BANKEX
Bank Index
Historical option data for BANKEX
23 Mar 2026 04:11 PM IST
| BANKEX 25-MAR-2026 60800 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Mar | 57831.18 | 637.25 | 50.8 | - | 0 | 0 | 223 | |||||||||
| 20 Mar | 60173.31 | 637.25 | 50.8 | 31.28 | 420 | 196 | 223 | |||||||||
| 19 Mar | 60133.14 | 651.25 | -1068.4 | 29.37 | 207 | 12 | 27 | |||||||||
| 18 Mar | 62197.20 | 1528.35 | 101.2 | - | 0 | 0 | 15 | |||||||||
| 17 Mar | 61663.81 | 1528.35 | 101.2 | 27.68 | 70 | -1 | 15 | |||||||||
| 16 Mar | 61116.31 | 1279.8 | 147.05 | 29.45 | 174 | 4 | 16 | |||||||||
| 13 Mar | 60462.88 | 1078.4 | -795.9 | 26.15 | 77 | 12 | 12 | |||||||||
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| 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 | |||||||||
| 2 Mar | 67324.82 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 68139.54 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 60800 expiring on 25MAR2026
Delta for 60800 CE is -
Historical price for 60800 CE is as follows
On 23 Mar BANKEX was trading at 57831.18. The strike last trading price was 637.25, which was 50.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 223
On 20 Mar BANKEX was trading at 60173.31. The strike last trading price was 637.25, which was 50.8 higher than the previous day. The implied volatity was 31.28, the open interest changed by 196 which increased total open position to 223
On 19 Mar BANKEX was trading at 60133.14. The strike last trading price was 651.25, which was -1068.4 lower than the previous day. The implied volatity was 29.37, the open interest changed by 12 which increased total open position to 27
On 18 Mar BANKEX was trading at 62197.20. The strike last trading price was 1528.35, which was 101.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 17 Mar BANKEX was trading at 61663.81. The strike last trading price was 1528.35, which was 101.2 higher than the previous day. The implied volatity was 27.68, the open interest changed by -1 which decreased total open position to 15
On 16 Mar BANKEX was trading at 61116.31. The strike last trading price was 1279.8, which was 147.05 higher than the previous day. The implied volatity was 29.45, the open interest changed by 4 which increased total open position to 16
On 13 Mar BANKEX was trading at 60462.88. The strike last trading price was 1078.4, which was -795.9 lower than the previous day. The implied volatity was 26.15, the open interest changed by 12 which increased total open position to 12
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
On 2 Mar BANKEX was trading at 67324.82. 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 Feb BANKEX was trading at 68139.54. 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 60800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 8.62
Theta: -77.98
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Mar | 57831.18 | 2466.3 | 1270.45 | 43.96 | 19 | -1 | 194 |
| 20 Mar | 60173.31 | 1177.7 | -29.4 | 31.17 | 420 | 180 | 195 |
| 19 Mar | 60133.14 | 1066 | 760.05 | 29.15 | 110 | -33 | 15 |
| 18 Mar | 62197.20 | 308.75 | -244.05 | 25.55 | 90 | -4 | 48 |
| 17 Mar | 61663.81 | 541.5 | -324.6 | 25.8 | 194 | 11 | 52 |
| 16 Mar | 61116.31 | 958.1 | -381.05 | 28.78 | 54 | 8 | 41 |
| 13 Mar | 60462.88 | 1351.25 | 772.6 | 29.25 | 67 | 33 | 33 |
| 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 |
| 2 Mar | 67324.82 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 68139.54 | 0 | 0 | - | 0 | 0 | 0 |
For Bank Index - strike price 60800 expiring on 25MAR2026
Delta for 60800 PE is -0.88
Historical price for 60800 PE is as follows
On 23 Mar BANKEX was trading at 57831.18. The strike last trading price was 2466.3, which was 1270.45 higher than the previous day. The implied volatity was 43.96, the open interest changed by -1 which decreased total open position to 194
On 20 Mar BANKEX was trading at 60173.31. The strike last trading price was 1177.7, which was -29.4 lower than the previous day. The implied volatity was 31.17, the open interest changed by 180 which increased total open position to 195
On 19 Mar BANKEX was trading at 60133.14. The strike last trading price was 1066, which was 760.05 higher than the previous day. The implied volatity was 29.15, the open interest changed by -33 which decreased total open position to 15
On 18 Mar BANKEX was trading at 62197.20. The strike last trading price was 308.75, which was -244.05 lower than the previous day. The implied volatity was 25.55, the open interest changed by -4 which decreased total open position to 48
On 17 Mar BANKEX was trading at 61663.81. The strike last trading price was 541.5, which was -324.6 lower than the previous day. The implied volatity was 25.8, the open interest changed by 11 which increased total open position to 52
On 16 Mar BANKEX was trading at 61116.31. The strike last trading price was 958.1, which was -381.05 lower than the previous day. The implied volatity was 28.78, the open interest changed by 8 which increased total open position to 41
On 13 Mar BANKEX was trading at 60462.88. The strike last trading price was 1351.25, which was 772.6 higher than the previous day. The implied volatity was 29.25, the open interest changed by 33 which increased total open position to 33
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
On 2 Mar BANKEX was trading at 67324.82. 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 Feb BANKEX was trading at 68139.54. 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
