BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 64100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 6.89
Theta: -7.53
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 62367.20 | 15 | -6.95 | 11.63 | 8 | 3 | 7 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 61445.90 | 35 | -51.45 | 0.00 | 0 | 0 | 6 | |||||||||
For Bank Index - strike price 64100 expiring on 25SEP2025
Delta for 64100 CE is 0.04
Historical price for 64100 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 15, which was -6.95 lower than the previous day. The implied volatity was 11.63, the open interest changed by 3 which increased total open position to 7
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 35, which was -51.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 6
| BANKEX 25SEP2025 64100 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 | 2066 | -166 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 61445.90 | 2066 | -166 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 64100 expiring on 25SEP2025
Delta for 64100 PE is 0.00
Historical price for 64100 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 2066, which was -166 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 2066, which was -166 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
