BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28OCT2025 54800 CE | ||||||||||||||||
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Delta: 0.53
Vega: 64.13
Theta: -18.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 716.3 | -392.5 | 10.48 | 4,013 | 1,382 | 1,563 | |||||||||
| 21 Sept | 0.00 | 1460 | -150 | 8.74 | 9 | -1 | 120 | |||||||||
| 14 Sept | 0.00 | 1079.95 | 66.9 | 8.80 | 243 | 42 | 138 | |||||||||
| 17 Aug | 0.00 | 3151.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 54800 expiring on 28OCT2025
Delta for 54800 CE is 0.53
Historical price for 54800 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 716.3, which was -392.5 lower than the previous day. The implied volatity was 10.48, the open interest changed by 1382 which increased total open position to 1563
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1460, which was -150 lower than the previous day. The implied volatity was 8.74, the open interest changed by -1 which decreased total open position to 120
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1079.95, which was 66.9 higher than the previous day. The implied volatity was 8.80, the open interest changed by 42 which increased total open position to 138
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 3151.7, 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 54800 PE | |||||||
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Delta: -0.47
Vega: 64.13
Theta: -4.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 706.05 | 266.3 | 11.70 | 5,060 | 849 | 1,404 |
| 21 Sept | 0.00 | 309.4 | 48.15 | 11.03 | 138 | 41 | 283 |
| 14 Sept | 0.00 | 585.5 | -74.35 | 11.53 | 221 | 50 | 205 |
| 17 Aug | 0.00 | 1180.7 | 0 | 1.49 | 0 | 0 | 0 |
For Nifty Bank - strike price 54800 expiring on 28OCT2025
Delta for 54800 PE is -0.47
Historical price for 54800 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 706.05, which was 266.3 higher than the previous day. The implied volatity was 11.70, the open interest changed by 849 which increased total open position to 1404
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 309.4, which was 48.15 higher than the previous day. The implied volatity was 11.03, the open interest changed by 41 which increased total open position to 283
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 585.5, which was -74.35 lower than the previous day. The implied volatity was 11.53, the open interest changed by 50 which increased total open position to 205
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 1180.7, which was 0 lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0
