BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 66500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 2.33
Theta: -4.47
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 62367.20 | 6.5 | 6.45 | 21.52 | 4 | 4 | 4 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 61445.90 | 350 | 14.05 | 0.00 | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 66500 expiring on 25SEP2025
Delta for 66500 CE is 0.01
Historical price for 66500 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 6.5, which was 6.45 higher than the previous day. The implied volatity was 21.52, the open interest changed by 4 which increased total open position to 4
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 350, which was 14.05 higher 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 66500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 62367.20 | 4122 | 20.65 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 61445.90 | 4122 | 20.65 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 66500 expiring on 25SEP2025
Delta for 66500 PE is 0.00
Historical price for 66500 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 4122, which was 20.65 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 4122, which was 20.65 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
