Historical option data for BANKEX
10 Jun 2026 10:21 AM IST
| BANKEX 25-Jun-2026 (15d) 61500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 62278.98 | 1510.3 | 638.45 (73.23%) | - | 0 | 0 | 4 | |||||||||
| 9 Jun | 62264.81 | 1510.3 | 638.45 (73.23%) | 17.47 | 30 | -8 | 4 | |||||||||
| 8 Jun | 60938.74 | 842.8 | -318.05 (-27.40%) | 19.34 | 43 | 2 | 12 | |||||||||
| 5 Jun | 61478.62 | 1178.35 | 57.4 (5.12%) | 17.7 | 188 | 5 | 10 | |||||||||
| 4 Jun | 61238.06 | 1136.5 | 18.3 (1.64%) | 18.34 | 101 | -10 | 5 | |||||||||
| 3 Jun | 61096.09 | 1056.75 | 178.9 (20.38%) | 17.94 | 140 | -9 | 15 | |||||||||
| 2 Jun | 60543.48 | 882.1 | 26.25 (3.07%) | 18.8 | 147 | -2 | 24 | |||||||||
| 1 Jun | 60424.25 | 834.7 | -451.8 (-35.12%) | 18.34 | 72 | 13 | 26 | |||||||||
| 29 May | 61131.26 | 1296.5 | -1006.45 (-43.70%) | 18.92 | 89 | 12 | 13 | |||||||||
| 27 May | 61796.59 | 2302.95 | 0 (0.00%) | 27.32 | 1 | 1 | 1 | |||||||||
| 26 May | 62096.22 | 3673.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 25 May | 62289.98 | 3673.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 May | 60904.45 | 3673.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 60195.23 | 3673.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 60339.97 | 3673.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 60171.84 | 3673.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 60297.97 | 3673.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 60489.34 | 3673.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 May | 63052.85 | 3673.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 61431.04 | 3673.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 May | 61792.29 | 3673.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 61706.88 | 3673.25 | 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 | |||||||||
For Bank Index - strike price 61500 expiring on 25JUN2026
Delta for 61500 CE is -
Historical price for 61500 CE is as follows
On 10 Jun BANKEX was trading at 62278.98. The strike last trading price was 1510.3, which was 638.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Jun BANKEX was trading at 62264.81. The strike last trading price was 1510.3, which was 638.45 higher than the previous day. The implied volatity was 17.47, the open interest changed by -8 which decreased total open position to 4
On 8 Jun BANKEX was trading at 60938.74. The strike last trading price was 842.8, which was -318.05 lower than the previous day. The implied volatity was 19.34, the open interest changed by 2 which increased total open position to 12
On 5 Jun BANKEX was trading at 61478.62. The strike last trading price was 1178.35, which was 57.4 higher than the previous day. The implied volatity was 17.7, the open interest changed by 5 which increased total open position to 10
On 4 Jun BANKEX was trading at 61238.06. The strike last trading price was 1136.5, which was 18.3 higher than the previous day. The implied volatity was 18.34, the open interest changed by -10 which decreased total open position to 5
On 3 Jun BANKEX was trading at 61096.09. The strike last trading price was 1056.75, which was 178.9 higher than the previous day. The implied volatity was 17.94, the open interest changed by -9 which decreased total open position to 15
On 2 Jun BANKEX was trading at 60543.48. The strike last trading price was 882.1, which was 26.25 higher than the previous day. The implied volatity was 18.8, the open interest changed by -2 which decreased total open position to 24
On 1 Jun BANKEX was trading at 60424.25. The strike last trading price was 834.7, which was -451.8 lower than the previous day. The implied volatity was 18.34, the open interest changed by 13 which increased total open position to 26
On 29 May BANKEX was trading at 61131.26. The strike last trading price was 1296.5, which was -1006.45 lower than the previous day. The implied volatity was 18.92, the open interest changed by 12 which increased total open position to 13
On 27 May BANKEX was trading at 61796.59. The strike last trading price was 2302.95, which was 0 lower than the previous day. The implied volatity was 27.32, the open interest changed by 1 which increased total open position to 1
On 26 May BANKEX was trading at 62096.22. The strike last trading price was 3673.25, 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 25 May BANKEX was trading at 62289.98. The strike last trading price was 3673.25, 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 22 May BANKEX was trading at 60904.45. The strike last trading price was 3673.25, 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 21 May BANKEX was trading at 60195.23. The strike last trading price was 3673.25, 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 20 May BANKEX was trading at 60339.97. The strike last trading price was 3673.25, 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 19 May BANKEX was trading at 60171.84. The strike last trading price was 3673.25, 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 18 May BANKEX was trading at 60297.97. The strike last trading price was 3673.25, 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 May BANKEX was trading at 60489.34. The strike last trading price was 3673.25, 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 6 May BANKEX was trading at 63052.85. The strike last trading price was 3673.25, 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 5 May BANKEX was trading at 61431.04. The strike last trading price was 3673.25, 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 4 May BANKEX was trading at 61792.29. The strike last trading price was 3673.25, 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 30 Apr BANKEX was trading at 61706.88. The strike last trading price was 3673.25, 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
| BANKEX 25-Jun-2026 (15d) 61500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 46.96
Theta: -27.95
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 62278.98 | 670 | -32.95 (-4.69%) | 22.07 | 5 | -1 | 34 |
| 9 Jun | 62264.81 | 679.7 | -484.4 (-41.61%) | 21.75 | 110 | 18 | 35 |
| 8 Jun | 60938.74 | 1164.1 | 172.2 (17.36%) | 18.44 | 21 | -3 | 17 |
| 5 Jun | 61478.62 | 988.05 | -150.55 (-13.22%) | 19.88 | 182 | -11 | 20 |
| 4 Jun | 61238.06 | 1106.95 | -130 (-10.51%) | 19.93 | 33 | -3 | 31 |
| 3 Jun | 61096.09 | 1241.6 | -270.95 (-17.91%) | 20.46 | 27 | -1 | 34 |
| 2 Jun | 60543.48 | 1441.7 | -147.75 (-9.30%) | 18.62 | 41 | 23 | 35 |
| 1 Jun | 60424.25 | 1604.15 | 437.15 (37.46%) | 19.93 | 47 | -11 | 12 |
| 29 May | 61131.26 | 1157.45 | 154.85 (15.44%) | 18.1 | 194 | 9 | 23 |
| 27 May | 61796.59 | 1002.6 | 86.05 (9.39%) | 19.68 | 12 | -2 | 14 |
| 26 May | 62096.22 | 925.65 | -381.65 (-29.19%) | 20 | 24 | 16 | 16 |
| 25 May | 62289.98 | 1123.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 60904.45 | 1123.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 60195.23 | 1123.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 60339.97 | 1123.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 60171.84 | 1123.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 60297.97 | 1123.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 60489.34 | 1123.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 63052.85 | 1123.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 61431.04 | 1123.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 May | 61792.29 | 1123.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 61706.88 | 1123.7 | 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 |
For Bank Index - strike price 61500 expiring on 25JUN2026
Delta for 61500 PE is -0.35
Historical price for 61500 PE is as follows
On 10 Jun BANKEX was trading at 62278.98. The strike last trading price was 670, which was -32.95 lower than the previous day. The implied volatity was 22.07, the open interest changed by -1 which decreased total open position to 34
On 9 Jun BANKEX was trading at 62264.81. The strike last trading price was 679.7, which was -484.4 lower than the previous day. The implied volatity was 21.75, the open interest changed by 18 which increased total open position to 35
On 8 Jun BANKEX was trading at 60938.74. The strike last trading price was 1164.1, which was 172.2 higher than the previous day. The implied volatity was 18.44, the open interest changed by -3 which decreased total open position to 17
On 5 Jun BANKEX was trading at 61478.62. The strike last trading price was 988.05, which was -150.55 lower than the previous day. The implied volatity was 19.88, the open interest changed by -11 which decreased total open position to 20
On 4 Jun BANKEX was trading at 61238.06. The strike last trading price was 1106.95, which was -130 lower than the previous day. The implied volatity was 19.93, the open interest changed by -3 which decreased total open position to 31
On 3 Jun BANKEX was trading at 61096.09. The strike last trading price was 1241.6, which was -270.95 lower than the previous day. The implied volatity was 20.46, the open interest changed by -1 which decreased total open position to 34
On 2 Jun BANKEX was trading at 60543.48. The strike last trading price was 1441.7, which was -147.75 lower than the previous day. The implied volatity was 18.62, the open interest changed by 23 which increased total open position to 35
On 1 Jun BANKEX was trading at 60424.25. The strike last trading price was 1604.15, which was 437.15 higher than the previous day. The implied volatity was 19.93, the open interest changed by -11 which decreased total open position to 12
On 29 May BANKEX was trading at 61131.26. The strike last trading price was 1157.45, which was 154.85 higher than the previous day. The implied volatity was 18.1, the open interest changed by 9 which increased total open position to 23
On 27 May BANKEX was trading at 61796.59. The strike last trading price was 1002.6, which was 86.05 higher than the previous day. The implied volatity was 19.68, the open interest changed by -2 which decreased total open position to 14
On 26 May BANKEX was trading at 62096.22. The strike last trading price was 925.65, which was -381.65 lower than the previous day. The implied volatity was 20, 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 1123.7, 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 1123.7, 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 1123.7, 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 1123.7, 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 1123.7, 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 1123.7, 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 1123.7, 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 May BANKEX was trading at 63052.85. The strike last trading price was 1123.7, 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 1123.7, 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 1123.7, 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 1123.7, 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
