`
Related Pages for BANKEX
[--[65.84.65.76]--]
BANKEX
Bank Index
57752 -976.26 (-1.66%)

Back to Option Chain

Historical option data for BANKEX

20 Dec 2024 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANKEX 30DEC2024 64500 CE
Delta: 0.01
Vega: 2.79
Theta: -4.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 57752.00 10.1 -9.05 28.19 18 2 106
19 Dec 58728.26 19.15 -18.50 25.30 23 10 104
18 Dec 59417.63 37.65 -0.35 24.04 4.5 0 94
17 Dec 60175.98 38 4.50 19.95 168 41.5 94
16 Dec 60986.65 33.5 9.65 15.53 102 1 52.5
13 Dec 60997.39 23.85 -6.20 13.03 140.5 17.5 51.5
12 Dec 60506.79 30.05 -24.80 14.84 38.5 5 34
11 Dec 60767.63 54.85 -13.45 15.24 10 7 29
10 Dec 60959.27 68.3 -16.85 14.83 40.5 20.5 22
9 Dec 60827.31 85.15 -39.85 15.69 0.5 0.5 1.5
6 Dec 60995.64 125 15.39 3 1 1

For Bank Index - strike price 64500 expiring on 30DEC2024

Delta for 64500 CE is 0.01

Historical price for 64500 CE is as follows

On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 10.1, which was -9.05 lower than the previous day. The implied volatity was 28.19, the open interest changed by 4 which increased total open position to 212


On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 19.15, which was -18.50 lower than the previous day. The implied volatity was 25.30, the open interest changed by 20 which increased total open position to 208


On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 37.65, which was -0.35 lower than the previous day. The implied volatity was 24.04, the open interest changed by 0 which decreased total open position to 188


On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 38, which was 4.50 higher than the previous day. The implied volatity was 19.95, the open interest changed by 83 which increased total open position to 188


On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 33.5, which was 9.65 higher than the previous day. The implied volatity was 15.53, the open interest changed by 2 which increased total open position to 105


On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 23.85, which was -6.20 lower than the previous day. The implied volatity was 13.03, the open interest changed by 35 which increased total open position to 103


On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 30.05, which was -24.80 lower than the previous day. The implied volatity was 14.84, the open interest changed by 10 which increased total open position to 68


On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 54.85, which was -13.45 lower than the previous day. The implied volatity was 15.24, the open interest changed by 14 which increased total open position to 58


On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 68.3, which was -16.85 lower than the previous day. The implied volatity was 14.83, the open interest changed by 41 which increased total open position to 44


On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 85.15, which was -39.85 lower than the previous day. The implied volatity was 15.69, the open interest changed by 1 which increased total open position to 3


On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 125, which was lower than the previous day. The implied volatity was 15.39, the open interest changed by 2 which increased total open position to 2


BANKEX 30DEC2024 64500 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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 0 0

For Bank Index - strike price 64500 expiring on 30DEC2024

Delta for 64500 PE is 0.00

Historical price for 64500 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0