BANKEX
Bank Index
Historical option data for BANKEX
24 Apr 2026 01:35 PM IST
| BANKEX 30-Apr-2026 (6d) 62500 CE | ||||||||||||||||
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Delta: 0.63
Vega: 30.81
Theta: -69.6
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 62960.84 | 1075 | -566.55 | 23.33 | 1 | 0 | 34 | |||||||||
| 23 Apr | 63468.51 | 1641.55 | -510 | - | 2 | 0 | 34 | |||||||||
| 22 Apr | 64407.85 | 2151.55 | -74 | - | 2 | 0 | 34 | |||||||||
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| 21 Apr | 64662.55 | 2225.55 | 200.3 | - | 5 | -3 | 34 | |||||||||
| 20 Apr | 63732.77 | 2025.25 | 412.05 | - | 24 | 0 | 37 | |||||||||
| 17 Apr | 63718.35 | 1613.2 | 112.8 | 12.47 | 8 | 0 | 37 | |||||||||
| 16 Apr | 63202.37 | 1778.8 | 258.3 | - | 0 | 0 | 37 | |||||||||
| 15 Apr | 63407.91 | 1778.8 | 258.3 | 21.66 | 7 | -3 | 37 | |||||||||
| 13 Apr | 62666.30 | 1520.5 | -100.2 | 23.67 | 68 | -19 | 40 | |||||||||
| 10 Apr | 62984.89 | 1631.1 | 503.45 | 19.91 | 74 | -5 | 59 | |||||||||
| 9 Apr | 61710.92 | 1127.65 | -372.25 | 22.46 | 108 | 42 | 64 | |||||||||
| 8 Apr | 62701.68 | 491.15 | -64.65 | - | 0 | 0 | 22 | |||||||||
| 7 Apr | 59308.33 | 491.15 | -64.65 | 24.47 | 40 | 0 | 22 | |||||||||
| 6 Apr | 59184.25 | 562.1 | 159.25 | 26.07 | 37 | 4 | 22 | |||||||||
| 2 Apr | 58009.41 | 406.8 | 28.85 | 25.9 | 63 | 10 | 18 | |||||||||
| 1 Apr | 57883.10 | 379.6 | 86.35 | 25.03 | 8 | 8 | 8 | |||||||||
| 13 Mar | 60462.88 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 61976.68 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 62708.66 | 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 62500 expiring on 30APR2026
Delta for 62500 CE is 0.63
Historical price for 62500 CE is as follows
On 24 Apr BANKEX was trading at 62960.84. The strike last trading price was 1075, which was -566.55 lower than the previous day. The implied volatity was 23.33, the open interest changed by 0 which decreased total open position to 34
On 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 1641.55, which was -510 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 22 Apr BANKEX was trading at 64407.85. The strike last trading price was 2151.55, which was -74 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 21 Apr BANKEX was trading at 64662.55. The strike last trading price was 2225.55, which was 200.3 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 34
On 20 Apr BANKEX was trading at 63732.77. The strike last trading price was 2025.25, which was 412.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 17 Apr BANKEX was trading at 63718.35. The strike last trading price was 1613.2, which was 112.8 higher than the previous day. The implied volatity was 12.47, the open interest changed by 0 which decreased total open position to 37
On 16 Apr BANKEX was trading at 63202.37. The strike last trading price was 1778.8, which was 258.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 15 Apr BANKEX was trading at 63407.91. The strike last trading price was 1778.8, which was 258.3 higher than the previous day. The implied volatity was 21.66, the open interest changed by -3 which decreased total open position to 37
On 13 Apr BANKEX was trading at 62666.30. The strike last trading price was 1520.5, which was -100.2 lower than the previous day. The implied volatity was 23.67, the open interest changed by -19 which decreased total open position to 40
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 1631.1, which was 503.45 higher than the previous day. The implied volatity was 19.91, the open interest changed by -5 which decreased total open position to 59
On 9 Apr BANKEX was trading at 61710.92. The strike last trading price was 1127.65, which was -372.25 lower than the previous day. The implied volatity was 22.46, the open interest changed by 42 which increased total open position to 64
On 8 Apr BANKEX was trading at 62701.68. The strike last trading price was 491.15, which was -64.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 7 Apr BANKEX was trading at 59308.33. The strike last trading price was 491.15, which was -64.65 lower than the previous day. The implied volatity was 24.47, the open interest changed by 0 which decreased total open position to 22
On 6 Apr BANKEX was trading at 59184.25. The strike last trading price was 562.1, which was 159.25 higher than the previous day. The implied volatity was 26.07, the open interest changed by 4 which increased total open position to 22
On 2 Apr BANKEX was trading at 58009.41. The strike last trading price was 406.8, which was 28.85 higher than the previous day. The implied volatity was 25.9, the open interest changed by 10 which increased total open position to 18
On 1 Apr BANKEX was trading at 57883.10. The strike last trading price was 379.6, which was 86.35 higher than the previous day. The implied volatity was 25.03, the open interest changed by 8 which increased total open position to 8
On 13 Mar BANKEX was trading at 60462.88. 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 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 11 Mar BANKEX was trading at 62708.66. 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 (6d) 62500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 30.6
Theta: -47.9
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 62960.84 | 449 | 137.4 | 21.6 | 141 | 28 | 98 |
| 23 Apr | 63468.51 | 311.6 | 69.85 | - | 4 | -2 | 70 |
| 22 Apr | 64407.85 | 241.75 | -88.25 | - | 65 | 61 | 72 |
| 21 Apr | 64662.55 | 330 | -184 | - | 20 | 4 | 11 |
| 20 Apr | 63732.77 | 516.85 | -15.8 | - | 36 | -6 | 7 |
| 17 Apr | 63718.35 | 532.65 | -179.65 | 23.7 | 41 | 1 | 13 |
| 16 Apr | 63202.37 | 712.3 | -60.5 | 22.43 | 25 | 1 | 12 |
| 15 Apr | 63407.91 | 772.8 | -442.6 | 25.02 | 11 | -4 | 11 |
| 13 Apr | 62666.30 | 1215.4 | 241.3 | 26.75 | 43 | -20 | 15 |
| 10 Apr | 62984.89 | 996 | -641.6 | 23.45 | 40 | -10 | 35 |
| 9 Apr | 61710.92 | 1622.3 | 530.95 | 23.6 | 93 | 45 | 45 |
| 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 |
| 13 Mar | 60462.88 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 61976.68 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 62708.66 | 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 62500 expiring on 30APR2026
Delta for 62500 PE is -0.37
Historical price for 62500 PE is as follows
On 24 Apr BANKEX was trading at 62960.84. The strike last trading price was 449, which was 137.4 higher than the previous day. The implied volatity was 21.6, the open interest changed by 28 which increased total open position to 98
On 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 311.6, which was 69.85 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 70
On 22 Apr BANKEX was trading at 64407.85. The strike last trading price was 241.75, which was -88.25 lower than the previous day. The implied volatity was -, the open interest changed by 61 which increased total open position to 72
On 21 Apr BANKEX was trading at 64662.55. The strike last trading price was 330, which was -184 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 11
On 20 Apr BANKEX was trading at 63732.77. The strike last trading price was 516.85, which was -15.8 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 7
On 17 Apr BANKEX was trading at 63718.35. The strike last trading price was 532.65, which was -179.65 lower than the previous day. The implied volatity was 23.7, the open interest changed by 1 which increased total open position to 13
On 16 Apr BANKEX was trading at 63202.37. The strike last trading price was 712.3, which was -60.5 lower than the previous day. The implied volatity was 22.43, the open interest changed by 1 which increased total open position to 12
On 15 Apr BANKEX was trading at 63407.91. The strike last trading price was 772.8, which was -442.6 lower than the previous day. The implied volatity was 25.02, the open interest changed by -4 which decreased total open position to 11
On 13 Apr BANKEX was trading at 62666.30. The strike last trading price was 1215.4, which was 241.3 higher than the previous day. The implied volatity was 26.75, the open interest changed by -20 which decreased total open position to 15
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 996, which was -641.6 lower than the previous day. The implied volatity was 23.45, the open interest changed by -10 which decreased total open position to 35
On 9 Apr BANKEX was trading at 61710.92. The strike last trading price was 1622.3, which was 530.95 higher than the previous day. The implied volatity was 23.6, the open interest changed by 45 which increased total open position to 45
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 13 Mar BANKEX was trading at 60462.88. 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 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 11 Mar BANKEX was trading at 62708.66. 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
