[--[65.84.65.76]--]
BANKNIFTY
Nifty Bank

54389.35 -586.85 (-1.07%)

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Historical option data for BANKNIFTY

28 Sep 2025 10:09 PM IST
BANKNIFTY 28-OCT-2025 53300 CE
Delta: 0.80
Vega: 45.04
Theta: -19.88
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
28 Sept 0.00 1791 -634.95 12.00 4 4 12
21 Sept 0.00 2711.7 261.7 - 1 1 3
14 Sept 0.00 1800 0 0.00 0 0 0
17 Aug 0.00 4172.7 0 - 0 0 0


For Nifty Bank - strike price 53300 expiring on 28OCT2025

Delta for 53300 CE is 0.80

Historical price for 53300 CE is as follows

On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1791, which was -634.95 lower than the previous day. The implied volatity was 12.00, the open interest changed by 4 which increased total open position to 12


On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2711.7, which was 261.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3


On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1800, 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 4172.7, 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 53300 PE
Delta: -0.00
Vega: 0.01
Theta: -0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
28 Sept 0.00 723.85 0 2.33 0 0 0
21 Sept 0.00 723.85 0 3.46 0 0 0
14 Sept 0.00 723.85 0 2.55 0 0 0
17 Aug 0.00 723.85 0 2.84 0 0 0


For Nifty Bank - strike price 53300 expiring on 28OCT2025

Delta for 53300 PE is -0.00

Historical price for 53300 PE is as follows

On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 723.85, which was 0 lower than the previous day. The implied volatity was 2.33, 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 723.85, which was 0 lower than the previous day. The implied volatity was 3.46, 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 723.85, which was 0 lower than the previous day. The implied volatity was 2.55, 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 723.85, which was 0 lower than the previous day. The implied volatity was 2.84, the open interest changed by 0 which decreased total open position to 0