BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 59000 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 | 1950 | -252.15 | 0.00 | 0 | 0 | 1 | |||||||||
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| 14 Sept | 61445.90 | 1950 | -252.15 | 0.00 | 0 | 0 | 1 | |||||||||
| 17 Aug | 61625.39 | 3050 | 18.95 | - | 2 | 0 | 0 | |||||||||
For Bank Index - strike price 59000 expiring on 25SEP2025
Delta for 59000 CE is 0.00
Historical price for 59000 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 1950, which was -252.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 1950, which was -252.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 3050, which was 18.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 59000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 3.55
Theta: -6.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 11.5 | 1.45 | 21.72 | 10 | 8 | 236 |
| 14 Sept | 61445.90 | 28.7 | -4.45 | 13.85 | 188 | -71 | 178 |
| 17 Aug | 61625.39 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 59000 expiring on 25SEP2025
Delta for 59000 PE is -0.02
Historical price for 59000 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 11.5, which was 1.45 higher than the previous day. The implied volatity was 21.72, the open interest changed by 8 which increased total open position to 236
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 28.7, which was -4.45 lower than the previous day. The implied volatity was 13.85, the open interest changed by -71 which decreased total open position to 178
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
