BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 62800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 29.35
Theta: -33.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 62367.20 | 204.35 | -105.6 | 10.93 | 597 | -10 | 55 | |||||||||
| 14 Sept | 61445.90 | 84.4 | 15.25 | 9.38 | 24 | -6 | 11 | |||||||||
For Bank Index - strike price 62800 expiring on 25SEP2025
Delta for 62800 CE is 0.35
Historical price for 62800 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 204.35, which was -105.6 lower than the previous day. The implied volatity was 10.93, the open interest changed by -10 which decreased total open position to 55
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 84.4, which was 15.25 higher than the previous day. The implied volatity was 9.38, the open interest changed by -6 which decreased total open position to 11
| BANKEX 25SEP2025 62800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 25.61
Theta: -1.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 412.15 | 93.15 | 6.48 | 60 | 0 | 40 |
| 14 Sept | 61445.90 | 2150 | -458.3 | 0.00 | 0 | 0 | 1 |
For Bank Index - strike price 62800 expiring on 25SEP2025
Delta for 62800 PE is -0.74
Historical price for 62800 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 412.15, which was 93.15 higher than the previous day. The implied volatity was 6.48, the open interest changed by 0 which decreased total open position to 40
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 2150, which was -458.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
