BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 59700 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 | 1233.9 | 161 | 0.00 | 0 | 0 | 4 | |||||||||
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| 14 Sept | 61445.90 | 1233.9 | 161 | 0.00 | 0 | 0 | 4 | |||||||||
| 17 Aug | 61625.39 | 3300 | 853.65 | 20.71 | 3 | 0 | 0 | |||||||||
For Bank Index - strike price 59700 expiring on 25SEP2025
Delta for 59700 CE is 0.00
Historical price for 59700 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 1233.9, which was 161 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 1233.9, which was 161 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 3300, which was 853.65 higher than the previous day. The implied volatity was 20.71, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 59700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 5.78
Theta: -9.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 20 | 0 | 19.56 | 1 | 0 | 71 |
| 14 Sept | 61445.90 | 55 | -26.65 | 12.53 | 136 | 10 | 73 |
| 17 Aug | 61625.39 | 186 | -73.3 | 12.12 | 3 | 0 | 0 |
For Bank Index - strike price 59700 expiring on 25SEP2025
Delta for 59700 PE is -0.03
Historical price for 59700 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 19.56, the open interest changed by 0 which decreased total open position to 71
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 55, which was -26.65 lower than the previous day. The implied volatity was 12.53, the open interest changed by 10 which increased total open position to 73
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 186, which was -73.3 lower than the previous day. The implied volatity was 12.12, the open interest changed by 0 which decreased total open position to 0
