BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 53100 CE | ||||||||||||||||
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Delta: 0.84
Vega: 38.85
Theta: -18.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 1923.75 | -696.3 | 11.32 | 2 | 2 | 6 | |||||||||
| 21 Sept | 0.00 | 2917.35 | 517.35 | - | 2 | 0 | 2 | |||||||||
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| 14 Sept | 0.00 | 1824 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 4318 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 53100 expiring on 28OCT2025
Delta for 53100 CE is 0.84
Historical price for 53100 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1923.75, which was -696.3 lower than the previous day. The implied volatity was 11.32, the open interest changed by 2 which increased total open position to 6
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2917.35, which was 517.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1824, 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 4318, 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 53100 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 | 672.1 | 0 | 2.62 | 0 | 0 | 0 |
| 21 Sept | 0.00 | 672.1 | 0 | 3.71 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 672.1 | 0 | 2.78 | 0 | 0 | 0 |
| 17 Aug | 0.00 | 672.1 | 0 | 3.02 | 0 | 0 | 0 |
For Nifty Bank - strike price 53100 expiring on 28OCT2025
Delta for 53100 PE is -0.00
Historical price for 53100 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 672.1, which was 0 lower than the previous day. The implied volatity was 2.62, 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 672.1, which was 0 lower than the previous day. The implied volatity was 3.71, 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 672.1, which was 0 lower than the previous day. The implied volatity was 2.78, 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 672.1, which was 0 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
