BANKEX
Bank Index
Historical option data for BANKEX
24 Apr 2026 01:33 PM IST
| BANKEX 30-Apr-2026 (6d) 62800 CE | ||||||||||||||||
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Delta: 0.57
Vega: 31.96
Theta: -68.84
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 62984.35 | 883.1 | -274.25 | 22.56 | 28 | 2 | 15 | |||||||||
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| 23 Apr | 63468.51 | 1900.05 | 0 | - | 0 | 0 | 13 | |||||||||
| 22 Apr | 64407.85 | 1993.5 | 459.1 | - | 0 | 0 | 13 | |||||||||
| 21 Apr | 64662.55 | 1993.5 | 459.1 | - | 21 | -8 | 13 | |||||||||
| 20 Apr | 63732.77 | 1534.4 | -70.45 | - | 51 | -44 | 21 | |||||||||
| 17 Apr | 63718.35 | 1322.5 | 322.5 | - | 0 | 0 | 65 | |||||||||
| 16 Apr | 63202.37 | 1322.5 | 322.5 | 20.41 | 15 | -14 | 65 | |||||||||
| 15 Apr | 63407.91 | 1000 | -328.7 | 8.6 | 2 | 0 | 79 | |||||||||
| 13 Apr | 62666.30 | 1328.7 | -117.6 | 23.04 | 13 | 1 | 79 | |||||||||
| 10 Apr | 62984.89 | 1444.9 | 477.9 | 19.7 | 115 | 43 | 78 | |||||||||
| 9 Apr | 61710.92 | 967 | -376.9 | 21.88 | 49 | 7 | 35 | |||||||||
| 8 Apr | 62701.68 | 419.75 | -55.85 | - | 0 | 0 | 28 | |||||||||
| 7 Apr | 59308.33 | 419.75 | -55.85 | 24.3 | 50 | 14 | 28 | |||||||||
| 6 Apr | 59184.25 | 475.5 | 122.05 | 25.58 | 24 | -4 | 14 | |||||||||
| 2 Apr | 58009.41 | 353.45 | 23.8 | 25.75 | 19 | 8 | 18 | |||||||||
| 1 Apr | 57883.10 | 333.1 | 72.4 | 24.8 | 10 | 10 | 10 | |||||||||
| 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 | |||||||||
For Bank Index - strike price 62800 expiring on 30APR2026
Delta for 62800 CE is 0.57
Historical price for 62800 CE is as follows
On 24 Apr BANKEX was trading at 62984.35. The strike last trading price was 883.1, which was -274.25 lower than the previous day. The implied volatity was 22.56, the open interest changed by 2 which increased total open position to 15
On 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 1900.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 22 Apr BANKEX was trading at 64407.85. The strike last trading price was 1993.5, which was 459.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 21 Apr BANKEX was trading at 64662.55. The strike last trading price was 1993.5, which was 459.1 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 13
On 20 Apr BANKEX was trading at 63732.77. The strike last trading price was 1534.4, which was -70.45 lower than the previous day. The implied volatity was -, the open interest changed by -44 which decreased total open position to 21
On 17 Apr BANKEX was trading at 63718.35. The strike last trading price was 1322.5, which was 322.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 65
On 16 Apr BANKEX was trading at 63202.37. The strike last trading price was 1322.5, which was 322.5 higher than the previous day. The implied volatity was 20.41, the open interest changed by -14 which decreased total open position to 65
On 15 Apr BANKEX was trading at 63407.91. The strike last trading price was 1000, which was -328.7 lower than the previous day. The implied volatity was 8.6, the open interest changed by 0 which decreased total open position to 79
On 13 Apr BANKEX was trading at 62666.30. The strike last trading price was 1328.7, which was -117.6 lower than the previous day. The implied volatity was 23.04, the open interest changed by 1 which increased total open position to 79
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 1444.9, which was 477.9 higher than the previous day. The implied volatity was 19.7, the open interest changed by 43 which increased total open position to 78
On 9 Apr BANKEX was trading at 61710.92. The strike last trading price was 967, which was -376.9 lower than the previous day. The implied volatity was 21.88, the open interest changed by 7 which increased total open position to 35
On 8 Apr BANKEX was trading at 62701.68. The strike last trading price was 419.75, which was -55.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 7 Apr BANKEX was trading at 59308.33. The strike last trading price was 419.75, which was -55.85 lower than the previous day. The implied volatity was 24.3, the open interest changed by 14 which increased total open position to 28
On 6 Apr BANKEX was trading at 59184.25. The strike last trading price was 475.5, which was 122.05 higher than the previous day. The implied volatity was 25.58, the open interest changed by -4 which decreased total open position to 14
On 2 Apr BANKEX was trading at 58009.41. The strike last trading price was 353.45, which was 23.8 higher than the previous day. The implied volatity was 25.75, the open interest changed by 8 which increased total open position to 18
On 1 Apr BANKEX was trading at 57883.10. The strike last trading price was 333.1, which was 72.4 higher than the previous day. The implied volatity was 24.8, the open interest changed by 10 which increased total open position to 10
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
| BANKEX 30-Apr-2026 (6d) 62800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 31.91
Theta: -48.73
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 62984.35 | 559.4 | 105.95 | 21.45 | 103 | 3 | 72 |
| 23 Apr | 63468.51 | 453.45 | 160.45 | - | 3 | 0 | 69 |
| 22 Apr | 64407.85 | 293 | -61 | - | 67 | 23 | 69 |
| 21 Apr | 64662.55 | 354 | -245.1 | - | 26 | 10 | 46 |
| 20 Apr | 63732.77 | 596 | -7.3 | - | 92 | -7 | 36 |
| 17 Apr | 63718.35 | 603.3 | -250.75 | 22.71 | 42 | 12 | 43 |
| 16 Apr | 63202.37 | 909.65 | 81.65 | 24.02 | 52 | 16 | 31 |
| 15 Apr | 63407.91 | 854.45 | -75.15 | 24.34 | 31 | 11 | 15 |
| 13 Apr | 62666.30 | 929.6 | -232.4 | 18.79 | 1 | -1 | 4 |
| 10 Apr | 62984.89 | 1162 | -378.55 | 24.08 | 7 | 3 | 5 |
| 9 Apr | 61710.92 | 1540.55 | 306.2 | 19.21 | 2 | 2 | 2 |
| 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 |
For Bank Index - strike price 62800 expiring on 30APR2026
Delta for 62800 PE is -0.43
Historical price for 62800 PE is as follows
On 24 Apr BANKEX was trading at 62984.35. The strike last trading price was 559.4, which was 105.95 higher than the previous day. The implied volatity was 21.45, the open interest changed by 3 which increased total open position to 72
On 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 453.45, which was 160.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69
On 22 Apr BANKEX was trading at 64407.85. The strike last trading price was 293, which was -61 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 69
On 21 Apr BANKEX was trading at 64662.55. The strike last trading price was 354, which was -245.1 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 46
On 20 Apr BANKEX was trading at 63732.77. The strike last trading price was 596, which was -7.3 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 36
On 17 Apr BANKEX was trading at 63718.35. The strike last trading price was 603.3, which was -250.75 lower than the previous day. The implied volatity was 22.71, the open interest changed by 12 which increased total open position to 43
On 16 Apr BANKEX was trading at 63202.37. The strike last trading price was 909.65, which was 81.65 higher than the previous day. The implied volatity was 24.02, the open interest changed by 16 which increased total open position to 31
On 15 Apr BANKEX was trading at 63407.91. The strike last trading price was 854.45, which was -75.15 lower than the previous day. The implied volatity was 24.34, the open interest changed by 11 which increased total open position to 15
On 13 Apr BANKEX was trading at 62666.30. The strike last trading price was 929.6, which was -232.4 lower than the previous day. The implied volatity was 18.79, the open interest changed by -1 which decreased total open position to 4
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 1162, which was -378.55 lower than the previous day. The implied volatity was 24.08, the open interest changed by 3 which increased total open position to 5
On 9 Apr BANKEX was trading at 61710.92. The strike last trading price was 1540.55, which was 306.2 higher than the previous day. The implied volatity was 19.21, the open interest changed by 2 which increased total open position to 2
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
