BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 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 | 6000 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 21 Sept | 0.00 | 6423.3 | 598.3 | - | 1 | 0 | 2 | |||||||||
| 14 Sept | 0.00 | 5632 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 7334.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 49500 expiring on 28OCT2025
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 6000, 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 6423.3, which was 598.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 5632, 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 7334.95, 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 49500 PE | |||||||
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Delta: -0.03
Vega: 10.39
Theta: -2.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 32.75 | 5.95 | 18.48 | 518 | 89 | 484 |
| 21 Sept | 0.00 | 20 | -3.2 | 18.20 | 145 | 43 | 260 |
| 14 Sept | 0.00 | 30.95 | -6.7 | 16.67 | 15 | 4 | 112 |
| 17 Aug | 0.00 | 142.2 | 0 | 6.25 | 0 | 0 | 0 |
For Nifty Bank - strike price 49500 expiring on 28OCT2025
Delta for 49500 PE is -0.03
Historical price for 49500 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 32.75, which was 5.95 higher than the previous day. The implied volatity was 18.48, the open interest changed by 89 which increased total open position to 484
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 20, which was -3.2 lower than the previous day. The implied volatity was 18.20, the open interest changed by 43 which increased total open position to 260
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 30.95, which was -6.7 lower than the previous day. The implied volatity was 16.67, the open interest changed by 4 which increased total open position to 112
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 142.2, which was 0 lower than the previous day. The implied volatity was 6.25, the open interest changed by 0 which decreased total open position to 0
