BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 60600 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 | 2150 | 240.25 | 0.00 | 0 | 0 | 29 | |||||||||
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| 14 Sept | 61445.90 | 1004.15 | 44.05 | 0.00 | 0 | 0 | 20 | |||||||||
| 17 Aug | 61625.39 | 2350 | 1662.65 | 16.07 | 30 | -15 | 0 | |||||||||
For Bank Index - strike price 60600 expiring on 25SEP2025
Delta for 60600 CE is 0.00
Historical price for 60600 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 2150, which was 240.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 29
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 1004.15, which was 44.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 20
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 2350, which was 1662.65 higher than the previous day. The implied volatity was 16.07, the open interest changed by -15 which decreased total open position to 0
| BANKEX 25SEP2025 60600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 8.47
Theta: -9.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 26.15 | 0 | 14.87 | 6 | 0 | 46 |
| 14 Sept | 61445.90 | 143.25 | -75.35 | 11.09 | 133 | 10 | 57 |
| 17 Aug | 61625.39 | 384 | -219 | 12.44 | 3 | 0 | 0 |
For Bank Index - strike price 60600 expiring on 25SEP2025
Delta for 60600 PE is -0.05
Historical price for 60600 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 26.15, which was 0 lower than the previous day. The implied volatity was 14.87, the open interest changed by 0 which decreased total open position to 46
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 143.25, which was -75.35 lower than the previous day. The implied volatity was 11.09, the open interest changed by 10 which increased total open position to 57
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 384, which was -219 lower than the previous day. The implied volatity was 12.44, the open interest changed by 0 which decreased total open position to 0
