BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 54600 CE | ||||||||||||||||
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Delta: 0.57
Vega: 63.16
Theta: -18.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 831 | -412.15 | 10.54 | 2,449 | 698 | 803 | |||||||||
| 21 Sept | 0.00 | 1622 | -137.85 | 8.79 | 12 | -4 | 164 | |||||||||
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| 14 Sept | 0.00 | 1193.1 | 68.7 | 8.72 | 75 | -14 | 228 | |||||||||
| 17 Aug | 0.00 | 3278.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 54600 expiring on 28OCT2025
Delta for 54600 CE is 0.57
Historical price for 54600 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 831, which was -412.15 lower than the previous day. The implied volatity was 10.54, the open interest changed by 698 which increased total open position to 803
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1622, which was -137.85 lower than the previous day. The implied volatity was 8.79, the open interest changed by -4 which decreased total open position to 164
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1193.1, which was 68.7 higher than the previous day. The implied volatity was 8.72, the open interest changed by -14 which decreased total open position to 228
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 3278.25, 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 54600 PE | |||||||
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Delta: -0.43
Vega: 63.33
Theta: -5.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 617.4 | 229 | 11.78 | 4,166 | 236 | 723 |
| 21 Sept | 0.00 | 264.5 | 39.4 | 11.11 | 895 | 29 | 349 |
| 14 Sept | 0.00 | 515 | -69.25 | 11.56 | 216 | 33 | 318 |
| 17 Aug | 0.00 | 1110.2 | 0 | 1.67 | 0 | 0 | 0 |
For Nifty Bank - strike price 54600 expiring on 28OCT2025
Delta for 54600 PE is -0.43
Historical price for 54600 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 617.4, which was 229 higher than the previous day. The implied volatity was 11.78, the open interest changed by 236 which increased total open position to 723
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 264.5, which was 39.4 higher than the previous day. The implied volatity was 11.11, the open interest changed by 29 which increased total open position to 349
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 515, which was -69.25 lower than the previous day. The implied volatity was 11.56, the open interest changed by 33 which increased total open position to 318
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 1110.2, which was 0 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0
