BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 30SEP2025 55400 CE | ||||||||||||||||
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Delta: 0.09
Vega: 9.48
Theta: -15.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 30.05 | -112.05 | 12.22 | 1,67,014 | 5,207 | 22,001 | |||||||||
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| 21 Sept | 0.00 | 495 | -165.05 | 9.11 | 96,654 | 1,998 | 6,513 | |||||||||
| 14 Sept | 0.00 | 290.95 | 15.85 | 8.89 | 22,268 | 657 | 4,627 | |||||||||
| 17 Aug | 0.00 | 1091.9 | 7 | 9.32 | 187 | -8 | 123 | |||||||||
For Nifty Bank - strike price 55400 expiring on 30SEP2025
Delta for 55400 CE is 0.09
Historical price for 55400 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 30.05, which was -112.05 lower than the previous day. The implied volatity was 12.22, the open interest changed by 5207 which increased total open position to 22001
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 495, which was -165.05 lower than the previous day. The implied volatity was 9.11, the open interest changed by 1998 which increased total open position to 6513
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 290.95, which was 15.85 higher than the previous day. The implied volatity was 8.89, the open interest changed by 657 which increased total open position to 4627
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 1091.9, which was 7 higher than the previous day. The implied volatity was 9.32, the open interest changed by -8 which decreased total open position to 123
| BANKNIFTY 30SEP2025 55400 PE | |||||||
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Delta: -0.95
Vega: 6.21
Theta: 6.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 963.15 | 574.1 | 10.24 | 14,115 | -1,820 | 3,340 |
| 21 Sept | 0.00 | 233.35 | 41.4 | 9.08 | 1,52,453 | 700 | 7,166 |
| 14 Sept | 0.00 | 681 | -117.4 | 10.34 | 2,909 | 50 | 766 |
| 17 Aug | 0.00 | 730 | -27.55 | 12.88 | 185 | 15 | 99 |
For Nifty Bank - strike price 55400 expiring on 30SEP2025
Delta for 55400 PE is -0.95
Historical price for 55400 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 963.15, which was 574.1 higher than the previous day. The implied volatity was 10.24, the open interest changed by -1820 which decreased total open position to 3340
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 233.35, which was 41.4 higher than the previous day. The implied volatity was 9.08, the open interest changed by 700 which increased total open position to 7166
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 681, which was -117.4 lower than the previous day. The implied volatity was 10.34, the open interest changed by 50 which increased total open position to 766
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 730, which was -27.55 lower than the previous day. The implied volatity was 12.88, the open interest changed by 15 which increased total open position to 99
