BANKEX
Bank Index
Historical option data for BANKEX
06 Apr 2026 04:11 PM IST
| BANKEX 30-Apr-2026 (23d) 57200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 50.92
Theta: -41.38
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Apr | 59184.25 | 3139.5 | 1409.1 | 28.78 | 16 | 12 | 16 | |||||||||
|
|
||||||||||||||||
| 2 Apr | 58009.41 | 1730.4 | -581.35 | 15.53 | 8 | 4 | 4 | |||||||||
| 1 Apr | 57883.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 56580.74 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 58816.93 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 60449.02 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 57200 expiring on 30APR2026
Delta for 57200 CE is 0.72
Historical price for 57200 CE is as follows
On 6 Apr BANKEX was trading at 59184.25. The strike last trading price was 3139.5, which was 1409.1 higher than the previous day. The implied volatity was 28.78, the open interest changed by 12 which increased total open position to 16
On 2 Apr BANKEX was trading at 58009.41. The strike last trading price was 1730.4, which was -581.35 lower than the previous day. The implied volatity was 15.53, the open interest changed by 4 which increased total open position to 4
On 1 Apr BANKEX was trading at 57883.10. 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 30 Mar BANKEX was trading at 56580.74. 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 27 Mar BANKEX was trading at 58816.93. 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 25 Mar BANKEX was trading at 60449.02. 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
| BANKEX 30-Apr-2026 (23d) 57200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 53.34
Theta: -33.13
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Apr | 59184.25 | 1082.35 | -397.8 | 34.56 | 8 | 2 | 4 |
| 2 Apr | 58009.41 | 1480.15 | 5.15 | 32.24 | 5 | 1 | 2 |
| 1 Apr | 57883.10 | 1475 | -553.85 | 31.58 | 4 | 1 | 1 |
| 30 Mar | 56580.74 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 58816.93 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 60449.02 | 0 | 0 | - | 0 | 0 | 0 |
For Bank Index - strike price 57200 expiring on 30APR2026
Delta for 57200 PE is -0.31
Historical price for 57200 PE is as follows
On 6 Apr BANKEX was trading at 59184.25. The strike last trading price was 1082.35, which was -397.8 lower than the previous day. The implied volatity was 34.56, the open interest changed by 2 which increased total open position to 4
On 2 Apr BANKEX was trading at 58009.41. The strike last trading price was 1480.15, which was 5.15 higher than the previous day. The implied volatity was 32.24, the open interest changed by 1 which increased total open position to 2
On 1 Apr BANKEX was trading at 57883.10. The strike last trading price was 1475, which was -553.85 lower than the previous day. The implied volatity was 31.58, the open interest changed by 1 which increased total open position to 1
On 30 Mar BANKEX was trading at 56580.74. 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 27 Mar BANKEX was trading at 58816.93. 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 25 Mar BANKEX was trading at 60449.02. 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
