BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 64500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 5.97
Theta: -7.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 62367.20 | 14.55 | 3.5 | 13.80 | 29 | 19 | 25 | |||||||||
| 14 Sept | 61445.90 | 185 | -12.5 | 0.00 | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 64500 expiring on 25SEP2025
Delta for 64500 CE is 0.03
Historical price for 64500 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 14.55, which was 3.5 higher than the previous day. The implied volatity was 13.80, the open interest changed by 19 which increased total open position to 25
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 185, which was -12.5 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 64500 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 | 2560 | -428 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 61445.90 | 2560 | -428 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 64500 expiring on 25SEP2025
Delta for 64500 PE is 0.00
Historical price for 64500 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 2560, which was -428 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 2560, which was -428 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
