BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28OCT2025 50900 CE | ||||||||||||||||
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Delta: 0.98
Vega: 6.87
Theta: -14.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 3963.5 | -617.25 | 12.15 | 2 | 2 | 4 | |||||||||
| 21 Sept | 0.00 | 6090.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 6090.95 | 0 | - | 0 | 0 | 0 | |||||||||
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| 17 Aug | 0.00 | 6090.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 50900 expiring on 28OCT2025
Delta for 50900 CE is 0.98
Historical price for 50900 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3963.5, which was -617.25 lower than the previous day. The implied volatity was 12.15, the open interest changed by 2 which increased total open position to 4
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 6090.95, 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
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 6090.95, 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
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 6090.95, 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 50900 PE | |||||||
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Delta: -0.04
Vega: 14.60
Theta: -2.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 42.4 | 5.05 | 14.92 | 3 | 0 | 12 |
| 21 Sept | 0.00 | 277.55 | 0 | 6.38 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 277.55 | 0 | 5.28 | 0 | 0 | 0 |
| 17 Aug | 0.00 | 277.55 | 0 | 5.00 | 0 | 0 | 0 |
For Nifty Bank - strike price 50900 expiring on 28OCT2025
Delta for 50900 PE is -0.04
Historical price for 50900 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 42.4, which was 5.05 higher than the previous day. The implied volatity was 14.92, the open interest changed by 0 which decreased total open position to 12
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 277.55, which was 0 lower than the previous day. The implied volatity was 6.38, 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 277.55, which was 0 lower than the previous day. The implied volatity was 5.28, 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 277.55, which was 0 lower than the previous day. The implied volatity was 5.00, the open interest changed by 0 which decreased total open position to 0
