BANKEX
Bank Index
Historical option data for BANKEX
25 Oct 2025 02:40 PM IST
| BANKEX 30-OCT-2025 63600 CE | ||||||||||||||||
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Delta: 0.72
Vega: 27.53
Theta: -92.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Oct | 65090.04 | 2079 | -0.05 | 34.04 | 2 | -1 | 19 | |||||||||
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| 18 Oct | 65058.13 | 1462.95 | 547.6 | - | 0 | 0 | 20 | |||||||||
| 15 Oct | 63718.43 | 803 | -216.3 | 11.07 | 33 | 1 | 28 | |||||||||
| 28 Sept | 61398.26 | 232.75 | -174.25 | 10.48 | 2 | 2 | 4 | |||||||||
| 21 Sept | 62367.20 | 270 | -201.25 | 0.00 | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 63600 expiring on 30OCT2025
Delta for 63600 CE is 0.72
Historical price for 63600 CE is as follows
On 25 Oct BANKEX was trading at 65090.04. The strike last trading price was 2079, which was -0.05 lower than the previous day. The implied volatity was 34.04, the open interest changed by -1 which decreased total open position to 19
On 18 Oct BANKEX was trading at 65058.13. The strike last trading price was 1462.95, which was 547.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 15 Oct BANKEX was trading at 63718.43. The strike last trading price was 803, which was -216.3 lower than the previous day. The implied volatity was 11.07, the open interest changed by 1 which increased total open position to 28
On 28 Sept BANKEX was trading at 61398.26. The strike last trading price was 232.75, which was -174.25 lower than the previous day. The implied volatity was 10.48, the open interest changed by 2 which increased total open position to 4
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 270, which was -201.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BANKEX 30OCT2025 63600 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Oct | 65090.04 | 251.25 | -164.9 | - | 0 | 0 | 14 |
| 18 Oct | 65058.13 | 251.25 | -164.9 | - | 0 | 0 | 14 |
| 15 Oct | 63718.43 | 496.2 | 89.35 | 12.78 | 29 | -8 | 19 |
| 28 Sept | 61398.26 | 1095 | -397.9 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 62367.20 | 1136 | -44 | 10.14 | 3 | 0 | 0 |
For Bank Index - strike price 63600 expiring on 30OCT2025
Delta for 63600 PE is -
Historical price for 63600 PE is as follows
On 25 Oct BANKEX was trading at 65090.04. The strike last trading price was 251.25, which was -164.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 18 Oct BANKEX was trading at 65058.13. The strike last trading price was 251.25, which was -164.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 15 Oct BANKEX was trading at 63718.43. The strike last trading price was 496.2, which was 89.35 higher than the previous day. The implied volatity was 12.78, the open interest changed by -8 which decreased total open position to 19
On 28 Sept BANKEX was trading at 61398.26. The strike last trading price was 1095, which was -397.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 1136, which was -44 lower than the previous day. The implied volatity was 10.14, the open interest changed by 0 which decreased total open position to 0




























































































































































































































