BANKEX
Bank Index
Historical option data for BANKEX
21 Sep 2025 04:12 PM IST
| BANKEX 25SEP2025 67000 CE | ||||||||||||||||
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Delta: 0.01
Vega: 1.77
Theta: -3.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 62367.20 | 4.9 | 0.85 | 22.92 | 138 | 112 | 175 | |||||||||
| 14 Sept | 61445.90 | 12.9 | 2.55 | 20.36 | 73 | 43 | 77 | |||||||||
For Bank Index - strike price 67000 expiring on 25SEP2025
Delta for 67000 CE is 0.01
Historical price for 67000 CE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 4.9, which was 0.85 higher than the previous day. The implied volatity was 22.92, the open interest changed by 112 which increased total open position to 175
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 12.9, which was 2.55 higher than the previous day. The implied volatity was 20.36, the open interest changed by 43 which increased total open position to 77
| BANKEX 25SEP2025 67000 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 | 6350 | -340.55 | 0.00 | 0 | 0 | 1 |
| 14 Sept | 61445.90 | 6350 | -340.55 | 0.00 | 0 | 0 | 1 |
For Bank Index - strike price 67000 expiring on 25SEP2025
Delta for 67000 PE is 0.00
Historical price for 67000 PE is as follows
On 21 Sept BANKEX was trading at 62367.20. The strike last trading price was 6350, which was -340.55 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 14 Sept BANKEX was trading at 61445.90. The strike last trading price was 6350, which was -340.55 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
