BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 30SEP2025 50000 CE | ||||||||||||||||
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Delta: 0.98
Vega: 2.29
Theta: -24.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 4474.45 | -659.15 | 38.52 | 981 | -908 | 1,910 | |||||||||
| 21 Sept | 0.00 | 5638.75 | -222.8 | - | 178 | -58 | 3,490 | |||||||||
| 14 Sept | 0.00 | 4995 | 131.1 | - | 81 | 17 | 3,552 | |||||||||
| 17 Aug | 0.00 | 5830 | 92.6 | - | 12 | 10 | 277 | |||||||||
For Nifty Bank - strike price 50000 expiring on 30SEP2025
Delta for 50000 CE is 0.98
Historical price for 50000 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 4474.45, which was -659.15 lower than the previous day. The implied volatity was 38.52, the open interest changed by -908 which decreased total open position to 1910
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 5638.75, which was -222.8 lower than the previous day. The implied volatity was -, the open interest changed by -58 which decreased total open position to 3490
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 4995, which was 131.1 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 3552
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 5830, which was 92.6 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 277
| BANKNIFTY 30SEP2025 50000 PE | |||||||
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Delta: -0.01
Vega: 0.99
Theta: -3.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 3.75 | 0.1 | 32.77 | 51,373 | -1,775 | 14,865 |
| 21 Sept | 0.00 | 7.3 | -1.8 | 26.17 | 8,309 | -409 | 11,204 |
| 14 Sept | 0.00 | 9.95 | -2.25 | 19.41 | 12,133 | -578 | 14,225 |
| 17 Aug | 0.00 | 43.85 | -0.05 | 17.42 | 172 | -2 | 1,682 |
For Nifty Bank - strike price 50000 expiring on 30SEP2025
Delta for 50000 PE is -0.01
Historical price for 50000 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3.75, which was 0.1 higher than the previous day. The implied volatity was 32.77, the open interest changed by -1775 which decreased total open position to 14865
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 7.3, which was -1.8 lower than the previous day. The implied volatity was 26.17, the open interest changed by -409 which decreased total open position to 11204
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 9.95, which was -2.25 lower than the previous day. The implied volatity was 19.41, the open interest changed by -578 which decreased total open position to 14225
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 43.85, which was -0.05 lower than the previous day. The implied volatity was 17.42, the open interest changed by -2 which decreased total open position to 1682
