Historical option data for BANKEX
25 Jun 2026 04:09 PM IST
| BANKEX 25-Jun-2026 65600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.7
Vega: 0.82
Theta: -220.83
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 65599.62 | 1.2 | -229.75 (-99.48%) | 2.39 | 2,77,273 | 11,836 | 12,168 | |||||||||
| 24 Jun | 65580.53 | 240.55 | 197.05 (452.99%) | 17.68 | 23,401 | 272 | 332 | |||||||||
| 23 Jun | 64420.23 | 37.85 | -199.75 (-84.07%) | 18.14 | 335 | 37 | 67 | |||||||||
| 22 Jun | 65360.45 | 230.55 | -70.85 (-23.51%) | 14.14 | 44 | 30 | 30 | |||||||||
| 19 Jun | 65072.61 | 1559.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 Jun | 65354.88 | 1559.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 17 Jun | 64905.60 | 1559.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 16 Jun | 64545.08 | 1559.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 Jun | 64413.64 | 1559.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 Jun | 63987.80 | 1559.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 Jun | 62158.35 | 1559.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 62058.97 | 1559.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 62264.81 | 1559.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 60938.74 | 1559.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 61478.62 | 1559.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 61238.06 | 1559.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 61096.09 | 1559.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 60543.48 | 1559.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 60424.25 | 1559.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 29 May | 61131.26 | 1559.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 May | 61796.59 | 1559.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 60339.97 | 1559.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 60171.84 | 1559.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 65600 expiring on 25JUN2026
Delta for 65600 CE is 0.7
Historical price for 65600 CE is as follows
On 25 Jun BANKEX was trading at 65599.62. The strike last trading price was 1.2, which was -229.75 lower than the previous day. The implied volatity was 2.39, the open interest changed by 11836 which increased total open position to 12168
On 24 Jun BANKEX was trading at 65580.53. The strike last trading price was 240.55, which was 197.05 higher than the previous day. The implied volatity was 17.68, the open interest changed by 272 which increased total open position to 332
On 23 Jun BANKEX was trading at 64420.23. The strike last trading price was 37.85, which was -199.75 lower than the previous day. The implied volatity was 18.14, the open interest changed by 37 which increased total open position to 67
On 22 Jun BANKEX was trading at 65360.45. The strike last trading price was 230.55, which was -70.85 lower than the previous day. The implied volatity was 14.14, the open interest changed by 30 which increased total open position to 30
On 19 Jun BANKEX was trading at 65072.61. The strike last trading price was 1559.6, 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 18 Jun BANKEX was trading at 65354.88. The strike last trading price was 1559.6, 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 Jun BANKEX was trading at 64905.60. The strike last trading price was 1559.6, 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 1559.6, 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 1559.6, 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 1559.6, 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 1559.6, 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 1559.6, 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 1559.6, 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 1559.6, 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 1559.6, 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 1559.6, 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 1559.6, 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 1559.6, 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 1559.6, 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 1559.6, 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 1559.6, 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 1559.6, 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 1559.6, 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 65600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.17
Theta: -6211.62
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 65599.62 | 0.2 | -260.35 (-99.92%) | 37.12 | 5,59,759 | 7,961 | 8,215 |
| 24 Jun | 65580.53 | 244.65 | -748.65 (-75.37%) | 17.86 | 5,601 | 238 | 254 |
| 23 Jun | 64420.23 | 993.3 | 472.5 (90.73%) | 16.03 | 68 | -2 | 16 |
| 22 Jun | 65360.45 | 523.6 | -213.2 (-28.94%) | 16.72 | 133 | 3 | 18 |
| 19 Jun | 65072.61 | 723.3 | -85.7 (-10.59%) | 14.16 | 26 | 8 | 15 |
| 18 Jun | 65354.88 | 809 | -302.3 (-27.20%) | 20.7 | 2 | 2 | 7 |
| 17 Jun | 64905.60 | 1111.3 | -203.95 (-15.51%) | 20.95 | 5 | 5 | 5 |
| 16 Jun | 64545.08 | 3071.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 Jun | 64413.64 | 3071.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 Jun | 63987.80 | 3071.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 Jun | 62158.35 | 3071.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Jun | 62058.97 | 3071.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Jun | 62264.81 | 3071.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Jun | 60938.74 | 3071.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 Jun | 61478.62 | 3071.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 Jun | 61238.06 | 3071.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 3 Jun | 61096.09 | 3071.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Jun | 60543.48 | 3071.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Jun | 60424.25 | 3071.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 May | 61131.26 | 3071.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 May | 61796.59 | 3071.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 60339.97 | 3071.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 60171.84 | 3071.3 | 0 (0.00%) | - | 0 | 0 | 0 |
For Bank Index - strike price 65600 expiring on 25JUN2026
Delta for 65600 PE is -0.14
Historical price for 65600 PE is as follows
On 25 Jun BANKEX was trading at 65599.62. The strike last trading price was 0.2, which was -260.35 lower than the previous day. The implied volatity was 37.12, the open interest changed by 7961 which increased total open position to 8215
On 24 Jun BANKEX was trading at 65580.53. The strike last trading price was 244.65, which was -748.65 lower than the previous day. The implied volatity was 17.86, the open interest changed by 238 which increased total open position to 254
On 23 Jun BANKEX was trading at 64420.23. The strike last trading price was 993.3, which was 472.5 higher than the previous day. The implied volatity was 16.03, the open interest changed by -2 which decreased total open position to 16
On 22 Jun BANKEX was trading at 65360.45. The strike last trading price was 523.6, which was -213.2 lower than the previous day. The implied volatity was 16.72, the open interest changed by 3 which increased total open position to 18
On 19 Jun BANKEX was trading at 65072.61. The strike last trading price was 723.3, which was -85.7 lower than the previous day. The implied volatity was 14.16, the open interest changed by 8 which increased total open position to 15
On 18 Jun BANKEX was trading at 65354.88. The strike last trading price was 809, which was -302.3 lower than the previous day. The implied volatity was 20.7, the open interest changed by 2 which increased total open position to 7
On 17 Jun BANKEX was trading at 64905.60. The strike last trading price was 1111.3, which was -203.95 lower than the previous day. The implied volatity was 20.95, the open interest changed by 5 which increased total open position to 5
On 16 Jun BANKEX was trading at 64545.08. The strike last trading price was 3071.3, 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 3071.3, 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 3071.3, 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 3071.3, 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 3071.3, 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 3071.3, 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 3071.3, 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 3071.3, 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 3071.3, 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 3071.3, 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 3071.3, 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 3071.3, 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 3071.3, 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 3071.3, 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 3071.3, 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 3071.3, 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
