BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 66000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 2.62
Theta: -4.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 62367.20 | 6.8 | 0.6 | 19.37 | 218 | 71 | 104 | |||||||||
| 14 Sept | 61445.90 | 18 | 2.25 | 18.06 | 11 | 11 | 37 | |||||||||
For Bank Index - strike price 66000 expiring on 25SEP2025
Delta for 66000 CE is 0.01
Historical price for 66000 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 6.8, which was 0.6 higher than the previous day. The implied volatity was 19.37, the open interest changed by 71 which increased total open position to 104
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 18, which was 2.25 higher than the previous day. The implied volatity was 18.06, the open interest changed by 11 which increased total open position to 37
| BANKEX 25SEP2025 66000 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 | 2500 | -1112 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 61445.90 | 2500 | -1112 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 66000 expiring on 25SEP2025
Delta for 66000 PE is 0.00
Historical price for 66000 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 2500, which was -1112 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 2500, which was -1112 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
