BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 30SEP2025 53200 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 1252.95 | -662.6 | - | 30 | -2 | 148 | |||||||||
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| 21 Sept | 0.00 | 2401.1 | -348.9 | - | 1 | 0 | 156 | |||||||||
| 14 Sept | 0.00 | 1870.55 | 129.55 | 6.89 | 11 | 0 | 159 | |||||||||
| 17 Aug | 0.00 | 2775 | -50 | - | 4 | 10 | 10 | |||||||||
For Nifty Bank - strike price 53200 expiring on 30SEP2025
Delta for 53200 CE is -
Historical price for 53200 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1252.95, which was -662.6 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 148
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2401.1, which was -348.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 156
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1870.55, which was 129.55 higher than the previous day. The implied volatity was 6.89, the open interest changed by 0 which decreased total open position to 159
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 2775, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
| BANKNIFTY 30SEP2025 53200 PE | |||||||
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Delta: -0.05
Vega: 5.55
Theta: -8.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 14.6 | 4.65 | 13.26 | 40,007 | 532 | 4,788 |
| 21 Sept | 0.00 | 18.45 | -4.35 | 14.34 | 7,245 | -211 | 5,234 |
| 14 Sept | 0.00 | 68.85 | -21.2 | 12.17 | 11,499 | 1,984 | 5,945 |
| 17 Aug | 0.00 | 529.6 | 0 | 3.22 | 0 | 0 | 0 |
For Nifty Bank - strike price 53200 expiring on 30SEP2025
Delta for 53200 PE is -0.05
Historical price for 53200 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 14.6, which was 4.65 higher than the previous day. The implied volatity was 13.26, the open interest changed by 532 which increased total open position to 4788
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 18.45, which was -4.35 lower than the previous day. The implied volatity was 14.34, the open interest changed by -211 which decreased total open position to 5234
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 68.85, which was -21.2 lower than the previous day. The implied volatity was 12.17, the open interest changed by 1984 which increased total open position to 5945
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 529.6, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0
