BANKEX
Bank Index
Historical option data for BANKEX
20 Mar 2026 04:11 PM IST
| BANKEX 25-MAR-2026 61100 CE | ||||||||||||||||
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Delta: 0.36
Vega: 26.22
Theta: -86.04
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Mar | 60173.31 | 508.5 | -64.35 | 30.61 | 585 | 148 | 169 | |||||||||
| 19 Mar | 60133.14 | 1516.55 | 213.75 | - | 0 | 0 | 21 | |||||||||
| 18 Mar | 62197.20 | 1516.55 | 213.75 | 21.89 | 50 | 3 | 21 | |||||||||
| 17 Mar | 61663.81 | 1302.8 | 173.9 | 26.48 | 130 | -7 | 18 | |||||||||
| 16 Mar | 61116.31 | 1061.25 | -81.05 | 27.39 | 119 | 10 | 25 | |||||||||
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| 13 Mar | 60462.88 | 1142.3 | -536.95 | 30.6 | 17 | 15 | 15 | |||||||||
| 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 61100 expiring on 25MAR2026
Delta for 61100 CE is 0.36
Historical price for 61100 CE is as follows
On 20 Mar BANKEX was trading at 60173.31. The strike last trading price was 508.5, which was -64.35 lower than the previous day. The implied volatity was 30.61, the open interest changed by 148 which increased total open position to 169
On 19 Mar BANKEX was trading at 60133.14. The strike last trading price was 1516.55, which was 213.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 18 Mar BANKEX was trading at 62197.20. The strike last trading price was 1516.55, which was 213.75 higher than the previous day. The implied volatity was 21.89, the open interest changed by 3 which increased total open position to 21
On 17 Mar BANKEX was trading at 61663.81. The strike last trading price was 1302.8, which was 173.9 higher than the previous day. The implied volatity was 26.48, the open interest changed by -7 which decreased total open position to 18
On 16 Mar BANKEX was trading at 61116.31. The strike last trading price was 1061.25, which was -81.05 lower than the previous day. The implied volatity was 27.39, the open interest changed by 10 which increased total open position to 25
On 13 Mar BANKEX was trading at 60462.88. The strike last trading price was 1142.3, which was -536.95 lower than the previous day. The implied volatity was 30.6, the open interest changed by 15 which increased total open position to 15
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 61100 PE | |||||||
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Delta: -0.65
Vega: 26.19
Theta: -68.71
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Mar | 60173.31 | 1346.45 | 20.15 | 30.41 | 314 | 76 | 99 |
| 19 Mar | 60133.14 | 1326.3 | 965.85 | 31.96 | 94 | -51 | 23 |
| 18 Mar | 62197.20 | 360.7 | -277 | 24.56 | 69 | 15 | 74 |
| 17 Mar | 61663.81 | 621 | -384.1 | 24.84 | 155 | 30 | 59 |
| 16 Mar | 61116.31 | 1068.6 | -422.4 | 28.38 | 52 | 10 | 29 |
| 13 Mar | 60462.88 | 1526.9 | 738.4 | 29.65 | 75 | 1 | 19 |
| 12 Mar | 61976.68 | 764.1 | 141.95 | 27.14 | 44 | 6 | 18 |
| 11 Mar | 62708.66 | 623.85 | 374.75 | 27.97 | 63 | 12 | 12 |
| 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 61100 expiring on 25MAR2026
Delta for 61100 PE is -0.65
Historical price for 61100 PE is as follows
On 20 Mar BANKEX was trading at 60173.31. The strike last trading price was 1346.45, which was 20.15 higher than the previous day. The implied volatity was 30.41, the open interest changed by 76 which increased total open position to 99
On 19 Mar BANKEX was trading at 60133.14. The strike last trading price was 1326.3, which was 965.85 higher than the previous day. The implied volatity was 31.96, the open interest changed by -51 which decreased total open position to 23
On 18 Mar BANKEX was trading at 62197.20. The strike last trading price was 360.7, which was -277 lower than the previous day. The implied volatity was 24.56, the open interest changed by 15 which increased total open position to 74
On 17 Mar BANKEX was trading at 61663.81. The strike last trading price was 621, which was -384.1 lower than the previous day. The implied volatity was 24.84, the open interest changed by 30 which increased total open position to 59
On 16 Mar BANKEX was trading at 61116.31. The strike last trading price was 1068.6, which was -422.4 lower than the previous day. The implied volatity was 28.38, the open interest changed by 10 which increased total open position to 29
On 13 Mar BANKEX was trading at 60462.88. The strike last trading price was 1526.9, which was 738.4 higher than the previous day. The implied volatity was 29.65, the open interest changed by 1 which increased total open position to 19
On 12 Mar BANKEX was trading at 61976.68. The strike last trading price was 764.1, which was 141.95 higher than the previous day. The implied volatity was 27.14, the open interest changed by 6 which increased total open position to 18
On 11 Mar BANKEX was trading at 62708.66. The strike last trading price was 623.85, which was 374.75 higher than the previous day. The implied volatity was 27.97, the open interest changed by 12 which increased total open position to 12
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
