BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 60800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 18.70
Theta: -47.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 62367.20 | 1800 | -140 | 21.19 | 2 | 0 | 27 | |||||||||
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| 14 Sept | 61445.90 | 947.2 | 101.2 | 8.07 | 11 | 0 | 26 | |||||||||
| 17 Aug | 61625.39 | 1493 | 237 | - | 2 | 0 | 0 | |||||||||
For Bank Index - strike price 60800 expiring on 25SEP2025
Delta for 60800 CE is 0.85
Historical price for 60800 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 1800, which was -140 lower than the previous day. The implied volatity was 21.19, the open interest changed by 0 which decreased total open position to 27
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 947.2, which was 101.2 higher than the previous day. The implied volatity was 8.07, 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 1493, which was 237 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 60800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 10.30
Theta: -11.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 33.85 | 0.5 | 14.37 | 12 | -10 | 25 |
| 14 Sept | 61445.90 | 178.6 | -88.3 | 10.81 | 50 | 32 | 114 |
| 17 Aug | 61625.39 | 489 | -111 | 13.18 | 4 | 0 | 0 |
For Bank Index - strike price 60800 expiring on 25SEP2025
Delta for 60800 PE is -0.07
Historical price for 60800 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 33.85, which was 0.5 higher than the previous day. The implied volatity was 14.37, the open interest changed by -10 which decreased total open position to 25
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 178.6, which was -88.3 lower than the previous day. The implied volatity was 10.81, the open interest changed by 32 which increased total open position to 114
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 489, which was -111 lower than the previous day. The implied volatity was 13.18, the open interest changed by 0 which decreased total open position to 0
