BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 49000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 5831.2 | -568.8 | - | 51 | 31 | 254 | |||||||||
| 21 Sept | 0.00 | 6918.15 | -31.85 | - | 1 | 0 | 1 | |||||||||
| 14 Sept | 0.00 | 7794.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 7794.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 49000 expiring on 28OCT2025
Delta for 49000 CE is -
Historical price for 49000 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 5831.2, which was -568.8 lower than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 254
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 6918.15, which was -31.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 7794.9, 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 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 7794.9, 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 49000 PE | |||||||
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Delta: -0.02
Vega: 8.87
Theta: -2.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 27.9 | 5.2 | 19.48 | 1,404 | 226 | 1,068 |
| 21 Sept | 0.00 | 18 | -2.05 | 19.18 | 95 | 0 | 688 |
| 14 Sept | 0.00 | 26.9 | -4.5 | 17.51 | 536 | 296 | 606 |
| 17 Aug | 0.00 | 63.9 | -45.6 | 17.70 | 2 | 0 | 0 |
For Nifty Bank - strike price 49000 expiring on 28OCT2025
Delta for 49000 PE is -0.02
Historical price for 49000 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 27.9, which was 5.2 higher than the previous day. The implied volatity was 19.48, the open interest changed by 226 which increased total open position to 1068
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 18, which was -2.05 lower than the previous day. The implied volatity was 19.18, the open interest changed by 0 which decreased total open position to 688
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 26.9, which was -4.5 lower than the previous day. The implied volatity was 17.51, the open interest changed by 296 which increased total open position to 606
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 63.9, which was -45.6 lower than the previous day. The implied volatity was 17.70, the open interest changed by 0 which decreased total open position to 0
