BANKEX
Bank Index
Historical option data for BANKEX
10 Apr 2026 04:10 PM IST
| BANKEX 30-Apr-2026 (20d) 61500 CE | ||||||||||||||||
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Delta: 0.84
Vega: 35.78
Theta: -25.38
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Apr | 62984.89 | 1980.65 | 285.15 | 12.76 | 1 | -1 | 8 | |||||||||
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| 9 Apr | 61710.92 | 1663.15 | -435.75 | 23.18 | 96 | -3 | 9 | |||||||||
| 8 Apr | 62701.68 | 807.15 | -124.05 | - | 0 | 0 | 12 | |||||||||
| 7 Apr | 59308.33 | 807.15 | -124.05 | 25.55 | 14 | 1 | 12 | |||||||||
| 6 Apr | 59184.25 | 365 | -242.1 | - | 0 | 0 | 11 | |||||||||
| 2 Apr | 58009.41 | 365 | -242.1 | 21 | 14 | 5 | 11 | |||||||||
| 1 Apr | 57883.10 | 604.15 | 176.4 | 25.7 | 18 | 6 | 6 | |||||||||
| 19 Mar | 60133.14 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 62197.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 61663.81 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 61116.31 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 60462.88 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 61976.68 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 61500 expiring on 30APR2026
Delta for 61500 CE is 0.84
Historical price for 61500 CE is as follows
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 1980.65, which was 285.15 higher than the previous day. The implied volatity was 12.76, the open interest changed by -1 which decreased total open position to 8
On 9 Apr BANKEX was trading at 61710.92. The strike last trading price was 1663.15, which was -435.75 lower than the previous day. The implied volatity was 23.18, the open interest changed by -3 which decreased total open position to 9
On 8 Apr BANKEX was trading at 62701.68. The strike last trading price was 807.15, which was -124.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 7 Apr BANKEX was trading at 59308.33. The strike last trading price was 807.15, which was -124.05 lower than the previous day. The implied volatity was 25.55, the open interest changed by 1 which increased total open position to 12
On 6 Apr BANKEX was trading at 59184.25. The strike last trading price was 365, which was -242.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 2 Apr BANKEX was trading at 58009.41. The strike last trading price was 365, which was -242.1 lower than the previous day. The implied volatity was 21, the open interest changed by 5 which increased total open position to 11
On 1 Apr BANKEX was trading at 57883.10. The strike last trading price was 604.15, which was 176.4 higher than the previous day. The implied volatity was 25.7, the open interest changed by 6 which increased total open position to 6
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 30-Apr-2026 (20d) 61500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 50.82
Theta: -26.05
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Apr | 62984.89 | 695 | -523.05 | 24.65 | 53 | 8 | 44 |
| 9 Apr | 61710.92 | 1221.8 | 528.1 | 25.23 | 50 | 36 | 36 |
| 8 Apr | 62701.68 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 59308.33 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 59184.25 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 58009.41 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 57883.10 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 60133.14 | - | - | - | 0 | 0 | 0 |
| 18 Mar | 62197.20 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 61663.81 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 61116.31 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 60462.88 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 61976.68 | 0 | 0 | - | 0 | 0 | 0 |
For Bank Index - strike price 61500 expiring on 30APR2026
Delta for 61500 PE is -0.29
Historical price for 61500 PE is as follows
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 695, which was -523.05 lower than the previous day. The implied volatity was 24.65, the open interest changed by 8 which increased total open position to 44
On 9 Apr BANKEX was trading at 61710.92. The strike last trading price was 1221.8, which was 528.1 higher than the previous day. The implied volatity was 25.23, the open interest changed by 36 which increased total open position to 36
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 7 Apr BANKEX was trading at 59308.33. 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 Apr BANKEX was trading at 59184.25. 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 Apr BANKEX was trading at 58009.41. 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 1 Apr BANKEX was trading at 57883.10. 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
