BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28OCT2025 52500 CE | ||||||||||||||||
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Delta: 0.93
Vega: 20.74
Theta: -16.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 2420 | -555 | 10.11 | 43 | 31 | 111 | |||||||||
| 21 Sept | 0.00 | 3470.15 | -155.1 | - | 5 | -2 | 37 | |||||||||
| 14 Sept | 0.00 | 2785 | 87.15 | - | 2 | 0 | 27 | |||||||||
| 17 Aug | 0.00 | 4775 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 52500 expiring on 28OCT2025
Delta for 52500 CE is 0.93
Historical price for 52500 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2420, which was -555 lower than the previous day. The implied volatity was 10.11, the open interest changed by 31 which increased total open position to 111
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3470.15, which was -155.1 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 37
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2785, which was 87.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 4775, 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 52500 PE | |||||||
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Delta: -0.12
Vega: 32.17
Theta: -4.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 124.15 | 43.95 | 12.88 | 6,992 | 1,427 | 7,164 |
| 21 Sept | 0.00 | 58.6 | 3.8 | 13.00 | 2,049 | 50 | 3,423 |
| 14 Sept | 0.00 | 115.8 | -28.25 | 12.41 | 1,144 | 64 | 3,210 |
| 17 Aug | 0.00 | 537.9 | 0 | 3.56 | 0 | 0 | 0 |
For Nifty Bank - strike price 52500 expiring on 28OCT2025
Delta for 52500 PE is -0.12
Historical price for 52500 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 124.15, which was 43.95 higher than the previous day. The implied volatity was 12.88, the open interest changed by 1427 which increased total open position to 7164
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 58.6, which was 3.8 higher than the previous day. The implied volatity was 13.00, the open interest changed by 50 which increased total open position to 3423
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 115.8, which was -28.25 lower than the previous day. The implied volatity was 12.41, the open interest changed by 64 which increased total open position to 3210
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 537.9, which was 0 lower than the previous day. The implied volatity was 3.56, the open interest changed by 0 which decreased total open position to 0
