BANKEX

Bank Index

67453.79 +270.00 (0.40%)

L: 66949.2 H: 67523.8

Back to Option Chain

Historical option data for BANKEX
29 Jan 2026 04:11 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 29-JAN-2026 67400 CE
Delta: 0.67 Vega: 0.26 Theta: -37701.8 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	67453.79	54.05 ₹ 1,621.5	-90.25 -2707.50	119.53	4,52,721 1,35,81,630	7,011 2,10,330	7,482 2,24,460
28 Jan	67183.79	142.35 ₹ 4,270.5	17.55 526.50	16.96	21,326 6,39,780	435 13,050	471 14,130
27 Jan	66704.17	137.1 ₹ 4,113	49.85 1495.50	17.68	111 3,330	-25 -750	36 1,080
23 Jan	65863.67	83.4 ₹ 2,502	-195.3 -5859.00	15.11	463 13,890	4 120	61 1,830
22 Jan	66826.45	276.25 ₹ 8,287.5	109 3270.00	12.56	273 8,190	-3 -90	57 1,710
21 Jan	66270.17	173.95 ₹ 5,218.5	-148.4 -4452.00	13.42	330 9,900	-13 -390	60 1,800
20 Jan	66896.29	315.2 ₹ 9,456	-378.1 -11343.00	11.47	182 5,460	61 1,830	73 2,190
19 Jan	67684.92	693.3 ₹ 20,799	-297.9 -8937.00	10.5	41 1,230	-1 -30	12 360
16 Jan	67964.48	993.25 ₹ 29,797.5	372.8 11184.00	9.51	36 1,080	0 0	13 390
14 Jan	67183.88	620.45 ₹ 18,613.5	157 4710.00	11.1	9 270	0 0	13 390
13 Jan	66897.11	463.45 ₹ 13,903.5	-82.25 -2467.50	10.27	6 180	0 0	0 0
12 Jan	66860.22	544.75 ₹ 16,342.5	89.95 2698.50	10.53	18 540	4 120	15 450
9 Jan	66616.92	453 ₹ 13,590	-118.05 -3541.50	-	22 660	1 30	11 330
8 Jan	67008.77	562 ₹ 16,860	-217.95 -6538.50	-	30 900	-2 -60	10 300
7 Jan	67512.54	779.95 ₹ 23,398.5	-105.25 -3157.50	-	10 300	2 60	12 360
6 Jan	67555.06	885.2 ₹ 26,556	90.05 2701.50	-	10 300	4 120	10 300
5 Jan	67477.97	795.5 ₹ 23,865	-127.1 -3813.00	-	27 810	0 0	6 180
2 Jan	67483.35	540.05 ₹ 16,201.5	-96.95 -2908.50	-	0 0	0 0	6 180
1 Jan	66909.85	540.05 ₹ 16,201.5	-96.95 -2908.50	-	4 120	0 0	6 180
31 Dec	66759.93	637 ₹ 19,110	170.55 5116.50	-	7 210	3 90	6 180
30 Dec	66278.71	475.75 ₹ 14,272.5	100.35 3010.50	-	3 90	0 0	3 90
29 Dec	65888.42	375.4 ₹ 11,262	-55.1 -1653.00	-	3 90	1 30	3 90

26 Dec	65990.69	430.5 ₹ 12,915	-144.5 -4335.00	-	9 270	1 30	2 60
24 Dec	66147.57	575 ₹ 17,250	66.6 1998.00	-	1 30	1 30	1 30
2 Dec	66369.05	- ₹ NaN	- NaN	-	0 0	0 0	0 0
1 Dec	66867.61	- ₹ NaN	- NaN	-	0 0	0 0	0 0
28 Nov	66946.16	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Nov	66891.64	- ₹ NaN	- NaN	-	0 0	0 0	0 0
21 Nov	66144.68	- ₹ NaN	- NaN	-	0 0	0 0	0 0
20 Nov	66668.75	- ₹ NaN	- NaN	-	0 0	0 0	0 0

For Bank Index - strike price 67400 expiring on 29JAN2026

Delta for 67400 CE is 0.67

Historical price for 67400 CE is as follows

On 29 Jan BANKEX was trading at 67453.79. The strike last trading price was 54.05, which was -90.25 lower than the previous day. The implied volatity was 119.53, the open interest changed by 7011 which increased total open position to 7482

On 28 Jan BANKEX was trading at 67183.79. The strike last trading price was 142.35, which was 17.55 higher than the previous day. The implied volatity was 16.96, the open interest changed by 435 which increased total open position to 471

On 27 Jan BANKEX was trading at 66704.17. The strike last trading price was 137.1, which was 49.85 higher than the previous day. The implied volatity was 17.68, the open interest changed by -25 which decreased total open position to 36

On 23 Jan BANKEX was trading at 65863.67. The strike last trading price was 83.4, which was -195.3 lower than the previous day. The implied volatity was 15.11, the open interest changed by 4 which increased total open position to 61

On 22 Jan BANKEX was trading at 66826.45. The strike last trading price was 276.25, which was 109 higher than the previous day. The implied volatity was 12.56, the open interest changed by -3 which decreased total open position to 57

On 21 Jan BANKEX was trading at 66270.17. The strike last trading price was 173.95, which was -148.4 lower than the previous day. The implied volatity was 13.42, the open interest changed by -13 which decreased total open position to 60

On 20 Jan BANKEX was trading at 66896.29. The strike last trading price was 315.2, which was -378.1 lower than the previous day. The implied volatity was 11.47, the open interest changed by 61 which increased total open position to 73

On 19 Jan BANKEX was trading at 67684.92. The strike last trading price was 693.3, which was -297.9 lower than the previous day. The implied volatity was 10.5, the open interest changed by -1 which decreased total open position to 12

On 16 Jan BANKEX was trading at 67964.48. The strike last trading price was 993.25, which was 372.8 higher than the previous day. The implied volatity was 9.51, the open interest changed by 0 which decreased total open position to 13

On 14 Jan BANKEX was trading at 67183.88. The strike last trading price was 620.45, which was 157 higher than the previous day. The implied volatity was 11.1, the open interest changed by 0 which decreased total open position to 13

On 13 Jan BANKEX was trading at 66897.11. The strike last trading price was 463.45, which was -82.25 lower than the previous day. The implied volatity was 10.27, the open interest changed by 0 which decreased total open position to 0

On 12 Jan BANKEX was trading at 66860.22. The strike last trading price was 544.75, which was 89.95 higher than the previous day. The implied volatity was 10.53, the open interest changed by 4 which increased total open position to 15

On 9 Jan BANKEX was trading at 66616.92. The strike last trading price was 453, which was -118.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11

On 8 Jan BANKEX was trading at 67008.77. The strike last trading price was 562, which was -217.95 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 10

On 7 Jan BANKEX was trading at 67512.54. The strike last trading price was 779.95, which was -105.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 12

On 6 Jan BANKEX was trading at 67555.06. The strike last trading price was 885.2, which was 90.05 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 10

On 5 Jan BANKEX was trading at 67477.97. The strike last trading price was 795.5, which was -127.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6

On 2 Jan BANKEX was trading at 67483.35. The strike last trading price was 540.05, which was -96.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6

On 1 Jan BANKEX was trading at 66909.85. The strike last trading price was 540.05, which was -96.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6

On 31 Dec BANKEX was trading at 66759.93. The strike last trading price was 637, which was 170.55 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 6

On 30 Dec BANKEX was trading at 66278.71. The strike last trading price was 475.75, which was 100.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 29 Dec BANKEX was trading at 65888.42. The strike last trading price was 375.4, which was -55.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3

On 26 Dec BANKEX was trading at 65990.69. The strike last trading price was 430.5, which was -144.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2

On 24 Dec BANKEX was trading at 66147.57. The strike last trading price was 575, which was 66.6 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1

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 -, 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 28 Nov BANKEX was trading at 66946.16. 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 Nov BANKEX was trading at 66891.64. 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 21 Nov BANKEX was trading at 66144.68. 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 20 Nov BANKEX was trading at 66668.75. 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

BANKEX 29JAN2026 67400 PE
Delta: -0.02 Vega: 0.03 Theta: -418.94 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	67453.79	0.05 ₹ 1.5	-303.8 -9114.00	10.96	4,41,536 1,32,46,080	8,070 2,42,100	8,077 2,42,310
28 Jan	67183.79	1511 ₹ 45,330	-143.75 -4312.50	-	0 0	0 0	7 210
27 Jan	66704.17	1511 ₹ 45,330	-143.75 -4312.50	58.25	2 60	-2 -60	7 210
23 Jan	65863.67	1654.75 ₹ 49,642.5	846.45 25393.50	20.13	59 1,770	-5 -150	9 270
22 Jan	66826.45	1725.3 ₹ 51,759	988.05 29641.50	-	0 0	0 0	14 420
21 Jan	66270.17	1725.3 ₹ 51,759	988.05 29641.50	30.13	19 570	-1 -30	14 420
20 Jan	66896.29	737.25 ₹ 22,117.5	360.55 10816.50	12.45	62 1,860	-14 -420	15 450
19 Jan	67684.92	376.3 ₹ 11,289	54 1620.00	12.45	57 1,710	2 60	29 870
16 Jan	67964.48	312.35 ₹ 9,370.5	-294.8 -8844.00	12.44	59 1,770	5 150	27 810
14 Jan	67183.88	619.25 ₹ 18,577.5	-366.05 -10981.50	11.82	24 720	1 30	22 660
13 Jan	66897.11	985.3 ₹ 29,559	245.75 7372.50	15.39	16 480	-5 -150	21 630
12 Jan	66860.22	734.1 ₹ 22,023	-114.65 -3439.50	11.56	28 840	9 270	26 780
9 Jan	66616.92	848.75 ₹ 25,462.5	120.4 3612.00	-	23 690	2 60	17 510
8 Jan	67008.77	734.25 ₹ 22,027.5	236.35 7090.50	-	34 1,020	-4 -120	15 450
7 Jan	67512.54	510.4 ₹ 15,312	7.15 214.50	-	68 2,040	12 360	19 570
6 Jan	67555.06	503.25 ₹ 15,097.5	-96.6 -2898.00	-	7 210	2 60	7 210
5 Jan	67477.97	594.75 ₹ 17,842.5	30.35 910.50	-	81 2,430	-18 -540	5 150
2 Jan	67483.35	564.4 ₹ 16,932	-299.65 -8989.50	-	26 780	7 210	23 690
1 Jan	66909.85	864.05 ₹ 25,921.5	-1.1 -33.00	-	13 390	8 240	16 480
31 Dec	66759.93	865.15 ₹ 25,954.5	-243.95 -7318.50	-	4 120	4 120	8 240
30 Dec	66278.71	1109.1 ₹ 33,273	-889.45 -26683.50	-	4 120	4 120	4 120
29 Dec	65888.42	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Dec	65990.69	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Dec	66147.57	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
2 Dec	66369.05	- ₹ NaN	- NaN	-	0 0	0 0	0 0
1 Dec	66867.61	- ₹ NaN	- NaN	-	0 0	0 0	0 0
28 Nov	66946.16	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Nov	66891.64	- ₹ NaN	- NaN	-	0 0	0 0	0 0
21 Nov	66144.68	- ₹ NaN	- NaN	-	0 0	0 0	0 0
20 Nov	66668.75	- ₹ NaN	- NaN	-	0 0	0 0	0 0

For Bank Index - strike price 67400 expiring on 29JAN2026

Delta for 67400 PE is -0.02

Historical price for 67400 PE is as follows

On 29 Jan BANKEX was trading at 67453.79. The strike last trading price was 0.05, which was -303.8 lower than the previous day. The implied volatity was 10.96, the open interest changed by 8070 which increased total open position to 8077

On 28 Jan BANKEX was trading at 67183.79. The strike last trading price was 1511, which was -143.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7

On 27 Jan BANKEX was trading at 66704.17. The strike last trading price was 1511, which was -143.75 lower than the previous day. The implied volatity was 58.25, the open interest changed by -2 which decreased total open position to 7

On 23 Jan BANKEX was trading at 65863.67. The strike last trading price was 1654.75, which was 846.45 higher than the previous day. The implied volatity was 20.13, the open interest changed by -5 which decreased total open position to 9

On 22 Jan BANKEX was trading at 66826.45. The strike last trading price was 1725.3, which was 988.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14

On 21 Jan BANKEX was trading at 66270.17. The strike last trading price was 1725.3, which was 988.05 higher than the previous day. The implied volatity was 30.13, the open interest changed by -1 which decreased total open position to 14

On 20 Jan BANKEX was trading at 66896.29. The strike last trading price was 737.25, which was 360.55 higher than the previous day. The implied volatity was 12.45, the open interest changed by -14 which decreased total open position to 15

On 19 Jan BANKEX was trading at 67684.92. The strike last trading price was 376.3, which was 54 higher than the previous day. The implied volatity was 12.45, the open interest changed by 2 which increased total open position to 29

On 16 Jan BANKEX was trading at 67964.48. The strike last trading price was 312.35, which was -294.8 lower than the previous day. The implied volatity was 12.44, the open interest changed by 5 which increased total open position to 27

On 14 Jan BANKEX was trading at 67183.88. The strike last trading price was 619.25, which was -366.05 lower than the previous day. The implied volatity was 11.82, the open interest changed by 1 which increased total open position to 22

On 13 Jan BANKEX was trading at 66897.11. The strike last trading price was 985.3, which was 245.75 higher than the previous day. The implied volatity was 15.39, the open interest changed by -5 which decreased total open position to 21

On 12 Jan BANKEX was trading at 66860.22. The strike last trading price was 734.1, which was -114.65 lower than the previous day. The implied volatity was 11.56, the open interest changed by 9 which increased total open position to 26

On 9 Jan BANKEX was trading at 66616.92. The strike last trading price was 848.75, which was 120.4 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 17

On 8 Jan BANKEX was trading at 67008.77. The strike last trading price was 734.25, which was 236.35 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 15

On 7 Jan BANKEX was trading at 67512.54. The strike last trading price was 510.4, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 19

On 6 Jan BANKEX was trading at 67555.06. The strike last trading price was 503.25, which was -96.6 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 7

On 5 Jan BANKEX was trading at 67477.97. The strike last trading price was 594.75, which was 30.35 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 5

On 2 Jan BANKEX was trading at 67483.35. The strike last trading price was 564.4, which was -299.65 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 23

On 1 Jan BANKEX was trading at 66909.85. The strike last trading price was 864.05, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 16

On 31 Dec BANKEX was trading at 66759.93. The strike last trading price was 865.15, which was -243.95 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 8

On 30 Dec BANKEX was trading at 66278.71. The strike last trading price was 1109.1, which was -889.45 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4

On 29 Dec BANKEX was trading at 65888.42. 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 26 Dec BANKEX was trading at 65990.69. 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 24 Dec BANKEX was trading at 66147.57. 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

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