BANKEX
Bank Index
Historical option data for BANKEX
11 Mar 2026 04:11 PM IST
| BANKEX 25-MAR-2026 65800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 27.21
Theta: -22.69
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 62708.66 | 178.85 | -430.85 | 20.94 | 76 | 17 | 30 | |||||||||
| 10 Mar | 64028.06 | 893 | 0.1 | - | 0 | 0 | 13 | |||||||||
| 9 Mar | 62940.57 | 893 | 0.1 | 35.33 | 2 | 0 | 13 | |||||||||
| 6 Mar | 64991.19 | 892.9 | -674.85 | 18.39 | 166 | -2 | 13 | |||||||||
| 5 Mar | 66410.80 | 1525.9 | 56.7 | 16.63 | 91 | 11 | 15 | |||||||||
| 4 Mar | 65997.21 | 1450.95 | -658.65 | 18.62 | 6 | 4 | 4 | |||||||||
| 2 Mar | 67324.82 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 68139.54 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 68837.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 68544.56 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 67425.19 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 65895.16 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 65614.52 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 67183.79 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Jan | 66704.17 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Jan | 65863.67 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jan | 66826.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 66270.17 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 66897.11 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 66860.22 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 66909.85 | - | - | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 66759.93 | 0 | - | - | 0 | 0 | 0 | |||||||||
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| 30 Dec | 66278.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 65888.42 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Dec | 65990.69 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 65800 expiring on 25MAR2026
Delta for 65800 CE is 0.14
Historical price for 65800 CE is as follows
On 11 Mar BANKEX was trading at 62708.66. The strike last trading price was 178.85, which was -430.85 lower than the previous day. The implied volatity was 20.94, the open interest changed by 17 which increased total open position to 30
On 10 Mar BANKEX was trading at 64028.06. The strike last trading price was 893, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 9 Mar BANKEX was trading at 62940.57. The strike last trading price was 893, which was 0.1 higher than the previous day. The implied volatity was 35.33, the open interest changed by 0 which decreased total open position to 13
On 6 Mar BANKEX was trading at 64991.19. The strike last trading price was 892.9, which was -674.85 lower than the previous day. The implied volatity was 18.39, the open interest changed by -2 which decreased total open position to 13
On 5 Mar BANKEX was trading at 66410.80. The strike last trading price was 1525.9, which was 56.7 higher than the previous day. The implied volatity was 16.63, the open interest changed by 11 which increased total open position to 15
On 4 Mar BANKEX was trading at 65997.21. The strike last trading price was 1450.95, which was -658.65 lower than the previous day. The implied volatity was 18.62, the open interest changed by 4 which increased total open position to 4
On 2 Mar BANKEX was trading at 67324.82. 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 27 Feb BANKEX was trading at 68139.54. 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 26 Feb BANKEX was trading at 68837.50. 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 25 Feb BANKEX was trading at 68544.56. 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 3 Feb BANKEX was trading at 67425.19. 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 2 Feb BANKEX was trading at 65895.16. 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 Feb BANKEX was trading at 65614.52. 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 28 Jan BANKEX was trading at 67183.79. 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 Jan BANKEX was trading at 66704.17. 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 23 Jan BANKEX was trading at 65863.67. 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 22 Jan BANKEX was trading at 66826.45. 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 Jan BANKEX was trading at 66270.17. 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 13 Jan BANKEX was trading at 66897.11. 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 12 Jan BANKEX was trading at 66860.22. 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 Jan BANKEX was trading at 66909.85. 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 31 Dec BANKEX was trading at 66759.93. The strike last trading price was 0, 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 30 Dec BANKEX was trading at 66278.71. 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 29 Dec BANKEX was trading at 65888.42. 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 26 Dec BANKEX was trading at 65990.69. 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 25MAR2026 65800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 62708.66 | 3198.8 | 1683.65 | - | 0 | 0 | 41 |
| 10 Mar | 64028.06 | 3198.8 | 1683.65 | - | 0 | 0 | 41 |
| 9 Mar | 62940.57 | 3198.8 | 1683.65 | 29.89 | 14 | -2 | 41 |
| 6 Mar | 64991.19 | 1513.95 | 795.55 | 21.85 | 69 | -14 | 43 |
| 5 Mar | 66410.80 | 722 | -266.45 | 18.02 | 221 | 33 | 57 |
| 4 Mar | 65997.21 | 988.45 | 631.3 | 20.03 | 44 | 24 | 24 |
| 2 Mar | 67324.82 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 68139.54 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 68837.50 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 68544.56 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 67425.19 | - | - | - | 0 | 0 | 0 |
| 2 Feb | 65895.16 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 65614.52 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 67183.79 | - | - | - | 0 | 0 | 0 |
| 27 Jan | 66704.17 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 65863.67 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 66826.45 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 66270.17 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 66897.11 | - | - | - | 0 | 0 | 0 |
| 12 Jan | 66860.22 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 66909.85 | - | - | - | 0 | 0 | 0 |
| 31 Dec | 66759.93 | 0 | - | - | 0 | 0 | 0 |
| 30 Dec | 66278.71 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Dec | 65888.42 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Dec | 65990.69 | 0 | 0 | - | 0 | 0 | 0 |
For Bank Index - strike price 65800 expiring on 25MAR2026
Delta for 65800 PE is -
Historical price for 65800 PE is as follows
On 11 Mar BANKEX was trading at 62708.66. The strike last trading price was 3198.8, which was 1683.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 10 Mar BANKEX was trading at 64028.06. The strike last trading price was 3198.8, which was 1683.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 9 Mar BANKEX was trading at 62940.57. The strike last trading price was 3198.8, which was 1683.65 higher than the previous day. The implied volatity was 29.89, the open interest changed by -2 which decreased total open position to 41
On 6 Mar BANKEX was trading at 64991.19. The strike last trading price was 1513.95, which was 795.55 higher than the previous day. The implied volatity was 21.85, the open interest changed by -14 which decreased total open position to 43
On 5 Mar BANKEX was trading at 66410.80. The strike last trading price was 722, which was -266.45 lower than the previous day. The implied volatity was 18.02, the open interest changed by 33 which increased total open position to 57
On 4 Mar BANKEX was trading at 65997.21. The strike last trading price was 988.45, which was 631.3 higher than the previous day. The implied volatity was 20.03, the open interest changed by 24 which increased total open position to 24
On 2 Mar BANKEX was trading at 67324.82. 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 27 Feb BANKEX was trading at 68139.54. 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 26 Feb BANKEX was trading at 68837.50. 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 25 Feb BANKEX was trading at 68544.56. 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 3 Feb BANKEX was trading at 67425.19. 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 2 Feb BANKEX was trading at 65895.16. 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 Feb BANKEX was trading at 65614.52. 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 28 Jan BANKEX was trading at 67183.79. 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 Jan BANKEX was trading at 66704.17. 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 23 Jan BANKEX was trading at 65863.67. 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 22 Jan BANKEX was trading at 66826.45. 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 Jan BANKEX was trading at 66270.17. 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 13 Jan BANKEX was trading at 66897.11. 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 12 Jan BANKEX was trading at 66860.22. 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 Jan BANKEX was trading at 66909.85. 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 31 Dec BANKEX was trading at 66759.93. The strike last trading price was 0, 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 30 Dec BANKEX was trading at 66278.71. 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 29 Dec BANKEX was trading at 65888.42. 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 26 Dec BANKEX was trading at 65990.69. 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
