BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 30SEP2025 49500 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 | 5700 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 4930.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 4930.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 0.00 | 5900 | 0 | 0.00 | 0 | 1.143 | 0 | |||||||||
For Nifty Bank - strike price 49500 expiring on 30SEP2025
Delta for 49500 CE is 0.00
Historical price for 49500 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 5700, 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 4930.45, 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 4930.45, 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 5900, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1.1428571428571428 which increased total open position to 0
| BANKNIFTY 30SEP2025 49500 PE | |||||||
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Delta: -0.00
Vega: 0.78
Theta: -3.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 3 | -0.65 | 35.30 | 3,238 | -43 | 1,451.571 |
| 21 Sept | 0.00 | 7.15 | -1.25 | 28.25 | 5,118 | -555.714 | 2,115.143 |
| 14 Sept | 0.00 | 8.9 | -1.6 | 20.86 | 4,392 | -344.286 | 2,565.571 |
| 17 Aug | 0.00 | 33.75 | 0.85 | 17.88 | 366 | -269 | 1,680.429 |
For Nifty Bank - strike price 49500 expiring on 30SEP2025
Delta for 49500 PE is -0.00
Historical price for 49500 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3, which was -0.65 lower than the previous day. The implied volatity was 35.30, the open interest changed by -43 which decreased total open position to 1451.5714285714287
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 7.15, which was -1.25 lower than the previous day. The implied volatity was 28.25, the open interest changed by -555.7142857142857 which decreased total open position to 2115.1428571428573
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 8.9, which was -1.6 lower than the previous day. The implied volatity was 20.86, the open interest changed by -344.2857142857143 which decreased total open position to 2565.5714285714284
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 33.75, which was 0.85 higher than the previous day. The implied volatity was 17.88, the open interest changed by -269 which decreased total open position to 1680.4285714285713
