BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 63900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 2.17
Theta: -2.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 6.45 | -40.35 | 24.64 | 0.5 | 0 | 55 | |||
| 19 Dec | 58728.26 | 46.8 | 0.00 | 0.00 | 0 | 0 | 55 | |||
| 18 Dec | 59417.63 | 46.8 | -12.60 | 22.61 | 1.5 | 0 | 55 | |||
| 17 Dec | 60175.98 | 59.4 | -7.30 | 19.35 | 63.5 | -5 | 55 | |||
| 16 Dec | 60986.65 | 66.7 | 14.95 | 15.45 | 217 | 39 | 60 | |||
| 13 Dec | 60997.39 | 51.75 | 3.40 | 12.97 | 77 | -15.5 | 21 | |||
| 12 Dec | 60506.79 | 48.35 | -22.70 | 14.20 | 32 | -0.5 | 36.5 | |||
| 11 Dec | 60767.63 | 71.05 | -34.05 | 14.00 | 34.5 | 11 | 37 | |||
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| 10 Dec | 60959.27 | 105.1 | -4.40 | 14.24 | 74.5 | -18.5 | 26 | |||
| 9 Dec | 60827.31 | 109.5 | -26.30 | 14.52 | 82.5 | 32.5 | 44.5 | |||
| 6 Dec | 60995.64 | 135.8 | -12.80 | 13.60 | 20.5 | 9 | 12 | |||
| 5 Dec | 60941.98 | 148.6 | 148.60 | 13.84 | 4.5 | 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 63900 expiring on 30DEC2024
Delta for 63900 CE is 0.01
Historical price for 63900 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 6.45, which was -40.35 lower than the previous day. The implied volatity was 24.64, the open interest changed by 0 which decreased total open position to 110
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 46.8, 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 110
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 46.8, which was -12.60 lower than the previous day. The implied volatity was 22.61, the open interest changed by 0 which decreased total open position to 110
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 59.4, which was -7.30 lower than the previous day. The implied volatity was 19.35, the open interest changed by -10 which decreased total open position to 110
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 66.7, which was 14.95 higher than the previous day. The implied volatity was 15.45, the open interest changed by 78 which increased total open position to 120
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 51.75, which was 3.40 higher than the previous day. The implied volatity was 12.97, the open interest changed by -31 which decreased total open position to 42
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 48.35, which was -22.70 lower than the previous day. The implied volatity was 14.20, the open interest changed by -1 which decreased total open position to 73
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 71.05, which was -34.05 lower than the previous day. The implied volatity was 14.00, the open interest changed by 22 which increased total open position to 74
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 105.1, which was -4.40 lower than the previous day. The implied volatity was 14.24, the open interest changed by -37 which decreased total open position to 52
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 109.5, which was -26.30 lower than the previous day. The implied volatity was 14.52, the open interest changed by 65 which increased total open position to 89
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 135.8, which was -12.80 lower than the previous day. The implied volatity was 13.60, the open interest changed by 18 which increased total open position to 24
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 148.6, which was 148.60 higher than the previous day. The implied volatity was 13.84, 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 63900 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 63900 expiring on 30DEC2024
Delta for 63900 PE is 0.00
Historical price for 63900 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
