BANKEX
Bank Index
Historical option data for BANKEX
24 Apr 2026 01:34 PM IST
| BANKEX 30-Apr-2026 (6d) 64200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.26
Vega: 26.43
Theta: -49.57
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 62981.49 | 263.3 | -147.65 | 20.76 | 65 | 1 | 34 | |||||||||
| 23 Apr | 63468.51 | 409.4 | -504.65 | - | 91 | 18 | 33 | |||||||||
| 22 Apr | 64407.85 | 909.7 | -167.8 | - | 87 | -25 | 15 | |||||||||
| 21 Apr | 64662.55 | 1076.9 | 328.8 | - | 95 | 11 | 40 | |||||||||
| 20 Apr | 63732.77 | 709.3 | -61 | - | 132 | -6 | 29 | |||||||||
| 17 Apr | 63718.35 | 768.85 | 116 | 18.52 | 36 | -1 | 35 | |||||||||
| 16 Apr | 63202.37 | 640 | -166.85 | 19.99 | 29 | 0 | 36 | |||||||||
| 15 Apr | 63407.91 | 806.85 | 20.2 | 20.4 | 27 | 3 | 36 | |||||||||
| 13 Apr | 62666.30 | 384.35 | -375.1 | - | 0 | 0 | 33 | |||||||||
| 10 Apr | 62984.89 | 384.35 | -375.1 | - | 0 | 0 | 33 | |||||||||
| 9 Apr | 61710.92 | 384.35 | -375.1 | 19.07 | 60 | 33 | 33 | |||||||||
| 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 | |||||||||
For Bank Index - strike price 64200 expiring on 30APR2026
Delta for 64200 CE is 0.26
Historical price for 64200 CE is as follows
On 24 Apr BANKEX was trading at 62981.49. The strike last trading price was 263.3, which was -147.65 lower than the previous day. The implied volatity was 20.76, the open interest changed by 1 which increased total open position to 34
On 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 409.4, which was -504.65 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 33
On 22 Apr BANKEX was trading at 64407.85. The strike last trading price was 909.7, which was -167.8 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 15
On 21 Apr BANKEX was trading at 64662.55. The strike last trading price was 1076.9, which was 328.8 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 40
On 20 Apr BANKEX was trading at 63732.77. The strike last trading price was 709.3, which was -61 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 29
On 17 Apr BANKEX was trading at 63718.35. The strike last trading price was 768.85, which was 116 higher than the previous day. The implied volatity was 18.52, the open interest changed by -1 which decreased total open position to 35
On 16 Apr BANKEX was trading at 63202.37. The strike last trading price was 640, which was -166.85 lower than the previous day. The implied volatity was 19.99, the open interest changed by 0 which decreased total open position to 36
On 15 Apr BANKEX was trading at 63407.91. The strike last trading price was 806.85, which was 20.2 higher than the previous day. The implied volatity was 20.4, the open interest changed by 3 which increased total open position to 36
On 13 Apr BANKEX was trading at 62666.30. The strike last trading price was 384.35, which was -375.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 10 Apr BANKEX was trading at 62984.89. The strike last trading price was 384.35, which was -375.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 9 Apr BANKEX was trading at 61710.92. The strike last trading price was 384.35, which was -375.1 lower than the previous day. The implied volatity was 19.07, the open interest changed by 33 which increased total open position to 33
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
| BANKEX 30-Apr-2026 (6d) 64200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 21.18
Theta: -10.81
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 62981.49 | 1224.1 | 231.75 | 14.54 | 6 | 0 | 7 |
| 23 Apr | 63468.51 | 992.35 | 298.2 | - | 14 | 2 | 7 |
| 22 Apr | 64407.85 | 678.5 | -42.25 | - | 62 | -10 | 5 |
| 21 Apr | 64662.55 | 720.75 | -429.85 | - | 54 | -11 | 15 |
| 20 Apr | 63732.77 | 1176.55 | 50.85 | - | 51 | 4 | 26 |
| 17 Apr | 63718.35 | 1125.7 | -298.55 | 20.68 | 12 | 8 | 22 |
| 16 Apr | 63202.37 | 1424.25 | 29.4 | 19.47 | 2 | 2 | 14 |
| 15 Apr | 63407.91 | 1394.85 | -761.25 | 21.57 | 20 | 12 | 12 |
| 13 Apr | 62666.30 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
For Bank Index - strike price 64200 expiring on 30APR2026
Delta for 64200 PE is -0.82
Historical price for 64200 PE is as follows
On 24 Apr BANKEX was trading at 62981.49. The strike last trading price was 1224.1, which was 231.75 higher than the previous day. The implied volatity was 14.54, the open interest changed by 0 which decreased total open position to 7
On 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 992.35, which was 298.2 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 7
On 22 Apr BANKEX was trading at 64407.85. The strike last trading price was 678.5, which was -42.25 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 5
On 21 Apr BANKEX was trading at 64662.55. The strike last trading price was 720.75, which was -429.85 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 15
On 20 Apr BANKEX was trading at 63732.77. The strike last trading price was 1176.55, which was 50.85 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 26
On 17 Apr BANKEX was trading at 63718.35. The strike last trading price was 1125.7, which was -298.55 lower than the previous day. The implied volatity was 20.68, the open interest changed by 8 which increased total open position to 22
On 16 Apr BANKEX was trading at 63202.37. The strike last trading price was 1424.25, which was 29.4 higher than the previous day. The implied volatity was 19.47, the open interest changed by 2 which increased total open position to 14
On 15 Apr BANKEX was trading at 63407.91. The strike last trading price was 1394.85, which was -761.25 lower than the previous day. The implied volatity was 21.57, the open interest changed by 12 which increased total open position to 12
On 13 Apr BANKEX was trading at 62666.30. 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 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
