BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 30SEP2025 55500 CE | ||||||||||||||||
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Delta: 0.08
Vega: 8.45
Theta: -14.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 26 | -88.15 | 12.70 | 3,34,912 | 9,467.286 | 50,067.571 | |||||||||
| 21 Sept | 0.00 | 430 | -159.55 | 8.95 | 2,40,540 | 8,952.429 | 30,012.714 | |||||||||
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| 14 Sept | 0.00 | 252.15 | 10.85 | 8.83 | 62,258 | 1,048.857 | 23,601.857 | |||||||||
| 17 Aug | 0.00 | 1033.95 | 8 | 9.36 | 1,714 | 91.857 | 1,632.571 | |||||||||
For Nifty Bank - strike price 55500 expiring on 30SEP2025
Delta for 55500 CE is 0.08
Historical price for 55500 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 26, which was -88.15 lower than the previous day. The implied volatity was 12.70, the open interest changed by 9467.285714285714 which increased total open position to 50067.57142857143
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 430, which was -159.55 lower than the previous day. The implied volatity was 8.95, the open interest changed by 8952.42857142857 which increased total open position to 30012.714285714286
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 252.15, which was 10.85 higher than the previous day. The implied volatity was 8.83, the open interest changed by 1048.857142857143 which increased total open position to 23601.85714285714
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 1033.95, which was 8 higher than the previous day. The implied volatity was 9.36, the open interest changed by 91.85714285714286 which increased total open position to 1632.5714285714287
| BANKNIFTY 30SEP2025 55500 PE | |||||||
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Delta: -0.96
Vega: 4.49
Theta: 8.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1058.05 | 596.1 | 10.11 | 34,977 | -3,715.714 | 10,619.571 |
| 21 Sept | 0.00 | 265.3 | 45.7 | 8.85 | 3,21,412 | 1,787.857 | 21,911.571 |
| 14 Sept | 0.00 | 746.95 | -120.6 | 10.44 | 11,712 | 625 | 8,776.714 |
| 17 Aug | 0.00 | 770 | -29.45 | 12.87 | 1,423 | 409.143 | 2,439.143 |
For Nifty Bank - strike price 55500 expiring on 30SEP2025
Delta for 55500 PE is -0.96
Historical price for 55500 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1058.05, which was 596.1 higher than the previous day. The implied volatity was 10.11, the open interest changed by -3715.714285714286 which decreased total open position to 10619.57142857143
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 265.3, which was 45.7 higher than the previous day. The implied volatity was 8.85, the open interest changed by 1787.857142857143 which increased total open position to 21911.571428571428
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 746.95, which was -120.6 lower than the previous day. The implied volatity was 10.44, the open interest changed by 625 which increased total open position to 8776.714285714286
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 770, which was -29.45 lower than the previous day. The implied volatity was 12.87, the open interest changed by 409.14285714285717 which increased total open position to 2439.1428571428573
