BANKEX
Bank Index
Historical option data for BANKEX
04 Feb 2026 11:19 AM IST
| BANKEX 26-FEB-2026 67200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 61.16
Theta: -28.15
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
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| 4 Feb | 67562.30 | 1224.4 | 63.65 | 11.82 | 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 67562.30. The strike last trading price was 1224.4, which was 63.65 higher than the previous day. The implied volatity was 11.82, 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: 62.87
Theta: -13.93
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Feb | 67562.30 | 639.95 | -90.9 | 14.78 | 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 67562.30. The strike last trading price was 639.95, which was -90.9 lower than the previous day. The implied volatity was 14.78, 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






























































































































































































































