BANKEX
Bank Index
Historical option data for BANKEX
24 Apr 2026 01:36 PM IST
| BANKEX 30-Apr-2026 (6d) 62900 CE | ||||||||||||||||
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Delta: 0.55
Vega: 32.21
Theta: -73.62
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 62984.63 | 890.95 | -206 | 24.32 | 56 | -15 | 48 | |||||||||
| 23 Apr | 63468.51 | 1093.05 | -727.95 | - | 9 | 5 | 63 | |||||||||
| 22 Apr | 64407.85 | 1951.3 | 398.9 | - | 0 | 0 | 58 | |||||||||
| 21 Apr | 64662.55 | 1951.3 | 398.9 | - | 27 | -5 | 58 | |||||||||
| 20 Apr | 63732.77 | 1552.4 | 179.3 | - | 2 | 2 | 63 | |||||||||
| 17 Apr | 63718.35 | 1373.1 | 107.75 | 14.59 | 7 | 7 | 61 | |||||||||
| 16 Apr | 63202.37 | 1523.05 | 273.9 | - | 0 | 0 | 54 | |||||||||
| 15 Apr | 63407.91 | 1523.05 | 273.9 | 21.55 | 15 | 12 | 54 | |||||||||
| 13 Apr | 62666.30 | 1249.15 | -137.25 | 22.5 | 19 | -7 | 42 | |||||||||
| 10 Apr | 62984.89 | 1386.4 | 484.75 | 19.79 | 65 | 12 | 49 | |||||||||
| 9 Apr | 61710.92 | 901.65 | -392.7 | 21.4 | 61 | 6 | 37 | |||||||||
| 8 Apr | 62701.68 | 409.4 | -43.35 | - | 0 | 0 | 31 | |||||||||
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| 7 Apr | 59308.33 | 409.4 | -43.35 | 24.47 | 53 | 17 | 31 | |||||||||
| 6 Apr | 59184.25 | 452.2 | 116.8 | 25.49 | 32 | -4 | 14 | |||||||||
| 2 Apr | 58009.41 | 335.4 | 19.6 | 25.66 | 20 | 4 | 18 | |||||||||
| 1 Apr | 57883.10 | 314.7 | 64.15 | 24.69 | 14 | 14 | 14 | |||||||||
| 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 | 0 | 0 | |||||||||
| 9 Mar | 62940.57 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 62900 expiring on 30APR2026
Delta for 62900 CE is 0.55
Historical price for 62900 CE is as follows
On 24 Apr BANKEX was trading at 62984.63. The strike last trading price was 890.95, which was -206 lower than the previous day. The implied volatity was 24.32, the open interest changed by -15 which decreased total open position to 48
On 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 1093.05, which was -727.95 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 63
On 22 Apr BANKEX was trading at 64407.85. The strike last trading price was 1951.3, which was 398.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 21 Apr BANKEX was trading at 64662.55. The strike last trading price was 1951.3, which was 398.9 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 58
On 20 Apr BANKEX was trading at 63732.77. The strike last trading price was 1552.4, which was 179.3 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 63
On 17 Apr BANKEX was trading at 63718.35. The strike last trading price was 1373.1, which was 107.75 higher than the previous day. The implied volatity was 14.59, the open interest changed by 7 which increased total open position to 61
On 16 Apr BANKEX was trading at 63202.37. The strike last trading price was 1523.05, which was 273.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 15 Apr BANKEX was trading at 63407.91. The strike last trading price was 1523.05, which was 273.9 higher than the previous day. The implied volatity was 21.55, the open interest changed by 12 which increased total open position to 54
On 13 Apr BANKEX was trading at 62666.30. The strike last trading price was 1249.15, which was -137.25 lower than the previous day. The implied volatity was 22.5, the open interest changed by -7 which decreased total open position to 42
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 1386.4, which was 484.75 higher than the previous day. The implied volatity was 19.79, the open interest changed by 12 which increased total open position to 49
On 9 Apr BANKEX was trading at 61710.92. The strike last trading price was 901.65, which was -392.7 lower than the previous day. The implied volatity was 21.4, the open interest changed by 6 which increased total open position to 37
On 8 Apr BANKEX was trading at 62701.68. The strike last trading price was 409.4, which was -43.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 7 Apr BANKEX was trading at 59308.33. The strike last trading price was 409.4, which was -43.35 lower than the previous day. The implied volatity was 24.47, the open interest changed by 17 which increased total open position to 31
On 6 Apr BANKEX was trading at 59184.25. The strike last trading price was 452.2, which was 116.8 higher than the previous day. The implied volatity was 25.49, 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 335.4, which was 19.6 higher than the previous day. The implied volatity was 25.66, the open interest changed by 4 which increased total open position to 18
On 1 Apr BANKEX was trading at 57883.10. The strike last trading price was 314.7, which was 64.15 higher than the previous day. The implied volatity was 24.69, the open interest changed by 14 which increased total open position to 14
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 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
| BANKEX 30-Apr-2026 (6d) 62900 PE | |||||||
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Delta: -0.45
Vega: 32.17
Theta: -47.71
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 62984.63 | 588.2 | 129.6 | 21.02 | 101 | 12 | 80 |
| 23 Apr | 63468.51 | 295 | 0 | - | 0 | 0 | 68 |
| 22 Apr | 64407.85 | 295 | -61.85 | - | 60 | 28 | 68 |
| 21 Apr | 64662.55 | 356.85 | -274.5 | - | 57 | 34 | 40 |
| 20 Apr | 63732.77 | 627.6 | 4.7 | - | 61 | -22 | 6 |
| 17 Apr | 63718.35 | 622.9 | -275.4 | 22.74 | 32 | 5 | 28 |
| 16 Apr | 63202.37 | 925.65 | 74.6 | 23.46 | 47 | 12 | 23 |
| 15 Apr | 63407.91 | 890.25 | -531.15 | 24.25 | 37 | 6 | 11 |
| 13 Apr | 62666.30 | 1421.4 | 207.3 | 27.01 | 2 | 2 | 5 |
| 10 Apr | 62984.89 | 1214.1 | -420.4 | 24.2 | 3 | 3 | 3 |
| 9 Apr | 61710.92 | 1634.5 | 350 | 20.07 | 4 | 0 | 0 |
| 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 | 0 | 0 |
| 9 Mar | 62940.57 | 0 | 0 | - | 0 | 0 | 0 |
For Bank Index - strike price 62900 expiring on 30APR2026
Delta for 62900 PE is -0.45
Historical price for 62900 PE is as follows
On 24 Apr BANKEX was trading at 62984.63. The strike last trading price was 588.2, which was 129.6 higher than the previous day. The implied volatity was 21.02, the open interest changed by 12 which increased total open position to 80
On 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 295, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68
On 22 Apr BANKEX was trading at 64407.85. The strike last trading price was 295, which was -61.85 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 68
On 21 Apr BANKEX was trading at 64662.55. The strike last trading price was 356.85, which was -274.5 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 40
On 20 Apr BANKEX was trading at 63732.77. The strike last trading price was 627.6, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 6
On 17 Apr BANKEX was trading at 63718.35. The strike last trading price was 622.9, which was -275.4 lower than the previous day. The implied volatity was 22.74, the open interest changed by 5 which increased total open position to 28
On 16 Apr BANKEX was trading at 63202.37. The strike last trading price was 925.65, which was 74.6 higher than the previous day. The implied volatity was 23.46, the open interest changed by 12 which increased total open position to 23
On 15 Apr BANKEX was trading at 63407.91. The strike last trading price was 890.25, which was -531.15 lower than the previous day. The implied volatity was 24.25, the open interest changed by 6 which increased total open position to 11
On 13 Apr BANKEX was trading at 62666.30. The strike last trading price was 1421.4, which was 207.3 higher than the previous day. The implied volatity was 27.01, the open interest changed by 2 which increased total open position to 5
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 1214.1, which was -420.4 lower than the previous day. The implied volatity was 24.2, the open interest changed by 3 which increased total open position to 3
On 9 Apr BANKEX was trading at 61710.92. The strike last trading price was 1634.5, which was 350 higher than the previous day. The implied volatity was 20.07, 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 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 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
