Historical option data for BANKEX
22 Jun 2026 01:19 PM IST
| BANKEX 25-Jun-2026 (3d) 64500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 14.91
Theta: -48.78
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 65261.98 | 891.3 | 31.35 (3.65%) | 14.14 | 14 | -1 | 74 | |||||||||
| 19 Jun | 65072.61 | 910.9 | -45.45 (-4.75%) | 15.54 | 136 | -26 | 75 | |||||||||
| 18 Jun | 65354.88 | 997.8 | 206.7 (26.13%) | 7.3 | 89 | -23 | 101 | |||||||||
| 17 Jun | 64905.60 | 779.75 | 80 (11.43%) | 11.93 | 223 | -9 | 124 | |||||||||
| 16 Jun | 64545.08 | 692.4 | -67.65 (-8.90%) | 14.49 | 233 | 13 | 133 | |||||||||
| 15 Jun | 64413.64 | 766.75 | 130.95 (20.60%) | 17.58 | 199 | 17 | 120 | |||||||||
| 12 Jun | 63987.80 | 661.65 | 457.5 (224.10%) | 16.47 | 279 | -19 | 103 | |||||||||
| 11 Jun | 62158.35 | 190.95 | -14.7 (-7.15%) | 17.47 | 174 | 35 | 122 | |||||||||
| 10 Jun | 62058.97 | 215.75 | -63.35 (-22.70%) | 18.09 | 68 | -6 | 87 | |||||||||
| 9 Jun | 62264.81 | 282.15 | 144.4 (104.83%) | 18.15 | 48 | 1 | 93 | |||||||||
| 8 Jun | 60938.74 | 128.25 | -71.5 (-35.79%) | 19.58 | 115 | -3 | 92 | |||||||||
| 5 Jun | 61478.62 | 196.8 | -1.3 (-0.66%) | 17.42 | 112 | 12 | 95 | |||||||||
| 4 Jun | 61238.06 | 198 | -8.75 (-4.23%) | 17.88 | 39 | -32 | 83 | |||||||||
| 3 Jun | 61096.09 | 206.75 | 66.35 (47.26%) | 18.39 | 148 | 36 | 115 | |||||||||
| 2 Jun | 60543.48 | 152 | 32 (26.67%) | 18.46 | 44 | 23 | 79 | |||||||||
| 1 Jun | 60424.25 | 120 | -132.15 (-52.41%) | 17.32 | 76 | -5 | 56 | |||||||||
| 29 May | 61131.26 | 265.95 | -45.05 (-14.49%) | 17.6 | 191 | 61 | 61 | |||||||||
| 27 May | 61796.59 | 2011.05 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 60339.97 | 2011.05 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 60171.84 | 2011.05 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 61706.88 | - | - | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 62318.43 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 62360.06 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 63383.36 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 63188.31 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 63468.51 | 2522.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 64407.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 64662.55 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 63732.77 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 63718.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 63202.37 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 64500 expiring on 25JUN2026
Delta for 64500 CE is 0.84
Historical price for 64500 CE is as follows
On 22 Jun BANKEX was trading at 65261.98. The strike last trading price was 891.3, which was 31.35 higher than the previous day. The implied volatity was 14.14, the open interest changed by -1 which decreased total open position to 74
On 19 Jun BANKEX was trading at 65072.61. The strike last trading price was 910.9, which was -45.45 lower than the previous day. The implied volatity was 15.54, the open interest changed by -26 which decreased total open position to 75
On 18 Jun BANKEX was trading at 65354.88. The strike last trading price was 997.8, which was 206.7 higher than the previous day. The implied volatity was 7.3, the open interest changed by -23 which decreased total open position to 101
On 17 Jun BANKEX was trading at 64905.60. The strike last trading price was 779.75, which was 80 higher than the previous day. The implied volatity was 11.93, the open interest changed by -9 which decreased total open position to 124
On 16 Jun BANKEX was trading at 64545.08. The strike last trading price was 692.4, which was -67.65 lower than the previous day. The implied volatity was 14.49, the open interest changed by 13 which increased total open position to 133
On 15 Jun BANKEX was trading at 64413.64. The strike last trading price was 766.75, which was 130.95 higher than the previous day. The implied volatity was 17.58, the open interest changed by 17 which increased total open position to 120
On 12 Jun BANKEX was trading at 63987.80. The strike last trading price was 661.65, which was 457.5 higher than the previous day. The implied volatity was 16.47, the open interest changed by -19 which decreased total open position to 103
On 11 Jun BANKEX was trading at 62158.35. The strike last trading price was 190.95, which was -14.7 lower than the previous day. The implied volatity was 17.47, the open interest changed by 35 which increased total open position to 122
On 10 Jun BANKEX was trading at 62058.97. The strike last trading price was 215.75, which was -63.35 lower than the previous day. The implied volatity was 18.09, the open interest changed by -6 which decreased total open position to 87
On 9 Jun BANKEX was trading at 62264.81. The strike last trading price was 282.15, which was 144.4 higher than the previous day. The implied volatity was 18.15, the open interest changed by 1 which increased total open position to 93
On 8 Jun BANKEX was trading at 60938.74. The strike last trading price was 128.25, which was -71.5 lower than the previous day. The implied volatity was 19.58, the open interest changed by -3 which decreased total open position to 92
On 5 Jun BANKEX was trading at 61478.62. The strike last trading price was 196.8, which was -1.3 lower than the previous day. The implied volatity was 17.42, the open interest changed by 12 which increased total open position to 95
On 4 Jun BANKEX was trading at 61238.06. The strike last trading price was 198, which was -8.75 lower than the previous day. The implied volatity was 17.88, the open interest changed by -32 which decreased total open position to 83
On 3 Jun BANKEX was trading at 61096.09. The strike last trading price was 206.75, which was 66.35 higher than the previous day. The implied volatity was 18.39, the open interest changed by 36 which increased total open position to 115
On 2 Jun BANKEX was trading at 60543.48. The strike last trading price was 152, which was 32 higher than the previous day. The implied volatity was 18.46, the open interest changed by 23 which increased total open position to 79
On 1 Jun BANKEX was trading at 60424.25. The strike last trading price was 120, which was -132.15 lower than the previous day. The implied volatity was 17.32, the open interest changed by -5 which decreased total open position to 56
On 29 May BANKEX was trading at 61131.26. The strike last trading price was 265.95, which was -45.05 lower than the previous day. The implied volatity was 17.6, the open interest changed by 61 which increased total open position to 61
On 27 May BANKEX was trading at 61796.59. The strike last trading price was 2011.05, 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 20 May BANKEX was trading at 60339.97. The strike last trading price was 2011.05, 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 19 May BANKEX was trading at 60171.84. The strike last trading price was 2011.05, 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 30 Apr BANKEX was trading at 61706.88. 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 29 Apr BANKEX was trading at 62318.43. 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 28 Apr BANKEX was trading at 62360.06. 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 27 Apr BANKEX was trading at 63383.36. 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 24 Apr BANKEX was trading at 63188.31. 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 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 2522.75, 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 22 Apr BANKEX was trading at 64407.85. 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 21 Apr BANKEX was trading at 64662.55. 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 20 Apr BANKEX was trading at 63732.77. 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 17 Apr BANKEX was trading at 63718.35. 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 16 Apr BANKEX was trading at 63202.37. 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 25-Jun-2026 (3d) 64500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 17.21
Theta: -43.55
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 65261.98 | 120.7 | -106.95 (-46.98%) | 16.99 | 465 | 35 | 333 |
| 19 Jun | 65072.61 | 238.7 | -14.85 (-5.86%) | 15.14 | 869 | 11 | 298 |
| 18 Jun | 65354.88 | 235 | -253.55 (-51.90%) | 16.81 | 419 | 60 | 287 |
| 17 Jun | 64905.60 | 496.45 | -207.7 (-29.50%) | 19.33 | 390 | 69 | 227 |
| 16 Jun | 64545.08 | 691.5 | -126.75 (-15.49%) | 19.56 | 227 | 32 | 158 |
| 15 Jun | 64413.64 | 845 | -358.7 (-29.80%) | 20.35 | 237 | 117 | 126 |
| 12 Jun | 63987.80 | 1203.7 | -1222.75 (-50.39%) | 21.88 | 9 | 9 | 9 |
| 11 Jun | 62158.35 | 2433.15 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Jun | 62058.97 | 2433.15 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Jun | 62264.81 | 2433.15 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Jun | 60938.74 | 2433.15 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 Jun | 61478.62 | 2433.15 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 Jun | 61238.06 | 2433.15 | 0 (0.00%) | - | 0 | 0 | 0 |
| 3 Jun | 61096.09 | 2433.15 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Jun | 60543.48 | 2433.15 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Jun | 60424.25 | 2433.15 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 May | 61131.26 | 2433.15 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 May | 61796.59 | 2433.15 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 60339.97 | 2433.15 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 60171.84 | 2433.15 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 61706.88 | - | - | - | 0 | 0 | 0 |
| 29 Apr | 62318.43 | - | - | - | 0 | 0 | 0 |
| 28 Apr | 62360.06 | - | - | - | 0 | 0 | 0 |
| 27 Apr | 63383.36 | - | - | - | 0 | 0 | 0 |
| 24 Apr | 63188.31 | - | - | - | 0 | 0 | 0 |
| 23 Apr | 63468.51 | 1995.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 Apr | 64407.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 Apr | 64662.55 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 Apr | 63732.77 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 17 Apr | 63718.35 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 63202.37 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Bank Index - strike price 64500 expiring on 25JUN2026
Delta for 64500 PE is -0.21
Historical price for 64500 PE is as follows
On 22 Jun BANKEX was trading at 65261.98. The strike last trading price was 120.7, which was -106.95 lower than the previous day. The implied volatity was 16.99, the open interest changed by 35 which increased total open position to 333
On 19 Jun BANKEX was trading at 65072.61. The strike last trading price was 238.7, which was -14.85 lower than the previous day. The implied volatity was 15.14, the open interest changed by 11 which increased total open position to 298
On 18 Jun BANKEX was trading at 65354.88. The strike last trading price was 235, which was -253.55 lower than the previous day. The implied volatity was 16.81, the open interest changed by 60 which increased total open position to 287
On 17 Jun BANKEX was trading at 64905.60. The strike last trading price was 496.45, which was -207.7 lower than the previous day. The implied volatity was 19.33, the open interest changed by 69 which increased total open position to 227
On 16 Jun BANKEX was trading at 64545.08. The strike last trading price was 691.5, which was -126.75 lower than the previous day. The implied volatity was 19.56, the open interest changed by 32 which increased total open position to 158
On 15 Jun BANKEX was trading at 64413.64. The strike last trading price was 845, which was -358.7 lower than the previous day. The implied volatity was 20.35, the open interest changed by 117 which increased total open position to 126
On 12 Jun BANKEX was trading at 63987.80. The strike last trading price was 1203.7, which was -1222.75 lower than the previous day. The implied volatity was 21.88, the open interest changed by 9 which increased total open position to 9
On 11 Jun BANKEX was trading at 62158.35. The strike last trading price was 2433.15, 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 Jun BANKEX was trading at 62058.97. The strike last trading price was 2433.15, 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 Jun BANKEX was trading at 62264.81. The strike last trading price was 2433.15, 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 Jun BANKEX was trading at 60938.74. The strike last trading price was 2433.15, 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 Jun BANKEX was trading at 61478.62. The strike last trading price was 2433.15, 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 Jun BANKEX was trading at 61238.06. The strike last trading price was 2433.15, 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 3 Jun BANKEX was trading at 61096.09. The strike last trading price was 2433.15, 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 Jun BANKEX was trading at 60543.48. The strike last trading price was 2433.15, 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 Jun BANKEX was trading at 60424.25. The strike last trading price was 2433.15, 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 29 May BANKEX was trading at 61131.26. The strike last trading price was 2433.15, 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 May BANKEX was trading at 61796.59. The strike last trading price was 2433.15, 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 20 May BANKEX was trading at 60339.97. The strike last trading price was 2433.15, 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 19 May BANKEX was trading at 60171.84. The strike last trading price was 2433.15, 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 30 Apr BANKEX was trading at 61706.88. 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 29 Apr BANKEX was trading at 62318.43. 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 28 Apr BANKEX was trading at 62360.06. 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 27 Apr BANKEX was trading at 63383.36. 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 24 Apr BANKEX was trading at 63188.31. 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 23 Apr BANKEX was trading at 63468.51. The strike last trading price was 1995.9, 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 22 Apr BANKEX was trading at 64407.85. 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 21 Apr BANKEX was trading at 64662.55. 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 20 Apr BANKEX was trading at 63732.77. 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 17 Apr BANKEX was trading at 63718.35. 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 16 Apr BANKEX was trading at 63202.37. 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
