BANKEX
Bank Index
Historical option data for BANKEX
16 Mar 2026 04:11 PM IST
| BANKEX 25-MAR-2026 63400 CE | ||||||||||||||||
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Delta: 0.14
Vega: 21.77
Theta: -28.53
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Mar | 61116.31 | 151.3 | -84.15 | 21.62 | 42 | 16 | 52 | |||||||||
| 13 Mar | 60462.88 | 228.6 | -364.65 | 24.38 | 44 | 23 | 36 | |||||||||
| 12 Mar | 61976.68 | 593.25 | -262.9 | 22.67 | 16 | 4 | 13 | |||||||||
| 11 Mar | 62708.66 | 855.3 | -803.55 | 21.66 | 36 | 9 | 9 | |||||||||
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| 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 63400 expiring on 25MAR2026
Delta for 63400 CE is 0.14
Historical price for 63400 CE is as follows
On 16 Mar BANKEX was trading at 61116.31. The strike last trading price was 151.3, which was -84.15 lower than the previous day. The implied volatity was 21.62, the open interest changed by 16 which increased total open position to 52
On 13 Mar BANKEX was trading at 60462.88. The strike last trading price was 228.6, which was -364.65 lower than the previous day. The implied volatity was 24.38, the open interest changed by 23 which increased total open position to 36
On 12 Mar BANKEX was trading at 61976.68. The strike last trading price was 593.25, which was -262.9 lower than the previous day. The implied volatity was 22.67, the open interest changed by 4 which increased total open position to 13
On 11 Mar BANKEX was trading at 62708.66. The strike last trading price was 855.3, which was -803.55 lower than the previous day. The implied volatity was 21.66, the open interest changed by 9 which increased total open position to 9
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 63400 PE | |||||||
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Delta: -0.81
Vega: 25.62
Theta: -21.46
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Mar | 61116.31 | 2500 | -609.25 | 25.24 | 5 | 0 | 41 |
| 13 Mar | 60462.88 | 1775.45 | 293.65 | 22.84 | 52 | 0 | 41 |
| 12 Mar | 61976.68 | 1775.45 | 293.65 | 23.58 | 52 | 0 | 41 |
| 11 Mar | 62708.66 | 1488.1 | 600.45 | 25.45 | 54 | 3 | 41 |
| 10 Mar | 64028.06 | 1677 | 1075 | - | 0 | 0 | 38 |
| 9 Mar | 62940.57 | 1677 | 1075 | 30.3 | 16 | -16 | 38 |
| 6 Mar | 64991.19 | 609.15 | 447.25 | 23.6 | 108 | 54 | 54 |
| 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 63400 expiring on 25MAR2026
Delta for 63400 PE is -0.81
Historical price for 63400 PE is as follows
On 16 Mar BANKEX was trading at 61116.31. The strike last trading price was 2500, which was -609.25 lower than the previous day. The implied volatity was 25.24, the open interest changed by 0 which decreased total open position to 41
On 13 Mar BANKEX was trading at 60462.88. The strike last trading price was 1775.45, which was 293.65 higher than the previous day. The implied volatity was 22.84, the open interest changed by 0 which decreased total open position to 41
On 12 Mar BANKEX was trading at 61976.68. The strike last trading price was 1775.45, which was 293.65 higher than the previous day. The implied volatity was 23.58, the open interest changed by 0 which decreased total open position to 41
On 11 Mar BANKEX was trading at 62708.66. The strike last trading price was 1488.1, which was 600.45 higher than the previous day. The implied volatity was 25.45, the open interest changed by 3 which increased total open position to 41
On 10 Mar BANKEX was trading at 64028.06. The strike last trading price was 1677, which was 1075 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 9 Mar BANKEX was trading at 62940.57. The strike last trading price was 1677, which was 1075 higher than the previous day. The implied volatity was 30.3, the open interest changed by -16 which decreased total open position to 38
On 6 Mar BANKEX was trading at 64991.19. The strike last trading price was 609.15, which was 447.25 higher than the previous day. The implied volatity was 23.6, the open interest changed by 54 which increased total open position to 54
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
