BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 62100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 29.73
Theta: -46.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 62367.20 | 647.85 | -137.7 | 14.02 | 33 | -7 | 24 | |||||||||
| 14 Sept | 61445.90 | 242.6 | 42.45 | 9.22 | 32 | -10 | 24 | |||||||||
| 17 Aug | 61625.39 | 840 | -76.5 | 8.64 | 6 | 0 | 0 | |||||||||
For Bank Index - strike price 62100 expiring on 25SEP2025
Delta for 62100 CE is 0.63
Historical price for 62100 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 647.85, which was -137.7 lower than the previous day. The implied volatity was 14.02, the open interest changed by -7 which decreased total open position to 24
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 242.6, which was 42.45 higher than the previous day. The implied volatity was 9.22, the open interest changed by -10 which decreased total open position to 24
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 840, which was -76.5 lower than the previous day. The implied volatity was 8.64, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 62100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 27.72
Theta: -16.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 145.05 | 23.9 | 9.31 | 573 | -1 | 56 |
| 14 Sept | 61445.90 | 1016 | 172 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 61625.39 | 789 | 121 | 10.84 | 2 | 0 | 0 |
For Bank Index - strike price 62100 expiring on 25SEP2025
Delta for 62100 PE is -0.31
Historical price for 62100 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 145.05, which was 23.9 higher than the previous day. The implied volatity was 9.31, the open interest changed by -1 which decreased total open position to 56
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 1016, which was 172 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 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 789, which was 121 higher than the previous day. The implied volatity was 10.84, the open interest changed by 0 which decreased total open position to 0
