BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 61400 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 | 1335.1 | 26.75 | 0.00 | 0 | 0 | 34 | |||||||||
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| 14 Sept | 61445.90 | 573.4 | 89.05 | 9.37 | 109 | -2 | 36 | |||||||||
| 17 Aug | 61625.39 | 870 | 290 | - | 3 | 0 | 0 | |||||||||
For Bank Index - strike price 61400 expiring on 25SEP2025
Delta for 61400 CE is 0.00
Historical price for 61400 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 1335.1, which was 26.75 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 34
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 573.4, which was 89.05 higher than the previous day. The implied volatity was 9.37, the open interest changed by -2 which decreased total open position to 36
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 870, which was 290 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 61400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 16.07
Theta: -14.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 57.1 | 1.55 | 11.81 | 321 | 2 | 90 |
| 14 Sept | 61445.90 | 352.25 | -122.9 | 10.27 | 171 | -1 | 19 |
| 17 Aug | 61625.39 | 641 | -20.35 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 61400 expiring on 25SEP2025
Delta for 61400 PE is -0.12
Historical price for 61400 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 57.1, which was 1.55 higher than the previous day. The implied volatity was 11.81, the open interest changed by 2 which increased total open position to 90
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 352.25, which was -122.9 lower than the previous day. The implied volatity was 10.27, the open interest changed by -1 which decreased total open position to 19
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 641, which was -20.35 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
