BANKEX
Bank Index
Historical option data for BANKEX
10 Dec 2025 09:02 AM IST
| BANKEX 24-DEC-2025 66700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 10 Dec | 66451.12 | 556.85 | -69.3 | - | 38 | 0 | 21 | |||||||||
| 9 Dec | 66365.37 | 556.85 | -69.3 | - | 38 | 5 | 21 | |||||||||
| 8 Dec | 66448.26 | 574.3 | -375.05 | - | 47 | -1 | 16 | |||||||||
| 5 Dec | 67018.67 | 966.85 | 281 | - | 76 | 0 | 17 | |||||||||
| 4 Dec | 66447.15 | 685.85 | -81.05 | - | 24 | 2 | 17 | |||||||||
| 3 Dec | 66494.08 | 768.2 | 16.55 | - | 37 | -1 | 15 | |||||||||
| 2 Dec | 66369.05 | 755.95 | -238.3 | - | 52 | 15 | 16 | |||||||||
| 1 Dec | 66867.61 | 994.25 | -73.45 | - | 1 | 1 | 1 | |||||||||
| 28 Nov | 66946.16 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 66891.64 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 66790.92 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 65230.82 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 66700 expiring on 24DEC2025
Delta for 66700 CE is -
Historical price for 66700 CE is as follows
On 10 Dec BANKEX was trading at 66451.12. The strike last trading price was 556.85, which was -69.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 9 Dec BANKEX was trading at 66365.37. The strike last trading price was 556.85, which was -69.3 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 21
On 8 Dec BANKEX was trading at 66448.26. The strike last trading price was 574.3, which was -375.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 16
On 5 Dec BANKEX was trading at 67018.67. The strike last trading price was 966.85, which was 281 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 4 Dec BANKEX was trading at 66447.15. The strike last trading price was 685.85, which was -81.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 17
On 3 Dec BANKEX was trading at 66494.08. The strike last trading price was 768.2, which was 16.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 15
On 2 Dec BANKEX was trading at 66369.05. The strike last trading price was 755.95, which was -238.3 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 16
On 1 Dec BANKEX was trading at 66867.61. The strike last trading price was 994.25, which was -73.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 28 Nov BANKEX was trading at 66946.16. 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 27 Nov BANKEX was trading at 66891.64. 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 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
| BANKEX 24DEC2025 66700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Dec | 66451.12 | 594.4 | 11.75 | - | 14 | 0 | 17 |
| 9 Dec | 66365.37 | 594.4 | 11.75 | - | 14 | -3 | 17 |
| 8 Dec | 66448.26 | 615 | 247.35 | - | 109 | 3 | 20 |
| 5 Dec | 67018.67 | 350.5 | -254.85 | - | 99 | 7 | 17 |
| 4 Dec | 66447.15 | 599.85 | -4.8 | - | 32 | -3 | 10 |
| 3 Dec | 66494.08 | 584.25 | -67.55 | - | 66 | -33 | 13 |
| 2 Dec | 66369.05 | 644.6 | 94.2 | - | 246 | 2 | 46 |
| 1 Dec | 66867.61 | 566.1 | 72.35 | - | 120 | 38 | 44 |
| 28 Nov | 66946.16 | 503.4 | -103.6 | - | 52 | -1 | 6 |
| 27 Nov | 66891.64 | 607 | -24.7 | - | 8 | 7 | 7 |
| 26 Nov | 66790.92 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 65230.82 | 0 | 0 | - | 0 | 0 | 0 |
For Bank Index - strike price 66700 expiring on 24DEC2025
Delta for 66700 PE is -
Historical price for 66700 PE is as follows
On 10 Dec BANKEX was trading at 66451.12. The strike last trading price was 594.4, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 9 Dec BANKEX was trading at 66365.37. The strike last trading price was 594.4, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 17
On 8 Dec BANKEX was trading at 66448.26. The strike last trading price was 615, which was 247.35 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 20
On 5 Dec BANKEX was trading at 67018.67. The strike last trading price was 350.5, which was -254.85 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 17
On 4 Dec BANKEX was trading at 66447.15. The strike last trading price was 599.85, which was -4.8 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 10
On 3 Dec BANKEX was trading at 66494.08. The strike last trading price was 584.25, which was -67.55 lower than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 13
On 2 Dec BANKEX was trading at 66369.05. The strike last trading price was 644.6, which was 94.2 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 46
On 1 Dec BANKEX was trading at 66867.61. The strike last trading price was 566.1, which was 72.35 higher than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 44
On 28 Nov BANKEX was trading at 66946.16. The strike last trading price was 503.4, which was -103.6 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 6
On 27 Nov BANKEX was trading at 66891.64. The strike last trading price was 607, which was -24.7 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
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































































































































































































































