BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 61500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.79
Vega: 23.07
Theta: -44.25
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 62367.20 | 1120 | -266.05 | 15.80 | 1 | -1 | 33 | |||||||||
| 14 Sept | 61445.90 | 521.4 | 85.5 | 9.48 | 187 | 0 | 46 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 61625.39 | 1148 | 190 | 7.91 | 2 | 0 | 0 | |||||||||
For Bank Index - strike price 61500 expiring on 25SEP2025
Delta for 61500 CE is 0.79
Historical price for 61500 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 1120, which was -266.05 lower than the previous day. The implied volatity was 15.80, the open interest changed by -1 which decreased total open position to 33
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 521.4, which was 85.5 higher than the previous day. The implied volatity was 9.48, the open interest changed by 0 which decreased total open position to 46
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 1148, which was 190 higher than the previous day. The implied volatity was 7.91, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 61500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 17.09
Theta: -14.06
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 60.4 | -0.35 | 11.21 | 1,434 | 311 | 543 |
| 14 Sept | 61445.90 | 389.35 | -149.15 | 10.14 | 282 | 17 | 65 |
| 17 Aug | 61625.39 | 866 | -324 | 14.95 | 3 | 0 | 0 |
For Bank Index - strike price 61500 expiring on 25SEP2025
Delta for 61500 PE is -0.13
Historical price for 61500 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 60.4, which was -0.35 lower than the previous day. The implied volatity was 11.21, the open interest changed by 311 which increased total open position to 543
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 389.35, which was -149.15 lower than the previous day. The implied volatity was 10.14, the open interest changed by 17 which increased total open position to 65
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 866, which was -324 lower than the previous day. The implied volatity was 14.95, the open interest changed by 0 which decreased total open position to 0
