BANKEX
Bank Index
Historical option data for BANKEX
24 Apr 2026 01:33 PM IST
| BANKEX 30-Apr-2026 (6d) 63100 CE | ||||||||||||||||
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Delta: 0.5
Vega: 32.43
Theta: -67.73
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 62984.35 | 715 | -298.85 | 22.22 | 60 | 9 | 20 | |||||||||
| 23 Apr | 63468.51 | 1013.85 | -653.65 | - | 15 | 3 | 11 | |||||||||
| 22 Apr | 64407.85 | 1351.6 | 73.05 | - | 0 | 0 | 8 | |||||||||
| 21 Apr | 64662.55 | 1351.6 | 73.05 | - | 0 | 0 | 8 | |||||||||
| 20 Apr | 63732.77 | 1351.6 | 73.05 | - | 52 | -45 | 8 | |||||||||
| 17 Apr | 63718.35 | 1278.55 | 49.95 | 15.71 | 17 | 8 | 53 | |||||||||
| 16 Apr | 63202.37 | 1228.6 | -167.75 | 21.92 | 6 | -3 | 45 | |||||||||
| 15 Apr | 63407.91 | 1396.35 | 171.75 | 21.35 | 8 | 6 | 48 | |||||||||
| 13 Apr | 62666.30 | 1224.6 | -43.6 | 23.84 | 16 | -6 | 42 | |||||||||
| 10 Apr | 62984.89 | 1282.8 | 452.3 | 19.84 | 38 | 18 | 48 | |||||||||
| 9 Apr | 61710.92 | 812.05 | -386.85 | 21.22 | 61 | 8 | 30 | |||||||||
| 8 Apr | 62701.68 | 358.4 | -174.4 | - | 0 | 0 | 22 | |||||||||
| 7 Apr | 59308.33 | 358.4 | -174.4 | 24.1 | 64 | 14 | 22 | |||||||||
| 6 Apr | 59184.25 | 172.25 | -196.2 | - | 0 | 0 | 8 | |||||||||
| 2 Apr | 58009.41 | 172.25 | -196.2 | 21.61 | 8 | 8 | 8 | |||||||||
| 1 Apr | 57883.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 61976.68 | - | - | - | 0 | 0 | 0 | |||||||||
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| 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 63100 expiring on 30APR2026
Delta for 63100 CE is 0.5
Historical price for 63100 CE is as follows
On 24 Apr BANKEX was trading at 62984.35. The strike last trading price was 715, which was -298.85 lower than the previous day. The implied volatity was 22.22, the open interest changed by 9 which increased total open position to 20
On 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 1013.85, which was -653.65 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 11
On 22 Apr BANKEX was trading at 64407.85. The strike last trading price was 1351.6, which was 73.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 21 Apr BANKEX was trading at 64662.55. The strike last trading price was 1351.6, which was 73.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 20 Apr BANKEX was trading at 63732.77. The strike last trading price was 1351.6, which was 73.05 higher than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 8
On 17 Apr BANKEX was trading at 63718.35. The strike last trading price was 1278.55, which was 49.95 higher than the previous day. The implied volatity was 15.71, the open interest changed by 8 which increased total open position to 53
On 16 Apr BANKEX was trading at 63202.37. The strike last trading price was 1228.6, which was -167.75 lower than the previous day. The implied volatity was 21.92, the open interest changed by -3 which decreased total open position to 45
On 15 Apr BANKEX was trading at 63407.91. The strike last trading price was 1396.35, which was 171.75 higher than the previous day. The implied volatity was 21.35, the open interest changed by 6 which increased total open position to 48
On 13 Apr BANKEX was trading at 62666.30. The strike last trading price was 1224.6, which was -43.6 lower than the previous day. The implied volatity was 23.84, the open interest changed by -6 which decreased total open position to 42
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 1282.8, which was 452.3 higher than the previous day. The implied volatity was 19.84, the open interest changed by 18 which increased total open position to 48
On 9 Apr BANKEX was trading at 61710.92. The strike last trading price was 812.05, which was -386.85 lower than the previous day. The implied volatity was 21.22, the open interest changed by 8 which increased total open position to 30
On 8 Apr BANKEX was trading at 62701.68. The strike last trading price was 358.4, which was -174.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 7 Apr BANKEX was trading at 59308.33. The strike last trading price was 358.4, which was -174.4 lower than the previous day. The implied volatity was 24.1, the open interest changed by 14 which increased total open position to 22
On 6 Apr BANKEX was trading at 59184.25. The strike last trading price was 172.25, which was -196.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 2 Apr BANKEX was trading at 58009.41. The strike last trading price was 172.25, which was -196.2 lower than the previous day. The implied volatity was 21.61, the open interest changed by 8 which increased total open position to 8
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 12 Mar BANKEX was trading at 61976.68. 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 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) 63100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.5
Vega: 32.43
Theta: -44.12
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 62984.35 | 648.85 | 84.5 | 19.83 | 125 | 8 | 40 |
| 23 Apr | 63468.51 | 560.95 | 178.9 | - | 111 | 4 | 32 |
| 22 Apr | 64407.85 | 382.05 | -21.8 | - | 68 | 6 | 28 |
| 21 Apr | 64662.55 | 403.85 | -288.5 | - | 54 | 0 | 22 |
| 20 Apr | 63732.77 | 691.55 | 0.15 | - | 75 | -16 | 22 |
| 17 Apr | 63718.35 | 691.4 | -279.05 | 22.65 | 45 | 13 | 38 |
| 16 Apr | 63202.37 | 1021.85 | 80.9 | 23.57 | 36 | 16 | 25 |
| 15 Apr | 63407.91 | 940.95 | -570.25 | 23.57 | 27 | -1 | 9 |
| 13 Apr | 62666.30 | 1511.2 | 194.9 | 26.78 | 4 | 4 | 10 |
| 10 Apr | 62984.89 | 1316.3 | -619.35 | 24.44 | 22 | 6 | 6 |
| 9 Apr | 61710.92 | 0 | 0 | - | 0 | 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 |
| 12 Mar | 61976.68 | - | - | - | 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 63100 expiring on 30APR2026
Delta for 63100 PE is -0.5
Historical price for 63100 PE is as follows
On 24 Apr BANKEX was trading at 62984.35. The strike last trading price was 648.85, which was 84.5 higher than the previous day. The implied volatity was 19.83, the open interest changed by 8 which increased total open position to 40
On 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 560.95, which was 178.9 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 32
On 22 Apr BANKEX was trading at 64407.85. The strike last trading price was 382.05, which was -21.8 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 28
On 21 Apr BANKEX was trading at 64662.55. The strike last trading price was 403.85, which was -288.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 20 Apr BANKEX was trading at 63732.77. The strike last trading price was 691.55, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 22
On 17 Apr BANKEX was trading at 63718.35. The strike last trading price was 691.4, which was -279.05 lower than the previous day. The implied volatity was 22.65, the open interest changed by 13 which increased total open position to 38
On 16 Apr BANKEX was trading at 63202.37. The strike last trading price was 1021.85, which was 80.9 higher than the previous day. The implied volatity was 23.57, the open interest changed by 16 which increased total open position to 25
On 15 Apr BANKEX was trading at 63407.91. The strike last trading price was 940.95, which was -570.25 lower than the previous day. The implied volatity was 23.57, the open interest changed by -1 which decreased total open position to 9
On 13 Apr BANKEX was trading at 62666.30. The strike last trading price was 1511.2, which was 194.9 higher than the previous day. The implied volatity was 26.78, the open interest changed by 4 which increased total open position to 10
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 1316.3, which was -619.35 lower than the previous day. The implied volatity was 24.44, the open interest changed by 6 which increased total open position to 6
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 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 12 Mar BANKEX was trading at 61976.68. 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 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
