BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 30SEP2025 53100 CE | ||||||||||||||||
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Delta: 0.97
Vega: 3.34
Theta: -19.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 1378.85 | -1017.15 | 12.50 | 12 | -1 | 90 | |||||||||
| 21 Sept | 0.00 | 2485 | -290.55 | - | 2 | -2 | 97 | |||||||||
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| 14 Sept | 0.00 | 1963.6 | 73.6 | 9.29 | 33 | -6 | 93 | |||||||||
| 17 Aug | 0.00 | 2755 | 0 | 0.00 | 0 | 2 | 0 | |||||||||
For Nifty Bank - strike price 53100 expiring on 30SEP2025
Delta for 53100 CE is 0.97
Historical price for 53100 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1378.85, which was -1017.15 lower than the previous day. The implied volatity was 12.50, the open interest changed by -1 which decreased total open position to 90
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2485, which was -290.55 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 97
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1963.6, which was 73.6 higher than the previous day. The implied volatity was 9.29, the open interest changed by -6 which decreased total open position to 93
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 2755, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
| BANKNIFTY 30SEP2025 53100 PE | |||||||
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Delta: -0.04
Vega: 4.96
Theta: -7.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 12.95 | 3.5 | 13.80 | 25,226 | 763 | 2,212 |
| 21 Sept | 0.00 | 18.9 | -3.45 | 14.89 | 4,100 | -375 | 1,753 |
| 14 Sept | 0.00 | 61.65 | -19.85 | 12.30 | 6,389 | -720 | 1,891 |
| 17 Aug | 0.00 | 510.6 | 0 | 3.33 | 0 | 0 | 0 |
For Nifty Bank - strike price 53100 expiring on 30SEP2025
Delta for 53100 PE is -0.04
Historical price for 53100 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 12.95, which was 3.5 higher than the previous day. The implied volatity was 13.80, the open interest changed by 763 which increased total open position to 2212
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 18.9, which was -3.45 lower than the previous day. The implied volatity was 14.89, the open interest changed by -375 which decreased total open position to 1753
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 61.65, which was -19.85 lower than the previous day. The implied volatity was 12.30, the open interest changed by -720 which decreased total open position to 1891
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 510.6, which was 0 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
