BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 54500 CE | ||||||||||||||||
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Delta: 0.59
Vega: 62.50
Theta: -19.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 901.75 | -418.3 | 10.83 | 10,445 | 3,603 | 4,839 | |||||||||
| 21 Sept | 0.00 | 1706.05 | -159.55 | 8.84 | 134 | 27 | 997 | |||||||||
| 14 Sept | 0.00 | 1255.3 | 66.1 | 8.61 | 652 | 126 | 1,303 | |||||||||
| 17 Aug | 0.00 | 3342.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 54500 expiring on 28OCT2025
Delta for 54500 CE is 0.59
Historical price for 54500 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 901.75, which was -418.3 lower than the previous day. The implied volatity was 10.83, the open interest changed by 3603 which increased total open position to 4839
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1706.05, which was -159.55 lower than the previous day. The implied volatity was 8.84, the open interest changed by 27 which increased total open position to 997
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1255.3, which was 66.1 higher than the previous day. The implied volatity was 8.61, the open interest changed by 126 which increased total open position to 1303
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 3342.6, 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 54500 PE | |||||||
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Delta: -0.41
Vega: 62.74
Theta: -5.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 580 | 223.25 | 11.80 | 19,297 | 2,212 | 9,455 |
| 21 Sept | 0.00 | 239.9 | 28.85 | 11.07 | 2,193 | 411 | 4,258 |
| 14 Sept | 0.00 | 478 | -69.4 | 11.42 | 1,389 | 242 | 1,989 |
| 17 Aug | 0.00 | 1076 | 0 | 1.76 | 0 | 0 | 0 |
For Nifty Bank - strike price 54500 expiring on 28OCT2025
Delta for 54500 PE is -0.41
Historical price for 54500 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 580, which was 223.25 higher than the previous day. The implied volatity was 11.80, the open interest changed by 2212 which increased total open position to 9455
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 239.9, which was 28.85 higher than the previous day. The implied volatity was 11.07, the open interest changed by 411 which increased total open position to 4258
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 478, which was -69.4 lower than the previous day. The implied volatity was 11.42, the open interest changed by 242 which increased total open position to 1989
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 1076, which was 0 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0
