BANKEX
Bank Index
Historical option data for BANKEX
20 Feb 2026 04:11 PM IST
| BANKEX 26-FEB-2026 68500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 32.61
Theta: -43.78
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 68798.21 | 634 | 276.5 | 11.65 | 652 | -30 | 86 | |||||||||
| 19 Feb | 68274.85 | 323 | -521.05 | 11.47 | 138 | 33 | 116 | |||||||||
| 18 Feb | 69153.76 | 849.95 | 284.15 | 7.06 | 392 | 39 | 83 | |||||||||
| 17 Feb | 68657.84 | 568.05 | 121.25 | 9.11 | 364 | 7 | 44 | |||||||||
| 16 Feb | 68283.27 | 465.7 | 232.5 | 10 | 93 | -13 | 37 | |||||||||
| 13 Feb | 67475.91 | 239.1 | -138.25 | 10.62 | 122 | 24 | 50 | |||||||||
| 12 Feb | 68067.23 | 365.55 | -49.85 | 8.58 | 37 | 5 | 26 | |||||||||
| 11 Feb | 68096.21 | 410.15 | -1.6 | 8.54 | 49 | 2 | 21 | |||||||||
| 10 Feb | 67982.55 | 411.75 | -75.6 | 9.03 | 24 | 2 | 19 | |||||||||
| 9 Feb | 68104.69 | 482.35 | 112.5 | 8.88 | 51 | -1 | 17 | |||||||||
| 6 Feb | 67551.03 | 368.15 | -101.05 | 9.68 | 38 | 1 | 18 | |||||||||
| 5 Feb | 67536.37 | 469.2 | -96.7 | 11.08 | 16 | -2 | 17 | |||||||||
| 4 Feb | 67699.56 | 565.9 | -24.45 | 11.19 | 14 | 1 | 19 | |||||||||
| 3 Feb | 67425.19 | 200.85 | -27.5 | - | 0 | 0 | 18 | |||||||||
|
|
||||||||||||||||
| 2 Feb | 65895.16 | 200.85 | -27.5 | 13.09 | 15 | -2 | 18 | |||||||||
| 1 Feb | 65614.52 | 225.55 | -353.85 | 14.68 | 56 | 16 | 20 | |||||||||
| 30 Jan | 67069.05 | 579.4 | -17.6 | 13.28 | 16 | -2 | 4 | |||||||||
| 29 Jan | 67453.79 | 597 | 34.15 | 11.13 | 7 | 6 | 6 | |||||||||
| 28 Jan | 67183.79 | 362.4 | -222.5 | - | 0 | 0 | 0 | |||||||||
| 27 Jan | 66704.17 | 362.4 | -222.5 | 9.92 | 4 | -4 | 0 | |||||||||
| 23 Jan | 65863.67 | 584.9 | -41.15 | 16.81 | 4 | 4 | 4 | |||||||||
For Bank Index - strike price 68500 expiring on 26FEB2026
Delta for 68500 CE is 0.65
Historical price for 68500 CE is as follows
On 20 Feb BANKEX was trading at 68798.21. The strike last trading price was 634, which was 276.5 higher than the previous day. The implied volatity was 11.65, the open interest changed by -30 which decreased total open position to 86
On 19 Feb BANKEX was trading at 68274.85. The strike last trading price was 323, which was -521.05 lower than the previous day. The implied volatity was 11.47, the open interest changed by 33 which increased total open position to 116
On 18 Feb BANKEX was trading at 69153.76. The strike last trading price was 849.95, which was 284.15 higher than the previous day. The implied volatity was 7.06, the open interest changed by 39 which increased total open position to 83
On 17 Feb BANKEX was trading at 68657.84. The strike last trading price was 568.05, which was 121.25 higher than the previous day. The implied volatity was 9.11, the open interest changed by 7 which increased total open position to 44
On 16 Feb BANKEX was trading at 68283.27. The strike last trading price was 465.7, which was 232.5 higher than the previous day. The implied volatity was 10, the open interest changed by -13 which decreased total open position to 37
On 13 Feb BANKEX was trading at 67475.91. The strike last trading price was 239.1, which was -138.25 lower than the previous day. The implied volatity was 10.62, the open interest changed by 24 which increased total open position to 50
On 12 Feb BANKEX was trading at 68067.23. The strike last trading price was 365.55, which was -49.85 lower than the previous day. The implied volatity was 8.58, the open interest changed by 5 which increased total open position to 26
On 11 Feb BANKEX was trading at 68096.21. The strike last trading price was 410.15, which was -1.6 lower than the previous day. The implied volatity was 8.54, the open interest changed by 2 which increased total open position to 21
On 10 Feb BANKEX was trading at 67982.55. The strike last trading price was 411.75, which was -75.6 lower than the previous day. The implied volatity was 9.03, the open interest changed by 2 which increased total open position to 19
On 9 Feb BANKEX was trading at 68104.69. The strike last trading price was 482.35, which was 112.5 higher than the previous day. The implied volatity was 8.88, the open interest changed by -1 which decreased total open position to 17
On 6 Feb BANKEX was trading at 67551.03. The strike last trading price was 368.15, which was -101.05 lower than the previous day. The implied volatity was 9.68, the open interest changed by 1 which increased total open position to 18
On 5 Feb BANKEX was trading at 67536.37. The strike last trading price was 469.2, which was -96.7 lower than the previous day. The implied volatity was 11.08, the open interest changed by -2 which decreased total open position to 17
On 4 Feb BANKEX was trading at 67699.56. The strike last trading price was 565.9, which was -24.45 lower than the previous day. The implied volatity was 11.19, the open interest changed by 1 which increased total open position to 19
On 3 Feb BANKEX was trading at 67425.19. The strike last trading price was 200.85, which was -27.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 2 Feb BANKEX was trading at 65895.16. The strike last trading price was 200.85, which was -27.5 lower than the previous day. The implied volatity was 13.09, the open interest changed by -2 which decreased total open position to 18
On 1 Feb BANKEX was trading at 65614.52. The strike last trading price was 225.55, which was -353.85 lower than the previous day. The implied volatity was 14.68, the open interest changed by 16 which increased total open position to 20
On 30 Jan BANKEX was trading at 67069.05. The strike last trading price was 579.4, which was -17.6 lower than the previous day. The implied volatity was 13.28, the open interest changed by -2 which decreased total open position to 4
On 29 Jan BANKEX was trading at 67453.79. The strike last trading price was 597, which was 34.15 higher than the previous day. The implied volatity was 11.13, 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 362.4, which was -222.5 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 362.4, which was -222.5 lower than the previous day. The implied volatity was 9.92, the open interest changed by -4 which decreased total open position to 0
On 23 Jan BANKEX was trading at 65863.67. The strike last trading price was 584.9, which was -41.15 lower than the previous day. The implied volatity was 16.81, the open interest changed by 4 which increased total open position to 4
| BANKEX 26FEB2026 68500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 33.71
Theta: -37.04
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 68798.21 | 380.55 | -246 | 15.8 | 1,791 | 30 | 155 |
| 19 Feb | 68274.85 | 727.9 | 458.1 | 16 | 486 | 44 | 125 |
| 18 Feb | 69153.76 | 273.6 | -198.9 | 14.57 | 600 | 51 | 81 |
| 17 Feb | 68657.84 | 465.25 | -179.95 | 14.25 | 114 | 27 | 30 |
| 16 Feb | 68283.27 | 768.15 | 28.6 | - | 0 | 0 | 3 |
| 13 Feb | 67475.91 | 768.15 | 28.6 | - | 0 | 0 | 3 |
| 12 Feb | 68067.23 | 768.15 | 28.6 | 12.37 | 20 | 3 | 3 |
| 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 |
| 2 Feb | 65895.16 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 65614.52 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 67069.05 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 67453.79 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
For Bank Index - strike price 68500 expiring on 26FEB2026
Delta for 68500 PE is -0.39
Historical price for 68500 PE is as follows
On 20 Feb BANKEX was trading at 68798.21. The strike last trading price was 380.55, which was -246 lower than the previous day. The implied volatity was 15.8, the open interest changed by 30 which increased total open position to 155
On 19 Feb BANKEX was trading at 68274.85. The strike last trading price was 727.9, which was 458.1 higher than the previous day. The implied volatity was 16, the open interest changed by 44 which increased total open position to 125
On 18 Feb BANKEX was trading at 69153.76. The strike last trading price was 273.6, which was -198.9 lower than the previous day. The implied volatity was 14.57, the open interest changed by 51 which increased total open position to 81
On 17 Feb BANKEX was trading at 68657.84. The strike last trading price was 465.25, which was -179.95 lower than the previous day. The implied volatity was 14.25, the open interest changed by 27 which increased total open position to 30
On 16 Feb BANKEX was trading at 68283.27. The strike last trading price was 768.15, which was 28.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Feb BANKEX was trading at 67475.91. The strike last trading price was 768.15, which was 28.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Feb BANKEX was trading at 68067.23. The strike last trading price was 768.15, which was 28.6 higher than the previous day. The implied volatity was 12.37, the open interest changed by 3 which increased total open position to 3
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 2 Feb BANKEX was trading at 65895.16. 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 1 Feb BANKEX was trading at 65614.52. 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 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 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 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
