[--[65.84.65.76]--]

BANKEX

Bank Index
67584.41 +159.22 (0.24%)
L: 67222.44 H: 67774.14

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Historical option data for BANKEX

04 Feb 2026 11:17 AM IST
BANKEX 26-FEB-2026 67200 CE
Delta: 0.66
Vega: 60.94
Theta: -27.99
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 67571.68 1224.4 63.65 11.71 5 -4 11
3 Feb 67425.19 1160.75 701.45 11.83 85 -15 15
2 Feb 65895.16 459.3 -106.05 12.13 8 1 30
1 Feb 65614.52 556.25 -609.2 15.21 108 14 29
30 Jan 67069.05 1165.45 -91.6 13.4 36 15 15
29 Jan 67453.79 0 0 - 0 0 0
28 Jan 67183.79 0 0 - 0 0 0
27 Jan 66704.17 0 0 - 0 0 0
23 Jan 65863.67 0 0 - 0 0 0
22 Jan 66826.45 0 0 - 0 0 0
21 Jan 66270.17 0 0 - 0 0 0
20 Jan 66896.29 0 0 - 0 0 0
19 Jan 67684.92 0 0 - 0 0 0
14 Jan 67183.88 - - - 0 0 0
13 Jan 66897.11 0 0 - 0 0 0
17 Dec 65970.79 - - - 0 0 0
16 Dec 66024.80 0 - - 0 0 0
15 Dec 66710.44 0 0 - 0 0 0
12 Dec 66662.68 0 - - 0 0 0
10 Dec 66123.55 - - - 0 0 0
9 Dec 66365.37 0 - - 0 0 0
8 Dec 66448.26 0 - - 0 0 0
5 Dec 67018.67 0 0 - 0 0 0
4 Dec 66447.15 - - - 0 0 0
3 Dec 66494.08 - - - 0 0 0
2 Dec 66369.05 - - - 0 0 0
1 Dec 66867.61 0 0 - 0 0 0


For Bank Index - strike price 67200 expiring on 26FEB2026

Delta for 67200 CE is 0.66

Historical price for 67200 CE is as follows

On 4 Feb BANKEX was trading at 67571.68. The strike last trading price was 1224.4, which was 63.65 higher than the previous day. The implied volatity was 11.71, the open interest changed by -4 which decreased total open position to 11


On 3 Feb BANKEX was trading at 67425.19. The strike last trading price was 1160.75, which was 701.45 higher than the previous day. The implied volatity was 11.83, the open interest changed by -15 which decreased total open position to 15


On 2 Feb BANKEX was trading at 65895.16. The strike last trading price was 459.3, which was -106.05 lower than the previous day. The implied volatity was 12.13, the open interest changed by 1 which increased total open position to 30


On 1 Feb BANKEX was trading at 65614.52. The strike last trading price was 556.25, which was -609.2 lower than the previous day. The implied volatity was 15.21, the open interest changed by 14 which increased total open position to 29


On 30 Jan BANKEX was trading at 67069.05. The strike last trading price was 1165.45, which was -91.6 lower than the previous day. The implied volatity was 13.4, the open interest changed by 15 which increased total open position to 15


On 29 Jan BANKEX was trading at 67453.79. 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 28 Jan BANKEX was trading at 67183.79. 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 Jan BANKEX was trading at 66704.17. 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 23 Jan BANKEX was trading at 65863.67. 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 22 Jan BANKEX was trading at 66826.45. 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 21 Jan BANKEX was trading at 66270.17. 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 20 Jan BANKEX was trading at 66896.29. 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 19 Jan BANKEX was trading at 67684.92. 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 14 Jan BANKEX was trading at 67183.88. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan BANKEX was trading at 66897.11. 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 17 Dec BANKEX was trading at 65970.79. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Dec BANKEX was trading at 66024.80. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Dec BANKEX was trading at 66710.44. 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 12 Dec BANKEX was trading at 66662.68. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Dec BANKEX was trading at 66123.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Dec BANKEX was trading at 66365.37. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec BANKEX was trading at 66448.26. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec BANKEX was trading at 67018.67. 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 4 Dec BANKEX was trading at 66447.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec BANKEX was trading at 66494.08. The strike last trading price was -, which was - 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 -, which was - 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 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 26FEB2026 67200 PE
Delta: -0.37
Vega: 62.81
Theta: -14.03
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 67571.68 639.95 -90.9 14.85 9 7 14
3 Feb 67425.19 1998.15 361.95 - 0 0 7
2 Feb 65895.16 1998.15 361.95 22.63 2 0 7
1 Feb 65614.52 1951.95 1033.25 18.24 41 0 7
30 Jan 67069.05 928.2 25.8 15.17 33 1 7
29 Jan 67453.79 902.4 5 16.85 2 2 6
28 Jan 67183.79 901.85 -419.25 15.27 4 4 4
27 Jan 66704.17 0 0 - 0 0 0
23 Jan 65863.67 0 0 - 0 0 0
22 Jan 66826.45 0 0 - 0 0 0
21 Jan 66270.17 0 0 - 0 0 0
20 Jan 66896.29 0 0 - 0 0 0
19 Jan 67684.92 0 0 - 0 0 0
14 Jan 67183.88 - - - 0 0 0
13 Jan 66897.11 0 0 - 0 0 0
17 Dec 65970.79 - - - 0 0 0
16 Dec 66024.80 0 - - 0 0 0
15 Dec 66710.44 0 0 - 0 0 0
12 Dec 66662.68 0 - - 0 0 0
10 Dec 66123.55 - - - 0 0 0
9 Dec 66365.37 0 - - 0 0 0
8 Dec 66448.26 0 - - 0 0 0
5 Dec 67018.67 0 0 - 0 0 0
4 Dec 66447.15 - - - 0 0 0
3 Dec 66494.08 - - - 0 0 0
2 Dec 66369.05 - - - 0 0 0
1 Dec 66867.61 0 0 - 0 0 0


For Bank Index - strike price 67200 expiring on 26FEB2026

Delta for 67200 PE is -0.37

Historical price for 67200 PE is as follows

On 4 Feb BANKEX was trading at 67571.68. The strike last trading price was 639.95, which was -90.9 lower than the previous day. The implied volatity was 14.85, the open interest changed by 7 which increased total open position to 14


On 3 Feb BANKEX was trading at 67425.19. The strike last trading price was 1998.15, which was 361.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 2 Feb BANKEX was trading at 65895.16. The strike last trading price was 1998.15, which was 361.95 higher than the previous day. The implied volatity was 22.63, the open interest changed by 0 which decreased total open position to 7


On 1 Feb BANKEX was trading at 65614.52. The strike last trading price was 1951.95, which was 1033.25 higher than the previous day. The implied volatity was 18.24, the open interest changed by 0 which decreased total open position to 7


On 30 Jan BANKEX was trading at 67069.05. The strike last trading price was 928.2, which was 25.8 higher than the previous day. The implied volatity was 15.17, the open interest changed by 1 which increased total open position to 7


On 29 Jan BANKEX was trading at 67453.79. The strike last trading price was 902.4, which was 5 higher than the previous day. The implied volatity was 16.85, the open interest changed by 2 which increased total open position to 6


On 28 Jan BANKEX was trading at 67183.79. The strike last trading price was 901.85, which was -419.25 lower than the previous day. The implied volatity was 15.27, the open interest changed by 4 which increased total open position to 4


On 27 Jan BANKEX was trading at 66704.17. 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 23 Jan BANKEX was trading at 65863.67. 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 22 Jan BANKEX was trading at 66826.45. 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 21 Jan BANKEX was trading at 66270.17. 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 20 Jan BANKEX was trading at 66896.29. 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 19 Jan BANKEX was trading at 67684.92. 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 14 Jan BANKEX was trading at 67183.88. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan BANKEX was trading at 66897.11. 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 17 Dec BANKEX was trading at 65970.79. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Dec BANKEX was trading at 66024.80. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Dec BANKEX was trading at 66710.44. 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 12 Dec BANKEX was trading at 66662.68. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Dec BANKEX was trading at 66123.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Dec BANKEX was trading at 66365.37. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec BANKEX was trading at 66448.26. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec BANKEX was trading at 67018.67. 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 4 Dec BANKEX was trading at 66447.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec BANKEX was trading at 66494.08. The strike last trading price was -, which was - 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 -, which was - 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 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