 75, which was -21.75 lower than the previous day. The implied volatity was 18.65, the open interest changed by 167 which increased total open position to 372
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 96.75, which was 20.70 higher than the previous day. The implied volatity was 15.15, the open interest changed by 5 which increased total open position to 205
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 76.05, which was -6.50 lower than the previous day. The implied volatity was 12.62, the open interest changed by 16 which increased total open position to 200
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 82.55, which was -31.25 lower than the previous day. The implied volatity was 14.52, the open interest changed by -333 which decreased total open position to 184
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 113.8, which was -32.25 lower than the previous day. The implied volatity was 14.22, the open interest changed by -13 which decreased total open position to 517
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 146.05, which was -7.60 lower than the previous day. The implied volatity was 14.02, the open interest changed by 185 which increased total open position to 530
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 153.65, which was -62.35 lower than the previous day. The implied volatity was 14.41, the open interest changed by 67 which increased total open position to 345
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 216, which was 21.35 higher than the previous day. The implied volatity was 14.18, the open interest changed by 272 which increased total open position to 278
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 194.65, which was 194.65 higher than the previous day. The implied volatity was 13.54, the open interest changed by 6 which increased total open position to 6
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 63500 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 63500 expiring on 30DEC2024
Delta for 63500 PE is 0.00
Historical price for 63500 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
