BANKEX
Bank Index
Historical option data for BANKEX
14 May 2026 04:09 PM IST
| BANKEX 27-May-2026 (12d) 61500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 45.62
Theta: -45.34
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 May | 60961.32 | 842.15 | 239.25 (39.68%) | 21.61 | 141 | 8 | 15 | |||||||||
| 13 May | 60220.55 | 583 | -111.55 (-16.06%) | 21.74 | 49 | -4 | 7 | |||||||||
| 12 May | 60332.70 | 720.15 | -756.6 (-51.23%) | 22.76 | 14 | -2 | 11 | |||||||||
| 11 May | 61375.24 | 1476.75 | -185.35 (-11.15%) | 26.58 | 8 | -2 | 13 | |||||||||
| 8 May | 62353.82 | 2466.55 | 1135 (85.24%) | - | 0 | 0 | 15 | |||||||||
| 7 May | 63099.03 | 2466.55 | 1135 (85.24%) | - | 0 | 0 | 15 | |||||||||
| 6 May | 63052.85 | 2466.55 | 1135 (85.24%) | 21.84 | 109 | -1 | 15 | |||||||||
| 5 May | 61431.04 | 1331.55 | -169.85 (-11.31%) | 19.58 | 42 | 12 | 16 | |||||||||
| 4 May | 61792.29 | 1407.1 | -891.65 (-38.79%) | - | 0 | 0 | 4 | |||||||||
| 30 Apr | 61706.88 | 1407.1 | -891.65 (-38.79%) | - | 4 | 4 | 4 | |||||||||
| 29 Apr | 62318.43 | 2988.05 | 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 | |||||||||
| 8 Apr | 62701.68 | 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 | |||||||||
| 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 | |||||||||
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| 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 61500 expiring on 27MAY2026
Delta for 61500 CE is 0.46
Historical price for 61500 CE is as follows
On 14 May BANKEX was trading at 60961.32. The strike last trading price was 842.15, which was 239.25 higher than the previous day. The implied volatity was 21.61, the open interest changed by 8 which increased total open position to 15
On 13 May BANKEX was trading at 60220.55. The strike last trading price was 583, which was -111.55 lower than the previous day. The implied volatity was 21.74, the open interest changed by -4 which decreased total open position to 7
On 12 May BANKEX was trading at 60332.70. The strike last trading price was 720.15, which was -756.6 lower than the previous day. The implied volatity was 22.76, the open interest changed by -2 which decreased total open position to 11
On 11 May BANKEX was trading at 61375.24. The strike last trading price was 1476.75, which was -185.35 lower than the previous day. The implied volatity was 26.58, the open interest changed by -2 which decreased total open position to 13
On 8 May BANKEX was trading at 62353.82. The strike last trading price was 2466.55, which was 1135 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 7 May BANKEX was trading at 63099.03. The strike last trading price was 2466.55, which was 1135 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 6 May BANKEX was trading at 63052.85. The strike last trading price was 2466.55, which was 1135 higher than the previous day. The implied volatity was 21.84, the open interest changed by -1 which decreased total open position to 15
On 5 May BANKEX was trading at 61431.04. The strike last trading price was 1331.55, which was -169.85 lower than the previous day. The implied volatity was 19.58, the open interest changed by 12 which increased total open position to 16
On 4 May BANKEX was trading at 61792.29. The strike last trading price was 1407.1, which was -891.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 30 Apr BANKEX was trading at 61706.88. The strike last trading price was 1407.1, which was -891.65 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 29 Apr BANKEX was trading at 62318.43. The strike last trading price was 2988.05, 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 8 Apr BANKEX was trading at 62701.68. 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 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 -, 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 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 (12d) 61500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 45.65
Theta: -30.76
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 May | 60961.32 | 1217.9 | -495.95 (-28.94%) | 22.83 | 125 | -20 | 14 |
| 13 May | 60220.55 | 1713.85 | -51.8 (-2.93%) | 23.09 | 10 | 10 | 34 |
| 12 May | 60332.70 | 930.05 | 277.05 (42.43%) | - | 0 | 0 | 24 |
| 11 May | 61375.24 | 930.05 | 277.05 (42.43%) | 20.26 | 12 | -6 | 24 |
| 8 May | 62353.82 | 653 | 196.35 (43.00%) | 20.43 | 62 | -21 | 30 |
| 7 May | 63099.03 | 452.1 | -29.7 (-6.16%) | 20.25 | 57 | 8 | 51 |
| 6 May | 63052.85 | 477.85 | -662.75 (-58.11%) | 20.15 | 198 | 27 | 43 |
| 5 May | 61431.04 | 1126.4 | 126.4 (12.64%) | 21.18 | 44 | 8 | 16 |
| 4 May | 61792.29 | 1000 | -393.7 (-28.25%) | 21.32 | 31 | 2 | 8 |
| 30 Apr | 61706.88 | 1393.7 | 172.35 (14.11%) | - | 10 | 6 | 6 |
| 29 Apr | 62318.43 | 705.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 Apr | 63407.91 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 62666.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Apr | 62984.89 | - | - | - | 0 | 0 | 0 |
| 9 Apr | 61710.92 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 62701.68 | 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 |
| 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 61500 expiring on 27MAY2026
Delta for 61500 PE is -0.54
Historical price for 61500 PE is as follows
On 14 May BANKEX was trading at 60961.32. The strike last trading price was 1217.9, which was -495.95 lower than the previous day. The implied volatity was 22.83, the open interest changed by -20 which decreased total open position to 14
On 13 May BANKEX was trading at 60220.55. The strike last trading price was 1713.85, which was -51.8 lower than the previous day. The implied volatity was 23.09, the open interest changed by 10 which increased total open position to 34
On 12 May BANKEX was trading at 60332.70. The strike last trading price was 930.05, which was 277.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 11 May BANKEX was trading at 61375.24. The strike last trading price was 930.05, which was 277.05 higher than the previous day. The implied volatity was 20.26, the open interest changed by -6 which decreased total open position to 24
On 8 May BANKEX was trading at 62353.82. The strike last trading price was 653, which was 196.35 higher than the previous day. The implied volatity was 20.43, the open interest changed by -21 which decreased total open position to 30
On 7 May BANKEX was trading at 63099.03. The strike last trading price was 452.1, which was -29.7 lower than the previous day. The implied volatity was 20.25, the open interest changed by 8 which increased total open position to 51
On 6 May BANKEX was trading at 63052.85. The strike last trading price was 477.85, which was -662.75 lower than the previous day. The implied volatity was 20.15, the open interest changed by 27 which increased total open position to 43
On 5 May BANKEX was trading at 61431.04. The strike last trading price was 1126.4, which was 126.4 higher than the previous day. The implied volatity was 21.18, the open interest changed by 8 which increased total open position to 16
On 4 May BANKEX was trading at 61792.29. The strike last trading price was 1000, which was -393.7 lower than the previous day. The implied volatity was 21.32, 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 1393.7, which was 172.35 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 705.25, 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 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 8 Apr BANKEX was trading at 62701.68. 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 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 -, 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 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
