BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 54400 CE | ||||||||||||||||
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Delta: 0.62
Vega: 61.44
Theta: -19.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 944 | -440.95 | 10.57 | 1,310 | 395 | 519 | |||||||||
| 21 Sept | 0.00 | 1768.8 | -224.8 | 8.31 | 5 | -1 | 54 | |||||||||
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| 14 Sept | 0.00 | 1331.9 | 91.9 | 8.44 | 26 | -16 | 66 | |||||||||
| 17 Aug | 0.00 | 3407.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 54400 expiring on 28OCT2025
Delta for 54400 CE is 0.62
Historical price for 54400 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 944, which was -440.95 lower than the previous day. The implied volatity was 10.57, the open interest changed by 395 which increased total open position to 519
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1768.8, which was -224.8 lower than the previous day. The implied volatity was 8.31, the open interest changed by -1 which decreased total open position to 54
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1331.9, which was 91.9 higher than the previous day. The implied volatity was 8.44, the open interest changed by -16 which decreased total open position to 66
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 3407.7, 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 54400 PE | |||||||
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Delta: -0.39
Vega: 61.94
Theta: -5.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 539.95 | 215.6 | 11.82 | 3,155 | 440 | 869 |
| 21 Sept | 0.00 | 228 | 11.85 | 11.25 | 68 | -1 | 128 |
| 14 Sept | 0.00 | 450 | -67.35 | 11.58 | 64 | -24 | 161 |
| 17 Aug | 0.00 | 1042.55 | 0 | 1.85 | 0 | 0 | 0 |
For Nifty Bank - strike price 54400 expiring on 28OCT2025
Delta for 54400 PE is -0.39
Historical price for 54400 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 539.95, which was 215.6 higher than the previous day. The implied volatity was 11.82, the open interest changed by 440 which increased total open position to 869
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 228, which was 11.85 higher than the previous day. The implied volatity was 11.25, the open interest changed by -1 which decreased total open position to 128
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 450, which was -67.35 lower than the previous day. The implied volatity was 11.58, the open interest changed by -24 which decreased total open position to 161
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 1042.55, which was 0 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0
