BANKEX
Bank Index
Historical option data for BANKEX
15 Dec 2025 04:11 PM IST
| BANKEX 24-DEC-2025 66400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 66710.44 | 755.7 | 38.7 | - | 58 | 12 | 29 | |||||||||
| 12 Dec | 66662.68 | 717 | 23.8 | - | 17 | -1 | 17 | |||||||||
| 11 Dec | 66462.48 | 688.5 | 155.25 | - | 85 | -13 | 18 | |||||||||
| 10 Dec | 66123.55 | 536.3 | -175.5 | - | 124 | 13 | 31 | |||||||||
| 9 Dec | 66365.37 | 704.25 | -77.95 | - | 43 | 4 | 18 | |||||||||
| 8 Dec | 66448.26 | 750 | -370.65 | - | 35 | 1 | 14 | |||||||||
| 5 Dec | 67018.67 | 1120.65 | 245.9 | - | 41 | 2 | 13 | |||||||||
| 4 Dec | 66447.15 | 883.9 | 17.8 | - | 18 | 11 | 11 | |||||||||
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| 3 Dec | 66494.08 | 301 | -431.2 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 66369.05 | 301 | -431.2 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 66867.61 | 301 | -431.2 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 66946.16 | 301 | -431.2 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 66891.64 | 301 | -431.2 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 66790.92 | 301 | -431.2 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 65230.82 | 301 | -431.2 | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 66400 expiring on 24DEC2025
Delta for 66400 CE is -
Historical price for 66400 CE is as follows
On 15 Dec BANKEX was trading at 66710.44. The strike last trading price was 755.7, which was 38.7 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 29
On 12 Dec BANKEX was trading at 66662.68. The strike last trading price was 717, which was 23.8 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 17
On 11 Dec BANKEX was trading at 66462.48. The strike last trading price was 688.5, which was 155.25 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 18
On 10 Dec BANKEX was trading at 66123.55. The strike last trading price was 536.3, which was -175.5 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 31
On 9 Dec BANKEX was trading at 66365.37. The strike last trading price was 704.25, which was -77.95 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 18
On 8 Dec BANKEX was trading at 66448.26. The strike last trading price was 750, which was -370.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 14
On 5 Dec BANKEX was trading at 67018.67. The strike last trading price was 1120.65, which was 245.9 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 13
On 4 Dec BANKEX was trading at 66447.15. The strike last trading price was 883.9, which was 17.8 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11
On 3 Dec BANKEX was trading at 66494.08. The strike last trading price was 301, which was -431.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BANKEX was trading at 66369.05. The strike last trading price was 301, which was -431.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec BANKEX was trading at 66867.61. The strike last trading price was 301, which was -431.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BANKEX was trading at 66946.16. The strike last trading price was 301, which was -431.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BANKEX was trading at 66891.64. The strike last trading price was 301, which was -431.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BANKEX was trading at 66790.92. The strike last trading price was 301, which was -431.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BANKEX was trading at 65230.82. The strike last trading price was 301, which was -431.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKEX 24DEC2025 66400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 66710.44 | 236.6 | -34 | - | 43 | -2 | 26 |
| 12 Dec | 66662.68 | 273.1 | -123.7 | - | 38 | 4 | 28 |
| 11 Dec | 66462.48 | 396.8 | -192.5 | - | 117 | 4 | 24 |
| 10 Dec | 66123.55 | 588 | 128.5 | - | 68 | 1 | 20 |
| 9 Dec | 66365.37 | 464.6 | 6.65 | - | 115 | -4 | 19 |
| 8 Dec | 66448.26 | 484.3 | 201 | - | 147 | 9 | 23 |
| 5 Dec | 67018.67 | 276.95 | -186.2 | - | 66 | 2 | 14 |
| 4 Dec | 66447.15 | 481.55 | -1 | - | 63 | 7 | 12 |
| 3 Dec | 66494.08 | 453.75 | -76.15 | - | 62 | -3 | 5 |
| 2 Dec | 66369.05 | 529.9 | 84.9 | - | 4 | -2 | 8 |
| 1 Dec | 66867.61 | 445 | 38.2 | - | 15 | 4 | 10 |
| 28 Nov | 66946.16 | 398.25 | -97.85 | - | 16 | 4 | 6 |
| 27 Nov | 66891.64 | 496.1 | -15.5 | - | 2 | 2 | 2 |
| 26 Nov | 66790.92 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 65230.82 | 0 | 0 | - | 0 | 0 | 0 |
For Bank Index - strike price 66400 expiring on 24DEC2025
Delta for 66400 PE is -
Historical price for 66400 PE is as follows
On 15 Dec BANKEX was trading at 66710.44. The strike last trading price was 236.6, which was -34 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 26
On 12 Dec BANKEX was trading at 66662.68. The strike last trading price was 273.1, which was -123.7 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 28
On 11 Dec BANKEX was trading at 66462.48. The strike last trading price was 396.8, which was -192.5 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 24
On 10 Dec BANKEX was trading at 66123.55. The strike last trading price was 588, which was 128.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 20
On 9 Dec BANKEX was trading at 66365.37. The strike last trading price was 464.6, which was 6.65 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 19
On 8 Dec BANKEX was trading at 66448.26. The strike last trading price was 484.3, which was 201 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 23
On 5 Dec BANKEX was trading at 67018.67. The strike last trading price was 276.95, which was -186.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 14
On 4 Dec BANKEX was trading at 66447.15. The strike last trading price was 481.55, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 12
On 3 Dec BANKEX was trading at 66494.08. The strike last trading price was 453.75, which was -76.15 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 5
On 2 Dec BANKEX was trading at 66369.05. The strike last trading price was 529.9, which was 84.9 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 8
On 1 Dec BANKEX was trading at 66867.61. The strike last trading price was 445, which was 38.2 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 10
On 28 Nov BANKEX was trading at 66946.16. The strike last trading price was 398.25, which was -97.85 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 6
On 27 Nov BANKEX was trading at 66891.64. The strike last trading price was 496.1, which was -15.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 26 Nov BANKEX was trading at 66790.92. 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 11 Nov BANKEX was trading at 65230.82. 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































































































































































































































