BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 63200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 21.22
Theta: -21.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 62367.20 | 82.7 | -62.25 | 10.28 | 645 | 59 | 197 | |||||||||
| 14 Sept | 61445.90 | 41.95 | 4.35 | 9.48 | 21 | -1 | 28 | |||||||||
For Bank Index - strike price 63200 expiring on 25SEP2025
Delta for 63200 CE is 0.19
Historical price for 63200 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 82.7, which was -62.25 lower than the previous day. The implied volatity was 10.28, the open interest changed by 59 which increased total open position to 197
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 41.95, which was 4.35 higher than the previous day. The implied volatity was 9.48, the open interest changed by -1 which decreased total open position to 28
| BANKEX 25SEP2025 63200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 598.05 | -217.75 | 0.00 | 0 | 0 | 5 |
| 14 Sept | 61445.90 | 1500 | 149 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 63200 expiring on 25SEP2025
Delta for 63200 PE is 0.00
Historical price for 63200 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 598.05, which was -217.75 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 5
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 1500, which was 149 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
