BANKEX
Bank Index
Historical option data for BANKEX
01 Apr 2026 04:11 PM IST
| BANKEX 30-Apr-2026 (29d) 58000 CE | ||||||||||||||||
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Delta: 0.56
Vega: 64.57
Theta: -38.49
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 1 Apr | 57883.10 | 1996.5 | 654.75 | 27.13 | 6 | 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 | |||||||||
| 24 Mar | 59218.21 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 58000 expiring on 30APR2026
Delta for 58000 CE is 0.56
Historical price for 58000 CE is as follows
On 1 Apr BANKEX was trading at 57883.10. The strike last trading price was 1996.5, which was 654.75 higher than the previous day. The implied volatity was 27.13, 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
On 24 Mar BANKEX was trading at 59218.21. 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 (29d) 58000 PE | |||||||
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Delta: -0.45
Vega: 64.66
Theta: -26.8
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 57883.10 | 1811.25 | -679.45 | 30.9 | 4 | 3 | 4 |
| 30 Mar | 56580.74 | 666 | 230.5 | - | 0 | 0 | 1 |
| 27 Mar | 58816.93 | 666 | 230.5 | 17.32 | 1 | 1 | 1 |
| 25 Mar | 60449.02 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 59218.21 | 0 | 0 | - | 0 | 0 | 0 |
For Bank Index - strike price 58000 expiring on 30APR2026
Delta for 58000 PE is -0.45
Historical price for 58000 PE is as follows
On 1 Apr BANKEX was trading at 57883.10. The strike last trading price was 1811.25, which was -679.45 lower than the previous day. The implied volatity was 30.9, the open interest changed by 3 which increased total open position to 4
On 30 Mar BANKEX was trading at 56580.74. The strike last trading price was 666, which was 230.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Mar BANKEX was trading at 58816.93. The strike last trading price was 666, which was 230.5 higher than the previous day. The implied volatity was 17.32, the open interest changed by 1 which increased total open position to 1
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
On 24 Mar BANKEX was trading at 59218.21. 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
