Historical option data for BANKEX
24 Jun 2026 11:03 AM IST
| BANKEX 25-Jun-2026 (1d) 64700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.76
Vega: 11.48
Theta: -103.67
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 65167.16 | 585.2 | 327.05 (126.69%) | 18.62 | 4,560 | 243 | 320 | |||||||||
| 23 Jun | 64420.23 | 212.05 | -536.2 (-71.66%) | 16.75 | 414 | 77 | 82 | |||||||||
| 22 Jun | 65360.45 | 747.15 | -9.75 (-1.29%) | 13.03 | 35 | -3 | 5 | |||||||||
| 19 Jun | 65072.61 | 714.85 | -119.25 (-14.30%) | 13.49 | 78 | -5 | 8 | |||||||||
| 18 Jun | 65354.88 | 856.25 | 184.45 (27.46%) | 9.23 | 50 | -6 | 13 | |||||||||
| 17 Jun | 64905.60 | 664.5 | 11.3 (1.73%) | 12.32 | 191 | 15 | 19 | |||||||||
| 16 Jun | 64545.08 | 770 | 120 (18.46%) | 19 | 12 | -3 | 4 | |||||||||
| 15 Jun | 64413.64 | 617.75 | 8.3 (1.36%) | 16.33 | 24 | 7 | 7 | |||||||||
| 12 Jun | 63987.80 | 1922.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 Jun | 62158.35 | 1922.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 62058.97 | 1922.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 62264.81 | 1922.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 60938.74 | 1922.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 61478.62 | 1922.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 61238.06 | 1922.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 61096.09 | 1922.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 60543.48 | 1922.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 60424.25 | 1922.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 29 May | 61131.26 | 1922.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 May | 61796.59 | 1922.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 60339.97 | 1922.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 60171.84 | 1922.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 63468.51 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 64407.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 64662.55 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 63732.77 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Bank Index - strike price 64700 expiring on 25JUN2026
Delta for 64700 CE is 0.76
Historical price for 64700 CE is as follows
On 24 Jun BANKEX was trading at 65167.16. The strike last trading price was 585.2, which was 327.05 higher than the previous day. The implied volatity was 18.62, the open interest changed by 243 which increased total open position to 320
On 23 Jun BANKEX was trading at 64420.23. The strike last trading price was 212.05, which was -536.2 lower than the previous day. The implied volatity was 16.75, the open interest changed by 77 which increased total open position to 82
On 22 Jun BANKEX was trading at 65360.45. The strike last trading price was 747.15, which was -9.75 lower than the previous day. The implied volatity was 13.03, the open interest changed by -3 which decreased total open position to 5
On 19 Jun BANKEX was trading at 65072.61. The strike last trading price was 714.85, which was -119.25 lower than the previous day. The implied volatity was 13.49, the open interest changed by -5 which decreased total open position to 8
On 18 Jun BANKEX was trading at 65354.88. The strike last trading price was 856.25, which was 184.45 higher than the previous day. The implied volatity was 9.23, the open interest changed by -6 which decreased total open position to 13
On 17 Jun BANKEX was trading at 64905.60. The strike last trading price was 664.5, which was 11.3 higher than the previous day. The implied volatity was 12.32, the open interest changed by 15 which increased total open position to 19
On 16 Jun BANKEX was trading at 64545.08. The strike last trading price was 770, which was 120 higher than the previous day. The implied volatity was 19, the open interest changed by -3 which decreased total open position to 4
On 15 Jun BANKEX was trading at 64413.64. The strike last trading price was 617.75, which was 8.3 higher than the previous day. The implied volatity was 16.33, the open interest changed by 7 which increased total open position to 7
On 12 Jun BANKEX was trading at 63987.80. The strike last trading price was 1922.85, 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 Jun BANKEX was trading at 62158.35. The strike last trading price was 1922.85, 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 Jun BANKEX was trading at 62058.97. The strike last trading price was 1922.85, 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 Jun BANKEX was trading at 62264.81. The strike last trading price was 1922.85, 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 Jun BANKEX was trading at 60938.74. The strike last trading price was 1922.85, 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 Jun BANKEX was trading at 61478.62. The strike last trading price was 1922.85, 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 Jun BANKEX was trading at 61238.06. The strike last trading price was 1922.85, 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 Jun BANKEX was trading at 61096.09. The strike last trading price was 1922.85, 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 Jun BANKEX was trading at 60543.48. The strike last trading price was 1922.85, 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 Jun BANKEX was trading at 60424.25. The strike last trading price was 1922.85, 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 May BANKEX was trading at 61131.26. The strike last trading price was 1922.85, 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 May BANKEX was trading at 61796.59. The strike last trading price was 1922.85, 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 May BANKEX was trading at 60339.97. The strike last trading price was 1922.85, 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 May BANKEX was trading at 60171.84. The strike last trading price was 1922.85, 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 Apr BANKEX was trading at 63468.51. 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 22 Apr BANKEX was trading at 64407.85. 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 21 Apr BANKEX was trading at 64662.55. 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 20 Apr BANKEX was trading at 63732.77. 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 25-Jun-2026 (1d) 64700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 12.57
Theta: -118.52
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 65167.16 | 153.6 | -309.3 (-66.82%) | 23.31 | 9,620 | 565 | 646 |
| 23 Jun | 64420.23 | 496.45 | 354.55 (249.86%) | 18.82 | 961 | 59 | 87 |
| 22 Jun | 65360.45 | 145.05 | -146.45 (-50.24%) | 16.63 | 47 | 23 | 28 |
| 19 Jun | 65072.61 | 298.05 | -7.9 (-2.58%) | 14.92 | 80 | -11 | 5 |
| 18 Jun | 65354.88 | 287.4 | -281.05 (-49.44%) | 16.67 | 71 | 4 | 16 |
| 17 Jun | 64905.60 | 563.25 | -254.3 (-31.11%) | 18.93 | 70 | 8 | 12 |
| 16 Jun | 64545.08 | 787.2 | -158.35 (-16.75%) | 19.53 | 116 | -9 | 4 |
| 15 Jun | 64413.64 | 916.95 | -278.05 (-23.27%) | 19.61 | 15 | 13 | 13 |
| 12 Jun | 63987.80 | 2543 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 Jun | 62158.35 | 2543 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Jun | 62058.97 | 2543 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Jun | 62264.81 | 2543 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Jun | 60938.74 | 2543 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 Jun | 61478.62 | 2543 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 Jun | 61238.06 | 2543 | 0 (0.00%) | - | 0 | 0 | 0 |
| 3 Jun | 61096.09 | 2543 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Jun | 60543.48 | 2543 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Jun | 60424.25 | 2543 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 May | 61131.26 | 2543 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 May | 61796.59 | 2543 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 60339.97 | 2543 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 60171.84 | 2543 | 0 (0.00%) | - | 0 | 0 | 0 |
| 23 Apr | 63468.51 | - | - | - | 0 | 0 | 0 |
| 22 Apr | 64407.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 Apr | 64662.55 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 Apr | 63732.77 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Bank Index - strike price 64700 expiring on 25JUN2026
Delta for 64700 PE is -0.28
Historical price for 64700 PE is as follows
On 24 Jun BANKEX was trading at 65167.16. The strike last trading price was 153.6, which was -309.3 lower than the previous day. The implied volatity was 23.31, the open interest changed by 565 which increased total open position to 646
On 23 Jun BANKEX was trading at 64420.23. The strike last trading price was 496.45, which was 354.55 higher than the previous day. The implied volatity was 18.82, the open interest changed by 59 which increased total open position to 87
On 22 Jun BANKEX was trading at 65360.45. The strike last trading price was 145.05, which was -146.45 lower than the previous day. The implied volatity was 16.63, the open interest changed by 23 which increased total open position to 28
On 19 Jun BANKEX was trading at 65072.61. The strike last trading price was 298.05, which was -7.9 lower than the previous day. The implied volatity was 14.92, the open interest changed by -11 which decreased total open position to 5
On 18 Jun BANKEX was trading at 65354.88. The strike last trading price was 287.4, which was -281.05 lower than the previous day. The implied volatity was 16.67, the open interest changed by 4 which increased total open position to 16
On 17 Jun BANKEX was trading at 64905.60. The strike last trading price was 563.25, which was -254.3 lower than the previous day. The implied volatity was 18.93, the open interest changed by 8 which increased total open position to 12
On 16 Jun BANKEX was trading at 64545.08. The strike last trading price was 787.2, which was -158.35 lower than the previous day. The implied volatity was 19.53, the open interest changed by -9 which decreased total open position to 4
On 15 Jun BANKEX was trading at 64413.64. The strike last trading price was 916.95, which was -278.05 lower than the previous day. The implied volatity was 19.61, the open interest changed by 13 which increased total open position to 13
On 12 Jun BANKEX was trading at 63987.80. The strike last trading price was 2543, 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 Jun BANKEX was trading at 62158.35. The strike last trading price was 2543, 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 Jun BANKEX was trading at 62058.97. The strike last trading price was 2543, 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 Jun BANKEX was trading at 62264.81. The strike last trading price was 2543, 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 Jun BANKEX was trading at 60938.74. The strike last trading price was 2543, 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 Jun BANKEX was trading at 61478.62. The strike last trading price was 2543, 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 Jun BANKEX was trading at 61238.06. The strike last trading price was 2543, 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 Jun BANKEX was trading at 61096.09. The strike last trading price was 2543, 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 Jun BANKEX was trading at 60543.48. The strike last trading price was 2543, 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 Jun BANKEX was trading at 60424.25. The strike last trading price was 2543, 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 May BANKEX was trading at 61131.26. The strike last trading price was 2543, 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 May BANKEX was trading at 61796.59. The strike last trading price was 2543, 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 May BANKEX was trading at 60339.97. The strike last trading price was 2543, 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 May BANKEX was trading at 60171.84. The strike last trading price was 2543, 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 Apr BANKEX was trading at 63468.51. 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 22 Apr BANKEX was trading at 64407.85. 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 21 Apr BANKEX was trading at 64662.55. 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 20 Apr BANKEX was trading at 63732.77. 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
