BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 30SEP2025 54800 CE | ||||||||||||||||
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Delta: 0.27
Vega: 18.99
Theta: -28.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 97.35 | -364.65 | 10.17 | 4,21,072 | 18,762 | 22,834 | |||||||||
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| 21 Sept | 0.00 | 959 | -205.55 | 10.15 | 2,369 | -475 | 2,089 | |||||||||
| 14 Sept | 0.00 | 584.95 | 41.1 | 8.95 | 98,472 | 1,462 | 8,078 | |||||||||
| 17 Aug | 0.00 | 1429.95 | -0.05 | 0.00 | 0 | 2 | 0 | |||||||||
For Nifty Bank - strike price 54800 expiring on 30SEP2025
Delta for 54800 CE is 0.27
Historical price for 54800 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 97.35, which was -364.65 lower than the previous day. The implied volatity was 10.17, the open interest changed by 18762 which increased total open position to 22834
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 959, which was -205.55 lower than the previous day. The implied volatity was 10.15, the open interest changed by -475 which decreased total open position to 2089
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 584.95, which was 41.1 higher than the previous day. The implied volatity was 8.95, the open interest changed by 1462 which increased total open position to 8078
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 1429.95, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
| BANKNIFTY 30SEP2025 54800 PE | |||||||
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Delta: -0.71
Vega: 19.58
Theta: -14.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 429.25 | 307.95 | 10.24 | 4,14,144 | -2,129 | 7,438 |
| 21 Sept | 0.00 | 98.2 | 9.15 | 10.08 | 41,178 | 660 | 8,395 |
| 14 Sept | 0.00 | 379.25 | -93.05 | 10.43 | 96,855 | 3,317 | 8,615 |
| 17 Aug | 0.00 | 909.4 | 0 | 1.48 | 0 | 0 | 0 |
For Nifty Bank - strike price 54800 expiring on 30SEP2025
Delta for 54800 PE is -0.71
Historical price for 54800 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 429.25, which was 307.95 higher than the previous day. The implied volatity was 10.24, the open interest changed by -2129 which decreased total open position to 7438
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 98.2, which was 9.15 higher than the previous day. The implied volatity was 10.08, the open interest changed by 660 which increased total open position to 8395
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 379.25, which was -93.05 lower than the previous day. The implied volatity was 10.43, the open interest changed by 3317 which increased total open position to 8615
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 909.4, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0
