BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 52700 CE | ||||||||||||||||
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Delta: 0.90
Vega: 27.25
Theta: -17.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 2244.05 | -728.05 | 10.61 | 1 | 1 | 5 | |||||||||
| 21 Sept | 0.00 | 3281.7 | 1216.25 | - | 1 | -1 | 2 | |||||||||
| 14 Sept | 0.00 | 2065.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 4620.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 52700 expiring on 28OCT2025
Delta for 52700 CE is 0.90
Historical price for 52700 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2244.05, which was -728.05 lower than the previous day. The implied volatity was 10.61, the open interest changed by 1 which increased total open position to 5
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3281.7, which was 1216.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2065.45, 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 4620.25, 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 52700 PE | |||||||
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Delta: -0.00
Vega: 0.01
Theta: -0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 580.2 | 0 | 3.20 | 0 | 0 | 0 |
| 21 Sept | 0.00 | 580.2 | 0 | 4.20 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 580.2 | 0 | 3.24 | 0 | 0 | 0 |
| 17 Aug | 0.00 | 580.2 | 0 | 3.38 | 0 | 0 | 0 |
For Nifty Bank - strike price 52700 expiring on 28OCT2025
Delta for 52700 PE is -0.00
Historical price for 52700 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 580.2, which was 0 lower than the previous day. The implied volatity was 3.20, 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 580.2, which was 0 lower than the previous day. The implied volatity was 4.20, 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 580.2, which was 0 lower than the previous day. The implied volatity was 3.24, 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 580.2, which was 0 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0
