BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 54900 CE | ||||||||||||||||
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Delta: 0.51
Vega: 64.27
Theta: -17.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 662.15 | -382.4 | 10.33 | 1,167 | 264 | 446 | |||||||||
| 21 Sept | 0.00 | 1400.15 | -71.3 | 9.05 | 19 | 10 | 73 | |||||||||
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| 14 Sept | 0.00 | 1009 | 59.25 | 8.69 | 43 | -14 | 80 | |||||||||
| 17 Aug | 0.00 | 3089.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 54900 expiring on 28OCT2025
Delta for 54900 CE is 0.51
Historical price for 54900 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 662.15, which was -382.4 lower than the previous day. The implied volatity was 10.33, the open interest changed by 264 which increased total open position to 446
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1400.15, which was -71.3 lower than the previous day. The implied volatity was 9.05, the open interest changed by 10 which increased total open position to 73
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1009, which was 59.25 higher than the previous day. The implied volatity was 8.69, the open interest changed by -14 which decreased total open position to 80
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 3089.55, 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 54900 PE | |||||||
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Delta: -0.49
Vega: 64.27
Theta: -4.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 747.5 | 268.95 | 11.60 | 2,708 | 113 | 566 |
| 21 Sept | 0.00 | 329.65 | 47.9 | 10.91 | 229 | 87 | 231 |
| 14 Sept | 0.00 | 619.15 | -83.95 | 11.45 | 59 | 7 | 117 |
| 17 Aug | 0.00 | 1217.05 | 0 | 1.48 | 0 | 0 | 0 |
For Nifty Bank - strike price 54900 expiring on 28OCT2025
Delta for 54900 PE is -0.49
Historical price for 54900 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 747.5, which was 268.95 higher than the previous day. The implied volatity was 11.60, the open interest changed by 113 which increased total open position to 566
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 329.65, which was 47.9 higher than the previous day. The implied volatity was 10.91, the open interest changed by 87 which increased total open position to 231
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 619.15, which was -83.95 lower than the previous day. The implied volatity was 11.45, the open interest changed by 7 which increased total open position to 117
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 1217.05, 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
