Historical option data for BANKEX
29 May 2026 04:09 PM IST
| BANKEX 25-Jun-2026 (26d) 61500 CE | ||||||||||||||||
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Delta: 0.52
Vega: 66.23
Theta: -31.58
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.52
Historical price for 61500 CE is as follows
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 (26d) 61500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 66.23
Theta: -13.86
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.48
Historical price for 61500 PE is as follows
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
