BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 52900 CE | ||||||||||||||||
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Delta: 0.87
Vega: 33.91
Theta: -18.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 2086.5 | -701.6 | 11.17 | 1 | 1 | 6 | |||||||||
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| 21 Sept | 0.00 | 3108.6 | 608.6 | - | 1 | -1 | 3 | |||||||||
| 14 Sept | 0.00 | 2500 | 601.3 | - | 1 | 1 | 2 | |||||||||
| 17 Aug | 0.00 | 4467.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 52900 expiring on 28OCT2025
Delta for 52900 CE is 0.87
Historical price for 52900 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2086.5, which was -701.6 lower than the previous day. The implied volatity was 11.17, the open interest changed by 1 which increased total open position to 6
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3108.6, which was 608.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2500, which was 601.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 4467.9, 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 52900 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 | 624.95 | 0 | 2.91 | 0 | 0 | 0 |
| 21 Sept | 0.00 | 624.95 | 0 | 3.95 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 624.95 | 0 | 3.00 | 0 | 0 | 0 |
| 17 Aug | 0.00 | 624.95 | 0 | 3.20 | 0 | 0 | 0 |
For Nifty Bank - strike price 52900 expiring on 28OCT2025
Delta for 52900 PE is -0.00
Historical price for 52900 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 624.95, which was 0 lower than the previous day. The implied volatity was 2.91, 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 624.95, which was 0 lower than the previous day. The implied volatity was 3.95, 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 624.95, which was 0 lower than the previous day. The implied volatity was 3.00, 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 624.95, 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
