BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 46000 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 9520 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 10658.35 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Sept | 0.00 | 10658.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 46000 expiring on 28OCT2025
Delta for 46000 CE is 0.00
Historical price for 46000 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 9520, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 10658.35, 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 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 10658.35, 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
| BANKNIFTY 28OCT2025 46000 PE | |||||||
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Delta: -0.01
Vega: 3.97
Theta: -1.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 13 | 0.1 | 25.65 | 708 | 114 | 532 |
| 21 Sept | 0.00 | 11.75 | -2.6 | 25.40 | 81 | 7 | 326 |
| 14 Sept | 0.00 | 14.3 | -0.95 | 22.87 | 224 | 188 | 331 |
For Nifty Bank - strike price 46000 expiring on 28OCT2025
Delta for 46000 PE is -0.01
Historical price for 46000 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 13, which was 0.1 higher than the previous day. The implied volatity was 25.65, the open interest changed by 114 which increased total open position to 532
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 11.75, which was -2.6 lower than the previous day. The implied volatity was 25.40, the open interest changed by 7 which increased total open position to 326
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 14.3, which was -0.95 lower than the previous day. The implied volatity was 22.87, the open interest changed by 188 which increased total open position to 331
