BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 63800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 9.65
Theta: -9.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 62367.20 | 22.75 | -20.95 | 10.79 | 146 | -11 | 63 | |||||||||
| 14 Sept | 61445.90 | 180 | -93 | 0.00 | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 63800 expiring on 25SEP2025
Delta for 63800 CE is 0.06
Historical price for 63800 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 22.75, which was -20.95 lower than the previous day. The implied volatity was 10.79, the open interest changed by -11 which decreased total open position to 63
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 180, which was -93 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 25SEP2025 63800 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 | 2100 | -830.8 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 61445.90 | 2100 | -830.8 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 63800 expiring on 25SEP2025
Delta for 63800 PE is 0.00
Historical price for 63800 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 2100, which was -830.8 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 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 2100, which was -830.8 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
