BANKEX

Bank Index

66949.04 +501.89 (0.76%)

L: 66290.56 H: 67004.25

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Historical option data for BANKEX
05 Dec 2025 02:12 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 67000 CE
Delta: 0.59 Vega: 59.48 Theta: -24.66 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

5 Dec	66945.04	708.8 ₹ 21,264	169.5 5085.00	9.00	153 4,590	22 660	111 3,330
4 Dec	66447.15	538.95 ₹ 16,168.5	-55.25 -1657.50	-	105 3,150	24 720	89 2,670
3 Dec	66494.08	605 ₹ 18,150	7.65 229.50	-	143 4,290	-41 -1,230	65 1,950
2 Dec	66369.05	603.8 ₹ 18,114	-192.3 -5769.00	-	119 3,570	-11 -330	106 3,180
1 Dec	66867.61	790.4 ₹ 23,712	-122.3 -3669.00	-	168 5,040	-55 -1,650	117 3,510
28 Nov	66946.16	908.35 ₹ 27,250.5	-12.45 -373.50	-	353 10,590	132 3,960	172 5,160
27 Nov	66891.64	940 ₹ 28,200	85.1 2553.00	-	50 1,500	40 1,200	40 1,200
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 67000 expiring on 24DEC2025

Delta for 67000 CE is 0.59

Historical price for 67000 CE is as follows

On 5 Dec BANKEX was trading at 66945.04. The strike last trading price was 708.8, which was 169.5 higher than the previous day. The implied volatity was 9.00, the open interest changed by 22 which increased total open position to 111

On 4 Dec BANKEX was trading at 66447.15. The strike last trading price was 538.95, which was -55.25 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 89

On 3 Dec BANKEX was trading at 66494.08. The strike last trading price was 605, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 65

On 2 Dec BANKEX was trading at 66369.05. The strike last trading price was 603.8, which was -192.3 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 106

On 1 Dec BANKEX was trading at 66867.61. The strike last trading price was 790.4, which was -122.3 lower than the previous day. The implied volatity was -, the open interest changed by -55 which decreased total open position to 117

On 28 Nov BANKEX was trading at 66946.16. The strike last trading price was 908.35, which was -12.45 lower than the previous day. The implied volatity was -, the open interest changed by 132 which increased total open position to 172

On 27 Nov BANKEX was trading at 66891.64. The strike last trading price was 940, which was 85.1 higher than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 40

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 67000 PE
Delta: -0.42 Vega: 59.80 Theta: -8.58 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	66945.04	497.35 ₹ 14,920.5	-258.35 -7750.50	10.47	119 3,570	45 1,350	96 2,880
4 Dec	66447.15	756.55 ₹ 22,696.5	31.35 940.50	-	115 3,450	-2 -60	51 1,530
3 Dec	66494.08	724.05 ₹ 21,721.5	-84.15 -2524.50	-	80 2,400	-35 -1,050	53 1,590
2 Dec	66369.05	785.8 ₹ 23,574	111.65 3349.50	-	69 2,070	-19 -570	88 2,640
1 Dec	66867.61	688.25 ₹ 20,647.5	75.45 2263.50	-	209 6,270	-10 -300	107 3,210
28 Nov	66946.16	599.1 ₹ 17,973	-64.6 -1938.00	-	437 13,110	78 2,340	117 3,510
27 Nov	66891.64	644.65 ₹ 19,339.5	-124.4 -3732.00	-	55 1,650	39 1,170	39 1,170
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 67000 expiring on 24DEC2025

Delta for 67000 PE is -0.42

Historical price for 67000 PE is as follows

On 5 Dec BANKEX was trading at 66945.04. The strike last trading price was 497.35, which was -258.35 lower than the previous day. The implied volatity was 10.47, the open interest changed by 45 which increased total open position to 96

On 4 Dec BANKEX was trading at 66447.15. The strike last trading price was 756.55, which was 31.35 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 51

On 3 Dec BANKEX was trading at 66494.08. The strike last trading price was 724.05, which was -84.15 lower than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 53

On 2 Dec BANKEX was trading at 66369.05. The strike last trading price was 785.8, which was 111.65 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 88

On 1 Dec BANKEX was trading at 66867.61. The strike last trading price was 688.25, which was 75.45 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 107

On 28 Nov BANKEX was trading at 66946.16. The strike last trading price was 599.1, which was -64.6 lower than the previous day. The implied volatity was -, the open interest changed by 78 which increased total open position to 117

On 27 Nov BANKEX was trading at 66891.64. The strike last trading price was 644.65, which was -124.4 lower than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 39

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