[--[65.84.65.76]--]

BANKEX

Bank Index
67069.05 -384.74 (-0.57%)
L: 66914.16 H: 67391.72

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Historical option data for BANKEX

30 Jan 2026 04:11 PM IST
BANKEX 26-FEB-2026 67300 CE
Delta: 0.55
Vega: 72.16
Theta: -27.21
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
30 Jan 67069.05 1082.05 -117.95 12.99 18 11 11
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
15 Dec 66710.44 - - - 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
2 Dec 66369.05 - - - 0 0 0
1 Dec 66867.61 0 0 - 0 0 0


For Bank Index - strike price 67300 expiring on 26FEB2026

Delta for 67300 CE is 0.55

Historical price for 67300 CE is as follows

On 30 Jan BANKEX was trading at 67069.05. The strike last trading price was 1082.05, which was -117.95 lower than the previous day. The implied volatity was 12.99, the open interest changed by 11 which increased total open position to 11


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 15 Dec BANKEX was trading at 66710.44. 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 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 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 67300 PE
Delta: -0.45
Vega: 72.26
Theta: -11.25
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
30 Jan 67069.05 948.6 14.1 14.82 58 2 8
29 Jan 67453.79 934.5 39.8 16.72 6 6 6
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
15 Dec 66710.44 - - - 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
2 Dec 66369.05 - - - 0 0 0
1 Dec 66867.61 0 0 - 0 0 0


For Bank Index - strike price 67300 expiring on 26FEB2026

Delta for 67300 PE is -0.45

Historical price for 67300 PE is as follows

On 30 Jan BANKEX was trading at 67069.05. The strike last trading price was 948.6, which was 14.1 higher than the previous day. The implied volatity was 14.82, the open interest changed by 2 which increased total open position to 8


On 29 Jan BANKEX was trading at 67453.79. The strike last trading price was 934.5, which was 39.8 higher than the previous day. The implied volatity was 16.72, the open interest changed by 6 which increased total open position to 6


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 15 Dec BANKEX was trading at 66710.44. 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 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 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