BANKEX
Bank Index
Historical option data for BANKEX
07 May 2026 01:07 PM IST
| BANKEX 27-May-2026 (20d) 62500 CE | ||||||||||||||||
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Delta: 0.71
Vega: 50.69
Theta: -28.46
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 63201.43 | 1400.25 | -292.05 (-17.26%) | 13.11 | 4 | 0 | 13 | |||||||||
| 6 May | 63052.85 | 1667 | 815.75 (95.83%) | 19.28 | 61 | 9 | 13 | |||||||||
| 5 May | 61431.04 | 845 | -167.1 (-16.51%) | 19.16 | 9 | 4 | 4 | |||||||||
| 4 May | 61792.29 | 2331.5 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 61706.88 | 2331.5 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 62318.43 | 2331.5 | 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 | |||||||||
| 19 Mar | 60133.14 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 62197.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 60462.88 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 61976.68 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 62708.66 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 64028.06 | - | - | - | 0 | 0 | 0 | |||||||||
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| 9 Mar | 62940.57 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 65997.21 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 67324.82 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 62500 expiring on 27MAY2026
Delta for 62500 CE is 0.71
Historical price for 62500 CE is as follows
On 7 May BANKEX was trading at 63201.43. The strike last trading price was 1400.25, which was -292.05 lower than the previous day. The implied volatity was 13.11, the open interest changed by 0 which decreased total open position to 13
On 6 May BANKEX was trading at 63052.85. The strike last trading price was 1667, which was 815.75 higher than the previous day. The implied volatity was 19.28, the open interest changed by 9 which increased total open position to 13
On 5 May BANKEX was trading at 61431.04. The strike last trading price was 845, which was -167.1 lower than the previous day. The implied volatity was 19.16, the open interest changed by 4 which increased total open position to 4
On 4 May BANKEX was trading at 61792.29. The strike last trading price was 2331.5, 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 2331.5, 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 2331.5, 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
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 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 27-May-2026 (20d) 62500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 55.49
Theta: -21.93
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 63201.43 | 769.35 | -547.7 (-41.59%) | 20.57 | 4 | 0 | 10 |
| 6 May | 63052.85 | 1317.05 | -432.45 (-24.72%) | 28.97 | 10 | 10 | 10 |
| 5 May | 61431.04 | 1549.65 | 116.7 (8.14%) | - | 0 | 0 | 0 |
| 4 May | 61792.29 | 1549.65 | 116.7 (8.14%) | 22.35 | 2 | -2 | 0 |
| 30 Apr | 61706.88 | 876 | -879.35 (-50.10%) | - | 0 | 0 | 2 |
| 29 Apr | 62318.43 | 876 | -879.35 (-50.10%) | - | 2 | 2 | 2 |
| 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 |
| 19 Mar | 60133.14 | - | - | - | 0 | 0 | 0 |
| 18 Mar | 62197.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 Mar | 60462.88 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 61976.68 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 Mar | 62708.66 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Mar | 64028.06 | - | - | - | 0 | 0 | 0 |
| 9 Mar | 62940.57 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 Mar | 65997.21 | - | - | - | 0 | 0 | 0 |
| 2 Mar | 67324.82 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Bank Index - strike price 62500 expiring on 27MAY2026
Delta for 62500 PE is -0.36
Historical price for 62500 PE is as follows
On 7 May BANKEX was trading at 63201.43. The strike last trading price was 769.35, which was -547.7 lower than the previous day. The implied volatity was 20.57, the open interest changed by 0 which decreased total open position to 10
On 6 May BANKEX was trading at 63052.85. The strike last trading price was 1317.05, which was -432.45 lower than the previous day. The implied volatity was 28.97, the open interest changed by 10 which increased total open position to 10
On 5 May BANKEX was trading at 61431.04. The strike last trading price was 1549.65, which was 116.7 higher 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 1549.65, which was 116.7 higher than the previous day. The implied volatity was 22.35, the open interest changed by -2 which decreased total open position to 0
On 30 Apr BANKEX was trading at 61706.88. The strike last trading price was 876, which was -879.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 Apr BANKEX was trading at 62318.43. The strike last trading price was 876, which was -879.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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
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 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
