BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 30SEP2025 53500 CE | ||||||||||||||||
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Delta: 0.89
Vega: 10.46
Theta: -30.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 987.6 | -662.8 | 13.56 | 4,436 | -230 | 1,317 | |||||||||
| 21 Sept | 0.00 | 2170 | -235.2 | 12.37 | 372 | -112 | 1,878 | |||||||||
| 14 Sept | 0.00 | 1586.3 | 101.6 | 9.11 | 1,945 | -225 | 2,542 | |||||||||
| 17 Aug | 0.00 | 2517 | 89.85 | 6.78 | 75 | 0 | 314 | |||||||||
For Nifty Bank - strike price 53500 expiring on 30SEP2025
Delta for 53500 CE is 0.89
Historical price for 53500 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 987.6, which was -662.8 lower than the previous day. The implied volatity was 13.56, the open interest changed by -230 which decreased total open position to 1317
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2170, which was -235.2 lower than the previous day. The implied volatity was 12.37, the open interest changed by -112 which decreased total open position to 1878
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1586.3, which was 101.6 higher than the previous day. The implied volatity was 9.11, the open interest changed by -225 which decreased total open position to 2542
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 2517, which was 89.85 higher than the previous day. The implied volatity was 6.78, the open interest changed by 0 which decreased total open position to 314
| BANKNIFTY 30SEP2025 53500 PE | |||||||
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Delta: -0.08
Vega: 8.49
Theta: -11.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 25.1 | 11.7 | 12.03 | 1,83,296 | 2,890 | 21,629 |
| 21 Sept | 0.00 | 24.85 | -3 | 13.61 | 39,323 | -1,333 | 18,620 |
| 14 Sept | 0.00 | 92.8 | -31.55 | 11.69 | 45,283 | -484 | 21,854 |
| 17 Aug | 0.00 | 233.8 | -15.5 | 13.45 | 891 | 180 | 2,841 |
For Nifty Bank - strike price 53500 expiring on 30SEP2025
Delta for 53500 PE is -0.08
Historical price for 53500 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 25.1, which was 11.7 higher than the previous day. The implied volatity was 12.03, the open interest changed by 2890 which increased total open position to 21629
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 24.85, which was -3 lower than the previous day. The implied volatity was 13.61, the open interest changed by -1333 which decreased total open position to 18620
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 92.8, which was -31.55 lower than the previous day. The implied volatity was 11.69, the open interest changed by -484 which decreased total open position to 21854
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 233.8, which was -15.5 lower than the previous day. The implied volatity was 13.45, the open interest changed by 180 which increased total open position to 2841
