BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 61100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
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 | |||||||||
|
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| 21 Sept | 62367.20 | 1990.35 | 269.6 | 0.00 | 0 | 0 | 20 | |||||||||
| 14 Sept | 61445.90 | 781.75 | 127.5 | 9.75 | 39 | -3 | 28 | |||||||||
| 17 Aug | 61625.39 | 1670 | 1069 | 11.35 | 6 | 0 | 0 | |||||||||
For Bank Index - strike price 61100 expiring on 25SEP2025
Delta for 61100 CE is 0.00
Historical price for 61100 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 1990.35, which was 269.6 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 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 781.75, which was 127.5 higher than the previous day. The implied volatity was 9.75, the open interest changed by -3 which decreased total open position to 28
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 1670, which was 1069 higher than the previous day. The implied volatity was 11.35, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 61100 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 | 38.8 | -25.75 | 0.00 | 0 | 0 | 14 |
| 14 Sept | 61445.90 | 250.55 | -113.75 | 10.48 | 45 | -2 | 19 |
| 17 Aug | 61625.39 | 550 | -105.3 | 12.74 | 5 | 0 | 0 |
For Bank Index - strike price 61100 expiring on 25SEP2025
Delta for 61100 PE is 0.00
Historical price for 61100 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 38.8, which was -25.75 lower 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 250.55, which was -113.75 lower than the previous day. The implied volatity was 10.48, the open interest changed by -2 which decreased total open position to 19
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 550, which was -105.3 lower than the previous day. The implied volatity was 12.74, the open interest changed by 0 which decreased total open position to 0
