BANKEX
Bank Index
Historical option data for BANKEX
28 Sep 2025 10:08 PM IST
| BANKEX 30-OCT-2025 61800 CE | ||||||||||||||||
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Delta: 0.54
Vega: 74.19
Theta: -20.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 61398.26 | 878.95 | -236.65 | 10.63 | 10 | 6 | 6 | |||||||||
| 21 Sept | 62367.20 | 1726 | 366 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 61445.90 | 810 | 130 | 6.28 | 2 | 0 | 0 | |||||||||
| 17 Aug | 61625.39 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 61800 expiring on 30OCT2025
Delta for 61800 CE is 0.54
Historical price for 61800 CE is as follows
On 28 Sept BANKEX was trading at 61398.26. The strike last trading price was 878.95, which was -236.65 lower than the previous day. The implied volatity was 10.63, the open interest changed by 6 which increased total open position to 6
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 1726, which was 366 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 810, which was 130 higher than the previous day. The implied volatity was 6.28, the open interest changed by 0 which decreased total open position to 0
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BANKEX 30OCT2025 61800 PE | |||||||
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Delta: -0.46
Vega: 74.23
Theta: -4.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 61398.26 | 771 | 294.05 | 11.45 | 7 | 4 | 6 |
| 21 Sept | 62367.20 | 701 | -184.7 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 61445.90 | 709 | -332 | 10.37 | 5 | 0 | 0 |
| 17 Aug | 61625.39 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 61800 expiring on 30OCT2025
Delta for 61800 PE is -0.46
Historical price for 61800 PE is as follows
On 28 Sept BANKEX was trading at 61398.26. The strike last trading price was 771, which was 294.05 higher than the previous day. The implied volatity was 11.45, the open interest changed by 4 which increased total open position to 6
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 701, which was -184.7 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 709, which was -332 lower than the previous day. The implied volatity was 10.37, the open interest changed by 0 which decreased total open position to 0
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
