BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 50500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 4328.15 | -787.35 | - | 39 | -9 | 73 | |||||||||
| 21 Sept | 0.00 | 5412.65 | -87.35 | - | 1 | 0 | 31 | |||||||||
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| 14 Sept | 0.00 | 4765 | 82.4 | - | 1 | 1 | 26 | |||||||||
| 17 Aug | 0.00 | 6438.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 50500 expiring on 28OCT2025
Delta for 50500 CE is -
Historical price for 50500 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 4328.15, which was -787.35 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 73
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 5412.65, which was -87.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 4765, which was 82.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 26
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 6438.85, 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 50500 PE | |||||||
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Delta: -0.03
Vega: 12.36
Theta: -2.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 35.15 | 2.9 | 15.63 | 2,991 | 1,104 | 1,462 |
| 21 Sept | 0.00 | 24.85 | -1.85 | 16.21 | 132 | -14 | 160 |
| 14 Sept | 0.00 | 41 | -8.9 | 14.85 | 93 | -8 | 114 |
| 17 Aug | 0.00 | 231.35 | 0 | 5.36 | 0 | 0 | 0 |
For Nifty Bank - strike price 50500 expiring on 28OCT2025
Delta for 50500 PE is -0.03
Historical price for 50500 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 35.15, which was 2.9 higher than the previous day. The implied volatity was 15.63, the open interest changed by 1104 which increased total open position to 1462
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 24.85, which was -1.85 lower than the previous day. The implied volatity was 16.21, the open interest changed by -14 which decreased total open position to 160
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 41, which was -8.9 lower than the previous day. The implied volatity was 14.85, the open interest changed by -8 which decreased total open position to 114
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 231.35, which was 0 lower than the previous day. The implied volatity was 5.36, the open interest changed by 0 which decreased total open position to 0
