BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 62500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 31.50
Theta: -41.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 62367.20 | 370 | -122.75 | 12.25 | 852 | 34 | 132 | |||||||||
| 14 Sept | 61445.90 | 129.6 | 18.7 | 9.11 | 109 | 8 | 49 | |||||||||
| 17 Aug | 61625.39 | 751 | 93 | 9.96 | 4 | 0 | 0 | |||||||||
For Bank Index - strike price 62500 expiring on 25SEP2025
Delta for 62500 CE is 0.49
Historical price for 62500 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 370, which was -122.75 lower than the previous day. The implied volatity was 12.25, the open interest changed by 34 which increased total open position to 132
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 129.6, which was 18.7 higher than the previous day. The implied volatity was 9.11, the open interest changed by 8 which increased total open position to 49
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 751, which was 93 higher than the previous day. The implied volatity was 9.96, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 62500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 31.47
Theta: -11.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 251.35 | 41.7 | 7.45 | 1,103 | 38 | 99 |
| 14 Sept | 61445.90 | 1019.6 | -150.4 | 10.68 | 4 | 0 | 3 |
| 17 Aug | 61625.39 | 1106 | 6 | 12.27 | 3 | 0 | 0 |
For Bank Index - strike price 62500 expiring on 25SEP2025
Delta for 62500 PE is -0.52
Historical price for 62500 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 251.35, which was 41.7 higher than the previous day. The implied volatity was 7.45, the open interest changed by 38 which increased total open position to 99
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 1019.6, which was -150.4 lower than the previous day. The implied volatity was 10.68, the open interest changed by 0 which decreased total open position to 3
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 1106, which was 6 higher than the previous day. The implied volatity was 12.27, the open interest changed by 0 which decreased total open position to 0
