BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 62000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 28.37
Theta: -43.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 62367.20 | 688.55 | -207.15 | 13.19 | 58 | -11 | 69 | |||||||||
| 14 Sept | 61445.90 | 284.35 | 53.95 | 9.36 | 179 | 4 | 63 | |||||||||
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| 17 Aug | 61625.39 | 1089 | 125.95 | 11.01 | 2 | 0 | 0 | |||||||||
For Bank Index - strike price 62000 expiring on 25SEP2025
Delta for 62000 CE is 0.68
Historical price for 62000 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 688.55, which was -207.15 lower than the previous day. The implied volatity was 13.19, the open interest changed by -11 which decreased total open position to 69
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 284.35, which was 53.95 higher than the previous day. The implied volatity was 9.36, the open interest changed by 4 which increased total open position to 63
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 1089, which was 125.95 higher than the previous day. The implied volatity was 11.01, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 62000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 25.91
Theta: -16.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 123 | 18.2 | 9.57 | 1,405 | -40 | 114 |
| 14 Sept | 61445.90 | 650.45 | -178.65 | 10.04 | 7 | 1 | 4 |
| 17 Aug | 61625.39 | 608 | -517 | 9.19 | 5 | 0 | 0 |
For Bank Index - strike price 62000 expiring on 25SEP2025
Delta for 62000 PE is -0.27
Historical price for 62000 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 123, which was 18.2 higher than the previous day. The implied volatity was 9.57, the open interest changed by -40 which decreased total open position to 114
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 650.45, which was -178.65 lower than the previous day. The implied volatity was 10.04, the open interest changed by 1 which increased total open position to 4
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 608, which was -517 lower than the previous day. The implied volatity was 9.19, the open interest changed by 0 which decreased total open position to 0
