BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 30SEP2025 51800 CE | ||||||||||||||||
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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 | 3070 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 3070 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 3070 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 0.00 | 3950 | 0 | 0.00 | 0 | 2 | 0 | |||||||||
For Nifty Bank - strike price 51800 expiring on 30SEP2025
Delta for 51800 CE is 0.00
Historical price for 51800 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3070, 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 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3070, 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 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3070, 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 3950, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
| BANKNIFTY 30SEP2025 51800 PE | |||||||
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Delta: -0.01
Vega: 1.58
Theta: -3.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 4.25 | -0.95 | 20.74 | 1,935 | 145 | 728 |
| 21 Sept | 0.00 | 9.4 | -3.7 | 19.08 | 979 | -368 | 847 |
| 14 Sept | 0.00 | 22.7 | -5.1 | 14.99 | 7,646 | -422 | 1,590 |
| 17 Aug | 0.00 | 307.5 | 0 | 4.79 | 0 | 0 | 0 |
For Nifty Bank - strike price 51800 expiring on 30SEP2025
Delta for 51800 PE is -0.01
Historical price for 51800 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 4.25, which was -0.95 lower than the previous day. The implied volatity was 20.74, the open interest changed by 145 which increased total open position to 728
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 9.4, which was -3.7 lower than the previous day. The implied volatity was 19.08, the open interest changed by -368 which decreased total open position to 847
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 22.7, which was -5.1 lower than the previous day. The implied volatity was 14.99, the open interest changed by -422 which decreased total open position to 1590
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 307.5, which was 0 lower than the previous day. The implied volatity was 4.79, the open interest changed by 0 which decreased total open position to 0
