Historical option data for BANKEX
03 Jun 2026 04:09 PM IST
| BANKEX 25-Jun-2026 (22d) 61000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 59.1
Theta: -41.69
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 3 Jun | 61096.09 | 1695.3 | 558.65 (49.15%) | 24.37 | 201 | -5 | 40 | |||||||||
| 2 Jun | 60543.48 | 1118.6 | 36.95 (3.42%) | 19.04 | 78 | 2 | 45 | |||||||||
| 1 Jun | 60424.25 | 1067 | -522.8 (-32.88%) | 18.47 | 171 | 26 | 43 | |||||||||
| 29 May | 61131.26 | 1562.6 | -151.4 (-8.83%) | 18.95 | 29 | 16 | 17 | |||||||||
| 27 May | 61796.59 | 1900 | -87.7 (-4.41%) | - | 0 | 0 | 1 | |||||||||
| 26 May | 62096.22 | 1900 | -87.7 (-4.41%) | - | 0 | 0 | 1 | |||||||||
| 25 May | 62289.98 | 1900 | -87.7 (-4.41%) | - | 0 | 0 | 1 | |||||||||
| 22 May | 60904.45 | 1900 | -87.7 (-4.41%) | - | 0 | 0 | 1 | |||||||||
| 21 May | 60195.23 | 1900 | -87.7 (-4.41%) | - | 0 | 0 | 1 | |||||||||
| 20 May | 60339.97 | 1900 | -87.7 (-4.41%) | - | 0 | 0 | 1 | |||||||||
| 19 May | 60171.84 | 1900 | -87.7 (-4.41%) | - | 0 | 0 | 1 | |||||||||
| 18 May | 60297.97 | 1900 | -87.7 (-4.41%) | - | 0 | 0 | 1 | |||||||||
| 15 May | 60489.34 | 1900 | -87.7 (-4.41%) | 21.87 | 1 | 1 | 1 | |||||||||
| 5 May | 61431.04 | 4010.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 61706.88 | 4010.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 63407.91 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 62666.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 61000 expiring on 25JUN2026
Delta for 61000 CE is 0.56
Historical price for 61000 CE is as follows
On 3 Jun BANKEX was trading at 61096.09. The strike last trading price was 1695.3, which was 558.65 higher than the previous day. The implied volatity was 24.37, the open interest changed by -5 which decreased total open position to 40
On 2 Jun BANKEX was trading at 60543.48. The strike last trading price was 1118.6, which was 36.95 higher than the previous day. The implied volatity was 19.04, the open interest changed by 2 which increased total open position to 45
On 1 Jun BANKEX was trading at 60424.25. The strike last trading price was 1067, which was -522.8 lower than the previous day. The implied volatity was 18.47, the open interest changed by 26 which increased total open position to 43
On 29 May BANKEX was trading at 61131.26. The strike last trading price was 1562.6, which was -151.4 lower than the previous day. The implied volatity was 18.95, the open interest changed by 16 which increased total open position to 17
On 27 May BANKEX was trading at 61796.59. The strike last trading price was 1900, which was -87.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 May BANKEX was trading at 62096.22. The strike last trading price was 1900, which was -87.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 May BANKEX was trading at 62289.98. The strike last trading price was 1900, which was -87.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 May BANKEX was trading at 60904.45. The strike last trading price was 1900, which was -87.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 May BANKEX was trading at 60195.23. The strike last trading price was 1900, which was -87.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May BANKEX was trading at 60339.97. The strike last trading price was 1900, which was -87.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May BANKEX was trading at 60171.84. The strike last trading price was 1900, which was -87.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May BANKEX was trading at 60297.97. The strike last trading price was 1900, which was -87.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May BANKEX was trading at 60489.34. The strike last trading price was 1900, which was -87.7 lower than the previous day. The implied volatity was 21.87, the open interest changed by 1 which increased total open position to 1
On 5 May BANKEX was trading at 61431.04. The strike last trading price was 4010.95, 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 4010.95, 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
| BANKEX 25-Jun-2026 (22d) 61000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 58.9
Theta: -19.86
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 3 Jun | 61096.09 | 999 | -207.25 (-17.18%) | 20.41 | 128 | -19 | 8 |
| 2 Jun | 60543.48 | 1151.55 | -154.3 (-11.82%) | 18.37 | 56 | 10 | 27 |
| 1 Jun | 60424.25 | 1073.2 | 121.65 (12.78%) | 16.05 | 129 | -6 | 17 |
| 29 May | 61131.26 | 940.4 | 192.35 (25.71%) | 18.31 | 168 | -3 | 23 |
| 27 May | 61796.59 | 748.05 | 13.2 (1.80%) | 18.73 | 19 | 10 | 26 |
| 26 May | 62096.22 | 758.95 | -350.3 (-31.58%) | 20.2 | 16 | 16 | 16 |
| 25 May | 62289.98 | 966.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 60904.45 | 966.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 60195.23 | 966.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 60339.97 | 966.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 60171.84 | 966.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 60297.97 | 966.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 60489.34 | 966.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 61431.04 | 966.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 61706.88 | 966.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 Apr | 63407.91 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 62666.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Bank Index - strike price 61000 expiring on 25JUN2026
Delta for 61000 PE is -0.43
Historical price for 61000 PE is as follows
On 3 Jun BANKEX was trading at 61096.09. The strike last trading price was 999, which was -207.25 lower than the previous day. The implied volatity was 20.41, the open interest changed by -19 which decreased total open position to 8
On 2 Jun BANKEX was trading at 60543.48. The strike last trading price was 1151.55, which was -154.3 lower than the previous day. The implied volatity was 18.37, the open interest changed by 10 which increased total open position to 27
On 1 Jun BANKEX was trading at 60424.25. The strike last trading price was 1073.2, which was 121.65 higher than the previous day. The implied volatity was 16.05, the open interest changed by -6 which decreased total open position to 17
On 29 May BANKEX was trading at 61131.26. The strike last trading price was 940.4, which was 192.35 higher than the previous day. The implied volatity was 18.31, the open interest changed by -3 which decreased total open position to 23
On 27 May BANKEX was trading at 61796.59. The strike last trading price was 748.05, which was 13.2 higher than the previous day. The implied volatity was 18.73, the open interest changed by 10 which increased total open position to 26
On 26 May BANKEX was trading at 62096.22. The strike last trading price was 758.95, which was -350.3 lower than the previous day. The implied volatity was 20.2, the open interest changed by 16 which increased total open position to 16
On 25 May BANKEX was trading at 62289.98. The strike last trading price was 966.1, 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 22 May BANKEX was trading at 60904.45. The strike last trading price was 966.1, 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 21 May BANKEX was trading at 60195.23. The strike last trading price was 966.1, 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 20 May BANKEX was trading at 60339.97. The strike last trading price was 966.1, 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 May BANKEX was trading at 60171.84. The strike last trading price was 966.1, 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 May BANKEX was trading at 60297.97. The strike last trading price was 966.1, 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 May BANKEX was trading at 60489.34. The strike last trading price was 966.1, 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 May BANKEX was trading at 61431.04. The strike last trading price was 966.1, 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 966.1, 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
