BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 63300 CE | ||||||||||||||||
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Delta: 0.16
Vega: 18.99
Theta: -19.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 62367.20 | 66.7 | -51.95 | 10.32 | 538 | -42 | 51 | |||||||||
| 14 Sept | 61445.90 | 40 | 10 | 9.82 | 3 | 3 | 12 | |||||||||
For Bank Index - strike price 63300 expiring on 25SEP2025
Delta for 63300 CE is 0.16
Historical price for 63300 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 66.7, which was -51.95 lower than the previous day. The implied volatity was 10.32, the open interest changed by -42 which decreased total open position to 51
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 40, which was 10 higher than the previous day. The implied volatity was 9.82, the open interest changed by 3 which increased total open position to 12
| BANKEX 25SEP2025 63300 PE | |||||||
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Delta: -0.87
Vega: 16.96
Theta: 1.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 880.45 | 173 | 9.34 | 2 | -2 | 0 |
| 14 Sept | 61445.90 | 1500 | -998.2 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 63300 expiring on 25SEP2025
Delta for 63300 PE is -0.87
Historical price for 63300 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 880.45, which was 173 higher than the previous day. The implied volatity was 9.34, the open interest changed by -2 which decreased total open position to 0
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 1500, which was -998.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
