BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 63000 CE | ||||||||||||||||
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Delta: 0.26
Vega: 25.60
Theta: -26.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 62367.20 | 126.75 | -90.85 | 10.30 | 1,755 | 151 | 323 | |||||||||
| 14 Sept | 61445.90 | 57.8 | 7.35 | 9.33 | 295 | 18 | 117 | |||||||||
For Bank Index - strike price 63000 expiring on 25SEP2025
Delta for 63000 CE is 0.26
Historical price for 63000 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 126.75, which was -90.85 lower than the previous day. The implied volatity was 10.30, the open interest changed by 151 which increased total open position to 323
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 57.8, which was 7.35 higher than the previous day. The implied volatity was 9.33, the open interest changed by 18 which increased total open position to 117
| BANKEX 25SEP2025 63000 PE | |||||||
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Delta: -0.98
Vega: 3.70
Theta: 15.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 533.65 | 115.5 | 3.24 | 5 | -1 | 18 |
| 14 Sept | 61445.90 | 1207 | 107 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 63000 expiring on 25SEP2025
Delta for 63000 PE is -0.98
Historical price for 63000 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 533.65, which was 115.5 higher than the previous day. The implied volatity was 3.24, the open interest changed by -1 which decreased total open position to 18
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 1207, which was 107 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
