BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 30SEP2025 54700 CE | ||||||||||||||||
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Delta: 0.34
Vega: 20.84
Theta: -30.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 123.6 | -411.3 | 9.70 | 4,06,203 | 17,230 | 20,345 | |||||||||
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| 21 Sept | 0.00 | 1040.15 | -218.45 | 10.11 | 628 | -156 | 1,928 | |||||||||
| 14 Sept | 0.00 | 644.05 | 42.9 | 8.91 | 1,11,949 | -1,294 | 6,540 | |||||||||
| 17 Aug | 0.00 | 1557.8 | 106.35 | 9.06 | 2 | 4 | 4 | |||||||||
For Nifty Bank - strike price 54700 expiring on 30SEP2025
Delta for 54700 CE is 0.34
Historical price for 54700 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 123.6, which was -411.3 lower than the previous day. The implied volatity was 9.70, the open interest changed by 17230 which increased total open position to 20345
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1040.15, which was -218.45 lower than the previous day. The implied volatity was 10.11, the open interest changed by -156 which decreased total open position to 1928
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 644.05, which was 42.9 higher than the previous day. The implied volatity was 8.91, the open interest changed by -1294 which decreased total open position to 6540
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 1557.8, which was 106.35 higher than the previous day. The implied volatity was 9.06, the open interest changed by 4 which increased total open position to 4
| BANKNIFTY 30SEP2025 54700 PE | |||||||
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Delta: -0.66
Vega: 20.80
Theta: -15.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 354.8 | 257.6 | 9.61 | 5,26,993 | -1,638 | 7,255 |
| 21 Sept | 0.00 | 87.65 | 8.25 | 10.37 | 25,893 | -496 | 6,589 |
| 14 Sept | 0.00 | 340.9 | -87.7 | 10.46 | 1,00,372 | 1,865 | 8,843 |
| 17 Aug | 0.00 | 485.6 | -24.9 | 12.94 | 27 | 3 | 74 |
For Nifty Bank - strike price 54700 expiring on 30SEP2025
Delta for 54700 PE is -0.66
Historical price for 54700 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 354.8, which was 257.6 higher than the previous day. The implied volatity was 9.61, the open interest changed by -1638 which decreased total open position to 7255
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 87.65, which was 8.25 higher than the previous day. The implied volatity was 10.37, the open interest changed by -496 which decreased total open position to 6589
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 340.9, which was -87.7 lower than the previous day. The implied volatity was 10.46, the open interest changed by 1865 which increased total open position to 8843
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 485.6, which was -24.9 lower than the previous day. The implied volatity was 12.94, the open interest changed by 3 which increased total open position to 74
