BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 62300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 31.01
Theta: -42.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 62367.20 | 480.65 | -163.35 | 12.44 | 178 | -4 | 45 | |||||||||
| 14 Sept | 61445.90 | 175.15 | 18.1 | 9.05 | 102 | -11 | 14 | |||||||||
| 17 Aug | 61625.39 | 541 | 37 | 6.29 | 4 | 0 | 0 | |||||||||
For Bank Index - strike price 62300 expiring on 25SEP2025
Delta for 62300 CE is 0.57
Historical price for 62300 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 480.65, which was -163.35 lower than the previous day. The implied volatity was 12.44, the open interest changed by -4 which decreased total open position to 45
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 175.15, which was 18.1 higher than the previous day. The implied volatity was 9.05, the open interest changed by -11 which decreased total open position to 14
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 541, which was 37 higher than the previous day. The implied volatity was 6.29, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 62300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 30.45
Theta: -14.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 184.5 | 28.35 | 8.25 | 1,080 | -58 | 58 |
| 14 Sept | 61445.90 | 978 | 458 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 61625.39 | 919 | -304.4 | 11.26 | 3 | 0 | 0 |
For Bank Index - strike price 62300 expiring on 25SEP2025
Delta for 62300 PE is -0.40
Historical price for 62300 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 184.5, which was 28.35 higher than the previous day. The implied volatity was 8.25, the open interest changed by -58 which decreased total open position to 58
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 978, which was 458 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 919, which was -304.4 lower than the previous day. The implied volatity was 11.26, the open interest changed by 0 which decreased total open position to 0
