BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 65700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 2.33
Theta: -3.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 62367.20 | 5.25 | -3.75 | 17.37 | 26 | 2 | 7 | |||||||||
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| 14 Sept | 61445.90 | 61 | -66.85 | 0.00 | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 65700 expiring on 25SEP2025
Delta for 65700 CE is 0.01
Historical price for 65700 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 5.25, which was -3.75 lower than the previous day. The implied volatity was 17.37, the open interest changed by 2 which increased total open position to 7
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 61, which was -66.85 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 65700 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 | 3550 | 378.45 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 61445.90 | 3550 | 378.45 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 65700 expiring on 25SEP2025
Delta for 65700 PE is 0.00
Historical price for 65700 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 3550, which was 378.45 higher 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 3550, which was 378.45 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
