Related Pages for BANKEX
[--[65.84.65.76]--]

BANKEX

Bank Index
60462.88 -1513.80 (-2.44%)
L: 60380.27 H: 61559.01

Back to Option Chain

Historical option data for BANKEX

13 Mar 2026 04:11 PM IST
Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV
BANKEX 25-MAR-2026 64000 CE
Delta: 0.13
Vega: 22.6
Theta: -25.8
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
13 Mar 60462.88 168.85 -237.15 25.24 280 30 114
12 Mar 61976.68 401.05 -235.65 22.17 165 -10 84
11 Mar 62708.66 595.7 -659.7 20.97 172 -59 94
10 Mar 64028.06 1258.85 236.7 20.47 257 153 153
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 64000 expiring on 25MAR2026

Delta for 64000 CE is 0.13

Historical price for 64000 CE is as follows

On 13 Mar BANKEX was trading at 60462.88. The strike last trading price was 168.85, which was -237.15 lower than the previous day. The implied volatity was 25.24, the open interest changed by 30 which increased total open position to 114


On 12 Mar BANKEX was trading at 61976.68. The strike last trading price was 401.05, which was -235.65 lower than the previous day. The implied volatity was 22.17, the open interest changed by -10 which decreased total open position to 84


On 11 Mar BANKEX was trading at 62708.66. The strike last trading price was 595.7, which was -659.7 lower than the previous day. The implied volatity was 20.97, the open interest changed by -59 which decreased total open position to 94


On 10 Mar BANKEX was trading at 64028.06. The strike last trading price was 1258.85, which was 236.7 higher than the previous day. The implied volatity was 20.47, the open interest changed by 153 which increased total open position to 153


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 64000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
13 Mar 60462.88 2170 434.05 - 29 0 130
12 Mar 61976.68 2170 434.05 22.79 29 -9 130
11 Mar 62708.66 1806.7 846.95 24.55 126 -69 139
10 Mar 64028.06 881.25 -1089.5 20.74 199 152 208
9 Mar 62940.57 1970.75 1203.15 29.77 15 -15 56
6 Mar 64991.19 756.9 505.4 22.76 144 71 71
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 64000 expiring on 25MAR2026

Delta for 64000 PE is -

Historical price for 64000 PE is as follows

On 13 Mar BANKEX was trading at 60462.88. The strike last trading price was 2170, which was 434.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 130


On 12 Mar BANKEX was trading at 61976.68. The strike last trading price was 2170, which was 434.05 higher than the previous day. The implied volatity was 22.79, the open interest changed by -9 which decreased total open position to 130


On 11 Mar BANKEX was trading at 62708.66. The strike last trading price was 1806.7, which was 846.95 higher than the previous day. The implied volatity was 24.55, the open interest changed by -69 which decreased total open position to 139


On 10 Mar BANKEX was trading at 64028.06. The strike last trading price was 881.25, which was -1089.5 lower than the previous day. The implied volatity was 20.74, the open interest changed by 152 which increased total open position to 208


On 9 Mar BANKEX was trading at 62940.57. The strike last trading price was 1970.75, which was 1203.15 higher than the previous day. The implied volatity was 29.77, the open interest changed by -15 which decreased total open position to 56


On 6 Mar BANKEX was trading at 64991.19. The strike last trading price was 756.9, which was 505.4 higher than the previous day. The implied volatity was 22.76, the open interest changed by 71 which increased total open position to 71


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