BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 62700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.40
Vega: 30.48
Theta: -35.60
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 62367.20 | 246 | -123.05 | 11.09 | 702 | -32 | 83 | |||||||||
| 14 Sept | 61445.90 | 95.65 | 14.95 | 9.22 | 40 | 1 | 28 | |||||||||
| 17 Aug | 61625.39 | 653 | -177 | 9.83 | 5 | 0 | 1 | |||||||||
For Bank Index - strike price 62700 expiring on 25SEP2025
Delta for 62700 CE is 0.40
Historical price for 62700 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 246, which was -123.05 lower than the previous day. The implied volatity was 11.09, the open interest changed by -32 which decreased total open position to 83
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 95.65, which was 14.95 higher than the previous day. The implied volatity was 9.22, the open interest changed by 1 which increased total open position to 28
On 17 Aug BANKEX was trading at 61625.39. The strike last trading price was 653, which was -177 lower than the previous day. The implied volatity was 9.83, the open interest changed by 0 which decreased total open position to 1
| BANKEX 25SEP2025 62700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 29.05
Theta: -6.54
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 362 | 78.35 | 7.20 | 74 | 0 | 46 |
| 14 Sept | 61445.90 | 501 | -411 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 61625.39 | 1501 | 39.15 | 15.73 | 2 | 0 | 0 |
For Bank Index - strike price 62700 expiring on 25SEP2025
Delta for 62700 PE is -0.66
Historical price for 62700 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 362, which was 78.35 higher than the previous day. The implied volatity was 7.20, the open interest changed by 0 which decreased total open position to 46
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 501, which was -411 lower 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 1501, which was 39.15 higher than the previous day. The implied volatity was 15.73, the open interest changed by 0 which decreased total open position to 0
