BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 61800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 27.03
Theta: -47.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 62367.20 | 892.55 | -197.4 | 15.60 | 2 | 2 | 17 | |||||||||
| 14 Sept | 61445.90 | 371.95 | 74.55 | 9.49 | 34 | 1 | 44 | |||||||||
| 17 Aug | 61625.39 | 1126 | 46 | 10.07 | 4 | 0 | 0 | |||||||||
For Bank Index - strike price 61800 expiring on 25SEP2025
Delta for 61800 CE is 0.71
Historical price for 61800 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 892.55, which was -197.4 lower than the previous day. The implied volatity was 15.60, the open interest changed by 2 which increased total open position to 17
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 371.95, which was 74.55 higher than the previous day. The implied volatity was 9.49, the open interest changed by 1 which increased total open position to 44
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 1126, which was 46 higher than the previous day. The implied volatity was 10.07, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 61800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 22.36
Theta: -16.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 93.85 | 9.35 | 10.32 | 1,030 | -24 | 111 |
| 14 Sept | 61445.90 | 535.15 | -247.4 | 10.07 | 19 | 10 | 13 |
| 17 Aug | 61625.39 | 826 | 130 | 12.91 | 2 | 0 | 0 |
For Bank Index - strike price 61800 expiring on 25SEP2025
Delta for 61800 PE is -0.20
Historical price for 61800 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 93.85, which was 9.35 higher than the previous day. The implied volatity was 10.32, the open interest changed by -24 which decreased total open position to 111
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 535.15, which was -247.4 lower than the previous day. The implied volatity was 10.07, the open interest changed by 10 which increased total open position to 13
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 826, which was 130 higher than the previous day. The implied volatity was 12.91, the open interest changed by 0 which decreased total open position to 0
