BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 61700 CE | ||||||||||||||||
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Delta: 0.75
Vega: 25.20
Theta: -44.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 62367.20 | 943.9 | -180 | 14.81 | 13 | -1 | 18 | |||||||||
| 14 Sept | 61445.90 | 410.35 | 69.9 | 9.32 | 39 | 1 | 38 | |||||||||
| 17 Aug | 61625.39 | 863 | -249 | 5.86 | 3 | 0 | 0 | |||||||||
For Bank Index - strike price 61700 expiring on 25SEP2025
Delta for 61700 CE is 0.75
Historical price for 61700 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 943.9, which was -180 lower than the previous day. The implied volatity was 14.81, the open interest changed by -1 which decreased total open position to 18
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 410.35, which was 69.9 higher than the previous day. The implied volatity was 9.32, the open interest changed by 1 which increased total open position to 38
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 863, which was -249 lower than the previous day. The implied volatity was 5.86, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 61700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 20.58
Theta: -15.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 81.45 | 7 | 10.65 | 631 | -3 | 131 |
| 14 Sept | 61445.90 | 472.9 | -180.55 | 9.87 | 25 | 15 | 19 |
| 17 Aug | 61625.39 | 974 | 62.55 | 15.26 | 2 | 0 | 0 |
For Bank Index - strike price 61700 expiring on 25SEP2025
Delta for 61700 PE is -0.18
Historical price for 61700 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 81.45, which was 7 higher than the previous day. The implied volatity was 10.65, the open interest changed by -3 which decreased total open position to 131
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 472.9, which was -180.55 lower than the previous day. The implied volatity was 9.87, the open interest changed by 15 which increased total open position to 19
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 974, which was 62.55 higher than the previous day. The implied volatity was 15.26, the open interest changed by 0 which decreased total open position to 0
