BANKEX
Bank Index
Historical option data for BANKEX
24 Apr 2026 01:35 PM IST
| BANKEX 30-Apr-2026 (6d) 63600 CE | ||||||||||||||||
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Delta: 0.39
Vega: 31.15
Theta: -62.93
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 62960.84 | 480.9 | -183.55 | 22 | 129 | -4 | 84 | |||||||||
| 23 Apr | 63468.51 | 673.95 | -726.1 | - | 93 | 15 | 88 | |||||||||
| 22 Apr | 64407.85 | 1400.05 | -7.35 | - | 13 | 13 | 73 | |||||||||
| 21 Apr | 64662.55 | 1407.4 | 330.1 | - | 34 | 8 | 60 | |||||||||
| 20 Apr | 63732.77 | 1067.7 | -40.55 | - | 83 | 28 | 52 | |||||||||
| 17 Apr | 63718.35 | 1094.2 | 201 | 18.44 | 38 | -7 | 24 | |||||||||
| 16 Apr | 63202.37 | 867.35 | -186.5 | 19.61 | 81 | 22 | 31 | |||||||||
| 15 Apr | 63407.91 | 1053.85 | 83.95 | 19.89 | 29 | 5 | 9 | |||||||||
| 13 Apr | 62666.30 | 969.9 | -34.25 | 23.2 | 8 | -4 | 4 | |||||||||
| 10 Apr | 62984.89 | 1003.15 | 220.6 | 19.21 | 26 | 0 | 8 | |||||||||
| 9 Apr | 61710.92 | 782.55 | -199 | 23.67 | 16 | 8 | 8 | |||||||||
| 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 | |||||||||
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| 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 63600 expiring on 30APR2026
Delta for 63600 CE is 0.39
Historical price for 63600 CE is as follows
On 24 Apr BANKEX was trading at 62960.84. The strike last trading price was 480.9, which was -183.55 lower than the previous day. The implied volatity was 22, the open interest changed by -4 which decreased total open position to 84
On 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 673.95, which was -726.1 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 88
On 22 Apr BANKEX was trading at 64407.85. The strike last trading price was 1400.05, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 73
On 21 Apr BANKEX was trading at 64662.55. The strike last trading price was 1407.4, which was 330.1 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 60
On 20 Apr BANKEX was trading at 63732.77. The strike last trading price was 1067.7, which was -40.55 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 52
On 17 Apr BANKEX was trading at 63718.35. The strike last trading price was 1094.2, which was 201 higher than the previous day. The implied volatity was 18.44, the open interest changed by -7 which decreased total open position to 24
On 16 Apr BANKEX was trading at 63202.37. The strike last trading price was 867.35, which was -186.5 lower than the previous day. The implied volatity was 19.61, the open interest changed by 22 which increased total open position to 31
On 15 Apr BANKEX was trading at 63407.91. The strike last trading price was 1053.85, which was 83.95 higher than the previous day. The implied volatity was 19.89, the open interest changed by 5 which increased total open position to 9
On 13 Apr BANKEX was trading at 62666.30. The strike last trading price was 969.9, which was -34.25 lower than the previous day. The implied volatity was 23.2, the open interest changed by -4 which decreased total open position to 4
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 1003.15, which was 220.6 higher than the previous day. The implied volatity was 19.21, the open interest changed by 0 which decreased total open position to 8
On 9 Apr BANKEX was trading at 61710.92. The strike last trading price was 782.55, which was -199 lower than the previous day. The implied volatity was 23.67, the open interest changed by 8 which increased total open position to 8
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
| BANKEX 30-Apr-2026 (6d) 63600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 30.35
Theta: -32.29
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 62960.84 | 874.6 | 99 | 17.47 | 52 | 6 | 23 |
| 23 Apr | 63468.51 | 784.6 | 297.3 | - | 56 | 2 | 17 |
| 22 Apr | 64407.85 | 479 | -10.9 | - | 72 | 10 | 15 |
| 21 Apr | 64662.55 | 489.9 | -393.25 | - | 22 | -3 | 5 |
| 20 Apr | 63732.77 | 921.75 | 60.95 | - | 60 | -17 | 8 |
| 17 Apr | 63718.35 | 860.8 | -346.95 | 21.86 | 17 | 4 | 25 |
| 16 Apr | 63202.37 | 1207.75 | 51.95 | 22.24 | 5 | -1 | 21 |
| 15 Apr | 63407.91 | 1155.8 | -557.2 | 23.22 | 7 | -5 | 22 |
| 13 Apr | 62666.30 | 1713 | 220.9 | 25.4 | 2 | 2 | 27 |
| 10 Apr | 62984.89 | 1478.35 | -798.8 | 22.74 | 29 | 25 | 25 |
| 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 63600 expiring on 30APR2026
Delta for 63600 PE is -0.64
Historical price for 63600 PE is as follows
On 24 Apr BANKEX was trading at 62960.84. The strike last trading price was 874.6, which was 99 higher than the previous day. The implied volatity was 17.47, the open interest changed by 6 which increased total open position to 23
On 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 784.6, which was 297.3 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 17
On 22 Apr BANKEX was trading at 64407.85. The strike last trading price was 479, which was -10.9 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 15
On 21 Apr BANKEX was trading at 64662.55. The strike last trading price was 489.9, which was -393.25 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 5
On 20 Apr BANKEX was trading at 63732.77. The strike last trading price was 921.75, which was 60.95 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 8
On 17 Apr BANKEX was trading at 63718.35. The strike last trading price was 860.8, which was -346.95 lower than the previous day. The implied volatity was 21.86, the open interest changed by 4 which increased total open position to 25
On 16 Apr BANKEX was trading at 63202.37. The strike last trading price was 1207.75, which was 51.95 higher than the previous day. The implied volatity was 22.24, the open interest changed by -1 which decreased total open position to 21
On 15 Apr BANKEX was trading at 63407.91. The strike last trading price was 1155.8, which was -557.2 lower than the previous day. The implied volatity was 23.22, the open interest changed by -5 which decreased total open position to 22
On 13 Apr BANKEX was trading at 62666.30. The strike last trading price was 1713, which was 220.9 higher than the previous day. The implied volatity was 25.4, the open interest changed by 2 which increased total open position to 27
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 1478.35, which was -798.8 lower than the previous day. The implied volatity was 22.74, the open interest changed by 25 which increased total open position to 25
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
