BANKEX
Bank Index
Historical option data for BANKEX
24 Apr 2026 01:33 PM IST
| BANKEX 30-Apr-2026 (6d) 64100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.28
Vega: 27.59
Theta: -52.81
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 62984.35 | 300.8 | -151.1 | 21.15 | 62 | 3 | 20 | |||||||||
| 23 Apr | 63468.51 | 465.85 | -491.5 | - | 87 | 1 | 17 | |||||||||
| 22 Apr | 64407.85 | 957.35 | -195.35 | - | 76 | -18 | 16 | |||||||||
| 21 Apr | 64662.55 | 1182.6 | 382.75 | - | 135 | 15 | 34 | |||||||||
| 20 Apr | 63732.77 | 770.7 | -64.25 | - | 104 | -4 | 19 | |||||||||
| 17 Apr | 63718.35 | 817.3 | 106.6 | 18.07 | 16 | 0 | 23 | |||||||||
| 16 Apr | 63202.37 | 710.7 | -76.35 | 20.69 | 27 | -3 | 23 | |||||||||
| 15 Apr | 63407.91 | 787.05 | -33.5 | 19.18 | 20 | 5 | 26 | |||||||||
| 13 Apr | 62666.30 | 453.3 | -340.35 | - | 0 | 0 | 21 | |||||||||
| 10 Apr | 62984.89 | 453.3 | -340.35 | - | 0 | 0 | 21 | |||||||||
| 9 Apr | 61710.92 | 453.3 | -340.35 | 20.04 | 44 | 21 | 21 | |||||||||
|
|
||||||||||||||||
| 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 64100 expiring on 30APR2026
Delta for 64100 CE is 0.28
Historical price for 64100 CE is as follows
On 24 Apr BANKEX was trading at 62984.35. The strike last trading price was 300.8, which was -151.1 lower than the previous day. The implied volatity was 21.15, the open interest changed by 3 which increased total open position to 20
On 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 465.85, which was -491.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 17
On 22 Apr BANKEX was trading at 64407.85. The strike last trading price was 957.35, which was -195.35 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 16
On 21 Apr BANKEX was trading at 64662.55. The strike last trading price was 1182.6, which was 382.75 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 34
On 20 Apr BANKEX was trading at 63732.77. The strike last trading price was 770.7, which was -64.25 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 19
On 17 Apr BANKEX was trading at 63718.35. The strike last trading price was 817.3, which was 106.6 higher than the previous day. The implied volatity was 18.07, the open interest changed by 0 which decreased total open position to 23
On 16 Apr BANKEX was trading at 63202.37. The strike last trading price was 710.7, which was -76.35 lower than the previous day. The implied volatity was 20.69, the open interest changed by -3 which decreased total open position to 23
On 15 Apr BANKEX was trading at 63407.91. The strike last trading price was 787.05, which was -33.5 lower than the previous day. The implied volatity was 19.18, the open interest changed by 5 which increased total open position to 26
On 13 Apr BANKEX was trading at 62666.30. The strike last trading price was 453.3, which was -340.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 453.3, which was -340.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 9 Apr BANKEX was trading at 61710.92. The strike last trading price was 453.3, which was -340.35 lower than the previous day. The implied volatity was 20.04, the open interest changed by 21 which increased total open position to 21
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) 64100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 26.93
Theta: -30.92
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 62984.35 | 1273.45 | 262.2 | 19.8 | 6 | 4 | 12 |
| 23 Apr | 63468.51 | 1011.25 | 358.55 | - | 23 | -1 | 8 |
| 22 Apr | 64407.85 | 647.65 | -39.2 | - | 57 | -8 | 9 |
| 21 Apr | 64662.55 | 686.85 | -408.9 | - | 43 | 3 | 17 |
| 20 Apr | 63732.77 | 1119.75 | -153.7 | - | 62 | -14 | 14 |
| 17 Apr | 63718.35 | 1273.45 | -151 | 25.42 | 12 | 12 | 28 |
| 16 Apr | 63202.37 | 1424.45 | 20.45 | 20.79 | 6 | 6 | 16 |
| 15 Apr | 63407.91 | 1404 | -118 | 22.88 | 17 | 9 | 10 |
| 13 Apr | 62666.30 | 1522 | -294 | 15.5 | 1 | 1 | 1 |
| 10 Apr | 62984.89 | 0 | 0 | - | 0 | 0 | 0 |
| 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 64100 expiring on 30APR2026
Delta for 64100 PE is -0.73
Historical price for 64100 PE is as follows
On 24 Apr BANKEX was trading at 62984.35. The strike last trading price was 1273.45, which was 262.2 higher than the previous day. The implied volatity was 19.8, the open interest changed by 4 which increased total open position to 12
On 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 1011.25, which was 358.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 8
On 22 Apr BANKEX was trading at 64407.85. The strike last trading price was 647.65, which was -39.2 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 9
On 21 Apr BANKEX was trading at 64662.55. The strike last trading price was 686.85, which was -408.9 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 17
On 20 Apr BANKEX was trading at 63732.77. The strike last trading price was 1119.75, which was -153.7 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 14
On 17 Apr BANKEX was trading at 63718.35. The strike last trading price was 1273.45, which was -151 lower than the previous day. The implied volatity was 25.42, the open interest changed by 12 which increased total open position to 28
On 16 Apr BANKEX was trading at 63202.37. The strike last trading price was 1424.45, which was 20.45 higher than the previous day. The implied volatity was 20.79, the open interest changed by 6 which increased total open position to 16
On 15 Apr BANKEX was trading at 63407.91. The strike last trading price was 1404, which was -118 lower than the previous day. The implied volatity was 22.88, the open interest changed by 9 which increased total open position to 10
On 13 Apr BANKEX was trading at 62666.30. The strike last trading price was 1522, which was -294 lower than the previous day. The implied volatity was 15.5, the open interest changed by 1 which increased total open position to 1
On 10 Apr BANKEX was trading at 62984.89. 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 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
