BANKEX
Bank Index
Historical option data for BANKEX
01 Apr 2026 04:11 PM IST
| BANKEX 30-Apr-2026 (29d) 58200 CE | ||||||||||||||||
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Delta: 0.53
Vega: 64.93
Theta: -39.8
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 57883.10 | 1954.6 | 688.3 | 28.47 | 21 | 17 | 17 | |||||||||
| 30 Mar | 56580.74 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 58816.93 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 60449.02 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 24 Mar | 59218.21 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 58200 expiring on 30APR2026
Delta for 58200 CE is 0.53
Historical price for 58200 CE is as follows
On 1 Apr BANKEX was trading at 57883.10. The strike last trading price was 1954.6, which was 688.3 higher than the previous day. The implied volatity was 28.47, the open interest changed by 17 which increased total open position to 17
On 30 Mar BANKEX was trading at 56580.74. 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 Mar BANKEX was trading at 58816.93. 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 Mar BANKEX was trading at 60449.02. 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 Mar BANKEX was trading at 59218.21. 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
| BANKEX 30-Apr-2026 (29d) 58200 PE | |||||||
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Delta: -0.46
Vega: 64.93
Theta: -27.18
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 57883.10 | 1913.7 | -700.65 | 31.32 | 11 | 6 | 6 |
| 30 Mar | 56580.74 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 58816.93 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 60449.02 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 59218.21 | 0 | 0 | - | 0 | 0 | 0 |
For Bank Index - strike price 58200 expiring on 30APR2026
Delta for 58200 PE is -0.46
Historical price for 58200 PE is as follows
On 1 Apr BANKEX was trading at 57883.10. The strike last trading price was 1913.7, which was -700.65 lower than the previous day. The implied volatity was 31.32, the open interest changed by 6 which increased total open position to 6
On 30 Mar BANKEX was trading at 56580.74. 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 Mar BANKEX was trading at 58816.93. 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 Mar BANKEX was trading at 60449.02. 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 Mar BANKEX was trading at 59218.21. 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
