BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 61200 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 | |||||||||
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| 21 Sept | 62367.20 | 1616.2 | 620.8 | 0.00 | 0 | 0 | 18 | |||||||||
| 14 Sept | 61445.90 | 704.45 | 109.55 | 9.51 | 77 | -18 | 41 | |||||||||
| 17 Aug | 61625.39 | 1666 | 816 | 12.21 | 3 | 0 | 0 | |||||||||
For Bank Index - strike price 61200 expiring on 25SEP2025
Delta for 61200 CE is 0.00
Historical price for 61200 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 1616.2, which was 620.8 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 18
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 704.45, which was 109.55 higher than the previous day. The implied volatity was 9.51, the open interest changed by -18 which decreased total open position to 41
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 1666, which was 816 higher than the previous day. The implied volatity was 12.21, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 61200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 13.44
Theta: -12.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 44.6 | 1.25 | 12.47 | 44 | 17 | 30 |
| 14 Sept | 61445.90 | 275.7 | -125.15 | 10.27 | 97 | 10 | 25 |
| 17 Aug | 61625.39 | 638 | -56.15 | 13.46 | 4 | 0 | 0 |
For Bank Index - strike price 61200 expiring on 25SEP2025
Delta for 61200 PE is -0.10
Historical price for 61200 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 44.6, which was 1.25 higher than the previous day. The implied volatity was 12.47, the open interest changed by 17 which increased total open position to 30
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 275.7, which was -125.15 lower than the previous day. The implied volatity was 10.27, the open interest changed by 10 which increased total open position to 25
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 638, which was -56.15 lower than the previous day. The implied volatity was 13.46, the open interest changed by 0 which decreased total open position to 0
