BANKEX
Bank Index
Historical option data for BANKEX
25 Mar 2026 10:07 AM IST
| BANKEX 25-MAR-2026 60600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 5.45
Theta: -584.87
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Mar | 60299.64 | 157.55 | 79.3 | 47.56 | 8,245 | 625 | 810 | |||||||||
| 24 Mar | 59218.21 | 88 | 15.6 | 38.26 | 187 | -47 | 185 | |||||||||
| 23 Mar | 57831.18 | 67 | -645.2 | 44.31 | 299 | 28 | 232 | |||||||||
| 20 Mar | 60173.31 | 730 | 40.75 | 31.65 | 580 | 174 | 204 | |||||||||
| 19 Mar | 60133.14 | 772.9 | -1103.15 | 30.67 | 138 | -1 | 30 | |||||||||
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| 18 Mar | 62197.20 | 1679.55 | 203.3 | - | 0 | 0 | 31 | |||||||||
| 17 Mar | 61663.81 | 1679.55 | 203.3 | 28.33 | 37 | 15 | 31 | |||||||||
| 16 Mar | 61116.31 | 1429.05 | 198 | 30.11 | 58 | -5 | 16 | |||||||||
| 13 Mar | 60462.88 | 1210.9 | -800 | 27.03 | 98 | 21 | 21 | |||||||||
| 12 Mar | 61976.68 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 62708.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 64028.06 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 62940.57 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 64991.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 66410.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 65997.21 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 60600 expiring on 25MAR2026
Delta for 60600 CE is 0.34
Historical price for 60600 CE is as follows
On 25 Mar BANKEX was trading at 60299.64. The strike last trading price was 157.55, which was 79.3 higher than the previous day. The implied volatity was 47.56, the open interest changed by 625 which increased total open position to 810
On 24 Mar BANKEX was trading at 59218.21. The strike last trading price was 88, which was 15.6 higher than the previous day. The implied volatity was 38.26, the open interest changed by -47 which decreased total open position to 185
On 23 Mar BANKEX was trading at 57831.18. The strike last trading price was 67, which was -645.2 lower than the previous day. The implied volatity was 44.31, the open interest changed by 28 which increased total open position to 232
On 20 Mar BANKEX was trading at 60173.31. The strike last trading price was 730, which was 40.75 higher than the previous day. The implied volatity was 31.65, the open interest changed by 174 which increased total open position to 204
On 19 Mar BANKEX was trading at 60133.14. The strike last trading price was 772.9, which was -1103.15 lower than the previous day. The implied volatity was 30.67, the open interest changed by -1 which decreased total open position to 30
On 18 Mar BANKEX was trading at 62197.20. The strike last trading price was 1679.55, which was 203.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 17 Mar BANKEX was trading at 61663.81. The strike last trading price was 1679.55, which was 203.3 higher than the previous day. The implied volatity was 28.33, the open interest changed by 15 which increased total open position to 31
On 16 Mar BANKEX was trading at 61116.31. The strike last trading price was 1429.05, which was 198 higher than the previous day. The implied volatity was 30.11, the open interest changed by -5 which decreased total open position to 16
On 13 Mar BANKEX was trading at 60462.88. The strike last trading price was 1210.9, which was -800 lower than the previous day. The implied volatity was 27.03, the open interest changed by 21 which increased total open position to 21
On 12 Mar BANKEX was trading at 61976.68. 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 11 Mar BANKEX was trading at 62708.66. 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 10 Mar BANKEX was trading at 64028.06. 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 9 Mar BANKEX was trading at 62940.57. 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 6 Mar BANKEX was trading at 64991.19. 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 5 Mar BANKEX was trading at 66410.80. 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 4 Mar BANKEX was trading at 65997.21. 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 25MAR2026 60600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Mar | 60299.64 | 1549.55 | -1200.45 | - | 0 | 0 | 196 |
| 24 Mar | 59218.21 | 1549.55 | -1200.45 | 59.13 | 45 | -39 | 196 |
| 23 Mar | 57831.18 | 2750 | 1660.95 | 38.73 | 52 | -2 | 235 |
| 20 Mar | 60173.31 | 1052.9 | -26.95 | 30.9 | 738 | 196 | 237 |
| 19 Mar | 60133.14 | 977.9 | 704.95 | 25.32 | 159 | -36 | 41 |
| 18 Mar | 62197.20 | 272.7 | -232.9 | 25.97 | 129 | -11 | 77 |
| 17 Mar | 61663.81 | 498.5 | -331.65 | 26.56 | 221 | 62 | 88 |
| 16 Mar | 61116.31 | 885.45 | -387.45 | 29.43 | 107 | 17 | 26 |
| 13 Mar | 60462.88 | 1272.9 | 757.25 | 29.79 | 24 | 9 | 9 |
| 12 Mar | 61976.68 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 62708.66 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 64028.06 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 62940.57 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 64991.19 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 66410.80 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 65997.21 | 0 | 0 | - | 0 | 0 | 0 |
For Bank Index - strike price 60600 expiring on 25MAR2026
Delta for 60600 PE is -
Historical price for 60600 PE is as follows
On 25 Mar BANKEX was trading at 60299.64. The strike last trading price was 1549.55, which was -1200.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 196
On 24 Mar BANKEX was trading at 59218.21. The strike last trading price was 1549.55, which was -1200.45 lower than the previous day. The implied volatity was 59.13, the open interest changed by -39 which decreased total open position to 196
On 23 Mar BANKEX was trading at 57831.18. The strike last trading price was 2750, which was 1660.95 higher than the previous day. The implied volatity was 38.73, the open interest changed by -2 which decreased total open position to 235
On 20 Mar BANKEX was trading at 60173.31. The strike last trading price was 1052.9, which was -26.95 lower than the previous day. The implied volatity was 30.9, the open interest changed by 196 which increased total open position to 237
On 19 Mar BANKEX was trading at 60133.14. The strike last trading price was 977.9, which was 704.95 higher than the previous day. The implied volatity was 25.32, the open interest changed by -36 which decreased total open position to 41
On 18 Mar BANKEX was trading at 62197.20. The strike last trading price was 272.7, which was -232.9 lower than the previous day. The implied volatity was 25.97, the open interest changed by -11 which decreased total open position to 77
On 17 Mar BANKEX was trading at 61663.81. The strike last trading price was 498.5, which was -331.65 lower than the previous day. The implied volatity was 26.56, the open interest changed by 62 which increased total open position to 88
On 16 Mar BANKEX was trading at 61116.31. The strike last trading price was 885.45, which was -387.45 lower than the previous day. The implied volatity was 29.43, the open interest changed by 17 which increased total open position to 26
On 13 Mar BANKEX was trading at 60462.88. The strike last trading price was 1272.9, which was 757.25 higher than the previous day. The implied volatity was 29.79, the open interest changed by 9 which increased total open position to 9
On 12 Mar BANKEX was trading at 61976.68. 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 11 Mar BANKEX was trading at 62708.66. 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 10 Mar BANKEX was trading at 64028.06. 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 9 Mar BANKEX was trading at 62940.57. 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 6 Mar BANKEX was trading at 64991.19. 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 5 Mar BANKEX was trading at 66410.80. 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 4 Mar BANKEX was trading at 65997.21. 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
