BANKEX
Bank Index
Historical option data for BANKEX
25 Oct 2025 03:51 PM IST
| BANKEX 30-OCT-2025 65000 CE | ||||||||||||||||
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Delta: 0.60
Vega: 31.85
Theta: -36.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Oct | 65090.04 | 420 | -401.6 | 9.54 | 611 | 73 | 141 | |||||||||
| 18 Oct | 65058.13 | 685.45 | 212.1 | 10.90 | 304 | -20 | 77 | |||||||||
| 15 Oct | 63718.43 | 194.75 | -84.3 | 10.45 | 74 | 10 | 61 | |||||||||
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| 28 Sept | 61398.26 | 112.95 | -42.05 | 12.30 | 17 | 4 | 10 | |||||||||
For Bank Index - strike price 65000 expiring on 30OCT2025
Delta for 65000 CE is 0.60
Historical price for 65000 CE is as follows
On 25 Oct BANKEX was trading at 65090.04. The strike last trading price was 420, which was -401.6 lower than the previous day. The implied volatity was 9.54, the open interest changed by 73 which increased total open position to 141
On 18 Oct BANKEX was trading at 65058.13. The strike last trading price was 685.45, which was 212.1 higher than the previous day. The implied volatity was 10.90, the open interest changed by -20 which decreased total open position to 77
On 15 Oct BANKEX was trading at 63718.43. The strike last trading price was 194.75, which was -84.3 lower than the previous day. The implied volatity was 10.45, the open interest changed by 10 which increased total open position to 61
On 28 Sept BANKEX was trading at 61398.26. The strike last trading price was 112.95, which was -42.05 lower than the previous day. The implied volatity was 12.30, the open interest changed by 4 which increased total open position to 10
| BANKEX 30OCT2025 65000 PE | |||||||
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Delta: -0.43
Vega: 32.33
Theta: -29.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Oct | 65090.04 | 350 | 129.2 | 13.41 | 2,379 | -84 | 427 |
| 18 Oct | 65058.13 | 615.2 | 2.2 | 15.43 | 17 | 9 | 9 |
| 15 Oct | 63718.43 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Sept | 61398.26 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 65000 expiring on 30OCT2025
Delta for 65000 PE is -0.43
Historical price for 65000 PE is as follows
On 25 Oct BANKEX was trading at 65090.04. The strike last trading price was 350, which was 129.2 higher than the previous day. The implied volatity was 13.41, the open interest changed by -84 which decreased total open position to 427
On 18 Oct BANKEX was trading at 65058.13. The strike last trading price was 615.2, which was 2.2 higher than the previous day. The implied volatity was 15.43, the open interest changed by 9 which increased total open position to 9
On 15 Oct BANKEX was trading at 63718.43. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Sept BANKEX was trading at 61398.26. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
