BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 63100 CE | ||||||||||||||||
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Delta: 0.22
Vega: 23.39
Theta: -24.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 62367.20 | 101.3 | -77.9 | 10.22 | 739 | 27 | 103 | |||||||||
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| 14 Sept | 61445.90 | 48.85 | -11.35 | 9.38 | 25 | 21 | 21 | |||||||||
For Bank Index - strike price 63100 expiring on 25SEP2025
Delta for 63100 CE is 0.22
Historical price for 63100 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 101.3, which was -77.9 lower than the previous day. The implied volatity was 10.22, the open interest changed by 27 which increased total open position to 103
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 48.85, which was -11.35 lower than the previous day. The implied volatity was 9.38, the open interest changed by 21 which increased total open position to 21
| BANKEX 25SEP2025 63100 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 615.5 | 115.7 | - | 4 | 2 | 7 |
| 14 Sept | 61445.90 | 800 | -380 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 63100 expiring on 25SEP2025
Delta for 63100 PE is -
Historical price for 63100 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 615.5, which was 115.7 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 7
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 800, which was -380 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
