Historical option data for BANKEX
20 May 2026 04:09 PM IST
| BANKEX 27-May-2026 (6d) 61000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 32.03
Theta: -56.3
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 60339.97 | 491.2 | 22.6 (4.82%) | 21.84 | 214 | -8 | 38 | |||||||||
| 19 May | 60171.84 | 465.75 | -199.2 (-29.96%) | 21.36 | 237 | 0 | 46 | |||||||||
| 18 May | 60297.97 | 649.85 | -139.9 (-17.71%) | 24.06 | 300 | -7 | 46 | |||||||||
| 15 May | 60489.34 | 819.75 | -215.05 (-20.78%) | 21.11 | 195 | 6 | 53 | |||||||||
| 14 May | 60961.32 | 1077.95 | 291.4 (37.05%) | 21.53 | 277 | 9 | 47 | |||||||||
| 13 May | 60220.55 | 781 | -111.5 (-12.49%) | 22.07 | 120 | 16 | 38 | |||||||||
| 12 May | 60332.70 | 937 | -466.25 (-33.23%) | 23.15 | 19 | 1 | 22 | |||||||||
| 11 May | 61375.24 | 1621.45 | -172.35 (-9.61%) | - | 0 | 0 | 21 | |||||||||
| 8 May | 62353.82 | 1621.45 | -172.35 (-9.61%) | - | 0 | 0 | 21 | |||||||||
| 7 May | 63099.03 | 1621.45 | -172.35 (-9.61%) | - | 0 | 0 | 21 | |||||||||
| 6 May | 63052.85 | 1621.45 | -172.35 (-9.61%) | - | 0 | 0 | 21 | |||||||||
| 5 May | 61431.04 | 1621.45 | -172.35 (-9.61%) | 19.75 | 25 | 21 | 21 | |||||||||
| 4 May | 61792.29 | 3349.5 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 61706.88 | 3349.5 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 62318.43 | 3349.5 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 63407.91 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 62666.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 58816.93 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 60449.02 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 57831.18 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 60173.31 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 60133.14 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 62197.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 61663.81 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 61116.31 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 60462.88 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 61000 expiring on 27MAY2026
Delta for 61000 CE is 0.39
Historical price for 61000 CE is as follows
On 20 May BANKEX was trading at 60339.97. The strike last trading price was 491.2, which was 22.6 higher than the previous day. The implied volatity was 21.84, the open interest changed by -8 which decreased total open position to 38
On 19 May BANKEX was trading at 60171.84. The strike last trading price was 465.75, which was -199.2 lower than the previous day. The implied volatity was 21.36, the open interest changed by 0 which decreased total open position to 46
On 18 May BANKEX was trading at 60297.97. The strike last trading price was 649.85, which was -139.9 lower than the previous day. The implied volatity was 24.06, the open interest changed by -7 which decreased total open position to 46
On 15 May BANKEX was trading at 60489.34. The strike last trading price was 819.75, which was -215.05 lower than the previous day. The implied volatity was 21.11, the open interest changed by 6 which increased total open position to 53
On 14 May BANKEX was trading at 60961.32. The strike last trading price was 1077.95, which was 291.4 higher than the previous day. The implied volatity was 21.53, the open interest changed by 9 which increased total open position to 47
On 13 May BANKEX was trading at 60220.55. The strike last trading price was 781, which was -111.5 lower than the previous day. The implied volatity was 22.07, the open interest changed by 16 which increased total open position to 38
On 12 May BANKEX was trading at 60332.70. The strike last trading price was 937, which was -466.25 lower than the previous day. The implied volatity was 23.15, the open interest changed by 1 which increased total open position to 22
On 11 May BANKEX was trading at 61375.24. The strike last trading price was 1621.45, which was -172.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 8 May BANKEX was trading at 62353.82. The strike last trading price was 1621.45, which was -172.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 7 May BANKEX was trading at 63099.03. The strike last trading price was 1621.45, which was -172.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 6 May BANKEX was trading at 63052.85. The strike last trading price was 1621.45, which was -172.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 5 May BANKEX was trading at 61431.04. The strike last trading price was 1621.45, which was -172.35 lower than the previous day. The implied volatity was 19.75, the open interest changed by 21 which increased total open position to 21
On 4 May BANKEX was trading at 61792.29. The strike last trading price was 3349.5, 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 30 Apr BANKEX was trading at 61706.88. The strike last trading price was 3349.5, 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 29 Apr BANKEX was trading at 62318.43. The strike last trading price was 3349.5, 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 15 Apr BANKEX was trading at 63407.91. 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 13 Apr BANKEX was trading at 62666.30. 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 -, 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 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 23 Mar BANKEX was trading at 57831.18. 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 20 Mar BANKEX was trading at 60173.31. 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 19 Mar BANKEX was trading at 60133.14. 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 18 Mar BANKEX was trading at 62197.20. 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 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 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 27-May-2026 (6d) 61000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 31.84
Theta: -36.21
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 60339.97 | 992.25 | -251.35 (-20.21%) | 20.52 | 16 | -3 | 20 |
| 19 May | 60171.84 | 1249.2 | 45.75 (3.80%) | 24 | 120 | -3 | 23 |
| 18 May | 60297.97 | 1180.45 | 109 (10.17%) | 23.12 | 36 | 3 | 26 |
| 15 May | 60489.34 | 1099.35 | 128.95 (13.29%) | 22.42 | 219 | -9 | 23 |
| 14 May | 60961.32 | 920.8 | -435.5 (-32.11%) | 21.99 | 230 | -9 | 32 |
| 13 May | 60220.55 | 1439.7 | -20.05 (-1.37%) | 23.91 | 136 | 2 | 41 |
| 12 May | 60332.70 | 886.25 | 356.3 (67.23%) | - | 0 | 0 | 39 |
| 11 May | 61375.24 | 886.25 | 356.3 (67.23%) | 23.79 | 68 | 1 | 39 |
| 8 May | 62353.82 | 540 | 182.05 (50.86%) | 21.38 | 121 | 12 | 38 |
| 7 May | 63099.03 | 359.5 | -16.35 (-4.35%) | 20.85 | 35 | -2 | 26 |
| 6 May | 63052.85 | 373.6 | -574.2 (-60.58%) | 20.54 | 133 | 13 | 28 |
| 5 May | 61431.04 | 933.7 | 129.2 (16.06%) | 21.64 | 39 | 7 | 15 |
| 4 May | 61792.29 | 804.5 | -358.85 (-30.85%) | 21.37 | 38 | 2 | 8 |
| 30 Apr | 61706.88 | 1163.35 | 136.8 (13.33%) | - | 6 | 6 | 6 |
| 29 Apr | 62318.43 | 569.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 Apr | 63407.91 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 62666.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 Mar | 58816.93 | - | - | - | 0 | 0 | 0 |
| 25 Mar | 60449.02 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 23 Mar | 57831.18 | - | - | - | 0 | 0 | 0 |
| 20 Mar | 60173.31 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 Mar | 60133.14 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 Mar | 62197.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 17 Mar | 61663.81 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 16 Mar | 61116.31 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 Mar | 60462.88 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Bank Index - strike price 61000 expiring on 27MAY2026
Delta for 61000 PE is -0.62
Historical price for 61000 PE is as follows
On 20 May BANKEX was trading at 60339.97. The strike last trading price was 992.25, which was -251.35 lower than the previous day. The implied volatity was 20.52, the open interest changed by -3 which decreased total open position to 20
On 19 May BANKEX was trading at 60171.84. The strike last trading price was 1249.2, which was 45.75 higher than the previous day. The implied volatity was 24, the open interest changed by -3 which decreased total open position to 23
On 18 May BANKEX was trading at 60297.97. The strike last trading price was 1180.45, which was 109 higher than the previous day. The implied volatity was 23.12, the open interest changed by 3 which increased total open position to 26
On 15 May BANKEX was trading at 60489.34. The strike last trading price was 1099.35, which was 128.95 higher than the previous day. The implied volatity was 22.42, the open interest changed by -9 which decreased total open position to 23
On 14 May BANKEX was trading at 60961.32. The strike last trading price was 920.8, which was -435.5 lower than the previous day. The implied volatity was 21.99, the open interest changed by -9 which decreased total open position to 32
On 13 May BANKEX was trading at 60220.55. The strike last trading price was 1439.7, which was -20.05 lower than the previous day. The implied volatity was 23.91, the open interest changed by 2 which increased total open position to 41
On 12 May BANKEX was trading at 60332.70. The strike last trading price was 886.25, which was 356.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 11 May BANKEX was trading at 61375.24. The strike last trading price was 886.25, which was 356.3 higher than the previous day. The implied volatity was 23.79, the open interest changed by 1 which increased total open position to 39
On 8 May BANKEX was trading at 62353.82. The strike last trading price was 540, which was 182.05 higher than the previous day. The implied volatity was 21.38, the open interest changed by 12 which increased total open position to 38
On 7 May BANKEX was trading at 63099.03. The strike last trading price was 359.5, which was -16.35 lower than the previous day. The implied volatity was 20.85, the open interest changed by -2 which decreased total open position to 26
On 6 May BANKEX was trading at 63052.85. The strike last trading price was 373.6, which was -574.2 lower than the previous day. The implied volatity was 20.54, the open interest changed by 13 which increased total open position to 28
On 5 May BANKEX was trading at 61431.04. The strike last trading price was 933.7, which was 129.2 higher than the previous day. The implied volatity was 21.64, the open interest changed by 7 which increased total open position to 15
On 4 May BANKEX was trading at 61792.29. The strike last trading price was 804.5, which was -358.85 lower than the previous day. The implied volatity was 21.37, the open interest changed by 2 which increased total open position to 8
On 30 Apr BANKEX was trading at 61706.88. The strike last trading price was 1163.35, which was 136.8 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 29 Apr BANKEX was trading at 62318.43. The strike last trading price was 569.25, 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 15 Apr BANKEX was trading at 63407.91. 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 13 Apr BANKEX was trading at 62666.30. 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 -, 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 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 23 Mar BANKEX was trading at 57831.18. 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 20 Mar BANKEX was trading at 60173.31. 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 19 Mar BANKEX was trading at 60133.14. 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 18 Mar BANKEX was trading at 62197.20. 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 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 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
