BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 30SEP2025 51400 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 | 6847.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 6847.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 6847.35 | 0 | - | 0 | 0 | 0 | |||||||||
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| 17 Aug | 0.00 | 6847.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 51400 expiring on 30SEP2025
Delta for 51400 CE is -
Historical price for 51400 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 6847.35, 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 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 6847.35, 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 6847.35, 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 6847.35, 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 30SEP2025 51400 PE | |||||||
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Delta: -0.01
Vega: 1.04
Theta: -2.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 2.7 | -1.3 | 22.28 | 414 | -61 | 352 |
| 21 Sept | 0.00 | 9.35 | -2.2 | 20.83 | 531 | -27 | 403 |
| 14 Sept | 0.00 | 18.8 | -2.75 | 15.97 | 1,324 | 32 | 736 |
| 17 Aug | 0.00 | 259.8 | 0 | 5.24 | 0 | 0 | 0 |
For Nifty Bank - strike price 51400 expiring on 30SEP2025
Delta for 51400 PE is -0.01
Historical price for 51400 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2.7, which was -1.3 lower than the previous day. The implied volatity was 22.28, the open interest changed by -61 which decreased total open position to 352
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 9.35, which was -2.2 lower than the previous day. The implied volatity was 20.83, the open interest changed by -27 which decreased total open position to 403
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 18.8, which was -2.75 lower than the previous day. The implied volatity was 15.97, the open interest changed by 32 which increased total open position to 736
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 259.8, which was 0 lower than the previous day. The implied volatity was 5.24, the open interest changed by 0 which decreased total open position to 0
