BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28OCT2025 53800 CE | ||||||||||||||||
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Delta: 0.74
Vega: 52.16
Theta: -19.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 1350.6 | -628.95 | 10.71 | 42 | 0 | 58 | |||||||||
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| 21 Sept | 0.00 | 2268.2 | 257.6 | 5.25 | 9 | -4 | 66 | |||||||||
| 14 Sept | 0.00 | 1784.65 | 198.35 | 7.98 | 6 | -1 | 74 | |||||||||
| 17 Aug | 0.00 | 3813.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 53800 expiring on 28OCT2025
Delta for 53800 CE is 0.74
Historical price for 53800 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1350.6, which was -628.95 lower than the previous day. The implied volatity was 10.71, the open interest changed by 0 which decreased total open position to 58
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2268.2, which was 257.6 higher than the previous day. The implied volatity was 5.25, the open interest changed by -4 which decreased total open position to 66
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1784.65, which was 198.35 higher than the previous day. The implied volatity was 7.98, the open interest changed by -1 which decreased total open position to 74
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 3813.05, 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 53800 PE | |||||||
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Delta: -0.28
Vega: 54.28
Theta: -5.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 345 | 131.1 | 12.09 | 1,104 | 83 | 617 |
| 21 Sept | 0.00 | 144 | 16.15 | 11.66 | 101 | 31 | 188 |
| 14 Sept | 0.00 | 293.7 | -55.05 | 11.69 | 47 | -17 | 239 |
| 17 Aug | 0.00 | 856.8 | 0 | 2.39 | 0 | 0 | 0 |
For Nifty Bank - strike price 53800 expiring on 28OCT2025
Delta for 53800 PE is -0.28
Historical price for 53800 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 345, which was 131.1 higher than the previous day. The implied volatity was 12.09, the open interest changed by 83 which increased total open position to 617
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 144, which was 16.15 higher than the previous day. The implied volatity was 11.66, the open interest changed by 31 which increased total open position to 188
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 293.7, which was -55.05 lower than the previous day. The implied volatity was 11.69, the open interest changed by -17 which decreased total open position to 239
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 856.8, which was 0 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0
