BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 60700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 6.54
Theta: -23.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 62367.20 | 1780.05 | -261.45 | 12.84 | 1 | 0 | 23 | |||||||||
| 14 Sept | 61445.90 | 946.15 | 16.75 | - | 5 | 0 | 29 | |||||||||
| 17 Aug | 61625.39 | 1730 | 513 | 7.41 | 2 | 0 | 0 | |||||||||
For Bank Index - strike price 60700 expiring on 25SEP2025
Delta for 60700 CE is 0.96
Historical price for 60700 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 1780.05, which was -261.45 lower than the previous day. The implied volatity was 12.84, the open interest changed by 0 which decreased total open position to 23
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 946.15, which was 16.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 1730, which was 513 higher than the previous day. The implied volatity was 7.41, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 60700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 9.46
Theta: -10.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 30.45 | -2 | 14.70 | 16 | -5 | 30 |
| 14 Sept | 61445.90 | 162.35 | -78.8 | 11.02 | 114 | 17 | 49 |
| 17 Aug | 61625.39 | 368 | -146.75 | 11.81 | 2 | 0 | 0 |
For Bank Index - strike price 60700 expiring on 25SEP2025
Delta for 60700 PE is -0.06
Historical price for 60700 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 30.45, which was -2 lower than the previous day. The implied volatity was 14.70, the open interest changed by -5 which decreased total open position to 30
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 162.35, which was -78.8 lower than the previous day. The implied volatity was 11.02, the open interest changed by 17 which increased total open position to 49
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 368, which was -146.75 lower than the previous day. The implied volatity was 11.81, the open interest changed by 0 which decreased total open position to 0
