BANKEX
Bank Index
Historical option data for BANKEX
13 Apr 2026 04:10 PM IST
| BANKEX 30-Apr-2026 (16d) 61700 CE | ||||||||||||||||
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Delta: 0.66
Vega: 49.46
Theta: -45.91
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Apr | 62666.30 | 2019.2 | -44.25 | 24.13 | 28 | 6 | 29 | |||||||||
| 10 Apr | 62984.89 | 2063.45 | 499.95 | 18.28 | 10 | 10 | 23 | |||||||||
| 9 Apr | 61710.92 | 1557.35 | -412.2 | 23.33 | 32 | 2 | 13 | |||||||||
| 8 Apr | 62701.68 | 741.75 | -58.2 | - | 0 | 0 | 11 | |||||||||
| 7 Apr | 59308.33 | 741.75 | -58.2 | 25.69 | 19 | 3 | 11 | |||||||||
| 6 Apr | 59184.25 | 796.3 | 311.15 | 26.63 | 30 | -2 | 8 | |||||||||
| 2 Apr | 58009.41 | 485.15 | -82.6 | 24.41 | 14 | 2 | 10 | |||||||||
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| 1 Apr | 57883.10 | 548 | 150.65 | 25.49 | 24 | 8 | 8 | |||||||||
| 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 | |||||||||
| 10 Mar | 64028.06 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 62940.57 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 65997.21 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 67324.82 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 61700 expiring on 30APR2026
Delta for 61700 CE is 0.66
Historical price for 61700 CE is as follows
On 13 Apr BANKEX was trading at 62666.30. The strike last trading price was 2019.2, which was -44.25 lower than the previous day. The implied volatity was 24.13, the open interest changed by 6 which increased total open position to 29
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 2063.45, which was 499.95 higher than the previous day. The implied volatity was 18.28, the open interest changed by 10 which increased total open position to 23
On 9 Apr BANKEX was trading at 61710.92. The strike last trading price was 1557.35, which was -412.2 lower than the previous day. The implied volatity was 23.33, the open interest changed by 2 which increased total open position to 13
On 8 Apr BANKEX was trading at 62701.68. The strike last trading price was 741.75, which was -58.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 7 Apr BANKEX was trading at 59308.33. The strike last trading price was 741.75, which was -58.2 lower than the previous day. The implied volatity was 25.69, the open interest changed by 3 which increased total open position to 11
On 6 Apr BANKEX was trading at 59184.25. The strike last trading price was 796.3, which was 311.15 higher than the previous day. The implied volatity was 26.63, the open interest changed by -2 which decreased total open position to 8
On 2 Apr BANKEX was trading at 58009.41. The strike last trading price was 485.15, which was -82.6 lower than the previous day. The implied volatity was 24.41, the open interest changed by 2 which increased total open position to 10
On 1 Apr BANKEX was trading at 57883.10. The strike last trading price was 548, which was 150.65 higher than the previous day. The implied volatity was 25.49, the open interest changed by 8 which increased total open position to 8
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
On 10 Mar BANKEX was trading at 64028.06. 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 Mar BANKEX was trading at 62940.57. 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 4 Mar BANKEX was trading at 65997.21. 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 2 Mar BANKEX was trading at 67324.82. 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 (16d) 61700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 50.39
Theta: -34.49
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Apr | 62666.30 | 929.25 | 139.25 | 27.56 | 11 | -2 | 28 |
| 10 Apr | 62984.89 | 766.35 | -530.2 | 24.78 | 58 | 6 | 30 |
| 9 Apr | 61710.92 | 1279.15 | 515.45 | 24.72 | 40 | 24 | 24 |
| 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 |
| 10 Mar | 64028.06 | - | - | - | 0 | 0 | 0 |
| 9 Mar | 62940.57 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 65997.21 | - | - | - | 0 | 0 | 0 |
| 2 Mar | 67324.82 | 0 | 0 | - | 0 | 0 | 0 |
For Bank Index - strike price 61700 expiring on 30APR2026
Delta for 61700 PE is -0.36
Historical price for 61700 PE is as follows
On 13 Apr BANKEX was trading at 62666.30. The strike last trading price was 929.25, which was 139.25 higher than the previous day. The implied volatity was 27.56, the open interest changed by -2 which decreased total open position to 28
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 766.35, which was -530.2 lower than the previous day. The implied volatity was 24.78, the open interest changed by 6 which increased total open position to 30
On 9 Apr BANKEX was trading at 61710.92. The strike last trading price was 1279.15, which was 515.45 higher than the previous day. The implied volatity was 24.72, the open interest changed by 24 which increased total open position to 24
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
On 10 Mar BANKEX was trading at 64028.06. 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 Mar BANKEX was trading at 62940.57. 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 4 Mar BANKEX was trading at 65997.21. 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 2 Mar BANKEX was trading at 67324.82. 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
