BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 63700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 2.81
Theta: -3.69
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
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| 20 Dec | 57752.00 | 9.05 | -61.00 | 24.99 | 1 | -0.5 | 53 | |||
| 19 Dec | 58728.26 | 70.05 | 0.00 | 0.00 | 0 | 0 | 53.5 | |||
| 18 Dec | 59417.63 | 70.05 | 0.00 | 23.70 | 0.5 | 0 | 53.5 | |||
| 17 Dec | 60175.98 | 70.05 | -12.20 | 19.22 | 26.5 | 2.5 | 53.5 | |||
| 16 Dec | 60986.65 | 82.25 | 21.45 | 15.39 | 113.5 | 28 | 51 | |||
| 13 Dec | 60997.39 | 60.8 | -5.90 | 12.70 | 107 | -8.5 | 23 | |||
| 12 Dec | 60506.79 | 66.7 | -32.60 | 14.52 | 32.5 | -2 | 31.5 | |||
| 11 Dec | 60767.63 | 99.3 | -45.55 | 14.47 | 8.5 | 4.5 | 33.5 | |||
| 10 Dec | 60959.27 | 144.85 | 0.00 | 0.00 | 0 | 0 | 29 | |||
| 9 Dec | 60827.31 | 144.85 | -35.65 | 14.95 | 26.5 | 18 | 29 | |||
| 6 Dec | 60995.64 | 180.5 | 85.50 | 14.09 | 11 | 10 | 11 | |||
| 5 Dec | 60941.98 | 95 | 95.00 | 11.47 | 1 | 1 | 1 | |||
| 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 63700 expiring on 30DEC2024
Delta for 63700 CE is 0.01
Historical price for 63700 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 9.05, which was -61.00 lower than the previous day. The implied volatity was 24.99, the open interest changed by -1 which decreased total open position to 106
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 70.05, 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 107
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 70.05, which was 0.00 lower than the previous day. The implied volatity was 23.70, the open interest changed by 0 which decreased total open position to 107
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 70.05, which was -12.20 lower than the previous day. The implied volatity was 19.22, the open interest changed by 5 which increased total open position to 107
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 82.25, which was 21.45 higher than the previous day. The implied volatity was 15.39, the open interest changed by 56 which increased total open position to 102
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 60.8, which was -5.90 lower than the previous day. The implied volatity was 12.70, the open interest changed by -17 which decreased total open position to 46
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 66.7, which was -32.60 lower than the previous day. The implied volatity was 14.52, the open interest changed by -4 which decreased total open position to 63
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 99.3, which was -45.55 lower than the previous day. The implied volatity was 14.47, the open interest changed by 9 which increased total open position to 67
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 144.85, 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 58
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 144.85, which was -35.65 lower than the previous day. The implied volatity was 14.95, the open interest changed by 36 which increased total open position to 58
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 180.5, which was 85.50 higher than the previous day. The implied volatity was 14.09, the open interest changed by 20 which increased total open position to 22
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 95, which was 95.00 higher than the previous day. The implied volatity was 11.47, the open interest changed by 2 which increased total open position to 2
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 63700 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 63700 expiring on 30DEC2024
Delta for 63700 PE is 0.00
Historical price for 63700 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
