BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 53500 CE | ||||||||||||||||
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Delta: 0.80
Vega: 45.40
Theta: -19.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 1581.25 | -523.15 | 10.64 | 431 | 91 | 732 | |||||||||
| 21 Sept | 0.00 | 2520 | -230 | - | 25 | 6 | 154 | |||||||||
| 14 Sept | 0.00 | 2010 | 65 | 7.46 | 67 | -1 | 146 | |||||||||
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| 17 Aug | 0.00 | 4027.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 53500 expiring on 28OCT2025
Delta for 53500 CE is 0.80
Historical price for 53500 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1581.25, which was -523.15 lower than the previous day. The implied volatity was 10.64, the open interest changed by 91 which increased total open position to 732
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2520, which was -230 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 154
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2010, which was 65 higher than the previous day. The implied volatity was 7.46, the open interest changed by -1 which decreased total open position to 146
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 4027.65, 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 53500 PE | |||||||
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Delta: -0.23
Vega: 49.34
Theta: -5.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 274 | 105.25 | 12.24 | 14,619 | 2,391 | 10,404 |
| 21 Sept | 0.00 | 116.9 | 13.8 | 11.97 | 3,446 | 480 | 4,642 |
| 14 Sept | 0.00 | 243.35 | -40.8 | 11.93 | 1,391 | 96 | 1,672 |
| 17 Aug | 0.00 | 775.85 | 0 | 2.66 | 0 | 0 | 0 |
For Nifty Bank - strike price 53500 expiring on 28OCT2025
Delta for 53500 PE is -0.23
Historical price for 53500 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 274, which was 105.25 higher than the previous day. The implied volatity was 12.24, the open interest changed by 2391 which increased total open position to 10404
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 116.9, which was 13.8 higher than the previous day. The implied volatity was 11.97, the open interest changed by 480 which increased total open position to 4642
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 243.35, which was -40.8 lower than the previous day. The implied volatity was 11.93, the open interest changed by 96 which increased total open position to 1672
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 775.85, which was 0 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0
