Historical option data for BANKEX
24 Jun 2026 12:21 PM IST
| BANKEX 25-Jun-2026 (1d) 64800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 4.08
Theta: -39.76
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 65515.59 | 746.65 | 536.05 (254.53%) | 12.75 | 5,489 | 36 | 125 | |||||||||
| 23 Jun | 64420.23 | 180.15 | -499 (-73.47%) | 16.96 | 686 | 76 | 89 | |||||||||
| 22 Jun | 65360.45 | 668.65 | 14.3 (2.19%) | 13.03 | 73 | -9 | 13 | |||||||||
| 19 Jun | 65072.61 | 650.3 | -125.75 (-16.20%) | 13.46 | 91 | 11 | 22 | |||||||||
| 18 Jun | 65354.88 | 766.15 | 140.8 (22.52%) | 8.85 | 111 | 4 | 11 | |||||||||
| 17 Jun | 64905.60 | 611.5 | -36.7 (-5.66%) | 12.49 | 17 | 7 | 7 | |||||||||
| 16 Jun | 64545.08 | 1879.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 Jun | 64413.64 | 1879.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 Jun | 63987.80 | 1879.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 Jun | 62158.35 | 1879.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 62058.97 | 1879.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 62264.81 | 1879.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 60938.74 | 1879.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 61478.62 | 1879.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 61238.06 | 1879.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 61096.09 | 1879.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 60543.48 | 1879.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 60424.25 | 1879.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 29 May | 61131.26 | 1879.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 May | 61796.59 | 1879.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 60339.97 | 1879.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 60171.84 | 1879.75 | 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 | |||||||||
For Bank Index - strike price 64800 expiring on 25JUN2026
Delta for 64800 CE is 0.94
Historical price for 64800 CE is as follows
On 24 Jun BANKEX was trading at 65515.59. The strike last trading price was 746.65, which was 536.05 higher than the previous day. The implied volatity was 12.75, the open interest changed by 36 which increased total open position to 125
On 23 Jun BANKEX was trading at 64420.23. The strike last trading price was 180.15, which was -499 lower than the previous day. The implied volatity was 16.96, the open interest changed by 76 which increased total open position to 89
On 22 Jun BANKEX was trading at 65360.45. The strike last trading price was 668.65, which was 14.3 higher than the previous day. The implied volatity was 13.03, the open interest changed by -9 which decreased total open position to 13
On 19 Jun BANKEX was trading at 65072.61. The strike last trading price was 650.3, which was -125.75 lower than the previous day. The implied volatity was 13.46, the open interest changed by 11 which increased total open position to 22
On 18 Jun BANKEX was trading at 65354.88. The strike last trading price was 766.15, which was 140.8 higher than the previous day. The implied volatity was 8.85, the open interest changed by 4 which increased total open position to 11
On 17 Jun BANKEX was trading at 64905.60. The strike last trading price was 611.5, which was -36.7 lower than the previous day. The implied volatity was 12.49, the open interest changed by 7 which increased total open position to 7
On 16 Jun BANKEX was trading at 64545.08. The strike last trading price was 1879.75, 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 Jun BANKEX was trading at 64413.64. The strike last trading price was 1879.75, 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 Jun BANKEX was trading at 63987.80. The strike last trading price was 1879.75, 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 1879.75, 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 1879.75, 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 1879.75, 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 1879.75, 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 1879.75, 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 1879.75, 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 1879.75, 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 1879.75, 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 1879.75, 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 1879.75, 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 1879.75, 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 1879.75, 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 1879.75, 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
| BANKEX 25-Jun-2026 (1d) 64800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.2
Vega: 10.2
Theta: -105.75
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 65515.59 | 99.15 | -420.1 (-80.91%) | 24.26 | 6,955 | 706 | 752 |
| 23 Jun | 64420.23 | 576 | 411.1 (249.30%) | 19.23 | 784 | -35 | 50 |
| 22 Jun | 65360.45 | 175 | -149.6 (-46.09%) | 16.79 | 253 | 65 | 85 |
| 19 Jun | 65072.61 | 325.25 | -21.55 (-6.21%) | 14.6 | 119 | -1 | 20 |
| 18 Jun | 65354.88 | 320.45 | -295.25 (-47.95%) | 16.71 | 22 | 2 | 21 |
| 17 Jun | 64905.60 | 602.35 | -303.7 (-33.52%) | 18.81 | 91 | 1 | 19 |
| 16 Jun | 64545.08 | 906.05 | 9.95 (1.11%) | 21.2 | 17 | 7 | 18 |
| 15 Jun | 64413.64 | 896.1 | -360.9 (-28.71%) | 17.83 | 11 | 11 | 11 |
| 12 Jun | 63987.80 | 2599 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 Jun | 62158.35 | 2599 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Jun | 62058.97 | 2599 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Jun | 62264.81 | 2599 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Jun | 60938.74 | 2599 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 Jun | 61478.62 | 2599 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 Jun | 61238.06 | 2599 | 0 (0.00%) | - | 0 | 0 | 0 |
| 3 Jun | 61096.09 | 2599 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Jun | 60543.48 | 2599 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Jun | 60424.25 | 2599 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 May | 61131.26 | 2599 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 May | 61796.59 | 2599 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 60339.97 | 2599 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 60171.84 | 2599 | 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 |
For Bank Index - strike price 64800 expiring on 25JUN2026
Delta for 64800 PE is -0.2
Historical price for 64800 PE is as follows
On 24 Jun BANKEX was trading at 65515.59. The strike last trading price was 99.15, which was -420.1 lower than the previous day. The implied volatity was 24.26, the open interest changed by 706 which increased total open position to 752
On 23 Jun BANKEX was trading at 64420.23. The strike last trading price was 576, which was 411.1 higher than the previous day. The implied volatity was 19.23, the open interest changed by -35 which decreased total open position to 50
On 22 Jun BANKEX was trading at 65360.45. The strike last trading price was 175, which was -149.6 lower than the previous day. The implied volatity was 16.79, the open interest changed by 65 which increased total open position to 85
On 19 Jun BANKEX was trading at 65072.61. The strike last trading price was 325.25, which was -21.55 lower than the previous day. The implied volatity was 14.6, the open interest changed by -1 which decreased total open position to 20
On 18 Jun BANKEX was trading at 65354.88. The strike last trading price was 320.45, which was -295.25 lower than the previous day. The implied volatity was 16.71, the open interest changed by 2 which increased total open position to 21
On 17 Jun BANKEX was trading at 64905.60. The strike last trading price was 602.35, which was -303.7 lower than the previous day. The implied volatity was 18.81, the open interest changed by 1 which increased total open position to 19
On 16 Jun BANKEX was trading at 64545.08. The strike last trading price was 906.05, which was 9.95 higher than the previous day. The implied volatity was 21.2, the open interest changed by 7 which increased total open position to 18
On 15 Jun BANKEX was trading at 64413.64. The strike last trading price was 896.1, which was -360.9 lower than the previous day. The implied volatity was 17.83, the open interest changed by 11 which increased total open position to 11
On 12 Jun BANKEX was trading at 63987.80. The strike last trading price was 2599, 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 2599, 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 2599, 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 2599, 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 2599, 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 2599, 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 2599, 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 2599, 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 2599, 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 2599, 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 2599, 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 2599, 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 2599, 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 2599, 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
