BANKEX
Bank Index
Historical option data for BANKEX
24 Apr 2026 01:38 PM IST
| BANKEX 30-Apr-2026 (6d) 63800 CE | ||||||||||||||||
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Delta: 0.33
Vega: 29.5
Theta: -56.42
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 62931.46 | 367.4 | -209.65 | 20.92 | 67 | 7 | 35 | |||||||||
| 23 Apr | 63468.51 | 584.25 | -620.95 | - | 149 | -6 | 28 | |||||||||
| 22 Apr | 64407.85 | 1205.2 | -131.4 | - | 29 | 12 | 34 | |||||||||
| 21 Apr | 64662.55 | 1336.6 | 363.05 | - | 15 | 7 | 22 | |||||||||
| 20 Apr | 63732.77 | 973.55 | 0.5 | - | 61 | 4 | 15 | |||||||||
| 17 Apr | 63718.35 | 969.2 | 166.3 | 18.11 | 25 | 7 | 11 | |||||||||
| 16 Apr | 63202.37 | 802.9 | -145.2 | 20.09 | 21 | -2 | 4 | |||||||||
| 15 Apr | 63407.91 | 948.1 | 70.9 | 19.72 | 16 | 4 | 6 | |||||||||
| 13 Apr | 62666.30 | 877.2 | 119.6 | 22.95 | 2 | 1 | 2 | |||||||||
| 10 Apr | 62984.89 | 757.6 | 204.1 | 16.49 | 2 | -2 | 1 | |||||||||
| 9 Apr | 61710.92 | 550.55 | -352.4 | 20.43 | 27 | 3 | 3 | |||||||||
| 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 63800 expiring on 30APR2026
Delta for 63800 CE is 0.33
Historical price for 63800 CE is as follows
On 24 Apr BANKEX was trading at 62931.46. The strike last trading price was 367.4, which was -209.65 lower than the previous day. The implied volatity was 20.92, the open interest changed by 7 which increased total open position to 35
On 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 584.25, which was -620.95 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 28
On 22 Apr BANKEX was trading at 64407.85. The strike last trading price was 1205.2, which was -131.4 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 34
On 21 Apr BANKEX was trading at 64662.55. The strike last trading price was 1336.6, which was 363.05 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 22
On 20 Apr BANKEX was trading at 63732.77. The strike last trading price was 973.55, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 15
On 17 Apr BANKEX was trading at 63718.35. The strike last trading price was 969.2, which was 166.3 higher than the previous day. The implied volatity was 18.11, the open interest changed by 7 which increased total open position to 11
On 16 Apr BANKEX was trading at 63202.37. The strike last trading price was 802.9, which was -145.2 lower than the previous day. The implied volatity was 20.09, the open interest changed by -2 which decreased total open position to 4
On 15 Apr BANKEX was trading at 63407.91. The strike last trading price was 948.1, which was 70.9 higher than the previous day. The implied volatity was 19.72, the open interest changed by 4 which increased total open position to 6
On 13 Apr BANKEX was trading at 62666.30. The strike last trading price was 877.2, which was 119.6 higher than the previous day. The implied volatity was 22.95, the open interest changed by 1 which increased total open position to 2
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 757.6, which was 204.1 higher than the previous day. The implied volatity was 16.49, the open interest changed by -2 which decreased total open position to 1
On 9 Apr BANKEX was trading at 61710.92. The strike last trading price was 550.55, which was -352.4 lower than the previous day. The implied volatity was 20.43, the open interest changed by 3 which increased total open position to 3
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) 63800 PE | |||||||
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Delta: -0.69
Vega: 28.71
Theta: -31.59
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 62931.46 | 1060 | 162.4 | 18.53 | 38 | -18 | 24 |
| 23 Apr | 63468.51 | 885.3 | 334 | - | 93 | 20 | 42 |
| 22 Apr | 64407.85 | 552 | 26.85 | - | 67 | 0 | 22 |
| 21 Apr | 64662.55 | 525.35 | -443.45 | - | 71 | 5 | 22 |
| 20 Apr | 63732.77 | 1008.35 | -74.05 | - | 97 | -10 | 17 |
| 17 Apr | 63718.35 | 1082.4 | -156.2 | 24.57 | 16 | -16 | 27 |
| 16 Apr | 63202.37 | 1281.15 | 39 | 21.49 | 142 | 43 | 43 |
| 15 Apr | 63407.91 | 1242.15 | -577 | 22.91 | 6 | -6 | 0 |
| 13 Apr | 62666.30 | 1819.15 | 244.85 | 25.18 | 2 | 2 | 6 |
| 10 Apr | 62984.89 | 1574.3 | -847 | 22.62 | 4 | 4 | 4 |
| 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 63800 expiring on 30APR2026
Delta for 63800 PE is -0.69
Historical price for 63800 PE is as follows
On 24 Apr BANKEX was trading at 62931.46. The strike last trading price was 1060, which was 162.4 higher than the previous day. The implied volatity was 18.53, the open interest changed by -18 which decreased total open position to 24
On 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 885.3, which was 334 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 42
On 22 Apr BANKEX was trading at 64407.85. The strike last trading price was 552, which was 26.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 21 Apr BANKEX was trading at 64662.55. The strike last trading price was 525.35, which was -443.45 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 22
On 20 Apr BANKEX was trading at 63732.77. The strike last trading price was 1008.35, which was -74.05 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 17
On 17 Apr BANKEX was trading at 63718.35. The strike last trading price was 1082.4, which was -156.2 lower than the previous day. The implied volatity was 24.57, the open interest changed by -16 which decreased total open position to 27
On 16 Apr BANKEX was trading at 63202.37. The strike last trading price was 1281.15, which was 39 higher than the previous day. The implied volatity was 21.49, the open interest changed by 43 which increased total open position to 43
On 15 Apr BANKEX was trading at 63407.91. The strike last trading price was 1242.15, which was -577 lower than the previous day. The implied volatity was 22.91, the open interest changed by -6 which decreased total open position to 0
On 13 Apr BANKEX was trading at 62666.30. The strike last trading price was 1819.15, which was 244.85 higher than the previous day. The implied volatity was 25.18, the open interest changed by 2 which increased total open position to 6
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 1574.3, which was -847 lower than the previous day. The implied volatity was 22.62, the open interest changed by 4 which increased total open position to 4
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
