BANKEX
Bank Index
Historical option data for BANKEX
06 Mar 2026 04:11 PM IST
| BANKEX 25-MAR-2026 68000 CE | ||||||||||||||||
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Delta: 0.16
Vega: 35.68
Theta: -18.61
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 64991.19 | 202.85 | -177.1 | 16.89 | 86 | 10 | 80 | |||||||||
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| 5 Mar | 66410.80 | 376.15 | -76.7 | 14.04 | 98 | 27 | 70 | |||||||||
| 4 Mar | 65997.21 | 436.3 | -354.6 | 16.4 | 17 | -1 | 43 | |||||||||
| 2 Mar | 67324.82 | 816.95 | -268.8 | 13.78 | 103 | 44 | 44 | |||||||||
| 27 Feb | 68139.54 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 68837.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
| 2 Jan | 67483.35 | 0 | - | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 68000 expiring on 25MAR2026
Delta for 68000 CE is 0.16
Historical price for 68000 CE is as follows
On 6 Mar BANKEX was trading at 64991.19. The strike last trading price was 202.85, which was -177.1 lower than the previous day. The implied volatity was 16.89, the open interest changed by 10 which increased total open position to 80
On 5 Mar BANKEX was trading at 66410.80. The strike last trading price was 376.15, which was -76.7 lower than the previous day. The implied volatity was 14.04, the open interest changed by 27 which increased total open position to 70
On 4 Mar BANKEX was trading at 65997.21. The strike last trading price was 436.3, which was -354.6 lower than the previous day. The implied volatity was 16.4, the open interest changed by -1 which decreased total open position to 43
On 2 Mar BANKEX was trading at 67324.82. The strike last trading price was 816.95, which was -268.8 lower than the previous day. The implied volatity was 13.78, the open interest changed by 44 which increased total open position to 44
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 - 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 - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25MAR2026 68000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 29.89
Theta: 8.5
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 64991.19 | 1952.75 | 0 | 10.19 | 1 | 0 | 49 |
| 5 Mar | 66410.80 | 2283.9 | 1098.2 | - | 10 | 0 | 49 |
| 4 Mar | 65997.21 | 2283.9 | 1098.2 | 20.11 | 10 | -10 | 49 |
| 2 Mar | 67324.82 | 1144.9 | 462 | 15.13 | 159 | 31 | 59 |
| 27 Feb | 68139.54 | 718.05 | 261.85 | 13.83 | 55 | 22 | 28 |
| 26 Feb | 68837.50 | 456.2 | -88.7 | 12.96 | 3 | 2 | 6 |
| 25 Feb | 68544.56 | 544.9 | -233.95 | 13.14 | 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 |
| 2 Jan | 67483.35 | 0 | - | - | 0 | 0 | 0 |
For Bank Index - strike price 68000 expiring on 25MAR2026
Delta for 68000 PE is -0.88
Historical price for 68000 PE is as follows
On 6 Mar BANKEX was trading at 64991.19. The strike last trading price was 1952.75, which was 0 lower than the previous day. The implied volatity was 10.19, the open interest changed by 0 which decreased total open position to 49
On 5 Mar BANKEX was trading at 66410.80. The strike last trading price was 2283.9, which was 1098.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 4 Mar BANKEX was trading at 65997.21. The strike last trading price was 2283.9, which was 1098.2 higher than the previous day. The implied volatity was 20.11, the open interest changed by -10 which decreased total open position to 49
On 2 Mar BANKEX was trading at 67324.82. The strike last trading price was 1144.9, which was 462 higher than the previous day. The implied volatity was 15.13, the open interest changed by 31 which increased total open position to 59
On 27 Feb BANKEX was trading at 68139.54. The strike last trading price was 718.05, which was 261.85 higher than the previous day. The implied volatity was 13.83, the open interest changed by 22 which increased total open position to 28
On 26 Feb BANKEX was trading at 68837.50. The strike last trading price was 456.2, which was -88.7 lower than the previous day. The implied volatity was 12.96, the open interest changed by 2 which increased total open position to 6
On 25 Feb BANKEX was trading at 68544.56. The strike last trading price was 544.9, which was -233.95 lower than the previous day. The implied volatity was 13.14, 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 - 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 - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
