BANKEX

Bank Index

66444.66 -3.60 (-0.01%)

L: 66027.75 H: 66455.98

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Historical option data for BANKEX
09 Dec 2025 12:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

BANKEX 24-DEC-2025 66900 CE
Delta: 0.45 Vega: 53.58 Theta: -25.37 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	66448.07	444.7 ₹ 13,341	-84.1 -2523.00	9.76	10 300	-2 -60	14 420
8 Dec	66448.26	483 ₹ 14,490	-367.65 -11029.50	-	52 1,560	3 90	16 480
5 Dec	67018.67	859.05 ₹ 25,771.5	263.45 7903.50	-	45 1,350	-1 -30	13 390
4 Dec	66447.15	595.6 ₹ 17,868	-55.35 -1660.50	-	27 810	2 60	14 420
3 Dec	66494.08	662.2 ₹ 19,866	17.6 528.00	-	24 720	-3 -90	12 360
2 Dec	66369.05	661.85 ₹ 19,855.5	-189.15 -5674.50	-	37 1,110	-5 -150	15 450
1 Dec	66867.61	851 ₹ 25,530	-116.05 -3481.50	-	56 1,680	1 30	20 600
28 Nov	66946.16	944.05 ₹ 28,321.5	8.55 256.50	-	220 6,600	15 450	19 570

27 Nov	66891.64	937.45 ₹ 28,123.5	30.75 922.50	-	4 120	4 120	4 120
26 Nov	66790.92	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
11 Nov	65230.82	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Bank Index - strike price 66900 expiring on 24DEC2025

Delta for 66900 CE is 0.45

Historical price for 66900 CE is as follows

On 9 Dec BANKEX was trading at 66448.07. The strike last trading price was 444.7, which was -84.1 lower than the previous day. The implied volatity was 9.76, the open interest changed by -2 which decreased total open position to 14

On 8 Dec BANKEX was trading at 66448.26. The strike last trading price was 483, which was -367.65 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 16

On 5 Dec BANKEX was trading at 67018.67. The strike last trading price was 859.05, which was 263.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 13

On 4 Dec BANKEX was trading at 66447.15. The strike last trading price was 595.6, which was -55.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 14

On 3 Dec BANKEX was trading at 66494.08. The strike last trading price was 662.2, which was 17.6 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 12

On 2 Dec BANKEX was trading at 66369.05. The strike last trading price was 661.85, which was -189.15 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 15

On 1 Dec BANKEX was trading at 66867.61. The strike last trading price was 851, which was -116.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 20

On 28 Nov BANKEX was trading at 66946.16. The strike last trading price was 944.05, which was 8.55 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 19

On 27 Nov BANKEX was trading at 66891.64. The strike last trading price was 937.45, which was 30.75 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4

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 66900 PE
Delta: -0.54 Vega: 53.73 Theta: -10.94 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	66448.07	729.4 ₹ 21,882	11.4 342.00	11.80	4 120	-1 -30	29 870
8 Dec	66448.26	718 ₹ 21,540	279.1 8373.00	-	31 930	-3 -90	30 900
5 Dec	67018.67	433.6 ₹ 13,008	-378.2 -11346.00	-	111 3,330	20 600	33 990
4 Dec	66447.15	675.8 ₹ 20,274	-61.5 -1845.00	-	0 0	0 0	13 390
3 Dec	66494.08	675.8 ₹ 20,274	-61.5 -1845.00	-	8 240	-3 -90	13 390
2 Dec	66369.05	732.65 ₹ 21,979.5	108.8 3264.00	-	18 540	-4 -120	16 480
1 Dec	66867.61	628.05 ₹ 18,841.5	50.75 1522.50	-	246 7,380	8 240	20 600
28 Nov	66946.16	566.55 ₹ 16,996.5	-76.95 -2308.50	-	138 4,140	10 300	12 360
27 Nov	66891.64	633.8 ₹ 19,014	-87.55 -2626.50	-	5 150	2 60	2 60
26 Nov	66790.92	1450 ₹ 43,500	-429.9 -12897.00	-	0 0	0 0	0 0
11 Nov	65230.82	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Bank Index - strike price 66900 expiring on 24DEC2025

Delta for 66900 PE is -0.54

Historical price for 66900 PE is as follows

On 9 Dec BANKEX was trading at 66448.07. The strike last trading price was 729.4, which was 11.4 higher than the previous day. The implied volatity was 11.80, the open interest changed by -1 which decreased total open position to 29

On 8 Dec BANKEX was trading at 66448.26. The strike last trading price was 718, which was 279.1 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 30

On 5 Dec BANKEX was trading at 67018.67. The strike last trading price was 433.6, which was -378.2 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 33

On 4 Dec BANKEX was trading at 66447.15. The strike last trading price was 675.8, which was -61.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13

On 3 Dec BANKEX was trading at 66494.08. The strike last trading price was 675.8, which was -61.5 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 13

On 2 Dec BANKEX was trading at 66369.05. The strike last trading price was 732.65, which was 108.8 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 16

On 1 Dec BANKEX was trading at 66867.61. The strike last trading price was 628.05, which was 50.75 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 20

On 28 Nov BANKEX was trading at 66946.16. The strike last trading price was 566.55, which was -76.95 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 12

On 27 Nov BANKEX was trading at 66891.64. The strike last trading price was 633.8, which was -87.55 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 1450, which was -429.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

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