BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 60900 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 | 1667.05 | 47.8 | 0.00 | 0 | 0 | 14 | |||||||||
| 14 Sept | 61445.90 | 838.4 | 14.35 | 7.16 | 4 | -1 | 20 | |||||||||
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| 17 Aug | 61625.39 | 1456 | -428.6 | 4.90 | 4 | 0 | 0 | |||||||||
For Bank Index - strike price 60900 expiring on 25SEP2025
Delta for 60900 CE is 0.00
Historical price for 60900 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 1667.05, which was 47.8 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 14
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 838.4, which was 14.35 higher than the previous day. The implied volatity was 7.16, the open interest changed by -1 which decreased total open position to 20
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 1456, which was -428.6 lower than the previous day. The implied volatity was 4.90, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 60900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 37.5 | -15.5 | 0.00 | 0 | 0 | 38 |
| 14 Sept | 61445.90 | 203.15 | -87.4 | 10.78 | 79 | 7 | 62 |
| 17 Aug | 61625.39 | 417 | -165.05 | 11.73 | 4 | 0 | 0 |
For Bank Index - strike price 60900 expiring on 25SEP2025
Delta for 60900 PE is 0.00
Historical price for 60900 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 37.5, which was -15.5 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 38
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 203.15, which was -87.4 lower than the previous day. The implied volatity was 10.78, the open interest changed by 7 which increased total open position to 62
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 417, which was -165.05 lower than the previous day. The implied volatity was 11.73, the open interest changed by 0 which decreased total open position to 0
