BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 60000 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 | 1052.75 | -77.25 | 0.00 | 0 | 0 | 9 | |||||||||
| 14 Sept | 61445.90 | 1052.75 | -77.25 | 0.00 | 0 | 0 | 9 | |||||||||
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| 17 Aug | 61625.39 | 2675 | 273 | 14.42 | 6 | 0 | 0 | |||||||||
For Bank Index - strike price 60000 expiring on 25SEP2025
Delta for 60000 CE is 0.00
Historical price for 60000 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 1052.75, which was -77.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 9
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 1052.75, which was -77.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 9
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 2675, which was 273 higher than the previous day. The implied volatity was 14.42, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 60000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 5.63
Theta: -7.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 17 | -10.95 | 17.25 | 62 | 37 | 682 |
| 14 Sept | 61445.90 | 80.05 | -40.55 | 12.26 | 346 | 5 | 629 |
| 17 Aug | 61625.39 | 278 | 0 | 12.91 | 2 | 0 | 0 |
For Bank Index - strike price 60000 expiring on 25SEP2025
Delta for 60000 PE is -0.03
Historical price for 60000 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 17, which was -10.95 lower than the previous day. The implied volatity was 17.25, the open interest changed by 37 which increased total open position to 682
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 80.05, which was -40.55 lower than the previous day. The implied volatity was 12.26, the open interest changed by 5 which increased total open position to 629
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 278, which was 0 lower than the previous day. The implied volatity was 12.91, the open interest changed by 0 which decreased total open position to 0
