BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 47000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 7750 | -610 | - | 160 | 152 | 256 | |||||||||
| 21 Sept | 0.00 | 9689.7 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Sept | 0.00 | 9689.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 47000 expiring on 28OCT2025
Delta for 47000 CE is -
Historical price for 47000 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 7750, which was -610 lower than the previous day. The implied volatity was -, the open interest changed by 152 which increased total open position to 256
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 9689.7, 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 9689.7, 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 47000 PE | |||||||
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Delta: -0.01
Vega: 4.58
Theta: -1.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 14 | -2.95 | 23.09 | 2,769 | -691 | 671 |
| 21 Sept | 0.00 | 12.7 | -1.5 | 23.17 | 106 | 55 | 489 |
| 14 Sept | 0.00 | 16.5 | -1.85 | 20.94 | 74 | 10 | 450 |
For Nifty Bank - strike price 47000 expiring on 28OCT2025
Delta for 47000 PE is -0.01
Historical price for 47000 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 14, which was -2.95 lower than the previous day. The implied volatity was 23.09, the open interest changed by -691 which decreased total open position to 671
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 12.7, which was -1.5 lower than the previous day. The implied volatity was 23.17, the open interest changed by 55 which increased total open position to 489
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 16.5, which was -1.85 lower than the previous day. The implied volatity was 20.94, the open interest changed by 10 which increased total open position to 450
