BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 60500 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 | |||||||||
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| 21 Sept | 62367.20 | 1852.5 | -97.5 | 0.00 | 0 | 0 | 88 | |||||||||
| 14 Sept | 61445.90 | 968.4 | 37.95 | 0.00 | 0 | 0 | 81 | |||||||||
| 17 Aug | 61625.39 | 1652 | 443 | - | 3 | 0 | 0 | |||||||||
For Bank Index - strike price 60500 expiring on 25SEP2025
Delta for 60500 CE is 0.00
Historical price for 60500 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 1852.5, which was -97.5 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 88
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 968.4, which was 37.95 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 81
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 1652, which was 443 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 60500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 8.49
Theta: -10.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 27.7 | 3.85 | 15.70 | 71 | 43 | 257 |
| 14 Sept | 61445.90 | 131.9 | -63.65 | 11.36 | 90 | -22 | 120 |
| 17 Aug | 61625.39 | 243 | -210.15 | 10.53 | 3 | 0 | 0 |
For Bank Index - strike price 60500 expiring on 25SEP2025
Delta for 60500 PE is -0.05
Historical price for 60500 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 27.7, which was 3.85 higher than the previous day. The implied volatity was 15.70, the open interest changed by 43 which increased total open position to 257
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 131.9, which was -63.65 lower than the previous day. The implied volatity was 11.36, the open interest changed by -22 which decreased total open position to 120
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 243, which was -210.15 lower than the previous day. The implied volatity was 10.53, the open interest changed by 0 which decreased total open position to 0
