BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 55300 CE | ||||||||||||||||
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Delta: 0.41
Vega: 62.62
Theta: -16.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 488 | -320.9 | 10.44 | 3,004 | 676 | 1,408 | |||||||||
| 21 Sept | 0.00 | 1107.4 | -144.5 | 8.94 | 256 | 10 | 227 | |||||||||
| 14 Sept | 0.00 | 779.65 | 45.7 | 8.88 | 103 | 18 | 119 | |||||||||
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| 17 Aug | 0.00 | 2848.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 55300 expiring on 28OCT2025
Delta for 55300 CE is 0.41
Historical price for 55300 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 488, which was -320.9 lower than the previous day. The implied volatity was 10.44, the open interest changed by 676 which increased total open position to 1408
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1107.4, which was -144.5 lower than the previous day. The implied volatity was 8.94, the open interest changed by 10 which increased total open position to 227
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 779.65, which was 45.7 higher than the previous day. The implied volatity was 8.88, the open interest changed by 18 which increased total open position to 119
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 2848.35, 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 55300 PE | |||||||
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Delta: -0.58
Vega: 62.95
Theta: -2.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 966.2 | 344.75 | 11.52 | 1,901 | 288 | 1,167 |
| 21 Sept | 0.00 | 445.85 | 67.3 | 10.78 | 351 | 41 | 274 |
| 14 Sept | 0.00 | 793.85 | -85.6 | 11.36 | 79 | 53 | 105 |
| 17 Aug | 0.00 | 1369.95 | 0 | 1.09 | 0 | 0 | 0 |
For Nifty Bank - strike price 55300 expiring on 28OCT2025
Delta for 55300 PE is -0.58
Historical price for 55300 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 966.2, which was 344.75 higher than the previous day. The implied volatity was 11.52, the open interest changed by 288 which increased total open position to 1167
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 445.85, which was 67.3 higher than the previous day. The implied volatity was 10.78, the open interest changed by 41 which increased total open position to 274
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 793.85, which was -85.6 lower than the previous day. The implied volatity was 11.36, the open interest changed by 53 which increased total open position to 105
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 1369.95, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0
