BANKEX
Bank Index
Historical option data for BANKEX
24 Apr 2026 01:36 PM IST
| BANKEX 30-Apr-2026 (6d) 63700 CE | ||||||||||||||||
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Delta: 0.37
Vega: 30.7
Theta: -60.45
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 62984.63 | 438 | -189.3 | 21.46 | 68 | 2 | 49 | |||||||||
| 23 Apr | 63468.51 | 643.6 | -622.95 | - | 98 | -2 | 47 | |||||||||
| 22 Apr | 64407.85 | 1266.55 | -133.75 | - | 36 | 19 | 49 | |||||||||
| 21 Apr | 64662.55 | 1400.3 | 392.85 | - | 15 | 1 | 30 | |||||||||
| 20 Apr | 63732.77 | 942.35 | -170.95 | - | 97 | 20 | 29 | |||||||||
| 17 Apr | 63718.35 | 1113.3 | 226.95 | 20.01 | 13 | 3 | 9 | |||||||||
| 16 Apr | 63202.37 | 886.3 | -123.25 | 20.91 | 36 | -2 | 6 | |||||||||
| 15 Apr | 63407.91 | 1009.55 | 86.5 | 19.99 | 45 | 2 | 8 | |||||||||
| 13 Apr | 62666.30 | 923.05 | -30.35 | 23.08 | 5 | -4 | 6 | |||||||||
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| 10 Apr | 62984.89 | 954.6 | 227.1 | 19.14 | 44 | -4 | 10 | |||||||||
| 9 Apr | 61710.92 | 727.5 | -214.2 | 23.24 | 22 | 14 | 14 | |||||||||
| 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 63700 expiring on 30APR2026
Delta for 63700 CE is 0.37
Historical price for 63700 CE is as follows
On 24 Apr BANKEX was trading at 62984.63. The strike last trading price was 438, which was -189.3 lower than the previous day. The implied volatity was 21.46, the open interest changed by 2 which increased total open position to 49
On 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 643.6, which was -622.95 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 47
On 22 Apr BANKEX was trading at 64407.85. The strike last trading price was 1266.55, which was -133.75 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 49
On 21 Apr BANKEX was trading at 64662.55. The strike last trading price was 1400.3, which was 392.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 30
On 20 Apr BANKEX was trading at 63732.77. The strike last trading price was 942.35, which was -170.95 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 29
On 17 Apr BANKEX was trading at 63718.35. The strike last trading price was 1113.3, which was 226.95 higher than the previous day. The implied volatity was 20.01, the open interest changed by 3 which increased total open position to 9
On 16 Apr BANKEX was trading at 63202.37. The strike last trading price was 886.3, which was -123.25 lower than the previous day. The implied volatity was 20.91, the open interest changed by -2 which decreased total open position to 6
On 15 Apr BANKEX was trading at 63407.91. The strike last trading price was 1009.55, which was 86.5 higher than the previous day. The implied volatity was 19.99, the open interest changed by 2 which increased total open position to 8
On 13 Apr BANKEX was trading at 62666.30. The strike last trading price was 923.05, which was -30.35 lower than the previous day. The implied volatity was 23.08, the open interest changed by -4 which decreased total open position to 6
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 954.6, which was 227.1 higher than the previous day. The implied volatity was 19.14, the open interest changed by -4 which decreased total open position to 10
On 9 Apr BANKEX was trading at 61710.92. The strike last trading price was 727.5, which was -214.2 lower than the previous day. The implied volatity was 23.24, the open interest changed by 14 which increased total open position to 14
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) 63700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 29.81
Theta: -31.41
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 62984.63 | 924.55 | 89.95 | 17.55 | 17 | -1 | 16 |
| 23 Apr | 63468.51 | 819.3 | 309.5 | - | 71 | 4 | 17 |
| 22 Apr | 64407.85 | 509.8 | -22.15 | - | 39 | 2 | 13 |
| 21 Apr | 64662.55 | 524 | -406.95 | - | 56 | -7 | 11 |
| 20 Apr | 63732.77 | 992.9 | 83.65 | - | 101 | -6 | 18 |
| 17 Apr | 63718.35 | 909.25 | -413 | 21.93 | 14 | 4 | 24 |
| 16 Apr | 63202.37 | 1322.25 | 79.35 | 23.47 | 10 | 2 | 20 |
| 15 Apr | 63407.91 | 1242.9 | -549.55 | 23.94 | 12 | -8 | 18 |
| 13 Apr | 62666.30 | 1792.45 | 267.35 | 25.8 | 4 | 4 | 26 |
| 10 Apr | 62984.89 | 1525.1 | -823.6 | 22.61 | 26 | 22 | 22 |
| 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 63700 expiring on 30APR2026
Delta for 63700 PE is -0.66
Historical price for 63700 PE is as follows
On 24 Apr BANKEX was trading at 62984.63. The strike last trading price was 924.55, which was 89.95 higher than the previous day. The implied volatity was 17.55, the open interest changed by -1 which decreased total open position to 16
On 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 819.3, which was 309.5 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 17
On 22 Apr BANKEX was trading at 64407.85. The strike last trading price was 509.8, which was -22.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 13
On 21 Apr BANKEX was trading at 64662.55. The strike last trading price was 524, which was -406.95 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 11
On 20 Apr BANKEX was trading at 63732.77. The strike last trading price was 992.9, which was 83.65 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 18
On 17 Apr BANKEX was trading at 63718.35. The strike last trading price was 909.25, which was -413 lower than the previous day. The implied volatity was 21.93, the open interest changed by 4 which increased total open position to 24
On 16 Apr BANKEX was trading at 63202.37. The strike last trading price was 1322.25, which was 79.35 higher than the previous day. The implied volatity was 23.47, the open interest changed by 2 which increased total open position to 20
On 15 Apr BANKEX was trading at 63407.91. The strike last trading price was 1242.9, which was -549.55 lower than the previous day. The implied volatity was 23.94, the open interest changed by -8 which decreased total open position to 18
On 13 Apr BANKEX was trading at 62666.30. The strike last trading price was 1792.45, which was 267.35 higher than the previous day. The implied volatity was 25.8, the open interest changed by 4 which increased total open position to 26
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 1525.1, which was -823.6 lower than the previous day. The implied volatity was 22.61, the open interest changed by 22 which increased total open position to 22
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
