BANKEX
Bank Index
Historical option data for BANKEX
27 Mar 2026 04:11 PM IST
| BANKEX 30-APR-2026 60000 CE | ||||||||||||||||
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Delta: 0.46
Vega: 71.28
Theta: -33.91
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 Mar | 58816.93 | 1550 | -873.4 | 25.66 | 17 | 9 | 11 | |||||||||
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| 25 Mar | 60449.02 | 2423.4 | -751.9 | 24.76 | 2 | 2 | 2 | |||||||||
| 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 | |||||||||
| 13 Mar | 60462.88 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 60000 expiring on 30APR2026
Delta for 60000 CE is 0.46
Historical price for 60000 CE is as follows
On 27 Mar BANKEX was trading at 58816.93. The strike last trading price was 1550, which was -873.4 lower than the previous day. The implied volatity was 25.66, the open interest changed by 9 which increased total open position to 11
On 25 Mar BANKEX was trading at 60449.02. The strike last trading price was 2423.4, which was -751.9 lower than the previous day. The implied volatity was 24.76, the open interest changed by 2 which increased total open position to 2
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
On 13 Mar BANKEX was trading at 60462.88. 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 30APR2026 60000 PE | |||||||
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Delta: -0.53
Vega: 71.4
Theta: -21.2
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 Mar | 58816.93 | 2411.75 | 1335.85 | 28.95 | 25 | 12 | 12 |
| 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 |
| 13 Mar | 60462.88 | 0 | 0 | - | 0 | 0 | 0 |
For Bank Index - strike price 60000 expiring on 30APR2026
Delta for 60000 PE is -0.53
Historical price for 60000 PE is as follows
On 27 Mar BANKEX was trading at 58816.93. The strike last trading price was 2411.75, which was 1335.85 higher than the previous day. The implied volatity was 28.95, the open interest changed by 12 which increased total open position to 12
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
On 13 Mar BANKEX was trading at 60462.88. 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
