BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 60100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 62367.20 | 1682 | 158.95 | 0.00 | 0 | 0 | 26 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 61445.90 | 960.95 | -161.55 | 0.00 | 0 | 0 | 26 | |||||||||
| 17 Aug | 61625.39 | 2300 | 396 | 8.64 | 2 | 0 | 0 | |||||||||
For Bank Index - strike price 60100 expiring on 25SEP2025
Delta for 60100 CE is 0.00
Historical price for 60100 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 1682, which was 158.95 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 26
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 960.95, which was -161.55 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 26
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 2300, which was 396 higher than the previous day. The implied volatity was 8.64, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 60100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 6.35
Theta: -8.67
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 20 | -16.75 | 17.15 | 6 | -2 | 63 |
| 14 Sept | 61445.90 | 87.05 | -40.05 | 12.02 | 182 | -6 | 61 |
| 17 Aug | 61625.39 | 189 | -346.75 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 60100 expiring on 25SEP2025
Delta for 60100 PE is -0.04
Historical price for 60100 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 20, which was -16.75 lower than the previous day. The implied volatity was 17.15, the open interest changed by -2 which decreased total open position to 63
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 87.05, which was -40.05 lower than the previous day. The implied volatity was 12.02, the open interest changed by -6 which decreased total open position to 61
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 189, which was -346.75 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
