BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 58500 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 | 2900 | 1550 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 61445.90 | 2900 | 1550 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 61625.39 | 2118 | -1060.25 | 0.00 | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 58500 expiring on 25SEP2025
Delta for 58500 CE is 0.00
Historical price for 58500 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 2900, which was 1550 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 2900, which was 1550 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 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 2118, which was -1060.25 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 25SEP2025 58500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 2.95
Theta: -5.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 10 | 9.95 | 23.98 | 1 | 1 | 23 |
| 14 Sept | 61445.90 | 30 | -5.55 | 0.00 | 42 | 0 | 10 |
| 17 Aug | 61625.39 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 58500 expiring on 25SEP2025
Delta for 58500 PE is -0.01
Historical price for 58500 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 10, which was 9.95 higher than the previous day. The implied volatity was 23.98, the open interest changed by 1 which increased total open position to 23
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 30, which was -5.55 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 10
On 17 Aug BANKEX was trading at 61625.39. 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
