BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 62900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 27.65
Theta: -30.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 62367.20 | 160.3 | -103.4 | 10.52 | 579 | 9 | 64 | |||||||||
| 14 Sept | 61445.90 | 68.65 | 11.4 | 9.29 | 53 | 11 | 26 | |||||||||
For Bank Index - strike price 62900 expiring on 25SEP2025
Delta for 62900 CE is 0.30
Historical price for 62900 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 160.3, which was -103.4 lower than the previous day. The implied volatity was 10.52, the open interest changed by 9 which increased total open position to 64
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 68.65, which was 11.4 higher than the previous day. The implied volatity was 9.29, the open interest changed by 11 which increased total open position to 26
| BANKEX 25SEP2025 62900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 22.15
Theta: 1.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 489 | 123.2 | 6.46 | 29 | -2 | 37 |
| 14 Sept | 61445.90 | 1401 | 1001 | 0.00 | 0 | 0 | 1 |
For Bank Index - strike price 62900 expiring on 25SEP2025
Delta for 62900 PE is -0.80
Historical price for 62900 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 489, which was 123.2 higher than the previous day. The implied volatity was 6.46, the open interest changed by -2 which decreased total open position to 37
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 1401, which was 1001 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
