Historical option data for BANKEX
20 May 2026 04:09 PM IST
| BANKEX 27-May-2026 (6d) 61100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 60339.97 | 543.25 | -76.95 (-12.41%) | - | 0 | 0 | 3 | |||||||||
| 19 May | 60171.84 | 543.25 | -76.95 (-12.41%) | 24.73 | 27 | -17 | 3 | |||||||||
| 18 May | 60297.97 | 638.1 | -87.2 (-12.02%) | 24.79 | 9 | 3 | 20 | |||||||||
| 15 May | 60489.34 | 716.35 | -211.5 (-22.79%) | 19.75 | 78 | 0 | 17 | |||||||||
| 14 May | 60961.32 | 927.85 | 173.45 (22.99%) | 19.37 | 38 | 11 | 17 | |||||||||
| 13 May | 60220.55 | 1692.95 | 107.65 (6.79%) | - | 0 | 0 | 6 | |||||||||
| 12 May | 60332.70 | 1692.95 | 107.65 (6.79%) | - | 0 | 0 | 6 | |||||||||
| 11 May | 61375.24 | 1692.95 | 107.65 (6.79%) | - | 0 | 0 | 6 | |||||||||
| 8 May | 62353.82 | 1692.95 | 107.65 (6.79%) | - | 0 | 0 | 6 | |||||||||
| 7 May | 63099.03 | 1692.95 | 107.65 (6.79%) | - | 0 | 0 | 6 | |||||||||
| 6 May | 63052.85 | 1692.95 | 107.65 (6.79%) | 10.75 | 5 | -1 | 6 | |||||||||
| 5 May | 61431.04 | 1585 | -147.8 (-8.53%) | 20.13 | 7 | 7 | 7 | |||||||||
| 4 May | 61792.29 | 3275.5 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 61706.88 | 3275.5 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 62318.43 | 3275.5 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 63407.91 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 62666.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 62984.89 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 61710.92 | 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 | |||||||||
| 12 Mar | 61976.68 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 61100 expiring on 27MAY2026
Delta for 61100 CE is -
Historical price for 61100 CE is as follows
On 20 May BANKEX was trading at 60339.97. The strike last trading price was 543.25, which was -76.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 May BANKEX was trading at 60171.84. The strike last trading price was 543.25, which was -76.95 lower than the previous day. The implied volatity was 24.73, the open interest changed by -17 which decreased total open position to 3
On 18 May BANKEX was trading at 60297.97. The strike last trading price was 638.1, which was -87.2 lower than the previous day. The implied volatity was 24.79, the open interest changed by 3 which increased total open position to 20
On 15 May BANKEX was trading at 60489.34. The strike last trading price was 716.35, which was -211.5 lower than the previous day. The implied volatity was 19.75, the open interest changed by 0 which decreased total open position to 17
On 14 May BANKEX was trading at 60961.32. The strike last trading price was 927.85, which was 173.45 higher than the previous day. The implied volatity was 19.37, the open interest changed by 11 which increased total open position to 17
On 13 May BANKEX was trading at 60220.55. The strike last trading price was 1692.95, which was 107.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 12 May BANKEX was trading at 60332.70. The strike last trading price was 1692.95, which was 107.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 May BANKEX was trading at 61375.24. The strike last trading price was 1692.95, which was 107.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 8 May BANKEX was trading at 62353.82. The strike last trading price was 1692.95, which was 107.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 7 May BANKEX was trading at 63099.03. The strike last trading price was 1692.95, which was 107.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 May BANKEX was trading at 63052.85. The strike last trading price was 1692.95, which was 107.65 higher than the previous day. The implied volatity was 10.75, the open interest changed by -1 which decreased total open position to 6
On 5 May BANKEX was trading at 61431.04. The strike last trading price was 1585, which was -147.8 lower than the previous day. The implied volatity was 20.13, the open interest changed by 7 which increased total open position to 7
On 4 May BANKEX was trading at 61792.29. The strike last trading price was 3275.5, 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 3275.5, 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 3275.5, 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 10 Apr BANKEX was trading at 62984.89. 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 9 Apr BANKEX was trading at 61710.92. 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
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
| BANKEX 27-May-2026 (6d) 61100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 31.2
Theta: -34.42
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 60339.97 | 1049.9 | -169.65 (-13.91%) | 20.32 | 16 | 3 | 15 |
| 19 May | 60171.84 | 1219.55 | -45.3 (-3.58%) | 21.17 | 137 | -14 | 12 |
| 18 May | 60297.97 | 1308.3 | 112.75 (9.43%) | 24.39 | 100 | 3 | 26 |
| 15 May | 60489.34 | 1195.55 | 175.15 (17.16%) | 23.37 | 42 | 7 | 23 |
| 14 May | 60961.32 | 1043.6 | -268.55 (-20.47%) | 23.61 | 23 | 5 | 16 |
| 13 May | 60220.55 | 1312.15 | -206.2 (-13.58%) | 19.82 | 2 | 1 | 11 |
| 12 May | 60332.70 | 619.5 | -389.7 (-38.61%) | - | 0 | 0 | 10 |
| 11 May | 61375.24 | 619.5 | -389.7 (-38.61%) | - | 0 | 0 | 10 |
| 8 May | 62353.82 | 619.5 | -389.7 (-38.61%) | - | 0 | 0 | 10 |
| 7 May | 63099.03 | 619.5 | -389.7 (-38.61%) | - | 0 | 0 | 10 |
| 6 May | 63052.85 | 619.5 | -389.7 (-38.61%) | 25.3 | 12 | 10 | 10 |
| 5 May | 61431.04 | 594.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 May | 61792.29 | 594.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 61706.88 | 594.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 Apr | 62318.43 | 594.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 Apr | 63407.91 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 62666.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Apr | 62984.89 | - | - | - | 0 | 0 | 0 |
| 9 Apr | 61710.92 | 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 |
| 12 Mar | 61976.68 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Bank Index - strike price 61100 expiring on 27MAY2026
Delta for 61100 PE is -0.64
Historical price for 61100 PE is as follows
On 20 May BANKEX was trading at 60339.97. The strike last trading price was 1049.9, which was -169.65 lower than the previous day. The implied volatity was 20.32, the open interest changed by 3 which increased total open position to 15
On 19 May BANKEX was trading at 60171.84. The strike last trading price was 1219.55, which was -45.3 lower than the previous day. The implied volatity was 21.17, the open interest changed by -14 which decreased total open position to 12
On 18 May BANKEX was trading at 60297.97. The strike last trading price was 1308.3, which was 112.75 higher than the previous day. The implied volatity was 24.39, 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 1195.55, which was 175.15 higher than the previous day. The implied volatity was 23.37, the open interest changed by 7 which increased total open position to 23
On 14 May BANKEX was trading at 60961.32. The strike last trading price was 1043.6, which was -268.55 lower than the previous day. The implied volatity was 23.61, the open interest changed by 5 which increased total open position to 16
On 13 May BANKEX was trading at 60220.55. The strike last trading price was 1312.15, which was -206.2 lower than the previous day. The implied volatity was 19.82, the open interest changed by 1 which increased total open position to 11
On 12 May BANKEX was trading at 60332.70. The strike last trading price was 619.5, which was -389.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 11 May BANKEX was trading at 61375.24. The strike last trading price was 619.5, which was -389.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 8 May BANKEX was trading at 62353.82. The strike last trading price was 619.5, which was -389.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 7 May BANKEX was trading at 63099.03. The strike last trading price was 619.5, which was -389.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 6 May BANKEX was trading at 63052.85. The strike last trading price was 619.5, which was -389.7 lower than the previous day. The implied volatity was 25.3, the open interest changed by 10 which increased total open position to 10
On 5 May BANKEX was trading at 61431.04. The strike last trading price was 594.8, 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 May BANKEX was trading at 61792.29. The strike last trading price was 594.8, 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 594.8, 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 594.8, 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 10 Apr BANKEX was trading at 62984.89. 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 9 Apr BANKEX was trading at 61710.92. 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
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
