BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28OCT2025 51900 CE | ||||||||||||||||
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Delta: 0.95
Vega: 15.88
Theta: -16.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 2996.35 | -617.3 | 11.41 | 2 | 2 | 9 | |||||||||
| 21 Sept | 0.00 | 4063.35 | 914.9 | - | 1 | 1 | 1 | |||||||||
| 14 Sept | 0.00 | 3148.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 5252.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 51900 expiring on 28OCT2025
Delta for 51900 CE is 0.95
Historical price for 51900 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2996.35, which was -617.3 lower than the previous day. The implied volatity was 11.41, the open interest changed by 2 which increased total open position to 9
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 4063.35, which was 914.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3148.45, 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 5252.95, 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 51900 PE | |||||||
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Delta: -0.08
Vega: 23.40
Theta: -3.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 76.75 | 20.5 | 13.40 | 207 | 151 | 258 |
| 21 Sept | 0.00 | 56.2 | 2.1 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 424.75 | 0 | 4.16 | 0 | 0 | 0 |
| 17 Aug | 0.00 | 424.75 | 0 | 4.10 | 0 | 0 | 0 |
For Nifty Bank - strike price 51900 expiring on 28OCT2025
Delta for 51900 PE is -0.08
Historical price for 51900 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 76.75, which was 20.5 higher than the previous day. The implied volatity was 13.40, the open interest changed by 151 which increased total open position to 258
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 56.2, which was 2.1 higher 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 424.75, which was 0 lower than the previous day. The implied volatity was 4.16, 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 424.75, which was 0 lower than the previous day. The implied volatity was 4.10, the open interest changed by 0 which decreased total open position to 0
