BANKNIFTY
Nifty Bank
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