BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 61900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 26.39
Theta: -39.79
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 62367.20 | 732.1 | -211.2 | 12.25 | 1 | 0 | 36 | |||||||||
| 14 Sept | 61445.90 | 319.7 | 57.75 | 9.28 | 13 | 0 | 21 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 61625.39 | 893 | 7 | 7.90 | 2 | 0 | 0 | |||||||||
For Bank Index - strike price 61900 expiring on 25SEP2025
Delta for 61900 CE is 0.72
Historical price for 61900 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 732.1, which was -211.2 lower than the previous day. The implied volatity was 12.25, the open interest changed by 0 which decreased total open position to 36
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 319.7, which was 57.75 higher than the previous day. The implied volatity was 9.28, the open interest changed by 0 which decreased total open position to 21
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 893, which was 7 higher than the previous day. The implied volatity was 7.90, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 61900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 24.28
Theta: -16.83
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 110.15 | 15.3 | 10.07 | 694 | -39 | 43 |
| 14 Sept | 61445.90 | 883.35 | -436.1 | 0.00 | 0 | 0 | 3 |
| 17 Aug | 61625.39 | 794 | 29 | 11.99 | 2 | 0 | 0 |
For Bank Index - strike price 61900 expiring on 25SEP2025
Delta for 61900 PE is -0.24
Historical price for 61900 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 110.15, which was 15.3 higher than the previous day. The implied volatity was 10.07, the open interest changed by -39 which decreased total open position to 43
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 883.35, which was -436.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 3
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 794, which was 29 higher than the previous day. The implied volatity was 11.99, the open interest changed by 0 which decreased total open position to 0
