BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28OCT2025 51500 CE | ||||||||||||||||
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Delta: 1.00
Vega: 0.55
Theta: -14.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 3356.75 | -773.55 | 6.99 | 13 | 4 | 27 | |||||||||
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| 21 Sept | 0.00 | 4417.35 | -112.65 | - | 3 | 0 | 15 | |||||||||
| 14 Sept | 0.00 | 3717.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 5582.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 51500 expiring on 28OCT2025
Delta for 51500 CE is 1.00
Historical price for 51500 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3356.75, which was -773.55 lower than the previous day. The implied volatity was 6.99, the open interest changed by 4 which increased total open position to 27
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 4417.35, which was -112.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3717.05, 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 5582.35, 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 28OCT2025 51500 PE | |||||||
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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 | 360.05 | 0 | 4.72 | 0 | 0 | 0 |
| 21 Sept | 0.00 | 360.05 | 0 | 5.66 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 360.05 | 0 | 4.62 | 0 | 0 | 0 |
| 17 Aug | 0.00 | 360.05 | 0 | 4.46 | 0 | 0 | 0 |
For Nifty Bank - strike price 51500 expiring on 28OCT2025
Delta for 51500 PE is -0.00
Historical price for 51500 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 360.05, which was 0 lower than the previous day. The implied volatity was 4.72, 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 360.05, which was 0 lower than the previous day. The implied volatity was 5.66, 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 360.05, which was 0 lower than the previous day. The implied volatity was 4.62, 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 360.05, which was 0 lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0
