BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28OCT2025 55200 CE | ||||||||||||||||
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Delta: 0.43
Vega: 63.41
Theta: -16.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 526 | -334.5 | 10.33 | 3,133 | 532 | 1,514 | |||||||||
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| 21 Sept | 0.00 | 1145.5 | -178.25 | 8.44 | 24 | 2 | 174 | |||||||||
| 14 Sept | 0.00 | 825 | 41.4 | 8.61 | 119 | 40 | 132 | |||||||||
| 17 Aug | 0.00 | 2907.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 55200 expiring on 28OCT2025
Delta for 55200 CE is 0.43
Historical price for 55200 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 526, which was -334.5 lower than the previous day. The implied volatity was 10.33, the open interest changed by 532 which increased total open position to 1514
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1145.5, which was -178.25 lower than the previous day. The implied volatity was 8.44, the open interest changed by 2 which increased total open position to 174
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 825, which was 41.4 higher than the previous day. The implied volatity was 8.61, the open interest changed by 40 which increased total open position to 132
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 2907.55, 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 55200 PE | |||||||
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Delta: -0.56
Vega: 63.58
Theta: -2.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 888.65 | 305.15 | 11.30 | 3,228 | -509 | 1,088 |
| 21 Sept | 0.00 | 411.15 | 52.45 | 10.77 | 422 | -28 | 423 |
| 14 Sept | 0.00 | 747.05 | -86.95 | 11.47 | 50 | 35 | 116 |
| 17 Aug | 0.00 | 1330.6 | 0 | 1.19 | 0 | 0 | 0 |
For Nifty Bank - strike price 55200 expiring on 28OCT2025
Delta for 55200 PE is -0.56
Historical price for 55200 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 888.65, which was 305.15 higher than the previous day. The implied volatity was 11.30, the open interest changed by -509 which decreased total open position to 1088
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 411.15, which was 52.45 higher than the previous day. The implied volatity was 10.77, the open interest changed by -28 which decreased total open position to 423
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 747.05, which was -86.95 lower than the previous day. The implied volatity was 11.47, the open interest changed by 35 which increased total open position to 116
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 1330.6, which was 0 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0
