BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 53200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.84
Vega: 39.72
Theta: -18.75
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 1825.45 | -716.95 | 10.92 | 5 | 2 | 13 | |||||||||
| 21 Sept | 0.00 | 2826.65 | 496.65 | - | 1 | 1 | 2 | |||||||||
| 14 Sept | 0.00 | 2265.6 | 82.65 | - | 3 | -1 | 2 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 0.00 | 4244.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 53200 expiring on 28OCT2025
Delta for 53200 CE is 0.84
Historical price for 53200 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1825.45, which was -716.95 lower than the previous day. The implied volatity was 10.92, the open interest changed by 2 which increased total open position to 13
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2826.65, which was 496.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2265.6, which was 82.65 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 4244.05, 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 53200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 44.40
Theta: -5.72
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 221.8 | 86.95 | 12.52 | 1,238 | 190 | 513 |
| 21 Sept | 0.00 | 89.9 | 1.6 | 12.10 | 38 | 9 | 133 |
| 14 Sept | 0.00 | 194.05 | -36.8 | 12.03 | 77 | 4 | 104 |
| 17 Aug | 0.00 | 696.65 | 0 | 2.93 | 0 | 0 | 0 |
For Nifty Bank - strike price 53200 expiring on 28OCT2025
Delta for 53200 PE is -0.19
Historical price for 53200 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 221.8, which was 86.95 higher than the previous day. The implied volatity was 12.52, the open interest changed by 190 which increased total open position to 513
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 89.9, which was 1.6 higher than the previous day. The implied volatity was 12.10, the open interest changed by 9 which increased total open position to 133
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 194.05, which was -36.8 lower than the previous day. The implied volatity was 12.03, the open interest changed by 4 which increased total open position to 104
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 696.65, which was 0 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0
