BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 63600 CE | ||||||||||||||||
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Delta: 0.10
Vega: 13.40
Theta: -13.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 62367.20 | 38 | -27.85 | 10.80 | 192 | -8 | 61 | |||||||||
| 14 Sept | 61445.90 | 200 | -461 | 0.00 | 0 | 0 | 1 | |||||||||
For Bank Index - strike price 63600 expiring on 25SEP2025
Delta for 63600 CE is 0.10
Historical price for 63600 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 38, which was -27.85 lower than the previous day. The implied volatity was 10.80, the open interest changed by -8 which decreased total open position to 61
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 200, which was -461 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
| BANKEX 25SEP2025 63600 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 2800 | -547 | 0.00 | 0 | 0 | 1 |
| 14 Sept | 61445.90 | 2800 | -547 | 0.00 | 0 | 0 | 1 |
For Bank Index - strike price 63600 expiring on 25SEP2025
Delta for 63600 PE is 0.00
Historical price for 63600 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 2800, which was -547 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 2800, which was -547 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
