BANKEX
Bank Index
Historical option data for BANKEX
24 Apr 2026 01:35 PM IST
| BANKEX 30-Apr-2026 (6d) 63400 CE | ||||||||||||||||
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Delta: 0.43
Vega: 31.95
Theta: -65.37
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 62960.84 | 563.85 | -232.75 | 22.1 | 96 | -19 | 21 | |||||||||
| 23 Apr | 63468.51 | 807.2 | -642.25 | - | 68 | 33 | 40 | |||||||||
| 22 Apr | 64407.85 | 1146.2 | -94.3 | - | 0 | 0 | 7 | |||||||||
| 21 Apr | 64662.55 | 1146.2 | -94.3 | - | 0 | 0 | 7 | |||||||||
| 20 Apr | 63732.77 | 1146.2 | -94.3 | - | 44 | -11 | 7 | |||||||||
| 17 Apr | 63718.35 | 1240 | 222.65 | 19.75 | 39 | 1 | 18 | |||||||||
| 16 Apr | 63202.37 | 1026.35 | -155.75 | 20.92 | 32 | -6 | 17 | |||||||||
| 15 Apr | 63407.91 | 1174.1 | 105.9 | 20.22 | 72 | -6 | 23 | |||||||||
| 13 Apr | 62666.30 | 1068.2 | -54.5 | 23.46 | 8 | -6 | 29 | |||||||||
| 10 Apr | 62984.89 | 1122.7 | 422.3 | 19.54 | 35 | 13 | 35 | |||||||||
| 9 Apr | 61710.92 | 700.4 | -364.5 | 20.98 | 76 | -4 | 22 | |||||||||
| 8 Apr | 62701.68 | 302.15 | -174.15 | - | 0 | 0 | 26 | |||||||||
| 7 Apr | 59308.33 | 302.15 | -174.15 | 23.88 | 63 | 26 | 26 | |||||||||
| 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 | |||||||||
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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 63400 expiring on 30APR2026
Delta for 63400 CE is 0.43
Historical price for 63400 CE is as follows
On 24 Apr BANKEX was trading at 62960.84. The strike last trading price was 563.85, which was -232.75 lower than the previous day. The implied volatity was 22.1, the open interest changed by -19 which decreased total open position to 21
On 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 807.2, which was -642.25 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 40
On 22 Apr BANKEX was trading at 64407.85. The strike last trading price was 1146.2, which was -94.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 21 Apr BANKEX was trading at 64662.55. The strike last trading price was 1146.2, which was -94.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 20 Apr BANKEX was trading at 63732.77. The strike last trading price was 1146.2, which was -94.3 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 7
On 17 Apr BANKEX was trading at 63718.35. The strike last trading price was 1240, which was 222.65 higher than the previous day. The implied volatity was 19.75, the open interest changed by 1 which increased total open position to 18
On 16 Apr BANKEX was trading at 63202.37. The strike last trading price was 1026.35, which was -155.75 lower than the previous day. The implied volatity was 20.92, the open interest changed by -6 which decreased total open position to 17
On 15 Apr BANKEX was trading at 63407.91. The strike last trading price was 1174.1, which was 105.9 higher than the previous day. The implied volatity was 20.22, the open interest changed by -6 which decreased total open position to 23
On 13 Apr BANKEX was trading at 62666.30. The strike last trading price was 1068.2, which was -54.5 lower than the previous day. The implied volatity was 23.46, the open interest changed by -6 which decreased total open position to 29
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 1122.7, which was 422.3 higher than the previous day. The implied volatity was 19.54, the open interest changed by 13 which increased total open position to 35
On 9 Apr BANKEX was trading at 61710.92. The strike last trading price was 700.4, which was -364.5 lower than the previous day. The implied volatity was 20.98, the open interest changed by -4 which decreased total open position to 22
On 8 Apr BANKEX was trading at 62701.68. The strike last trading price was 302.15, which was -174.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 7 Apr BANKEX was trading at 59308.33. The strike last trading price was 302.15, which was -174.15 lower than the previous day. The implied volatity was 23.88, the open interest changed by 26 which increased total open position to 26
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
| BANKEX 30-Apr-2026 (6d) 63400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 31.69
Theta: -36.65
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 62960.84 | 764.55 | 99.4 | 18.01 | 23 | -5 | 14 |
| 23 Apr | 63468.51 | 688.1 | 257.6 | - | 73 | -4 | 19 |
| 22 Apr | 64407.85 | 430.5 | 24.95 | - | 69 | 17 | 23 |
| 21 Apr | 64662.55 | 332.35 | -484.95 | - | 66 | -15 | 6 |
| 20 Apr | 63732.77 | 857 | 98.5 | - | 93 | -3 | 21 |
| 17 Apr | 63718.35 | 758.5 | -357.4 | 21.09 | 51 | 11 | 24 |
| 16 Apr | 63202.37 | 1140.6 | 73.2 | 23 | 33 | 5 | 13 |
| 15 Apr | 63407.91 | 1060.95 | -585.15 | 23.26 | 60 | -18 | 8 |
| 13 Apr | 62666.30 | 1646.1 | 270.9 | 26.28 | 2 | 2 | 26 |
| 10 Apr | 62984.89 | 1284.15 | -853.1 | 21.35 | 40 | 24 | 24 |
| 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 63400 expiring on 30APR2026
Delta for 63400 PE is -0.58
Historical price for 63400 PE is as follows
On 24 Apr BANKEX was trading at 62960.84. The strike last trading price was 764.55, which was 99.4 higher than the previous day. The implied volatity was 18.01, the open interest changed by -5 which decreased total open position to 14
On 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 688.1, which was 257.6 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 19
On 22 Apr BANKEX was trading at 64407.85. The strike last trading price was 430.5, which was 24.95 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 23
On 21 Apr BANKEX was trading at 64662.55. The strike last trading price was 332.35, which was -484.95 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 6
On 20 Apr BANKEX was trading at 63732.77. The strike last trading price was 857, which was 98.5 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 21
On 17 Apr BANKEX was trading at 63718.35. The strike last trading price was 758.5, which was -357.4 lower than the previous day. The implied volatity was 21.09, the open interest changed by 11 which increased total open position to 24
On 16 Apr BANKEX was trading at 63202.37. The strike last trading price was 1140.6, which was 73.2 higher than the previous day. The implied volatity was 23, the open interest changed by 5 which increased total open position to 13
On 15 Apr BANKEX was trading at 63407.91. The strike last trading price was 1060.95, which was -585.15 lower than the previous day. The implied volatity was 23.26, the open interest changed by -18 which decreased total open position to 8
On 13 Apr BANKEX was trading at 62666.30. The strike last trading price was 1646.1, which was 270.9 higher than the previous day. The implied volatity was 26.28, the open interest changed by 2 which increased total open position to 26
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 1284.15, which was -853.1 lower than the previous day. The implied volatity was 21.35, the open interest changed by 24 which increased total open position to 24
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
