BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 63400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 16.99
Theta: -17.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 62367.20 | 55.1 | -40.85 | 10.47 | 437 | 29 | 87 | |||||||||
| 14 Sept | 61445.90 | 30.9 | 0.9 | 9.67 | 10 | 7 | 9 | |||||||||
For Bank Index - strike price 63400 expiring on 25SEP2025
Delta for 63400 CE is 0.13
Historical price for 63400 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 55.1, which was -40.85 lower than the previous day. The implied volatity was 10.47, the open interest changed by 29 which increased total open position to 87
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 30.9, which was 0.9 higher than the previous day. The implied volatity was 9.67, the open interest changed by 7 which increased total open position to 9
| BANKEX 25SEP2025 63400 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 | 1800 | -282.45 | 0.00 | 0 | 0 | 1 |
| 14 Sept | 61445.90 | 1800 | -282.45 | 11.78 | 1 | 0 | 1 |
For Bank Index - strike price 63400 expiring on 25SEP2025
Delta for 63400 PE is 0.00
Historical price for 63400 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 1800, which was -282.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 1800, which was -282.45 lower than the previous day. The implied volatity was 11.78, the open interest changed by 0 which decreased total open position to 1
