BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 61000 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 | 1202.75 | 285.85 | 0.00 | 0 | 0 | 122 | |||||||||
| 14 Sept | 61445.90 | 850 | 124.7 | 9.70 | 58 | 1 | 130 | |||||||||
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| 17 Aug | 61625.39 | 1576 | 853 | 8.92 | 6 | 0 | 0 | |||||||||
For Bank Index - strike price 61000 expiring on 25SEP2025
Delta for 61000 CE is 0.00
Historical price for 61000 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 1202.75, which was 285.85 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 122
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 850, which was 124.7 higher than the previous day. The implied volatity was 9.70, the open interest changed by 1 which increased total open position to 130
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 1576, which was 853 higher than the previous day. The implied volatity was 8.92, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 61000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 11.11
Theta: -11.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 34.6 | -3.5 | 13.08 | 328 | 32 | 305 |
| 14 Sept | 61445.90 | 226.55 | -100.15 | 10.65 | 133 | 40 | 147 |
| 17 Aug | 61625.39 | 502 | -115.95 | 12.52 | 3 | 0 | 0 |
For Bank Index - strike price 61000 expiring on 25SEP2025
Delta for 61000 PE is -0.07
Historical price for 61000 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 34.6, which was -3.5 lower than the previous day. The implied volatity was 13.08, the open interest changed by 32 which increased total open position to 305
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 226.55, which was -100.15 lower than the previous day. The implied volatity was 10.65, the open interest changed by 40 which increased total open position to 147
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 502, which was -115.95 lower than the previous day. The implied volatity was 12.52, the open interest changed by 0 which decreased total open position to 0
