Historical option data for BANKEX
24 Jun 2026 04:09 PM IST
| BANKEX 25-Jun-2026 (1d) 65200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 11.62
Theta: -133.93
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 65580.53 | 525.05 | 419.85 (399.10%) | 20.74 | 8,458 | -17 | 83 | |||||||||
| 23 Jun | 64420.23 | 87.05 | -336.9 (-79.47%) | 17.54 | 1,006 | 65 | 103 | |||||||||
| 22 Jun | 65360.45 | 419.45 | -19.5 (-4.44%) | 13.99 | 285 | 2 | 38 | |||||||||
| 19 Jun | 65072.61 | 428.45 | -117.05 (-21.46%) | 13.44 | 178 | 25 | 36 | |||||||||
| 18 Jun | 65354.88 | 531.7 | -18.8 (-3.42%) | 10.43 | 55 | 11 | 11 | |||||||||
| 17 Jun | 64905.60 | 1714.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 16 Jun | 64545.08 | 1714.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 Jun | 64413.64 | 1714.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 Jun | 63987.80 | 1714.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 Jun | 62158.35 | 1714.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 62058.97 | 1714.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 62264.81 | 1714.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 60938.74 | 1714.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 61478.62 | 1714.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 61238.06 | 1714.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 61096.09 | 1714.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 60543.48 | 1714.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 60424.25 | 1714.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 29 May | 61131.26 | 1714.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 May | 61796.59 | 1714.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 60339.97 | 1714.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 60171.84 | 1714.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 63468.51 | - | - | - | 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 | |||||||||
For Bank Index - strike price 65200 expiring on 25JUN2026
Delta for 65200 CE is 0.72
Historical price for 65200 CE is as follows
On 24 Jun BANKEX was trading at 65580.53. The strike last trading price was 525.05, which was 419.85 higher than the previous day. The implied volatity was 20.74, the open interest changed by -17 which decreased total open position to 83
On 23 Jun BANKEX was trading at 64420.23. The strike last trading price was 87.05, which was -336.9 lower than the previous day. The implied volatity was 17.54, the open interest changed by 65 which increased total open position to 103
On 22 Jun BANKEX was trading at 65360.45. The strike last trading price was 419.45, which was -19.5 lower than the previous day. The implied volatity was 13.99, the open interest changed by 2 which increased total open position to 38
On 19 Jun BANKEX was trading at 65072.61. The strike last trading price was 428.45, which was -117.05 lower than the previous day. The implied volatity was 13.44, the open interest changed by 25 which increased total open position to 36
On 18 Jun BANKEX was trading at 65354.88. The strike last trading price was 531.7, which was -18.8 lower than the previous day. The implied volatity was 10.43, the open interest changed by 11 which increased total open position to 11
On 17 Jun BANKEX was trading at 64905.60. The strike last trading price was 1714.3, 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 16 Jun BANKEX was trading at 64545.08. The strike last trading price was 1714.3, 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 15 Jun BANKEX was trading at 64413.64. The strike last trading price was 1714.3, 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 Jun BANKEX was trading at 63987.80. The strike last trading price was 1714.3, 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 11 Jun BANKEX was trading at 62158.35. The strike last trading price was 1714.3, 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 1714.3, 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 1714.3, 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 1714.3, 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 1714.3, 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 1714.3, 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 1714.3, 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 1714.3, 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 1714.3, 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 1714.3, 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 1714.3, 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 1714.3, 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 1714.3, 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 23 Apr BANKEX was trading at 63468.51. 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 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
| BANKEX 25-Jun-2026 (1d) 65200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 11.29
Theta: -103.41
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 65580.53 | 107.6 | -685.95 (-86.44%) | 19.07 | 7,939 | 355 | 450 |
| 23 Jun | 64420.23 | 789.95 | 484.75 (158.83%) | 13.99 | 982 | 33 | 97 |
| 22 Jun | 65360.45 | 325 | -193 (-37.26%) | 17.06 | 285 | 20 | 64 |
| 19 Jun | 65072.61 | 527.25 | 20.1 (3.96%) | 15.26 | 162 | -14 | 44 |
| 18 Jun | 65354.88 | 490 | -396.25 (-44.71%) | 17.21 | 312 | 39 | 58 |
| 17 Jun | 64905.60 | 886.25 | -212.2 (-19.32%) | 21.06 | 17 | 13 | 19 |
| 16 Jun | 64545.08 | 1098.45 | -43.4 (-3.80%) | 20.4 | 4 | 4 | 6 |
| 15 Jun | 64413.64 | 1141.85 | -379.85 (-24.96%) | 17.98 | 2 | 2 | 2 |
| 12 Jun | 63987.80 | 2829.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 Jun | 62158.35 | 2829.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Jun | 62058.97 | 2829.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Jun | 62264.81 | 2829.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Jun | 60938.74 | 2829.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 Jun | 61478.62 | 2829.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 Jun | 61238.06 | 2829.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 3 Jun | 61096.09 | 2829.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Jun | 60543.48 | 2829.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Jun | 60424.25 | 2829.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 May | 61131.26 | 2829.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 May | 61796.59 | 2829.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 60339.97 | 2829.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 60171.84 | 2829.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 23 Apr | 63468.51 | - | - | - | 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 |
For Bank Index - strike price 65200 expiring on 25JUN2026
Delta for 65200 PE is -0.27
Historical price for 65200 PE is as follows
On 24 Jun BANKEX was trading at 65580.53. The strike last trading price was 107.6, which was -685.95 lower than the previous day. The implied volatity was 19.07, the open interest changed by 355 which increased total open position to 450
On 23 Jun BANKEX was trading at 64420.23. The strike last trading price was 789.95, which was 484.75 higher than the previous day. The implied volatity was 13.99, the open interest changed by 33 which increased total open position to 97
On 22 Jun BANKEX was trading at 65360.45. The strike last trading price was 325, which was -193 lower than the previous day. The implied volatity was 17.06, the open interest changed by 20 which increased total open position to 64
On 19 Jun BANKEX was trading at 65072.61. The strike last trading price was 527.25, which was 20.1 higher than the previous day. The implied volatity was 15.26, the open interest changed by -14 which decreased total open position to 44
On 18 Jun BANKEX was trading at 65354.88. The strike last trading price was 490, which was -396.25 lower than the previous day. The implied volatity was 17.21, the open interest changed by 39 which increased total open position to 58
On 17 Jun BANKEX was trading at 64905.60. The strike last trading price was 886.25, which was -212.2 lower than the previous day. The implied volatity was 21.06, the open interest changed by 13 which increased total open position to 19
On 16 Jun BANKEX was trading at 64545.08. The strike last trading price was 1098.45, which was -43.4 lower than the previous day. The implied volatity was 20.4, the open interest changed by 4 which increased total open position to 6
On 15 Jun BANKEX was trading at 64413.64. The strike last trading price was 1141.85, which was -379.85 lower than the previous day. The implied volatity was 17.98, the open interest changed by 2 which increased total open position to 2
On 12 Jun BANKEX was trading at 63987.80. The strike last trading price was 2829.75, 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 11 Jun BANKEX was trading at 62158.35. The strike last trading price was 2829.75, 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 10 Jun BANKEX was trading at 62058.97. The strike last trading price was 2829.75, 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 9 Jun BANKEX was trading at 62264.81. The strike last trading price was 2829.75, 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 8 Jun BANKEX was trading at 60938.74. The strike last trading price was 2829.75, 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 5 Jun BANKEX was trading at 61478.62. The strike last trading price was 2829.75, 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 4 Jun BANKEX was trading at 61238.06. The strike last trading price was 2829.75, 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 3 Jun BANKEX was trading at 61096.09. The strike last trading price was 2829.75, 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 2 Jun BANKEX was trading at 60543.48. The strike last trading price was 2829.75, 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 1 Jun BANKEX was trading at 60424.25. The strike last trading price was 2829.75, 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 29 May BANKEX was trading at 61131.26. The strike last trading price was 2829.75, 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 27 May BANKEX was trading at 61796.59. The strike last trading price was 2829.75, 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 20 May BANKEX was trading at 60339.97. The strike last trading price was 2829.75, 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 19 May BANKEX was trading at 60171.84. The strike last trading price was 2829.75, 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 23 Apr BANKEX was trading at 63468.51. 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 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
