BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 62400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 31.41
Theta: -41.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 62367.20 | 418.35 | -158.55 | 12.19 | 475 | 28 | 70 | |||||||||
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| 14 Sept | 61445.90 | 151.75 | 24.4 | 9.10 | 15 | -5 | 17 | |||||||||
| 17 Aug | 61625.39 | 738 | -48.05 | 9.24 | 2 | 0 | 0 | |||||||||
For Bank Index - strike price 62400 expiring on 25SEP2025
Delta for 62400 CE is 0.53
Historical price for 62400 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 418.35, which was -158.55 lower than the previous day. The implied volatity was 12.19, the open interest changed by 28 which increased total open position to 70
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 151.75, which was 24.4 higher than the previous day. The implied volatity was 9.10, the open interest changed by -5 which decreased total open position to 17
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 738, which was -48.05 lower than the previous day. The implied volatity was 9.24, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 62400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 31.31
Theta: -13.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 216.7 | 38.2 | 7.90 | 1,320 | 40 | 92 |
| 14 Sept | 61445.90 | 800 | -100 | 0.00 | 0 | 0 | 1 |
| 17 Aug | 61625.39 | 1276 | -4.75 | 14.94 | 4 | 0 | 0 |
For Bank Index - strike price 62400 expiring on 25SEP2025
Delta for 62400 PE is -0.46
Historical price for 62400 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 216.7, which was 38.2 higher than the previous day. The implied volatity was 7.90, the open interest changed by 40 which increased total open position to 92
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 800, which was -100 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 1276, which was -4.75 lower than the previous day. The implied volatity was 14.94, the open interest changed by 0 which decreased total open position to 0
