BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 64000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 3.65
Theta: -5.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 14 | -8.65 | 27.61 | 92.5 | 25.5 | 430 | |||
| 19 Dec | 58728.26 | 22.65 | -21.45 | 24.08 | 124.5 | 42 | 404.5 | |||
| 18 Dec | 59417.63 | 44.1 | -4.80 | 22.76 | 65 | 8 | 362.5 | |||
| 17 Dec | 60175.98 | 48.9 | -6.90 | 18.97 | 383 | 11 | 354.5 | |||
| 16 Dec | 60986.65 | 55.8 | 4.55 | 15.22 | 450.5 | -2 | 343.5 | |||
| 13 Dec | 60997.39 | 51.25 | 3.60 | 13.32 | 632 | -54.5 | 345.5 | |||
| 12 Dec | 60506.79 | 47.65 | -5.80 | 14.51 | 268.5 | -26.5 | 400 | |||
| 11 Dec | 60767.63 | 53.45 | -41.55 | 13.45 | 400.5 | 93 | 426.5 | |||
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| 10 Dec | 60959.27 | 95 | -0.55 | 14.23 | 335.5 | 15.5 | 333.5 | |||
| 9 Dec | 60827.31 | 95.55 | -20.10 | 14.36 | 493 | 176.5 | 318 | |||
| 6 Dec | 60995.64 | 115.65 | -2.35 | 13.32 | 172.5 | 5 | 141.5 | |||
| 5 Dec | 60941.98 | 118 | 28.00 | 13.27 | 304 | 22 | 136.5 | |||
| 4 Dec | 60530.95 | 90 | 32.60 | 13.44 | 376.5 | 43 | 114.5 | |||
| 3 Dec | 59986.58 | 57.4 | 13.49 | 134 | 71.5 | 71.5 | ||||
For Bank Index - strike price 64000 expiring on 30DEC2024
Delta for 64000 CE is 0.02
Historical price for 64000 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 14, which was -8.65 lower than the previous day. The implied volatity was 27.61, the open interest changed by 51 which increased total open position to 860
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 22.65, which was -21.45 lower than the previous day. The implied volatity was 24.08, the open interest changed by 84 which increased total open position to 809
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 44.1, which was -4.80 lower than the previous day. The implied volatity was 22.76, the open interest changed by 16 which increased total open position to 725
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 48.9, which was -6.90 lower than the previous day. The implied volatity was 18.97, the open interest changed by 22 which increased total open position to 709
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 55.8, which was 4.55 higher than the previous day. The implied volatity was 15.22, the open interest changed by -4 which decreased total open position to 687
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 51.25, which was 3.60 higher than the previous day. The implied volatity was 13.32, the open interest changed by -109 which decreased total open position to 691
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 47.65, which was -5.80 lower than the previous day. The implied volatity was 14.51, the open interest changed by -53 which decreased total open position to 800
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 53.45, which was -41.55 lower than the previous day. The implied volatity was 13.45, the open interest changed by 186 which increased total open position to 853
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 95, which was -0.55 lower than the previous day. The implied volatity was 14.23, the open interest changed by 31 which increased total open position to 667
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 95.55, which was -20.10 lower than the previous day. The implied volatity was 14.36, the open interest changed by 353 which increased total open position to 636
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 115.65, which was -2.35 lower than the previous day. The implied volatity was 13.32, the open interest changed by 10 which increased total open position to 283
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 118, which was 28.00 higher than the previous day. The implied volatity was 13.27, the open interest changed by 44 which increased total open position to 273
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 90, which was 32.60 higher than the previous day. The implied volatity was 13.44, the open interest changed by 86 which increased total open position to 229
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 57.4, which was lower than the previous day. The implied volatity was 13.49, the open interest changed by 143 which increased total open position to 143
| BANKEX 30DEC2024 64000 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 64000 expiring on 30DEC2024
Delta for 64000 PE is 0.00
Historical price for 64000 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
