BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 63500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 15.13
Theta: -15.66
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 62367.20 | 45.8 | -30.95 | 10.63 | 477 | -43 | 214 | |||||||||
| 14 Sept | 61445.90 | 37.3 | 11.75 | 10.53 | 17 | 15 | 23 | |||||||||
For Bank Index - strike price 63500 expiring on 25SEP2025
Delta for 63500 CE is 0.11
Historical price for 63500 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 45.8, which was -30.95 lower than the previous day. The implied volatity was 10.63, the open interest changed by -43 which decreased total open position to 214
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 37.3, which was 11.75 higher than the previous day. The implied volatity was 10.53, the open interest changed by 15 which increased total open position to 23
| BANKEX 25SEP2025 63500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 1725 | 323 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 61445.90 | 1725 | 323 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 63500 expiring on 25SEP2025
Delta for 63500 PE is 0.00
Historical price for 63500 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 1725, which was 323 higher 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 1725, which was 323 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
