BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 61600 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 | 1176 | 71.15 | 0.00 | 0 | 0 | 20 | |||||||||
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| 14 Sept | 61445.90 | 471.05 | 86.85 | 9.55 | 59 | 1 | 34 | |||||||||
| 17 Aug | 61625.39 | 1166 | 1.25 | 9.03 | 5 | 0 | 0 | |||||||||
For Bank Index - strike price 61600 expiring on 25SEP2025
Delta for 61600 CE is 0.00
Historical price for 61600 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 1176, which was 71.15 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 471.05, which was 86.85 higher than the previous day. The implied volatity was 9.55, the open interest changed by 1 which increased total open position to 34
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 1166, which was 1.25 higher than the previous day. The implied volatity was 9.03, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 61600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 19.02
Theta: -15.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 72.65 | 5.7 | 11.07 | 530 | 20 | 108 |
| 14 Sept | 61445.90 | 425.05 | -166.85 | 9.91 | 19 | 6 | 17 |
| 17 Aug | 61625.39 | 749 | 69 | 12.98 | 2 | 0 | 0 |
For Bank Index - strike price 61600 expiring on 25SEP2025
Delta for 61600 PE is -0.16
Historical price for 61600 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 72.65, which was 5.7 higher than the previous day. The implied volatity was 11.07, the open interest changed by 20 which increased total open position to 108
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 425.05, which was -166.85 lower than the previous day. The implied volatity was 9.91, the open interest changed by 6 which increased total open position to 17
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 749, which was 69 higher than the previous day. The implied volatity was 12.98, the open interest changed by 0 which decreased total open position to 0
