BANKEX
Bank Index
Historical option data for BANKEX
02 Mar 2026 04:11 PM IST
| BANKEX 25-MAR-2026 67900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 67.37
Theta: -28.77
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 67324.82 | 858.5 | -284.65 | 13.72 | 23 | 13 | 13 | |||||||||
| 27 Feb | 68139.54 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 68837.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 25 Feb | 68544.56 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 68539.94 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 68666.27 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 68798.21 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 68274.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 69153.76 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 68657.84 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 68283.27 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 67475.91 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 68067.23 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 68096.21 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 67982.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 68104.69 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 67551.03 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 67536.37 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 67699.56 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 67425.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 67069.05 | - | - | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 67453.79 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 66270.17 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 66896.29 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 67684.92 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 67964.48 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 66616.92 | - | - | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 67008.77 | 0 | - | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 67512.54 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 67555.06 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 67477.97 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 67483.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 67900 expiring on 25MAR2026
Delta for 67900 CE is 0.48
Historical price for 67900 CE is as follows
On 2 Mar BANKEX was trading at 67324.82. The strike last trading price was 858.5, which was -284.65 lower than the previous day. The implied volatity was 13.72, the open interest changed by 13 which increased total open position to 13
On 27 Feb BANKEX was trading at 68139.54. 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 Feb BANKEX was trading at 68837.50. 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 25 Feb BANKEX was trading at 68544.56. 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 Feb BANKEX was trading at 68539.94. 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 Feb BANKEX was trading at 68666.27. 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 Feb BANKEX was trading at 68798.21. 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 Feb BANKEX was trading at 68274.85. 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 18 Feb BANKEX was trading at 69153.76. 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 17 Feb BANKEX was trading at 68657.84. 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 16 Feb BANKEX was trading at 68283.27. 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 13 Feb BANKEX was trading at 67475.91. 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 Feb BANKEX was trading at 68067.23. 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 11 Feb BANKEX was trading at 68096.21. 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 10 Feb BANKEX was trading at 67982.55. 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 Feb BANKEX was trading at 68104.69. 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 6 Feb BANKEX was trading at 67551.03. 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 5 Feb BANKEX was trading at 67536.37. 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 Feb BANKEX was trading at 67699.56. 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 3 Feb BANKEX was trading at 67425.19. 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 30 Jan BANKEX was trading at 67069.05. 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 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 21 Jan BANKEX was trading at 66270.17. 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 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 16 Jan BANKEX was trading at 67964.48. 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 Jan BANKEX was trading at 66616.92. 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 Jan BANKEX was trading at 67008.77. 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 7 Jan BANKEX was trading at 67512.54. 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 6 Jan BANKEX was trading at 67555.06. 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 5 Jan BANKEX was trading at 67477.97. 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 Jan BANKEX was trading at 67483.35. 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 25MAR2026 67900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 67.4
Theta: -14.3
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 67324.82 | 1178.9 | 536.55 | 16.42 | 20 | -8 | 18 |
| 27 Feb | 68139.54 | 642.4 | 232 | 12.79 | 51 | 22 | 26 |
| 26 Feb | 68837.50 | 517.65 | -222.65 | - | 0 | 0 | 4 |
| 25 Feb | 68544.56 | 517.65 | -222.65 | 13.22 | 4 | 4 | 4 |
| 24 Feb | 68539.94 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Feb | 68666.27 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 68798.21 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 68274.85 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 69153.76 | - | - | - | 0 | 0 | 0 |
| 17 Feb | 68657.84 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 68283.27 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 67475.91 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 68067.23 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 68096.21 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 67982.55 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 68104.69 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 67551.03 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 67536.37 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 67699.56 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 67425.19 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 67069.05 | - | - | - | 0 | 0 | 0 |
| 29 Jan | 67453.79 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 66270.17 | - | - | - | 0 | 0 | 0 |
| 20 Jan | 66896.29 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 67684.92 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 67964.48 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 66616.92 | - | - | - | 0 | 0 | 0 |
| 8 Jan | 67008.77 | 0 | - | - | 0 | 0 | 0 |
| 7 Jan | 67512.54 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 67555.06 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 67477.97 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 67483.35 | 0 | 0 | - | 0 | 0 | 0 |
For Bank Index - strike price 67900 expiring on 25MAR2026
Delta for 67900 PE is -0.51
Historical price for 67900 PE is as follows
On 2 Mar BANKEX was trading at 67324.82. The strike last trading price was 1178.9, which was 536.55 higher than the previous day. The implied volatity was 16.42, the open interest changed by -8 which decreased total open position to 18
On 27 Feb BANKEX was trading at 68139.54. The strike last trading price was 642.4, which was 232 higher than the previous day. The implied volatity was 12.79, the open interest changed by 22 which increased total open position to 26
On 26 Feb BANKEX was trading at 68837.50. The strike last trading price was 517.65, which was -222.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 Feb BANKEX was trading at 68544.56. The strike last trading price was 517.65, which was -222.65 lower than the previous day. The implied volatity was 13.22, the open interest changed by 4 which increased total open position to 4
On 24 Feb BANKEX was trading at 68539.94. 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 Feb BANKEX was trading at 68666.27. 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 Feb BANKEX was trading at 68798.21. 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 Feb BANKEX was trading at 68274.85. 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 18 Feb BANKEX was trading at 69153.76. 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 17 Feb BANKEX was trading at 68657.84. 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 16 Feb BANKEX was trading at 68283.27. 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 13 Feb BANKEX was trading at 67475.91. 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 Feb BANKEX was trading at 68067.23. 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 11 Feb BANKEX was trading at 68096.21. 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 10 Feb BANKEX was trading at 67982.55. 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 Feb BANKEX was trading at 68104.69. 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 6 Feb BANKEX was trading at 67551.03. 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 5 Feb BANKEX was trading at 67536.37. 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 Feb BANKEX was trading at 67699.56. 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 3 Feb BANKEX was trading at 67425.19. 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 30 Jan BANKEX was trading at 67069.05. 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 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 21 Jan BANKEX was trading at 66270.17. 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 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 16 Jan BANKEX was trading at 67964.48. 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 Jan BANKEX was trading at 66616.92. 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 Jan BANKEX was trading at 67008.77. 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 7 Jan BANKEX was trading at 67512.54. 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 6 Jan BANKEX was trading at 67555.06. 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 5 Jan BANKEX was trading at 67477.97. 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 Jan BANKEX was trading at 67483.35. 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
