BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 63900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 8.68
Theta: -9.15
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 62367.20 | 20 | -14.4 | 11.10 | 192 | 30 | 93 | |||||||||
| 14 Sept | 61445.90 | 150 | -132 | 0.00 | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 63900 expiring on 25SEP2025
Delta for 63900 CE is 0.05
Historical price for 63900 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 20, which was -14.4 lower than the previous day. The implied volatity was 11.10, the open interest changed by 30 which increased total open position to 93
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 150, which was -132 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 63900 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 | 2600 | 732.6 | 0.00 | 0 | 0 | 1 |
| 14 Sept | 61445.90 | 2500 | -519.85 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 63900 expiring on 25SEP2025
Delta for 63900 PE is 0.00
Historical price for 63900 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 2600, which was 732.6 higher 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 2500, which was -519.85 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
