BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 62200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.60
Vega: 30.44
Theta: -44.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 62367.20 | 564.75 | -163.55 | 13.29 | 58 | -2 | 54 | |||||||||
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| 14 Sept | 61445.90 | 212.6 | 39.95 | 9.27 | 23 | -2 | 18 | |||||||||
| 17 Aug | 61625.39 | 743 | -128.45 | 8.11 | 3 | 0 | 0 | |||||||||
For Bank Index - strike price 62200 expiring on 25SEP2025
Delta for 62200 CE is 0.60
Historical price for 62200 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 564.75, which was -163.55 lower than the previous day. The implied volatity was 13.29, the open interest changed by -2 which decreased total open position to 54
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 212.6, which was 39.95 higher than the previous day. The implied volatity was 9.27, the open interest changed by -2 which decreased total open position to 18
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 743, which was -128.45 lower than the previous day. The implied volatity was 8.11, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 62200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 29.27
Theta: -16.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 168.15 | 30.95 | 8.96 | 537 | -6 | 46 |
| 14 Sept | 61445.90 | 947.8 | -280.7 | 0.00 | 0 | 0 | 1 |
| 17 Aug | 61625.39 | 1152 | -15.55 | 14.65 | 3 | 0 | 0 |
For Bank Index - strike price 62200 expiring on 25SEP2025
Delta for 62200 PE is -0.35
Historical price for 62200 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 168.15, which was 30.95 higher than the previous day. The implied volatity was 8.96, the open interest changed by -6 which decreased total open position to 46
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 947.8, which was -280.7 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 1152, which was -15.55 lower than the previous day. The implied volatity was 14.65, the open interest changed by 0 which decreased total open position to 0
