BANKEX
Bank Index
Historical option data for BANKEX
19 Mar 2026 04:11 PM IST
| BANKEX 25-MAR-2026 62900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.1
Vega: 13.81
Theta: -32.08
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Mar | 60133.14 | 98.25 | -310.75 | 26.39 | 82 | 22 | 94 | |||||||||
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| 18 Mar | 62197.20 | 405.6 | 54.5 | 18.82 | 121 | 10 | 72 | |||||||||
| 17 Mar | 61663.81 | 346.45 | -3.75 | 21.77 | 101 | 16 | 62 | |||||||||
| 16 Mar | 61116.31 | 334.05 | -2.7 | 25.09 | 128 | 23 | 46 | |||||||||
| 13 Mar | 60462.88 | 328.35 | -449.95 | 24.71 | 51 | 14 | 23 | |||||||||
| 12 Mar | 61976.68 | 778.3 | -362.5 | 22.77 | 22 | -3 | 9 | |||||||||
| 11 Mar | 62708.66 | 1111.9 | -856.3 | 22.85 | 57 | 12 | 12 | |||||||||
| 10 Mar | 64028.06 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 62940.57 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 64991.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 66410.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 65997.21 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 67324.82 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 68139.54 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 62900 expiring on 25MAR2026
Delta for 62900 CE is 0.1
Historical price for 62900 CE is as follows
On 19 Mar BANKEX was trading at 60133.14. The strike last trading price was 98.25, which was -310.75 lower than the previous day. The implied volatity was 26.39, the open interest changed by 22 which increased total open position to 94
On 18 Mar BANKEX was trading at 62197.20. The strike last trading price was 405.6, which was 54.5 higher than the previous day. The implied volatity was 18.82, the open interest changed by 10 which increased total open position to 72
On 17 Mar BANKEX was trading at 61663.81. The strike last trading price was 346.45, which was -3.75 lower than the previous day. The implied volatity was 21.77, the open interest changed by 16 which increased total open position to 62
On 16 Mar BANKEX was trading at 61116.31. The strike last trading price was 334.05, which was -2.7 lower than the previous day. The implied volatity was 25.09, the open interest changed by 23 which increased total open position to 46
On 13 Mar BANKEX was trading at 60462.88. The strike last trading price was 328.35, which was -449.95 lower than the previous day. The implied volatity was 24.71, the open interest changed by 14 which increased total open position to 23
On 12 Mar BANKEX was trading at 61976.68. The strike last trading price was 778.3, which was -362.5 lower than the previous day. The implied volatity was 22.77, the open interest changed by -3 which decreased total open position to 9
On 11 Mar BANKEX was trading at 62708.66. The strike last trading price was 1111.9, which was -856.3 lower than the previous day. The implied volatity was 22.85, the open interest changed by 12 which increased total open position to 12
On 10 Mar BANKEX was trading at 64028.06. 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 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 6 Mar BANKEX was trading at 64991.19. 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 5 Mar BANKEX was trading at 66410.80. 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 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 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
On 27 Feb BANKEX was trading at 68139.54. 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 25MAR2026 62900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Mar | 60133.14 | 1072.25 | -541.15 | - | 0 | 0 | 26 |
| 18 Mar | 62197.20 | 1072.25 | -541.15 | 21.88 | 118 | -1 | 26 |
| 17 Mar | 61663.81 | 1463.9 | 263.15 | - | 0 | 0 | 27 |
| 16 Mar | 61116.31 | 1463.9 | 263.15 | - | 0 | 0 | 27 |
| 13 Mar | 60462.88 | 1463.9 | 263.15 | - | 223 | 0 | 27 |
| 12 Mar | 61976.68 | 1463.9 | 263.15 | 23.66 | 223 | 13 | 27 |
| 11 Mar | 62708.66 | 1275.05 | 633.75 | 26.54 | 80 | -13 | 14 |
| 10 Mar | 64028.06 | 641.3 | -654.6 | 24.47 | 25 | 11 | 27 |
| 9 Mar | 62940.57 | 1283.55 | 962.75 | 27.57 | 32 | 16 | 16 |
| 6 Mar | 64991.19 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 66410.80 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 65997.21 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 67324.82 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 68139.54 | 0 | 0 | - | 0 | 0 | 0 |
For Bank Index - strike price 62900 expiring on 25MAR2026
Delta for 62900 PE is -
Historical price for 62900 PE is as follows
On 19 Mar BANKEX was trading at 60133.14. The strike last trading price was 1072.25, which was -541.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 18 Mar BANKEX was trading at 62197.20. The strike last trading price was 1072.25, which was -541.15 lower than the previous day. The implied volatity was 21.88, the open interest changed by -1 which decreased total open position to 26
On 17 Mar BANKEX was trading at 61663.81. The strike last trading price was 1463.9, which was 263.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 16 Mar BANKEX was trading at 61116.31. The strike last trading price was 1463.9, which was 263.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 13 Mar BANKEX was trading at 60462.88. The strike last trading price was 1463.9, which was 263.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 12 Mar BANKEX was trading at 61976.68. The strike last trading price was 1463.9, which was 263.15 higher than the previous day. The implied volatity was 23.66, the open interest changed by 13 which increased total open position to 27
On 11 Mar BANKEX was trading at 62708.66. The strike last trading price was 1275.05, which was 633.75 higher than the previous day. The implied volatity was 26.54, the open interest changed by -13 which decreased total open position to 14
On 10 Mar BANKEX was trading at 64028.06. The strike last trading price was 641.3, which was -654.6 lower than the previous day. The implied volatity was 24.47, the open interest changed by 11 which increased total open position to 27
On 9 Mar BANKEX was trading at 62940.57. The strike last trading price was 1283.55, which was 962.75 higher than the previous day. The implied volatity was 27.57, the open interest changed by 16 which increased total open position to 16
On 6 Mar BANKEX was trading at 64991.19. 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 5 Mar BANKEX was trading at 66410.80. 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 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 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
On 27 Feb BANKEX was trading at 68139.54. 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
