BANKEX
Bank Index
Historical option data for BANKEX
02 Apr 2026 04:11 PM IST
| BANKEX 30-Apr-2026 (26d) 59400 CE | ||||||||||||||||
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Delta: 0.39
Vega: 61.73
Theta: -27.23
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 58009.41 | 830.75 | -536.15 | 19.25 | 5 | 0 | 2 | |||||||||
| 1 Apr | 57883.10 | 1366.9 | 488.8 | 27.7 | 2 | 2 | 2 | |||||||||
| 30 Mar | 56580.74 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 | |||||||||
| 17 Mar | 61663.81 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 61116.31 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 59400 expiring on 30APR2026
Delta for 59400 CE is 0.39
Historical price for 59400 CE is as follows
On 2 Apr BANKEX was trading at 58009.41. The strike last trading price was 830.75, which was -536.15 lower than the previous day. The implied volatity was 19.25, 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 1366.9, which was 488.8 higher than the previous day. The implied volatity was 27.7, 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
On 17 Mar BANKEX was trading at 61663.81. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar BANKEX was trading at 61116.31. 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 (26d) 59400 PE | |||||||
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Delta: -0.56
Vega: 63.27
Theta: -23
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 58009.41 | 2369.35 | -42.85 | 28.85 | 2 | 0 | 2 |
| 1 Apr | 57883.10 | 2418.3 | -1002.2 | 28.83 | 13 | -12 | 2 |
| 30 Mar | 56580.74 | 1861 | 1020 | - | 0 | 0 | 14 |
| 27 Mar | 58816.93 | 1861 | 1020 | 25.76 | 14 | 14 | 14 |
| 25 Mar | 60449.02 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 59218.21 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 61663.81 | - | - | - | 0 | 0 | 0 |
| 16 Mar | 61116.31 | 0 | 0 | - | 0 | 0 | 0 |
For Bank Index - strike price 59400 expiring on 30APR2026
Delta for 59400 PE is -0.56
Historical price for 59400 PE is as follows
On 2 Apr BANKEX was trading at 58009.41. The strike last trading price was 2369.35, which was -42.85 lower than the previous day. The implied volatity was 28.85, 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 2418.3, which was -1002.2 lower than the previous day. The implied volatity was 28.83, the open interest changed by -12 which decreased total open position to 2
On 30 Mar BANKEX was trading at 56580.74. The strike last trading price was 1861, which was 1020 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 27 Mar BANKEX was trading at 58816.93. The strike last trading price was 1861, which was 1020 higher than the previous day. The implied volatity was 25.76, the open interest changed by 14 which increased total open position to 14
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
On 17 Mar BANKEX was trading at 61663.81. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar BANKEX was trading at 61116.31. 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
