BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 57500 CE | ||||||||||||||||
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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 | |||||||||
| 21 Sept | 62367.20 | 3750 | 250 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 61445.90 | 3750 | 250 | 0.00 | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 57500 expiring on 25SEP2025
Delta for 57500 CE is 0.00
Historical price for 57500 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 3750, which was 250 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 3750, which was 250 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 57500 PE | |||||||
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Delta: -0.01
Vega: 1.80
Theta: -4.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 6.1 | 6.05 | 27.54 | 36 | 5 | 20 |
| 14 Sept | 61445.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 57500 expiring on 25SEP2025
Delta for 57500 PE is -0.01
Historical price for 57500 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 6.1, which was 6.05 higher than the previous day. The implied volatity was 27.54, the open interest changed by 5 which increased total open position to 20
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
