BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 30SEP2025 47500 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 | 7950 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 7950 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 0.00 | 7950 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 10463.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 47500 expiring on 30SEP2025
Delta for 47500 CE is 0.00
Historical price for 47500 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 7950, 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 7950, 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 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 7950, 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 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 10463.55, 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 30SEP2025 47500 PE | |||||||
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Delta: -0.00
Vega: 0.60
Theta: -3.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 3 | -0.5 | 48.80 | 791 | -24 | 770 |
| 21 Sept | 0.00 | 5.4 | -0.85 | 35.77 | 1,042 | -16 | 1,729 |
| 14 Sept | 0.00 | 5.8 | -0.7 | 26.54 | 921 | 185 | 878 |
| 17 Aug | 0.00 | 22.5 | 0 | 0.00 | 0 | 12 | 0 |
For Nifty Bank - strike price 47500 expiring on 30SEP2025
Delta for 47500 PE is -0.00
Historical price for 47500 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3, which was -0.5 lower than the previous day. The implied volatity was 48.80, the open interest changed by -24 which decreased total open position to 770
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 5.4, which was -0.85 lower than the previous day. The implied volatity was 35.77, the open interest changed by -16 which decreased total open position to 1729
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 5.8, which was -0.7 lower than the previous day. The implied volatity was 26.54, the open interest changed by 185 which increased total open position to 878
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 22.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
