Historical option data for BANKEX
25 Jun 2026 04:09 PM IST
| BANKEX 30-Jul-2026 (34d) 66000 CE | ||||||||||||||||
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Delta: 0.54
Vega: 80.6
Theta: -24.62
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 65599.62 | 1183.15 | 10.8 (0.92%) | 13.22 | 34 | 9 | 13 | |||||||||
| 24 Jun | 65580.53 | 1163.6 | 43.2 (3.86%) | 12.75 | 16 | 4 | 4 | |||||||||
For Bank Index - strike price 66000 expiring on 30JUL2026
Delta for 66000 CE is 0.54
Historical price for 66000 CE is as follows
On 25 Jun BANKEX was trading at 65599.62. The strike last trading price was 1183.15, which was 10.8 higher than the previous day. The implied volatity was 13.22, the open interest changed by 9 which increased total open position to 13
On 24 Jun BANKEX was trading at 65580.53. The strike last trading price was 1163.6, which was 43.2 higher than the previous day. The implied volatity was 12.75, the open interest changed by 4 which increased total open position to 4
| BANKEX 30-Jul-2026 (34d) 66000 PE | |||||||
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Delta: -0.46
Vega: 80.67
Theta: -9.19
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 65599.62 | 1142.7 | -368.2 (-24.37%) | 15.45 | 23 | 8 | 8 |
| 24 Jun | 65580.53 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Bank Index - strike price 66000 expiring on 30JUL2026
Delta for 66000 PE is -0.46
Historical price for 66000 PE is as follows
On 25 Jun BANKEX was trading at 65599.62. The strike last trading price was 1142.7, which was -368.2 lower than the previous day. The implied volatity was 15.45, the open interest changed by 8 which increased total open position to 8
On 24 Jun BANKEX was trading at 65580.53. 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
