BANKEX
Bank Index
Historical option data for BANKEX
15 May 2026 04:09 PM IST
| BANKEX 27-May-2026 (11d) 61600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 41.41
Theta: -42.01
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 60489.34 | 569.05 | -244.1 (-30.02%) | 20.89 | 30 | -2 | 9 | |||||||||
| 14 May | 60961.32 | 813.15 | 128.3 (18.73%) | 21.92 | 6 | 5 | 11 | |||||||||
| 13 May | 60220.55 | 684.85 | -17.55 (-2.50%) | 24.83 | 1 | 0 | 6 | |||||||||
| 12 May | 60332.70 | 1511.5 | -87.3 (-5.46%) | - | 0 | 0 | 6 | |||||||||
| 11 May | 61375.24 | 1511.5 | -87.3 (-5.46%) | 28.23 | 1 | 0 | 6 | |||||||||
| 8 May | 62353.82 | 1511.2 | 230.65 (18.01%) | - | 0 | 0 | 6 | |||||||||
| 7 May | 63099.03 | 1511.2 | 230.65 (18.01%) | - | 0 | 0 | 6 | |||||||||
| 6 May | 63052.85 | 1511.2 | 230.65 (18.01%) | 10.17 | 14 | 6 | 6 | |||||||||
| 5 May | 61431.04 | 2918.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 May | 61792.29 | 2918.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 61706.88 | 2918.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 62318.43 | 2918.3 | 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 | |||||||||
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| 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 61600 expiring on 27MAY2026
Delta for 61600 CE is 0.37
Historical price for 61600 CE is as follows
On 15 May BANKEX was trading at 60489.34. The strike last trading price was 569.05, which was -244.1 lower than the previous day. The implied volatity was 20.89, the open interest changed by -2 which decreased total open position to 9
On 14 May BANKEX was trading at 60961.32. The strike last trading price was 813.15, which was 128.3 higher than the previous day. The implied volatity was 21.92, the open interest changed by 5 which increased total open position to 11
On 13 May BANKEX was trading at 60220.55. The strike last trading price was 684.85, which was -17.55 lower than the previous day. The implied volatity was 24.83, 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 1511.5, which was -87.3 lower 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 1511.5, which was -87.3 lower than the previous day. The implied volatity was 28.23, 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 1511.2, which was 230.65 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 1511.2, which was 230.65 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 1511.2, which was 230.65 higher than the previous day. The implied volatity was 10.17, the open interest changed by 6 which increased total open position to 6
On 5 May BANKEX was trading at 61431.04. The strike last trading price was 2918.3, 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 2918.3, 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 2918.3, 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 2918.3, 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 (11d) 61600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 40.82
Theta: -20.94
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 60489.34 | 1304.7 | 40.2 (3.18%) | 18.84 | 69 | -4 | 12 |
| 14 May | 60961.32 | 1209.65 | -402.15 (-24.95%) | 21.41 | 78 | -3 | 16 |
| 13 May | 60220.55 | 1611.8 | -218.85 (-11.95%) | 19.43 | 25 | 19 | 19 |
| 12 May | 60332.70 | 735 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 May | 61375.24 | 735 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 May | 62353.82 | 735 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 63099.03 | 735 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 63052.85 | 735 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 61431.04 | 735 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 May | 61792.29 | 735 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 61706.88 | 735 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 Apr | 62318.43 | 735 | 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 61600 expiring on 27MAY2026
Delta for 61600 PE is -0.65
Historical price for 61600 PE is as follows
On 15 May BANKEX was trading at 60489.34. The strike last trading price was 1304.7, which was 40.2 higher than the previous day. The implied volatity was 18.84, the open interest changed by -4 which decreased total open position to 12
On 14 May BANKEX was trading at 60961.32. The strike last trading price was 1209.65, which was -402.15 lower than the previous day. The implied volatity was 21.41, the open interest changed by -3 which decreased total open position to 16
On 13 May BANKEX was trading at 60220.55. The strike last trading price was 1611.8, which was -218.85 lower than the previous day. The implied volatity was 19.43, the open interest changed by 19 which increased total open position to 19
On 12 May BANKEX was trading at 60332.70. The strike last trading price was 735, 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 11 May BANKEX was trading at 61375.24. The strike last trading price was 735, 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 May BANKEX was trading at 62353.82. The strike last trading price was 735, 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 May BANKEX was trading at 63099.03. The strike last trading price was 735, 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 735, 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 735, 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 735, 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 735, 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 735, 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
