BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 30SEP2025 55100 CE | ||||||||||||||||
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Delta: 0.16
Vega: 13.78
Theta: -21.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 51.8 | -221.6 | 10.98 | 1,99,521 | 4,728 | 17,152 | |||||||||
| 21 Sept | 0.00 | 706.3 | -192.2 | 9.39 | 6,199 | -2 | 2,524 | |||||||||
| 14 Sept | 0.00 | 418.2 | 23.75 | 8.85 | 31,679 | 972 | 4,475 | |||||||||
| 17 Aug | 0.00 | 1270.7 | 19.25 | 9.08 | 22 | -4 | 88 | |||||||||
For Nifty Bank - strike price 55100 expiring on 30SEP2025
Delta for 55100 CE is 0.16
Historical price for 55100 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 51.8, which was -221.6 lower than the previous day. The implied volatity was 10.98, the open interest changed by 4728 which increased total open position to 17152
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 706.3, which was -192.2 lower than the previous day. The implied volatity was 9.39, the open interest changed by -2 which decreased total open position to 2524
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 418.2, which was 23.75 higher than the previous day. The implied volatity was 8.85, the open interest changed by 972 which increased total open position to 4475
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 1270.7, which was 19.25 higher than the previous day. The implied volatity was 9.08, the open interest changed by -4 which decreased total open position to 88
| BANKNIFTY 30SEP2025 55100 PE | |||||||
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Delta: -0.88
Vega: 11.67
Theta: -1.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 684.55 | 466.3 | 9.80 | 71,894 | -8,897 | 4,109 |
| 21 Sept | 0.00 | 149.25 | 20.35 | 9.48 | 47,624 | -152 | 5,780 |
| 14 Sept | 0.00 | 516.6 | -104.1 | 10.39 | 13,672 | 873 | 2,161 |
| 17 Aug | 0.00 | 613.7 | -32.1 | 12.87 | 119 | 5 | 260 |
For Nifty Bank - strike price 55100 expiring on 30SEP2025
Delta for 55100 PE is -0.88
Historical price for 55100 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 684.55, which was 466.3 higher than the previous day. The implied volatity was 9.80, the open interest changed by -8897 which decreased total open position to 4109
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 149.25, which was 20.35 higher than the previous day. The implied volatity was 9.48, the open interest changed by -152 which decreased total open position to 5780
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 516.6, which was -104.1 lower than the previous day. The implied volatity was 10.39, the open interest changed by 873 which increased total open position to 2161
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 613.7, which was -32.1 lower than the previous day. The implied volatity was 12.87, the open interest changed by 5 which increased total open position to 260
