BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 61300 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 | 1451.75 | 609.15 | 0.00 | 0 | 0 | 23 | |||||||||
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| 14 Sept | 61445.90 | 644.1 | 101.85 | 9.59 | 187 | -5 | 34 | |||||||||
| 17 Aug | 61625.39 | 976 | 131 | 0.00 | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 61300 expiring on 25SEP2025
Delta for 61300 CE is 0.00
Historical price for 61300 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 1451.75, which was 609.15 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 23
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 644.1, which was 101.85 higher than the previous day. The implied volatity was 9.59, the open interest changed by -5 which decreased total open position to 34
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 976, which was 131 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 61300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 15.64
Theta: -14.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 58.5 | 8.2 | 12.67 | 837 | 139 | 171 |
| 14 Sept | 61445.90 | 315 | -126.6 | 10.33 | 80 | 2 | 23 |
| 17 Aug | 61625.39 | 686 | -126 | 13.63 | 3 | 0 | 0 |
For Bank Index - strike price 61300 expiring on 25SEP2025
Delta for 61300 PE is -0.12
Historical price for 61300 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 58.5, which was 8.2 higher than the previous day. The implied volatity was 12.67, the open interest changed by 139 which increased total open position to 171
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 315, which was -126.6 lower than the previous day. The implied volatity was 10.33, the open interest changed by 2 which increased total open position to 23
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 686, which was -126 lower than the previous day. The implied volatity was 13.63, the open interest changed by 0 which decreased total open position to 0
