BANKEX
Bank Index
Historical option data for BANKEX
06 Feb 2026 04:11 PM IST
| BANKEX 26-FEB-2026 67500 CE | ||||||||||||||||
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Delta: 0.62
Vega: 60.22
Theta: -24.9
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 67551.03 | 804.55 | -113.4 | 9.07 | 169 | -12 | 71 | |||||||||
| 5 Feb | 67536.37 | 910.85 | -129.65 | 10.53 | 102 | 68 | 83 | |||||||||
| 4 Feb | 67699.56 | 1040.5 | 14.85 | 11.45 | 37 | -8 | 15 | |||||||||
| 3 Feb | 67425.19 | 423.95 | -34.15 | - | 0 | 0 | 23 | |||||||||
| 2 Feb | 65895.16 | 423.95 | -34.15 | 13.1 | 9 | -2 | 23 | |||||||||
| 1 Feb | 65614.52 | 448.9 | -510.15 | 14.87 | 56 | 11 | 25 | |||||||||
| 30 Jan | 67069.05 | 954.8 | -136 | 12.67 | 33 | 12 | 14 | |||||||||
| 29 Jan | 67453.79 | 949.3 | 278.7 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 67183.79 | 949.3 | 278.7 | 11.28 | 4 | -4 | 2 | |||||||||
| 27 Jan | 66704.17 | 670.6 | -32.35 | 9.03 | 4 | 4 | 6 | |||||||||
| 23 Jan | 65863.67 | 702.95 | -303.2 | 14.19 | 10 | 2 | 2 | |||||||||
| 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 | |||||||||
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| 14 Jan | 67183.88 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 66897.11 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 66365.37 | - | - | - | 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 | |||||||||
For Bank Index - strike price 67500 expiring on 26FEB2026
Delta for 67500 CE is 0.62
Historical price for 67500 CE is as follows
On 6 Feb BANKEX was trading at 67551.03. The strike last trading price was 804.55, which was -113.4 lower than the previous day. The implied volatity was 9.07, the open interest changed by -12 which decreased total open position to 71
On 5 Feb BANKEX was trading at 67536.37. The strike last trading price was 910.85, which was -129.65 lower than the previous day. The implied volatity was 10.53, the open interest changed by 68 which increased total open position to 83
On 4 Feb BANKEX was trading at 67699.56. The strike last trading price was 1040.5, which was 14.85 higher than the previous day. The implied volatity was 11.45, the open interest changed by -8 which decreased total open position to 15
On 3 Feb BANKEX was trading at 67425.19. The strike last trading price was 423.95, which was -34.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 2 Feb BANKEX was trading at 65895.16. The strike last trading price was 423.95, which was -34.15 lower than the previous day. The implied volatity was 13.1, the open interest changed by -2 which decreased total open position to 23
On 1 Feb BANKEX was trading at 65614.52. The strike last trading price was 448.9, which was -510.15 lower than the previous day. The implied volatity was 14.87, the open interest changed by 11 which increased total open position to 25
On 30 Jan BANKEX was trading at 67069.05. The strike last trading price was 954.8, which was -136 lower than the previous day. The implied volatity was 12.67, the open interest changed by 12 which increased total open position to 14
On 29 Jan BANKEX was trading at 67453.79. The strike last trading price was 949.3, which was 278.7 higher 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 949.3, which was 278.7 higher than the previous day. The implied volatity was 11.28, the open interest changed by -4 which decreased total open position to 2
On 27 Jan BANKEX was trading at 66704.17. The strike last trading price was 670.6, which was -32.35 lower than the previous day. The implied volatity was 9.03, the open interest changed by 4 which increased total open position to 6
On 23 Jan BANKEX was trading at 65863.67. The strike last trading price was 702.95, which was -303.2 lower than the previous day. The implied volatity was 14.19, the open interest changed by 2 which increased total open position to 2
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 9 Dec BANKEX was trading at 66365.37. 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 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 -, 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 26FEB2026 67500 PE | |||||||
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Delta: -0.41
Vega: 61.64
Theta: -12.74
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 67551.03 | 647 | -23.9 | 13.36 | 440 | 8 | 91 |
| 5 Feb | 67536.37 | 690 | 38.45 | 13.75 | 124 | 62 | 83 |
| 4 Feb | 67699.56 | 658.65 | -167.9 | 14.09 | 39 | -2 | 21 |
| 3 Feb | 67425.19 | 826.55 | -1370.25 | 14.52 | 13 | 9 | 23 |
| 2 Feb | 65895.16 | 2196.8 | 18.35 | 22.84 | 2 | -1 | 14 |
| 1 Feb | 65614.52 | 2178.45 | 1092.55 | 18.65 | 31 | -3 | 15 |
| 30 Jan | 67069.05 | 1093.25 | 177.25 | 15.49 | 25 | 12 | 18 |
| 29 Jan | 67453.79 | 916 | -77.25 | 15.29 | 11 | 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 |
| 9 Dec | 66365.37 | - | - | - | 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 |
For Bank Index - strike price 67500 expiring on 26FEB2026
Delta for 67500 PE is -0.41
Historical price for 67500 PE is as follows
On 6 Feb BANKEX was trading at 67551.03. The strike last trading price was 647, which was -23.9 lower than the previous day. The implied volatity was 13.36, the open interest changed by 8 which increased total open position to 91
On 5 Feb BANKEX was trading at 67536.37. The strike last trading price was 690, which was 38.45 higher than the previous day. The implied volatity was 13.75, the open interest changed by 62 which increased total open position to 83
On 4 Feb BANKEX was trading at 67699.56. The strike last trading price was 658.65, which was -167.9 lower than the previous day. The implied volatity was 14.09, the open interest changed by -2 which decreased total open position to 21
On 3 Feb BANKEX was trading at 67425.19. The strike last trading price was 826.55, which was -1370.25 lower than the previous day. The implied volatity was 14.52, the open interest changed by 9 which increased total open position to 23
On 2 Feb BANKEX was trading at 65895.16. The strike last trading price was 2196.8, which was 18.35 higher than the previous day. The implied volatity was 22.84, the open interest changed by -1 which decreased total open position to 14
On 1 Feb BANKEX was trading at 65614.52. The strike last trading price was 2178.45, which was 1092.55 higher than the previous day. The implied volatity was 18.65, the open interest changed by -3 which decreased total open position to 15
On 30 Jan BANKEX was trading at 67069.05. The strike last trading price was 1093.25, which was 177.25 higher than the previous day. The implied volatity was 15.49, the open interest changed by 12 which increased total open position to 18
On 29 Jan BANKEX was trading at 67453.79. The strike last trading price was 916, which was -77.25 lower than the previous day. The implied volatity was 15.29, 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 9 Dec BANKEX was trading at 66365.37. 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 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0






























































































































































































































