BANKEX
Bank Index
Historical option data for BANKEX
17 Mar 2026 04:11 PM IST
| BANKEX 25-MAR-2026 63000 CE | ||||||||||||||||
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Delta: 0.27
Vega: 30.21
Theta: -45.44
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Mar | 61663.81 | 322.95 | -0.35 | 21.69 | 143 | 7 | 49 | |||||||||
| 16 Mar | 61116.31 | 303.25 | -21.65 | 25.05 | 163 | 6 | 42 | |||||||||
| 13 Mar | 60462.88 | 330 | -450.7 | 25.47 | 102 | -9 | 36 | |||||||||
| 12 Mar | 61976.68 | 783.3 | -321 | 23.77 | 69 | 14 | 45 | |||||||||
| 11 Mar | 62708.66 | 1058 | -838.2 | 22.1 | 124 | 25 | 31 | |||||||||
| 10 Mar | 64028.06 | 1896.2 | 342.85 | 20.32 | 4 | 0 | 6 | |||||||||
| 9 Mar | 62940.57 | 1575.8 | -938 | 27.71 | 6 | 6 | 6 | |||||||||
| 6 Mar | 64991.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 66410.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 63000 expiring on 25MAR2026
Delta for 63000 CE is 0.27
Historical price for 63000 CE is as follows
On 17 Mar BANKEX was trading at 61663.81. The strike last trading price was 322.95, which was -0.35 lower than the previous day. The implied volatity was 21.69, the open interest changed by 7 which increased total open position to 49
On 16 Mar BANKEX was trading at 61116.31. The strike last trading price was 303.25, which was -21.65 lower than the previous day. The implied volatity was 25.05, the open interest changed by 6 which increased total open position to 42
On 13 Mar BANKEX was trading at 60462.88. The strike last trading price was 330, which was -450.7 lower than the previous day. The implied volatity was 25.47, the open interest changed by -9 which decreased total open position to 36
On 12 Mar BANKEX was trading at 61976.68. The strike last trading price was 783.3, which was -321 lower than the previous day. The implied volatity was 23.77, the open interest changed by 14 which increased total open position to 45
On 11 Mar BANKEX was trading at 62708.66. The strike last trading price was 1058, which was -838.2 lower than the previous day. The implied volatity was 22.1, the open interest changed by 25 which increased total open position to 31
On 10 Mar BANKEX was trading at 64028.06. The strike last trading price was 1896.2, which was 342.85 higher than the previous day. The implied volatity was 20.32, the open interest changed by 0 which decreased total open position to 6
On 9 Mar BANKEX was trading at 62940.57. The strike last trading price was 1575.8, which was -938 lower than the previous day. The implied volatity was 27.71, the open interest changed by 6 which increased total open position to 6
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 63000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Mar | 61663.81 | 2600 | 1019.8 | - | 0 | 0 | 71 |
| 16 Mar | 61116.31 | 2600 | 1019.8 | - | 0 | 0 | 71 |
| 13 Mar | 60462.88 | 2600 | 1019.8 | 23.85 | 6 | -6 | 71 |
| 12 Mar | 61976.68 | 1587.25 | 350.95 | 25.06 | 89 | -23 | 77 |
| 11 Mar | 62708.66 | 1290.95 | 613.1 | 25.19 | 408 | 59 | 100 |
| 10 Mar | 64028.06 | 630 | -747.95 | 23.15 | 72 | 27 | 41 |
| 9 Mar | 62940.57 | 1347.2 | 1004.7 | 28.06 | 30 | 14 | 14 |
| 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 63000 expiring on 25MAR2026
Delta for 63000 PE is -
Historical price for 63000 PE is as follows
On 17 Mar BANKEX was trading at 61663.81. The strike last trading price was 2600, which was 1019.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71
On 16 Mar BANKEX was trading at 61116.31. The strike last trading price was 2600, which was 1019.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71
On 13 Mar BANKEX was trading at 60462.88. The strike last trading price was 2600, which was 1019.8 higher than the previous day. The implied volatity was 23.85, the open interest changed by -6 which decreased total open position to 71
On 12 Mar BANKEX was trading at 61976.68. The strike last trading price was 1587.25, which was 350.95 higher than the previous day. The implied volatity was 25.06, the open interest changed by -23 which decreased total open position to 77
On 11 Mar BANKEX was trading at 62708.66. The strike last trading price was 1290.95, which was 613.1 higher than the previous day. The implied volatity was 25.19, the open interest changed by 59 which increased total open position to 100
On 10 Mar BANKEX was trading at 64028.06. The strike last trading price was 630, which was -747.95 lower than the previous day. The implied volatity was 23.15, the open interest changed by 27 which increased total open position to 41
On 9 Mar BANKEX was trading at 62940.57. The strike last trading price was 1347.2, which was 1004.7 higher than the previous day. The implied volatity was 28.06, the open interest changed by 14 which increased total open position to 14
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
