BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 60200 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 | 2101.2 | 237.05 | 0.00 | 0 | 0 | 16 | |||||||||
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| 14 Sept | 61445.90 | 1600 | 440.5 | 13.54 | 1 | 0 | 18 | |||||||||
| 17 Aug | 61625.39 | 1500 | -1080 | - | 3 | 0 | 0 | |||||||||
For Bank Index - strike price 60200 expiring on 25SEP2025
Delta for 60200 CE is 0.00
Historical price for 60200 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 2101.2, which was 237.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 16
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 1600, which was 440.5 higher than the previous day. The implied volatity was 13.54, the open interest changed by 0 which decreased total open position to 18
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 1500, which was -1080 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 60200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 2.76
Theta: -2.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 5.05 | 4.7 | 13.28 | 1 | -1 | 55 |
| 14 Sept | 61445.90 | 96.65 | -45.25 | 11.86 | 152 | 13 | 83 |
| 17 Aug | 61625.39 | 191 | -179.95 | 10.60 | 3 | 0 | 0 |
For Bank Index - strike price 60200 expiring on 25SEP2025
Delta for 60200 PE is -0.01
Historical price for 60200 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 5.05, which was 4.7 higher than the previous day. The implied volatity was 13.28, the open interest changed by -1 which decreased total open position to 55
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 96.65, which was -45.25 lower than the previous day. The implied volatity was 11.86, the open interest changed by 13 which increased total open position to 83
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 191, which was -179.95 lower than the previous day. The implied volatity was 10.60, the open interest changed by 0 which decreased total open position to 0
