BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 63800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 3.75
Theta: -5.29
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 14.1 | 0.10 | 26.90 | 0.5 | 0.5 | 66.5 | |||
| 19 Dec | 58728.26 | 14 | -49.70 | 21.67 | 0.5 | 0 | 66 | |||
| 18 Dec | 59417.63 | 63.7 | 0.00 | 0.00 | 0 | 0 | 66 | |||
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| 17 Dec | 60175.98 | 63.7 | -11.15 | 19.23 | 25 | 1 | 66 | |||
| 16 Dec | 60986.65 | 74.85 | 22.10 | 15.46 | 158.5 | 3 | 65 | |||
| 13 Dec | 60997.39 | 52.75 | -10.00 | 12.66 | 55.5 | 2 | 62 | |||
| 12 Dec | 60506.79 | 62.75 | -15.40 | 14.68 | 69 | 19 | 60 | |||
| 11 Dec | 60767.63 | 78.15 | -37.00 | 13.96 | 27 | 11 | 41 | |||
| 10 Dec | 60959.27 | 115.15 | -3.85 | 14.22 | 8 | -6.5 | 30 | |||
| 9 Dec | 60827.31 | 119 | -29.00 | 14.48 | 33 | 25 | 36.5 | |||
| 6 Dec | 60995.64 | 148 | 26.55 | 13.58 | 10.5 | 9 | 11.5 | |||
| 5 Dec | 60941.98 | 121.45 | 121.45 | 12.67 | 4 | 2.5 | 2.5 | |||
| 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 63800 expiring on 30DEC2024
Delta for 63800 CE is 0.02
Historical price for 63800 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 14.1, which was 0.10 higher than the previous day. The implied volatity was 26.90, the open interest changed by 1 which increased total open position to 133
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 14, which was -49.70 lower than the previous day. The implied volatity was 21.67, the open interest changed by 0 which decreased total open position to 132
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 63.7, 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 132
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 63.7, which was -11.15 lower than the previous day. The implied volatity was 19.23, the open interest changed by 2 which increased total open position to 132
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 74.85, which was 22.10 higher than the previous day. The implied volatity was 15.46, the open interest changed by 6 which increased total open position to 130
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 52.75, which was -10.00 lower than the previous day. The implied volatity was 12.66, the open interest changed by 4 which increased total open position to 124
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 62.75, which was -15.40 lower than the previous day. The implied volatity was 14.68, the open interest changed by 38 which increased total open position to 120
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 78.15, which was -37.00 lower than the previous day. The implied volatity was 13.96, the open interest changed by 22 which increased total open position to 82
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 115.15, which was -3.85 lower than the previous day. The implied volatity was 14.22, the open interest changed by -13 which decreased total open position to 60
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 119, which was -29.00 lower than the previous day. The implied volatity was 14.48, the open interest changed by 50 which increased total open position to 73
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 148, which was 26.55 higher than the previous day. The implied volatity was 13.58, the open interest changed by 18 which increased total open position to 23
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 121.45, which was 121.45 higher than the previous day. The implied volatity was 12.67, the open interest changed by 5 which increased total open position to 5
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 63800 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 63800 expiring on 30DEC2024
Delta for 63800 PE is 0.00
Historical price for 63800 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
