BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 64200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
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 | 39 | 0.00 | 0.00 | 0 | 0 | 47 | |||
| 19 Dec | 58728.26 | 39 | 0.00 | 0.00 | 0 | 0 | 47 | |||
| 18 Dec | 59417.63 | 39 | -5.35 | 23.02 | 6.5 | 6.5 | 47 | |||
| 17 Dec | 60175.98 | 44.35 | -5.55 | 19.38 | 77.5 | 9.5 | 40.5 | |||
| 16 Dec | 60986.65 | 49.9 | 15.90 | 15.65 | 58.5 | 16 | 31 | |||
| 13 Dec | 60997.39 | 34 | -5.05 | 12.89 | 11 | -2.5 | 15 | |||
| 12 Dec | 60506.79 | 39.05 | -15.80 | 14.60 | 48.5 | -13.5 | 17.5 | |||
| 11 Dec | 60767.63 | 54.85 | -30.70 | 14.22 | 34.5 | 5.5 | 31 | |||
| 10 Dec | 60959.27 | 85.55 | 85.55 | 14.57 | 76.5 | 25.5 | 25.5 | |||
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| 9 Dec | 60827.31 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 60995.64 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 64200 expiring on 30DEC2024
Delta for 64200 CE is 0.00
Historical price for 64200 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 39, 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 94
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 39, 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 94
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 39, which was -5.35 lower than the previous day. The implied volatity was 23.02, the open interest changed by 13 which increased total open position to 94
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 44.35, which was -5.55 lower than the previous day. The implied volatity was 19.38, the open interest changed by 19 which increased total open position to 81
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 49.9, which was 15.90 higher than the previous day. The implied volatity was 15.65, the open interest changed by 32 which increased total open position to 62
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 34, which was -5.05 lower than the previous day. The implied volatity was 12.89, the open interest changed by -5 which decreased total open position to 30
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 39.05, which was -15.80 lower than the previous day. The implied volatity was 14.60, the open interest changed by -27 which decreased total open position to 35
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 54.85, which was -30.70 lower than the previous day. The implied volatity was 14.22, the open interest changed by 11 which increased total open position to 62
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 85.55, which was 85.55 higher than the previous day. The implied volatity was 14.57, the open interest changed by 51 which increased total open position to 51
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 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 64200 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 | 3600.15 | 0.00 | 0.00 | 0 | 0 | 2.5 |
| 19 Dec | 58728.26 | 3600.15 | 0.00 | 0.00 | 0 | 0 | 2.5 |
| 18 Dec | 59417.63 | 3600.15 | 0.00 | 0.00 | 0 | 0 | 2.5 |
| 17 Dec | 60175.98 | 3600.15 | 3600.15 | - | 2.5 | 2.5 | 2.5 |
| 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 | 0 | 0 | |
For Bank Index - strike price 64200 expiring on 30DEC2024
Delta for 64200 PE is 0.00
Historical price for 64200 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 3600.15, 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 5
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 3600.15, 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 5
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 3600.15, 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 5
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 3600.15, which was 3600.15 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
