BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 64600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 5.22
Theta: -6.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 62367.20 | 12.2 | -1.35 | 13.92 | 4 | 0 | 23 | |||||||||
| 14 Sept | 61445.90 | 29.45 | 1.5 | 0.00 | 0 | 0 | 23 | |||||||||
For Bank Index - strike price 64600 expiring on 25SEP2025
Delta for 64600 CE is 0.03
Historical price for 64600 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 12.2, which was -1.35 lower than the previous day. The implied volatity was 13.92, the open interest changed by 0 which decreased total open position to 23
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 29.45, which was 1.5 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 23
| BANKEX 25SEP2025 64600 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 | 2020 | -780 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 61445.90 | 2020 | -780 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 64600 expiring on 25SEP2025
Delta for 64600 PE is 0.00
Historical price for 64600 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 2020, which was -780 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 2020, which was -780 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
