BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 30SEP2025 52100 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 | 3190 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 3200 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 2900.1 | 150.1 | - | 3 | -3 | 18 | |||||||||
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| 17 Aug | 0.00 | 3650 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
For Nifty Bank - strike price 52100 expiring on 30SEP2025
Delta for 52100 CE is 0.00
Historical price for 52100 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3190, 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 3200, 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 2900.1, which was 150.1 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 18
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 3650, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
| BANKNIFTY 30SEP2025 52100 PE | |||||||
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Delta: -0.01
Vega: 1.80
Theta: -4.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 4.55 | -1.2 | 18.80 | 6,280 | 66 | 699 |
| 21 Sept | 0.00 | 10.45 | -3.75 | 18.02 | 1,388 | -173 | 884 |
| 14 Sept | 0.00 | 27.7 | -6.55 | 14.33 | 4,843 | -87 | 1,366 |
| 17 Aug | 0.00 | 347.55 | 0 | 4.46 | 0 | 0 | 0 |
For Nifty Bank - strike price 52100 expiring on 30SEP2025
Delta for 52100 PE is -0.01
Historical price for 52100 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 4.55, which was -1.2 lower than the previous day. The implied volatity was 18.80, the open interest changed by 66 which increased total open position to 699
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 10.45, which was -3.75 lower than the previous day. The implied volatity was 18.02, the open interest changed by -173 which decreased total open position to 884
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 27.7, which was -6.55 lower than the previous day. The implied volatity was 14.33, the open interest changed by -87 which decreased total open position to 1366
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 347.55, 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
