BANKEX
Bank Index
Historical option data for BANKEX
15 Oct 2025 01:11 AM IST
| BANKEX 30-OCT-2025 63000 CE | ||||||||||||||||
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Delta: 0.78
Vega: 39.14
Theta: -25.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 15 Oct | 63718.43 | 1155.6 | -200.65 | 9.79 | 5 | -5 | 65 | |||||||||
| 28 Sept | 61398.26 | 382.2 | -246.15 | 10.50 | 6 | 2 | 3 | |||||||||
| 21 Sept | 62367.20 | 703 | -179.35 | 8.03 | 3 | 0 | 0 | |||||||||
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| 14 Sept | 61445.90 | 240 | -184.45 | 0.00 | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 63000 expiring on 30OCT2025
Delta for 63000 CE is 0.78
Historical price for 63000 CE is as follows
On 15 Oct BANKEX was trading at 63718.43. The strike last trading price was 1155.6, which was -200.65 lower than the previous day. The implied volatity was 9.79, the open interest changed by -5 which decreased total open position to 65
On 28 Sept BANKEX was trading at 61398.26. The strike last trading price was 382.2, which was -246.15 lower than the previous day. The implied volatity was 10.50, the open interest changed by 2 which increased total open position to 3
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 703, which was -179.35 lower than the previous day. The implied volatity was 8.03, the open interest changed by 0 which decreased total open position to 0
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 240, which was -184.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BANKEX 30OCT2025 63000 PE | |||||||
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Delta: -0.28
Vega: 44.96
Theta: -14.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Oct | 63718.43 | 319.55 | 66.05 | 13.46 | 109 | -4 | 69 |
| 28 Sept | 61398.26 | 912 | -124.95 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 62367.20 | 683 | -367 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 61445.90 | 565 | -1212.3 | - | 9 | 6 | 6 |
For Bank Index - strike price 63000 expiring on 30OCT2025
Delta for 63000 PE is -0.28
Historical price for 63000 PE is as follows
On 15 Oct BANKEX was trading at 63718.43. The strike last trading price was 319.55, which was 66.05 higher than the previous day. The implied volatity was 13.46, the open interest changed by -4 which decreased total open position to 69
On 28 Sept BANKEX was trading at 61398.26. The strike last trading price was 912, which was -124.95 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 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 683, which was -367 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 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 565, which was -1212.3 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
