BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 65000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.91
Theta: -2.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 6.3 | -12.60 | 28.27 | 98 | 12 | 56 | |||
| 19 Dec | 58728.26 | 18.9 | -5.40 | 27.05 | 35 | 12.5 | 44 | |||
| 18 Dec | 59417.63 | 24.3 | -0.60 | 24.11 | 0.5 | -0.5 | 31.5 | |||
| 17 Dec | 60175.98 | 24.9 | -3.85 | 20.28 | 43 | 19 | 32 | |||
| 16 Dec | 60986.65 | 28.75 | 17.60 | 16.88 | 23 | 9 | 13 | |||
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| 13 Dec | 60997.39 | 11.15 | -13.85 | 12.96 | 2 | -1 | 4 | |||
| 12 Dec | 60506.79 | 25 | -15.00 | 15.89 | 6 | 1 | 5 | |||
| 11 Dec | 60767.63 | 40 | 15.00 | 15.88 | 3.5 | 1.5 | 4 | |||
| 10 Dec | 60959.27 | 25 | 13.55 | 2.5 | 2.5 | 2.5 | ||||
For Bank Index - strike price 65000 expiring on 30DEC2024
Delta for 65000 CE is 0.01
Historical price for 65000 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 6.3, which was -12.60 lower than the previous day. The implied volatity was 28.27, the open interest changed by 24 which increased total open position to 112
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 18.9, which was -5.40 lower than the previous day. The implied volatity was 27.05, the open interest changed by 25 which increased total open position to 88
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 24.3, which was -0.60 lower than the previous day. The implied volatity was 24.11, the open interest changed by -1 which decreased total open position to 63
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 24.9, which was -3.85 lower than the previous day. The implied volatity was 20.28, the open interest changed by 38 which increased total open position to 64
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 28.75, which was 17.60 higher than the previous day. The implied volatity was 16.88, the open interest changed by 18 which increased total open position to 26
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 11.15, which was -13.85 lower than the previous day. The implied volatity was 12.96, the open interest changed by -2 which decreased total open position to 8
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 25, which was -15.00 lower than the previous day. The implied volatity was 15.89, the open interest changed by 2 which increased total open position to 10
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 40, which was 15.00 higher than the previous day. The implied volatity was 15.88, the open interest changed by 3 which increased total open position to 8
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 25, which was lower than the previous day. The implied volatity was 13.55, the open interest changed by 5 which increased total open position to 5
| BANKEX 30DEC2024 65000 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 | 0 | 0 | |
For Bank Index - strike price 65000 expiring on 30DEC2024
Delta for 65000 PE is 0.00
Historical price for 65000 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
