BANKEX

Bank Index

67964.48 +780.60 (1.16%)

L: 67119.89 H: 68016.1

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Historical option data for BANKEX
16 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 67500 CE
Delta: 0.72 Vega: 43.06 Theta: -28.95 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Jan	67964.48	914.65 ₹ 27,439.5	365.8 10974.00	9.52	40 1,200	-15 -450	39 1,170
14 Jan	67183.88	560.8 ₹ 16,824	126.2 3786.00	10.89	74 2,220	16 480	54 1,620

13 Jan	66897.11	420.15 ₹ 12,604.5	-78.45 -2353.50	9.99	84 2,520	-29 -870	38 1,140
12 Jan	66860.22	503.15 ₹ 15,094.5	91.55 2746.50	10.58	112 3,360	36 1,080	67 2,010
9 Jan	66616.92	408.05 ₹ 12,241.5	-92.1 -2763.00	-	73 2,190	8 240	31 930
8 Jan	67008.77	500.15 ₹ 15,004.5	-223.4 -6702.00	-	62 1,860	3 90	23 690
7 Jan	67512.54	723.55 ₹ 21,706.5	-59.75 -1792.50	-	29 870	2 60	20 600
6 Jan	67555.06	783.3 ₹ 23,499	50.1 1503.00	-	46 1,380	0 0	18 540
5 Jan	67477.97	700.05 ₹ 21,001.5	-166.65 -4999.50	-	59 1,770	11 330	18 540
2 Jan	67483.35	489.5 ₹ 14,685	-48.45 -1453.50	-	0 0	0 0	7 210
1 Jan	66909.85	489.5 ₹ 14,685	-48.45 -1453.50	-	4 120	2 60	7 210
31 Dec	66759.93	537.95 ₹ 16,138.5	-279.15 -8374.50	-	6 180	2 60	5 150
30 Dec	66278.71	414 ₹ 12,420	-18.5 -555.00	-	0 0	0 0	3 90
29 Dec	65888.42	414 ₹ 12,420	-18.5 -555.00	-	0 0	0 0	3 90
26 Dec	65990.69	414 ₹ 12,420	-18.5 -555.00	-	7 210	3 90	3 90
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	- ₹ NaN	- NaN	-	0 0	0 0	0 0
27 Nov	66891.64	- ₹ NaN	- NaN	-	0 0	0 0	0 0

For Bank Index - strike price 67500 expiring on 29JAN2026

Delta for 67500 CE is 0.72

Historical price for 67500 CE is as follows

On 16 Jan BANKEX was trading at 67964.48. The strike last trading price was 914.65, which was 365.8 higher than the previous day. The implied volatity was 9.52, the open interest changed by -15 which decreased total open position to 39

On 14 Jan BANKEX was trading at 67183.88. The strike last trading price was 560.8, which was 126.2 higher than the previous day. The implied volatity was 10.89, the open interest changed by 16 which increased total open position to 54

On 13 Jan BANKEX was trading at 66897.11. The strike last trading price was 420.15, which was -78.45 lower than the previous day. The implied volatity was 9.99, the open interest changed by -29 which decreased total open position to 38

On 12 Jan BANKEX was trading at 66860.22. The strike last trading price was 503.15, which was 91.55 higher than the previous day. The implied volatity was 10.58, the open interest changed by 36 which increased total open position to 67

On 9 Jan BANKEX was trading at 66616.92. The strike last trading price was 408.05, which was -92.1 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 31

On 8 Jan BANKEX was trading at 67008.77. The strike last trading price was 500.15, which was -223.4 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 23

On 7 Jan BANKEX was trading at 67512.54. The strike last trading price was 723.55, which was -59.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 20

On 6 Jan BANKEX was trading at 67555.06. The strike last trading price was 783.3, which was 50.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18

On 5 Jan BANKEX was trading at 67477.97. The strike last trading price was 700.05, which was -166.65 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 18

On 2 Jan BANKEX was trading at 67483.35. The strike last trading price was 489.5, which was -48.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7

On 1 Jan BANKEX was trading at 66909.85. The strike last trading price was 489.5, which was -48.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 7

On 31 Dec BANKEX was trading at 66759.93. The strike last trading price was 537.95, which was -279.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5

On 30 Dec BANKEX was trading at 66278.71. The strike last trading price was 414, which was -18.5 lower 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 414, which was -18.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 26 Dec BANKEX was trading at 65990.69. The strike last trading price was 414, which was -18.5 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3

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 -, 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 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

BANKEX 29JAN2026 67500 PE
Delta: -0.33 Vega: 46.43 Theta: -16.17 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Jan	67964.48	353.5 ₹ 10,605	-297.8 -8934.00	12.55	136 4,080	34 1,020	65 1,950
14 Jan	67183.88	670.15 ₹ 20,104.5	-245.55 -7366.50	11.83	27 810	9 270	31 930
13 Jan	66897.11	833.6 ₹ 25,008	-140.15 -4204.50	-	0 0	0 0	0 0
12 Jan	66860.22	833.6 ₹ 25,008	-140.15 -4204.50	12.35	31 930	8 240	22 660
9 Jan	66616.92	973.75 ₹ 29,212.5	189.95 5698.50	-	14 420	-4 -120	14 420
8 Jan	67008.77	787 ₹ 23,610	244.3 7329.00	-	47 1,410	-2 -60	18 540
7 Jan	67512.54	555.9 ₹ 16,677	-1.75 -52.50	-	34 1,020	1 30	20 600
6 Jan	67555.06	557.65 ₹ 16,729.5	-72.75 -2182.50	-	22 660	6 180	19 570
5 Jan	67477.97	643.4 ₹ 19,302	48.65 1459.50	-	65 1,950	1 30	13 390
2 Jan	67483.35	501.15 ₹ 15,034.5	-329.85 -9895.50	-	51 1,530	8 240	12 360
1 Jan	66909.85	895.15 ₹ 26,854.5	-838.8 -25164.00	-	0 0	0 0	4 120
31 Dec	66759.93	895.15 ₹ 26,854.5	-838.8 -25164.00	-	4 120	4 120	4 120
30 Dec	66278.71	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
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
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	- ₹ NaN	- NaN	-	0 0	0 0	0 0
27 Nov	66891.64	- ₹ NaN	- NaN	-	0 0	0 0	0 0

For Bank Index - strike price 67500 expiring on 29JAN2026

Delta for 67500 PE is -0.33

Historical price for 67500 PE is as follows

On 16 Jan BANKEX was trading at 67964.48. The strike last trading price was 353.5, which was -297.8 lower than the previous day. The implied volatity was 12.55, the open interest changed by 34 which increased total open position to 65

On 14 Jan BANKEX was trading at 67183.88. The strike last trading price was 670.15, which was -245.55 lower than the previous day. The implied volatity was 11.83, the open interest changed by 9 which increased total open position to 31

On 13 Jan BANKEX was trading at 66897.11. The strike last trading price was 833.6, which was -140.15 lower than the previous day. The implied volatity was -, 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 833.6, which was -140.15 lower than the previous day. The implied volatity was 12.35, the open interest changed by 8 which increased total open position to 22

On 9 Jan BANKEX was trading at 66616.92. The strike last trading price was 973.75, which was 189.95 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 14

On 8 Jan BANKEX was trading at 67008.77. The strike last trading price was 787, which was 244.3 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 18

On 7 Jan BANKEX was trading at 67512.54. The strike last trading price was 555.9, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 20

On 6 Jan BANKEX was trading at 67555.06. The strike last trading price was 557.65, which was -72.75 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 19

On 5 Jan BANKEX was trading at 67477.97. The strike last trading price was 643.4, which was 48.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13

On 2 Jan BANKEX was trading at 67483.35. The strike last trading price was 501.15, which was -329.85 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 12

On 1 Jan BANKEX was trading at 66909.85. The strike last trading price was 895.15, which was -838.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 31 Dec BANKEX was trading at 66759.93. The strike last trading price was 895.15, which was -838.8 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4

On 30 Dec BANKEX was trading at 66278.71. 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 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

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