BANKEX
Bank Index
Historical option data for BANKEX
02 Apr 2026 04:11 PM IST
| BANKEX 30-Apr-2026 (27d) 57300 CE | ||||||||||||||||
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Delta: 0.66
Vega: 58.89
Theta: -29.66
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 58009.41 | 1847.7 | -408.1 | 18.71 | 4 | 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 | |||||||||
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| 25 Mar | 60449.02 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 57300 expiring on 30APR2026
Delta for 57300 CE is 0.66
Historical price for 57300 CE is as follows
On 2 Apr BANKEX was trading at 58009.41. The strike last trading price was 1847.7, which was -408.1 lower than the previous day. The implied volatity was 18.71, 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 (27d) 57300 PE | |||||||
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Delta: -0.39
Vega: 61.81
Theta: -28.78
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 58009.41 | 1514.4 | 39.7 | 32.11 | 4 | 0 | 2 |
| 1 Apr | 57883.10 | 1474.7 | -608.95 | 30.91 | 2 | 2 | 2 |
| 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 57300 expiring on 30APR2026
Delta for 57300 PE is -0.39
Historical price for 57300 PE is as follows
On 2 Apr BANKEX was trading at 58009.41. The strike last trading price was 1514.4, which was 39.7 higher than the previous day. The implied volatity was 32.11, the open interest changed by 0 which decreased total open position to 2
On 1 Apr BANKEX was trading at 57883.10. The strike last trading price was 1474.7, which was -608.95 lower than the previous day. The implied volatity was 30.91, the open interest changed by 2 which increased total open position to 2
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
