BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 30SEP2025 53700 CE | ||||||||||||||||
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Delta: 0.86
Vega: 12.41
Theta: -31.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 795.8 | -633.85 | 12.11 | 1,267 | 12 | 394 | |||||||||
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| 21 Sept | 0.00 | 1968 | -254 | 11.02 | 50 | -22 | 415 | |||||||||
| 14 Sept | 0.00 | 1416 | 100.35 | 9.53 | 225 | -24 | 607 | |||||||||
| 17 Aug | 0.00 | 3530 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 53700 expiring on 30SEP2025
Delta for 53700 CE is 0.86
Historical price for 53700 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 795.8, which was -633.85 lower than the previous day. The implied volatity was 12.11, the open interest changed by 12 which increased total open position to 394
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1968, which was -254 lower than the previous day. The implied volatity was 11.02, the open interest changed by -22 which decreased total open position to 415
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1416, which was 100.35 higher than the previous day. The implied volatity was 9.53, the open interest changed by -24 which decreased total open position to 607
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 3530, 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
| BANKNIFTY 30SEP2025 53700 PE | |||||||
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Delta: -0.12
Vega: 11.15
Theta: -13.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 36.3 | 19.7 | 11.15 | 1,16,091 | 2,496 | 8,418 |
| 21 Sept | 0.00 | 29.8 | -2.05 | 13.05 | 9,689 | -348 | 5,139 |
| 14 Sept | 0.00 | 115.45 | -37.55 | 11.33 | 13,797 | -142 | 6,182 |
| 17 Aug | 0.00 | 632.75 | 0 | 2.65 | 0 | 0 | 0 |
For Nifty Bank - strike price 53700 expiring on 30SEP2025
Delta for 53700 PE is -0.12
Historical price for 53700 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 36.3, which was 19.7 higher than the previous day. The implied volatity was 11.15, the open interest changed by 2496 which increased total open position to 8418
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 29.8, which was -2.05 lower than the previous day. The implied volatity was 13.05, the open interest changed by -348 which decreased total open position to 5139
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 115.45, which was -37.55 lower than the previous day. The implied volatity was 11.33, the open interest changed by -142 which decreased total open position to 6182
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 632.75, which was 0 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0
