Historical option data for BANKEX
25 Jun 2026 03:06 PM IST
| BANKEX 25-Jun-2026 66000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.06
Theta: -69.35
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 65598.65 | 0.25 | -88 (-99.72%) | 35.27 | 4,28,814 | 4,541 | 5,694 | |||||||||
| 24 Jun | 65580.53 | 85 | 64.2 (308.65%) | 16.99 | 57,854 | 725 | 1,153 | |||||||||
| 23 Jun | 64420.23 | 19 | -93.15 (-83.06%) | 19.43 | 1,721 | -117 | 448 | |||||||||
| 22 Jun | 65360.45 | 102.7 | -50.3 (-32.88%) | 13.74 | 1,536 | 228 | 565 | |||||||||
| 19 Jun | 65072.61 | 135.1 | -84.6 (-38.51%) | 12.84 | 1,294 | -139 | 337 | |||||||||
| 18 Jun | 65354.88 | 235 | 50 (27.03%) | 12.35 | 938 | 138 | 476 | |||||||||
| 17 Jun | 64905.60 | 185.7 | 7.1 (3.98%) | 13.75 | 600 | 134 | 338 | |||||||||
| 16 Jun | 64545.08 | 179 | -38.95 (-17.87%) | 15.27 | 396 | 33 | 204 | |||||||||
| 15 Jun | 64413.64 | 212 | 0.7 (0.33%) | 16.68 | 560 | 93 | 171 | |||||||||
| 12 Jun | 63987.80 | 219.35 | 157.85 (256.67%) | 16.77 | 287 | 78 | 78 | |||||||||
| 11 Jun | 62158.35 | 1415.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 62058.97 | 1415.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 62264.81 | 1415.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 60938.74 | 1415.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 61478.62 | 1415.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 61238.06 | 1415.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 61096.09 | 1415.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 60543.48 | 1415.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 60424.25 | 1415.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 29 May | 61131.26 | 1415.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 May | 61796.59 | 1415.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 60339.97 | 1415.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 60171.84 | 1415.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 66000 expiring on 25JUN2026
Delta for 66000 CE is 0.01
Historical price for 66000 CE is as follows
On 25 Jun BANKEX was trading at 65598.65. The strike last trading price was 0.25, which was -88 lower than the previous day. The implied volatity was 35.27, the open interest changed by 4541 which increased total open position to 5694
On 24 Jun BANKEX was trading at 65580.53. The strike last trading price was 85, which was 64.2 higher than the previous day. The implied volatity was 16.99, the open interest changed by 725 which increased total open position to 1153
On 23 Jun BANKEX was trading at 64420.23. The strike last trading price was 19, which was -93.15 lower than the previous day. The implied volatity was 19.43, the open interest changed by -117 which decreased total open position to 448
On 22 Jun BANKEX was trading at 65360.45. The strike last trading price was 102.7, which was -50.3 lower than the previous day. The implied volatity was 13.74, the open interest changed by 228 which increased total open position to 565
On 19 Jun BANKEX was trading at 65072.61. The strike last trading price was 135.1, which was -84.6 lower than the previous day. The implied volatity was 12.84, the open interest changed by -139 which decreased total open position to 337
On 18 Jun BANKEX was trading at 65354.88. The strike last trading price was 235, which was 50 higher than the previous day. The implied volatity was 12.35, the open interest changed by 138 which increased total open position to 476
On 17 Jun BANKEX was trading at 64905.60. The strike last trading price was 185.7, which was 7.1 higher than the previous day. The implied volatity was 13.75, the open interest changed by 134 which increased total open position to 338
On 16 Jun BANKEX was trading at 64545.08. The strike last trading price was 179, which was -38.95 lower than the previous day. The implied volatity was 15.27, the open interest changed by 33 which increased total open position to 204
On 15 Jun BANKEX was trading at 64413.64. The strike last trading price was 212, which was 0.7 higher than the previous day. The implied volatity was 16.68, the open interest changed by 93 which increased total open position to 171
On 12 Jun BANKEX was trading at 63987.80. The strike last trading price was 219.35, which was 157.85 higher than the previous day. The implied volatity was 16.77, the open interest changed by 78 which increased total open position to 78
On 11 Jun BANKEX was trading at 62158.35. The strike last trading price was 1415.45, 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 1415.45, 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 1415.45, 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 1415.45, 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 1415.45, 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 1415.45, 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 1415.45, 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 1415.45, 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 1415.45, 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 1415.45, 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 1415.45, 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 1415.45, 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 1415.45, 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 66000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.73
Theta: -1499.9
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 65598.65 | 414.05 | -84 (-16.87%) | 68.35 | 2,15,434 | 1,862 | 1,888 |
| 24 Jun | 65580.53 | 490 | -1079.95 (-68.79%) | 17.31 | 191 | 23 | 26 |
| 23 Jun | 64420.23 | 788.45 | -262.7 (-24.99%) | - | 0 | 0 | 3 |
| 22 Jun | 65360.45 | 788.45 | -262.7 (-24.99%) | 16.56 | 3 | 3 | 3 |
| 19 Jun | 65072.61 | 3323.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 Jun | 65354.88 | 3323.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 17 Jun | 64905.60 | 3323.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 16 Jun | 64545.08 | 3323.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 Jun | 64413.64 | 3323.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 Jun | 63987.80 | 3323.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 Jun | 62158.35 | 3323.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Jun | 62058.97 | 3323.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Jun | 62264.81 | 3323.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Jun | 60938.74 | 3323.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 Jun | 61478.62 | 3323.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 Jun | 61238.06 | 3323.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 3 Jun | 61096.09 | 3323.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Jun | 60543.48 | 3323.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Jun | 60424.25 | 3323.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 May | 61131.26 | 3323.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 May | 61796.59 | 3323.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 60339.97 | 3323.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 60171.84 | 3323.35 | 0 (0.00%) | - | 0 | 0 | 0 |
For Bank Index - strike price 66000 expiring on 25JUN2026
Delta for 66000 PE is -0.91
Historical price for 66000 PE is as follows
On 25 Jun BANKEX was trading at 65598.65. The strike last trading price was 414.05, which was -84 lower than the previous day. The implied volatity was 68.35, the open interest changed by 1862 which increased total open position to 1888
On 24 Jun BANKEX was trading at 65580.53. The strike last trading price was 490, which was -1079.95 lower than the previous day. The implied volatity was 17.31, the open interest changed by 23 which increased total open position to 26
On 23 Jun BANKEX was trading at 64420.23. The strike last trading price was 788.45, which was -262.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 Jun BANKEX was trading at 65360.45. The strike last trading price was 788.45, which was -262.7 lower than the previous day. The implied volatity was 16.56, the open interest changed by 3 which increased total open position to 3
On 19 Jun BANKEX was trading at 65072.61. The strike last trading price was 3323.35, 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 3323.35, 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 3323.35, 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 3323.35, 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 3323.35, 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 3323.35, 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 3323.35, 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 3323.35, 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 3323.35, 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 3323.35, 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 3323.35, 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 3323.35, 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 3323.35, 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 3323.35, 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 3323.35, 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 3323.35, 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 3323.35, 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 3323.35, 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 3323.35, 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
