BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 62600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 31.21
Theta: -38.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 62367.20 | 300.2 | -133.3 | 11.50 | 586 | 30 | 108 | |||||||||
| 14 Sept | 61445.90 | 112.05 | 17.7 | 9.18 | 49 | -2 | 39 | |||||||||
| 17 Aug | 61625.39 | 578 | -128.65 | 8.41 | 4 | 0 | 0 | |||||||||
For Bank Index - strike price 62600 expiring on 25SEP2025
Delta for 62600 CE is 0.44
Historical price for 62600 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 300.2, which was -133.3 lower than the previous day. The implied volatity was 11.50, the open interest changed by 30 which increased total open position to 108
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 112.05, which was 17.7 higher than the previous day. The implied volatity was 9.18, the open interest changed by -2 which decreased total open position to 39
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 578, which was -128.65 lower than the previous day. The implied volatity was 8.41, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25SEP2025 62600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 30.64
Theta: -8.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 292.1 | 53.2 | 6.96 | 177 | 18 | 60 |
| 14 Sept | 61445.90 | 713 | 113 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 61625.39 | 747 | -200 | 7.28 | 3 | 0 | 0 |
For Bank Index - strike price 62600 expiring on 25SEP2025
Delta for 62600 PE is -0.59
Historical price for 62600 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 292.1, which was 53.2 higher than the previous day. The implied volatity was 6.96, the open interest changed by 18 which increased total open position to 60
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 713, which was 113 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 747, which was -200 lower than the previous day. The implied volatity was 7.28, the open interest changed by 0 which decreased total open position to 0
