BANKEX
Bank Index
Historical option data for BANKEX
09 Dec 2025 04:11 PM 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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| 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 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 |
| 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 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































































































































































































































