Historical option data for BANKEX
26 May 2026 04:09 PM IST
| BANKEX 27-May-2026 62000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 12.81
Theta: -178.98
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 62096.22 | 400 | -240.05 (-37.50%) | 26.35 | 2,163 | -35 | 198 | |||||||||
| 25 May | 62289.98 | 765 | 581.55 (317.01%) | 28.76 | 2,485 | 0 | 233 | |||||||||
| 22 May | 60904.45 | 208.9 | 112.9 (117.60%) | 20.22 | 967 | 69 | 233 | |||||||||
| 21 May | 60195.23 | 88.25 | -126.15 (-58.84%) | 18.7 | 591 | 48 | 164 | |||||||||
| 20 May | 60339.97 | 201.3 | 1.45 (0.73%) | 21.52 | 199 | 51 | 116 | |||||||||
| 19 May | 60171.84 | 202.45 | -143 (-41.40%) | 21.39 | 241 | 6 | 65 | |||||||||
| 18 May | 60297.97 | 334.95 | -87.15 (-20.65%) | 23.98 | 191 | 5 | 59 | |||||||||
| 15 May | 60489.34 | 433.5 | -143.95 (-24.93%) | 20.72 | 180 | -5 | 54 | |||||||||
| 14 May | 60961.32 | 625.85 | 178.3 (39.84%) | 21.24 | 221 | 14 | 59 | |||||||||
| 13 May | 60220.55 | 438.65 | -136.55 (-23.74%) | 21.84 | 89 | 0 | 45 | |||||||||
| 12 May | 60332.70 | 1427.4 | 0 (0.00%) | - | 0 | 0 | 45 | |||||||||
| 11 May | 61375.24 | 1427.4 | 0 (0.00%) | 30.34 | 10 | 0 | 45 | |||||||||
| 8 May | 62353.82 | 1427.4 | -388 (-21.37%) | 18.59 | 67 | -19 | 45 | |||||||||
| 7 May | 63099.03 | 2068.5 | 979.15 (89.88%) | - | 0 | 0 | 64 | |||||||||
| 6 May | 63052.85 | 2068.5 | 979.15 (89.88%) | 20.77 | 77 | -5 | 64 | |||||||||
| 5 May | 61431.04 | 1090.8 | -509.2 (-31.82%) | 19.69 | 150 | 68 | 69 | |||||||||
| 4 May | 61792.29 | 1600 | 204.45 (14.65%) | 24.41 | 3 | 0 | 1 | |||||||||
| 30 Apr | 61706.88 | 1395.55 | -622.85 (-30.86%) | - | 3 | 1 | 1 | |||||||||
| 29 Apr | 62318.43 | 2648.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 63407.91 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 62666.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 62984.89 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 61710.92 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 62701.68 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 60133.14 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 62197.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 61663.81 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 61116.31 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 60462.88 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 61976.68 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 64028.06 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 62940.57 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 65997.21 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 67324.82 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 62000 expiring on 27MAY2026
Delta for 62000 CE is 0.56
Historical price for 62000 CE is as follows
On 26 May BANKEX was trading at 62096.22. The strike last trading price was 400, which was -240.05 lower than the previous day. The implied volatity was 26.35, the open interest changed by -35 which decreased total open position to 198
On 25 May BANKEX was trading at 62289.98. The strike last trading price was 765, which was 581.55 higher than the previous day. The implied volatity was 28.76, the open interest changed by 0 which decreased total open position to 233
On 22 May BANKEX was trading at 60904.45. The strike last trading price was 208.9, which was 112.9 higher than the previous day. The implied volatity was 20.22, the open interest changed by 69 which increased total open position to 233
On 21 May BANKEX was trading at 60195.23. The strike last trading price was 88.25, which was -126.15 lower than the previous day. The implied volatity was 18.7, the open interest changed by 48 which increased total open position to 164
On 20 May BANKEX was trading at 60339.97. The strike last trading price was 201.3, which was 1.45 higher than the previous day. The implied volatity was 21.52, the open interest changed by 51 which increased total open position to 116
On 19 May BANKEX was trading at 60171.84. The strike last trading price was 202.45, which was -143 lower than the previous day. The implied volatity was 21.39, the open interest changed by 6 which increased total open position to 65
On 18 May BANKEX was trading at 60297.97. The strike last trading price was 334.95, which was -87.15 lower than the previous day. The implied volatity was 23.98, the open interest changed by 5 which increased total open position to 59
On 15 May BANKEX was trading at 60489.34. The strike last trading price was 433.5, which was -143.95 lower than the previous day. The implied volatity was 20.72, the open interest changed by -5 which decreased total open position to 54
On 14 May BANKEX was trading at 60961.32. The strike last trading price was 625.85, which was 178.3 higher than the previous day. The implied volatity was 21.24, the open interest changed by 14 which increased total open position to 59
On 13 May BANKEX was trading at 60220.55. The strike last trading price was 438.65, which was -136.55 lower than the previous day. The implied volatity was 21.84, the open interest changed by 0 which decreased total open position to 45
On 12 May BANKEX was trading at 60332.70. The strike last trading price was 1427.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 11 May BANKEX was trading at 61375.24. The strike last trading price was 1427.4, which was 0 lower than the previous day. The implied volatity was 30.34, the open interest changed by 0 which decreased total open position to 45
On 8 May BANKEX was trading at 62353.82. The strike last trading price was 1427.4, which was -388 lower than the previous day. The implied volatity was 18.59, the open interest changed by -19 which decreased total open position to 45
On 7 May BANKEX was trading at 63099.03. The strike last trading price was 2068.5, which was 979.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64
On 6 May BANKEX was trading at 63052.85. The strike last trading price was 2068.5, which was 979.15 higher than the previous day. The implied volatity was 20.77, the open interest changed by -5 which decreased total open position to 64
On 5 May BANKEX was trading at 61431.04. The strike last trading price was 1090.8, which was -509.2 lower than the previous day. The implied volatity was 19.69, the open interest changed by 68 which increased total open position to 69
On 4 May BANKEX was trading at 61792.29. The strike last trading price was 1600, which was 204.45 higher than the previous day. The implied volatity was 24.41, the open interest changed by 0 which decreased total open position to 1
On 30 Apr BANKEX was trading at 61706.88. The strike last trading price was 1395.55, which was -622.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 29 Apr BANKEX was trading at 62318.43. The strike last trading price was 2648.3, 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 15 Apr BANKEX was trading at 63407.91. 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 13 Apr BANKEX was trading at 62666.30. 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 Apr BANKEX was trading at 62984.89. 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 Apr BANKEX was trading at 61710.92. 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 8 Apr BANKEX was trading at 62701.68. 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 Mar BANKEX was trading at 60133.14. 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 18 Mar BANKEX was trading at 62197.20. 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 17 Mar BANKEX was trading at 61663.81. 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 Mar BANKEX was trading at 61116.31. 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 13 Mar BANKEX was trading at 60462.88. 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 Mar BANKEX was trading at 61976.68. 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 Mar BANKEX was trading at 64028.06. 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 9 Mar BANKEX was trading at 62940.57. 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 Mar BANKEX was trading at 65997.21. 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 2 Mar BANKEX was trading at 67324.82. 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 27-May-2026 62000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 12.7
Theta: -112.44
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 62096.22 | 189.95 | -61.5 (-24.46%) | 18.75 | 5,303 | 142 | 431 |
| 25 May | 62289.98 | 200 | -1369.95 (-87.26%) | 20.33 | 1,425 | 263 | 289 |
| 22 May | 60904.45 | 1569.95 | -251.05 (-13.79%) | 34.3 | 89 | -25 | 26 |
| 21 May | 60195.23 | 1821 | 0 (0.00%) | 20.47 | 1 | 1 | 51 |
| 20 May | 60339.97 | 1900 | 70.5 (3.85%) | - | 0 | 0 | 50 |
| 19 May | 60171.84 | 1900 | 70.5 (3.85%) | - | 0 | 0 | 50 |
| 18 May | 60297.97 | 1900 | 70.5 (3.85%) | 22.75 | 13 | -11 | 50 |
| 15 May | 60489.34 | 1829.5 | 355.3 (24.10%) | 25.21 | 93 | 24 | 61 |
| 14 May | 60961.32 | 1474.2 | -638.55 (-30.22%) | 21.93 | 24 | -8 | 37 |
| 13 May | 60220.55 | 1786 | 436 (32.30%) | - | 0 | 0 | 45 |
| 12 May | 60332.70 | 1786 | 436 (32.30%) | 18.44 | 1 | -1 | 45 |
| 11 May | 61375.24 | 1350 | 517.9 (62.24%) | 23.49 | 32 | 3 | 46 |
| 8 May | 62353.82 | 827.2 | 240.9 (41.09%) | 20.15 | 148 | -45 | 43 |
| 7 May | 63099.03 | 585.25 | -14.4 (-2.40%) | 20.02 | 74 | 6 | 88 |
| 6 May | 63052.85 | 570.55 | -808.4 (-58.62%) | 19.09 | 189 | 23 | 82 |
| 5 May | 61431.04 | 1415.45 | 170.4 (13.69%) | 21.82 | 111 | 50 | 59 |
| 4 May | 61792.29 | 1250 | 90.7 (7.82%) | 21.67 | 52 | 7 | 9 |
| 30 Apr | 61706.88 | 716.4 | -799.4 (-52.74%) | - | 0 | 0 | 2 |
| 29 Apr | 62318.43 | 716.4 | -799.4 (-52.74%) | - | 2 | 2 | 2 |
| 15 Apr | 63407.91 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 62666.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Apr | 62984.89 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 61710.92 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 62701.68 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 Mar | 60133.14 | - | - | - | 0 | 0 | 0 |
| 18 Mar | 62197.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 17 Mar | 61663.81 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 16 Mar | 61116.31 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 60462.88 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 Mar | 61976.68 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Mar | 64028.06 | - | - | - | 0 | 0 | 0 |
| 9 Mar | 62940.57 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 Mar | 65997.21 | - | - | - | 0 | 0 | 0 |
| 2 Mar | 67324.82 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Bank Index - strike price 62000 expiring on 27MAY2026
Delta for 62000 PE is -0.42
Historical price for 62000 PE is as follows
On 26 May BANKEX was trading at 62096.22. The strike last trading price was 189.95, which was -61.5 lower than the previous day. The implied volatity was 18.75, the open interest changed by 142 which increased total open position to 431
On 25 May BANKEX was trading at 62289.98. The strike last trading price was 200, which was -1369.95 lower than the previous day. The implied volatity was 20.33, the open interest changed by 263 which increased total open position to 289
On 22 May BANKEX was trading at 60904.45. The strike last trading price was 1569.95, which was -251.05 lower than the previous day. The implied volatity was 34.3, the open interest changed by -25 which decreased total open position to 26
On 21 May BANKEX was trading at 60195.23. The strike last trading price was 1821, which was 0 lower than the previous day. The implied volatity was 20.47, the open interest changed by 1 which increased total open position to 51
On 20 May BANKEX was trading at 60339.97. The strike last trading price was 1900, which was 70.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 19 May BANKEX was trading at 60171.84. The strike last trading price was 1900, which was 70.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 18 May BANKEX was trading at 60297.97. The strike last trading price was 1900, which was 70.5 higher than the previous day. The implied volatity was 22.75, the open interest changed by -11 which decreased total open position to 50
On 15 May BANKEX was trading at 60489.34. The strike last trading price was 1829.5, which was 355.3 higher than the previous day. The implied volatity was 25.21, the open interest changed by 24 which increased total open position to 61
On 14 May BANKEX was trading at 60961.32. The strike last trading price was 1474.2, which was -638.55 lower than the previous day. The implied volatity was 21.93, the open interest changed by -8 which decreased total open position to 37
On 13 May BANKEX was trading at 60220.55. The strike last trading price was 1786, which was 436 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 12 May BANKEX was trading at 60332.70. The strike last trading price was 1786, which was 436 higher than the previous day. The implied volatity was 18.44, the open interest changed by -1 which decreased total open position to 45
On 11 May BANKEX was trading at 61375.24. The strike last trading price was 1350, which was 517.9 higher than the previous day. The implied volatity was 23.49, the open interest changed by 3 which increased total open position to 46
On 8 May BANKEX was trading at 62353.82. The strike last trading price was 827.2, which was 240.9 higher than the previous day. The implied volatity was 20.15, the open interest changed by -45 which decreased total open position to 43
On 7 May BANKEX was trading at 63099.03. The strike last trading price was 585.25, which was -14.4 lower than the previous day. The implied volatity was 20.02, the open interest changed by 6 which increased total open position to 88
On 6 May BANKEX was trading at 63052.85. The strike last trading price was 570.55, which was -808.4 lower than the previous day. The implied volatity was 19.09, the open interest changed by 23 which increased total open position to 82
On 5 May BANKEX was trading at 61431.04. The strike last trading price was 1415.45, which was 170.4 higher than the previous day. The implied volatity was 21.82, the open interest changed by 50 which increased total open position to 59
On 4 May BANKEX was trading at 61792.29. The strike last trading price was 1250, which was 90.7 higher than the previous day. The implied volatity was 21.67, the open interest changed by 7 which increased total open position to 9
On 30 Apr BANKEX was trading at 61706.88. The strike last trading price was 716.4, which was -799.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 Apr BANKEX was trading at 62318.43. The strike last trading price was 716.4, which was -799.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 15 Apr BANKEX was trading at 63407.91. 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 13 Apr BANKEX was trading at 62666.30. 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 Apr BANKEX was trading at 62984.89. 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 Apr BANKEX was trading at 61710.92. 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 8 Apr BANKEX was trading at 62701.68. 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 Mar BANKEX was trading at 60133.14. 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 18 Mar BANKEX was trading at 62197.20. 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 17 Mar BANKEX was trading at 61663.81. 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 Mar BANKEX was trading at 61116.31. 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 13 Mar BANKEX was trading at 60462.88. 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 Mar BANKEX was trading at 61976.68. 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 Mar BANKEX was trading at 64028.06. 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 9 Mar BANKEX was trading at 62940.57. 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 Mar BANKEX was trading at 65997.21. 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 2 Mar BANKEX was trading at 67324.82. 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
