BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28OCT2025 55500 CE | ||||||||||||||||
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Delta: 0.36
Vega: 60.49
Theta: -15.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 407.35 | -276.7 | 10.34 | 18,911 | 2,424 | 11,771 | |||||||||
| 21 Sept | 0.00 | 980.65 | -127.8 | 8.99 | 4,339 | 698 | 4,792 | |||||||||
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| 14 Sept | 0.00 | 678.9 | 37.25 | 8.74 | 1,393 | 305 | 1,914 | |||||||||
| 17 Aug | 0.00 | 1415.3 | 45.3 | 8.64 | 12 | 8 | 44 | |||||||||
For Nifty Bank - strike price 55500 expiring on 28OCT2025
Delta for 55500 CE is 0.36
Historical price for 55500 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 407.35, which was -276.7 lower than the previous day. The implied volatity was 10.34, the open interest changed by 2424 which increased total open position to 11771
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 980.65, which was -127.8 lower than the previous day. The implied volatity was 8.99, the open interest changed by 698 which increased total open position to 4792
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 678.9, which was 37.25 higher than the previous day. The implied volatity was 8.74, the open interest changed by 305 which increased total open position to 1914
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 1415.3, which was 45.3 higher than the previous day. The implied volatity was 8.64, the open interest changed by 8 which increased total open position to 44
| BANKNIFTY 28OCT2025 55500 PE | |||||||
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Delta: -0.62
Vega: 61.22
Theta: -1.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1082.3 | 372.85 | 11.43 | 9,170 | 165 | 7,791 |
| 21 Sept | 0.00 | 504.5 | 64.45 | 10.57 | 4,904 | 595 | 4,376 |
| 14 Sept | 0.00 | 891 | -91.65 | 11.48 | 567 | 327 | 856 |
| 17 Aug | 0.00 | 910 | -20 | 13.41 | 43 | 27 | 54 |
For Nifty Bank - strike price 55500 expiring on 28OCT2025
Delta for 55500 PE is -0.62
Historical price for 55500 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1082.3, which was 372.85 higher than the previous day. The implied volatity was 11.43, the open interest changed by 165 which increased total open position to 7791
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 504.5, which was 64.45 higher than the previous day. The implied volatity was 10.57, the open interest changed by 595 which increased total open position to 4376
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 891, which was -91.65 lower than the previous day. The implied volatity was 11.48, the open interest changed by 327 which increased total open position to 856
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 910, which was -20 lower than the previous day. The implied volatity was 13.41, the open interest changed by 27 which increased total open position to 54
