Historical option data for BANKEX
12 Jun 2026 04:09 PM IST
| BANKEX 25-Jun-2026 (12d) 62000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 15.13
Theta: -22.97
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 63987.80 | 2250 | 1185.85 (111.44%) | 12.32 | 73 | -12 | 18 | |||||||||
| 11 Jun | 62158.35 | 1037.5 | -3.5 (-0.34%) | 17.04 | 163 | -11 | 30 | |||||||||
| 10 Jun | 62058.97 | 1062.1 | -162.75 (-13.29%) | 17.92 | 73 | -6 | 41 | |||||||||
| 9 Jun | 62264.81 | 1254.85 | 578.15 (85.44%) | 18.61 | 183 | -39 | 47 | |||||||||
| 8 Jun | 60938.74 | 654.1 | -274 (-29.52%) | 19.52 | 120 | 10 | 86 | |||||||||
| 5 Jun | 61478.62 | 945.1 | 59.75 (6.75%) | 17.98 | 177 | 34 | 76 | |||||||||
| 4 Jun | 61238.06 | 899 | 3.75 (0.42%) | 18.3 | 70 | 1 | 42 | |||||||||
| 3 Jun | 61096.09 | 913.05 | 228.45 (33.37%) | 19.3 | 120 | 12 | 41 | |||||||||
| 2 Jun | 60543.48 | 684.6 | 29.4 (4.49%) | 18.64 | 83 | 1 | 29 | |||||||||
| 1 Jun | 60424.25 | 662.25 | -391.85 (-37.17%) | 18.49 | 41 | 5 | 28 | |||||||||
| 29 May | 61131.26 | 1031.25 | -278.75 (-21.28%) | 18.43 | 245 | 9 | 23 | |||||||||
| 27 May | 61796.59 | 1310 | -210.85 (-13.86%) | 16.75 | 9 | 2 | 14 | |||||||||
| 26 May | 62096.22 | 1560.6 | -545.35 (-25.90%) | 17.48 | 12 | 12 | 12 | |||||||||
| 25 May | 62289.98 | 3352.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 May | 60904.45 | 3352.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 60195.23 | 3352.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 60339.97 | 3352.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 60171.84 | 3352.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 60297.97 | 3352.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 60489.34 | 3352.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 May | 63052.85 | 3352.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 61431.04 | 3352.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 May | 61792.29 | 3352.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 61706.88 | 3352.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 62318.43 | 3352.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 62360.06 | 3352.35 | 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 (0.00%) | - | 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 62000 expiring on 25JUN2026
Delta for 62000 CE is 0.94
Historical price for 62000 CE is as follows
On 12 Jun BANKEX was trading at 63987.80. The strike last trading price was 2250, which was 1185.85 higher than the previous day. The implied volatity was 12.32, the open interest changed by -12 which decreased total open position to 18
On 11 Jun BANKEX was trading at 62158.35. The strike last trading price was 1037.5, which was -3.5 lower than the previous day. The implied volatity was 17.04, the open interest changed by -11 which decreased total open position to 30
On 10 Jun BANKEX was trading at 62058.97. The strike last trading price was 1062.1, which was -162.75 lower than the previous day. The implied volatity was 17.92, the open interest changed by -6 which decreased total open position to 41
On 9 Jun BANKEX was trading at 62264.81. The strike last trading price was 1254.85, which was 578.15 higher than the previous day. The implied volatity was 18.61, the open interest changed by -39 which decreased total open position to 47
On 8 Jun BANKEX was trading at 60938.74. The strike last trading price was 654.1, which was -274 lower than the previous day. The implied volatity was 19.52, the open interest changed by 10 which increased total open position to 86
On 5 Jun BANKEX was trading at 61478.62. The strike last trading price was 945.1, which was 59.75 higher than the previous day. The implied volatity was 17.98, the open interest changed by 34 which increased total open position to 76
On 4 Jun BANKEX was trading at 61238.06. The strike last trading price was 899, which was 3.75 higher than the previous day. The implied volatity was 18.3, the open interest changed by 1 which increased total open position to 42
On 3 Jun BANKEX was trading at 61096.09. The strike last trading price was 913.05, which was 228.45 higher than the previous day. The implied volatity was 19.3, the open interest changed by 12 which increased total open position to 41
On 2 Jun BANKEX was trading at 60543.48. The strike last trading price was 684.6, which was 29.4 higher than the previous day. The implied volatity was 18.64, the open interest changed by 1 which increased total open position to 29
On 1 Jun BANKEX was trading at 60424.25. The strike last trading price was 662.25, which was -391.85 lower than the previous day. The implied volatity was 18.49, the open interest changed by 5 which increased total open position to 28
On 29 May BANKEX was trading at 61131.26. The strike last trading price was 1031.25, which was -278.75 lower than the previous day. The implied volatity was 18.43, 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 1310, which was -210.85 lower than the previous day. The implied volatity was 16.75, the open interest changed by 2 which increased total open position to 14
On 26 May BANKEX was trading at 62096.22. The strike last trading price was 1560.6, which was -545.35 lower than the previous day. The implied volatity was 17.48, the open interest changed by 12 which increased total open position to 12
On 25 May BANKEX was trading at 62289.98. The strike last trading price was 3352.35, 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 3352.35, 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 3352.35, 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 3352.35, 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 3352.35, 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 3352.35, 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 3352.35, 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 3352.35, 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 3352.35, 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 3352.35, 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 3352.35, 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 3352.35, 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 28 Apr BANKEX was trading at 62360.06. The strike last trading price was 3352.35, 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 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 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 (12d) 62000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 32.64
Theta: -23.74
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 63987.80 | 275.9 | -596.7 (-68.38%) | 21.6 | 215 | 27 | 63 |
| 11 Jun | 62158.35 | 872.4 | -60.55 (-6.49%) | 21.87 | 251 | -8 | 36 |
| 10 Jun | 62058.97 | 930.2 | 33.35 (3.72%) | 21.57 | 125 | -15 | 44 |
| 9 Jun | 62264.81 | 876.3 | -698.7 (-44.36%) | 21.71 | 154 | -4 | 59 |
| 8 Jun | 60938.74 | 1574.1 | 357.55 (29.39%) | 20.6 | 42 | 11 | 63 |
| 5 Jun | 61478.62 | 1207.85 | -232.15 (-16.12%) | 19.38 | 176 | -2 | 52 |
| 4 Jun | 61238.06 | 1440 | -38.2 (-2.58%) | 21.15 | 16 | 8 | 54 |
| 3 Jun | 61096.09 | 1428.6 | -403.75 (-22.03%) | 19.03 | 25 | -1 | 46 |
| 2 Jun | 60543.48 | 1847.65 | -55.95 (-2.94%) | 20.31 | 36 | 31 | 47 |
| 1 Jun | 60424.25 | 2013.55 | 609.05 (43.36%) | 21.62 | 36 | 2 | 16 |
| 29 May | 61131.26 | 1387.7 | 228.95 (19.76%) | 17.59 | 179 | 3 | 14 |
| 27 May | 61796.59 | 1136.3 | -5.25 (-0.46%) | 18.39 | 14 | -1 | 11 |
| 26 May | 62096.22 | 1124.55 | -402.45 (-26.36%) | 19.9 | 32 | 12 | 12 |
| 25 May | 62289.98 | 1298.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 60904.45 | 1298.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 60195.23 | 1298.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 60339.97 | 1298.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 60171.84 | 1298.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 60297.97 | 1298.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 60489.34 | 1298.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 63052.85 | 1298.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 61431.04 | 1298.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 May | 61792.29 | 1298.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 61706.88 | 1298.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 Apr | 62318.43 | 1298.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 28 Apr | 62360.06 | 1298.05 | 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 (0.00%) | - | 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 62000 expiring on 25JUN2026
Delta for 62000 PE is -0.19
Historical price for 62000 PE is as follows
On 12 Jun BANKEX was trading at 63987.80. The strike last trading price was 275.9, which was -596.7 lower than the previous day. The implied volatity was 21.6, the open interest changed by 27 which increased total open position to 63
On 11 Jun BANKEX was trading at 62158.35. The strike last trading price was 872.4, which was -60.55 lower than the previous day. The implied volatity was 21.87, the open interest changed by -8 which decreased total open position to 36
On 10 Jun BANKEX was trading at 62058.97. The strike last trading price was 930.2, which was 33.35 higher than the previous day. The implied volatity was 21.57, the open interest changed by -15 which decreased total open position to 44
On 9 Jun BANKEX was trading at 62264.81. The strike last trading price was 876.3, which was -698.7 lower than the previous day. The implied volatity was 21.71, the open interest changed by -4 which decreased total open position to 59
On 8 Jun BANKEX was trading at 60938.74. The strike last trading price was 1574.1, which was 357.55 higher than the previous day. The implied volatity was 20.6, the open interest changed by 11 which increased total open position to 63
On 5 Jun BANKEX was trading at 61478.62. The strike last trading price was 1207.85, which was -232.15 lower than the previous day. The implied volatity was 19.38, the open interest changed by -2 which decreased total open position to 52
On 4 Jun BANKEX was trading at 61238.06. The strike last trading price was 1440, which was -38.2 lower than the previous day. The implied volatity was 21.15, the open interest changed by 8 which increased total open position to 54
On 3 Jun BANKEX was trading at 61096.09. The strike last trading price was 1428.6, which was -403.75 lower than the previous day. The implied volatity was 19.03, the open interest changed by -1 which decreased total open position to 46
On 2 Jun BANKEX was trading at 60543.48. The strike last trading price was 1847.65, which was -55.95 lower than the previous day. The implied volatity was 20.31, the open interest changed by 31 which increased total open position to 47
On 1 Jun BANKEX was trading at 60424.25. The strike last trading price was 2013.55, which was 609.05 higher than the previous day. The implied volatity was 21.62, the open interest changed by 2 which increased total open position to 16
On 29 May BANKEX was trading at 61131.26. The strike last trading price was 1387.7, which was 228.95 higher than the previous day. The implied volatity was 17.59, the open interest changed by 3 which increased total open position to 14
On 27 May BANKEX was trading at 61796.59. The strike last trading price was 1136.3, which was -5.25 lower than the previous day. The implied volatity was 18.39, the open interest changed by -1 which decreased total open position to 11
On 26 May BANKEX was trading at 62096.22. The strike last trading price was 1124.55, which was -402.45 lower than the previous day. The implied volatity was 19.9, the open interest changed by 12 which increased total open position to 12
On 25 May BANKEX was trading at 62289.98. The strike last trading price was 1298.05, 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 1298.05, 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 1298.05, 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 1298.05, 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 1298.05, 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 1298.05, 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 1298.05, 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 1298.05, 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 1298.05, 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 1298.05, 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 1298.05, 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 1298.05, 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 28 Apr BANKEX was trading at 62360.06. The strike last trading price was 1298.05, 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 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 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
