BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 64000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 8.60
Theta: -9.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 62367.20 | 21 | -8.15 | 11.82 | 254 | 104 | 217 | |||||||||
| 14 Sept | 61445.90 | 20 | 7.35 | 11.18 | 93 | 90 | 90 | |||||||||
For Bank Index - strike price 64000 expiring on 25SEP2025
Delta for 64000 CE is 0.05
Historical price for 64000 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 21, which was -8.15 lower than the previous day. The implied volatity was 11.82, the open interest changed by 104 which increased total open position to 217
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 20, which was 7.35 higher than the previous day. The implied volatity was 11.18, the open interest changed by 90 which increased total open position to 90
| BANKEX 25SEP2025 64000 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 | 2100 | -1009.6 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 61445.90 | 2100 | -1009.6 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 64000 expiring on 25SEP2025
Delta for 64000 PE is 0.00
Historical price for 64000 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 2100, which was -1009.6 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 -1009.6 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
