BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 30SEP2025 55900 CE | ||||||||||||||||
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Delta: 0.04
Vega: 5.35
Theta: -10.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 15.2 | -31.95 | 14.71 | 1,27,476 | -2,726 | 11,895 | |||||||||
| 21 Sept | 0.00 | 227.35 | -119.9 | 8.64 | 65,548 | -506 | 8,845 | |||||||||
| 14 Sept | 0.00 | 142.5 | 2.1 | 8.89 | 14,143 | 139 | 3,551 | |||||||||
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| 17 Aug | 0.00 | 827.05 | 2.55 | 9.56 | 155 | 31 | 111 | |||||||||
For Nifty Bank - strike price 55900 expiring on 30SEP2025
Delta for 55900 CE is 0.04
Historical price for 55900 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 15.2, which was -31.95 lower than the previous day. The implied volatity was 14.71, the open interest changed by -2726 which decreased total open position to 11895
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 227.35, which was -119.9 lower than the previous day. The implied volatity was 8.64, the open interest changed by -506 which decreased total open position to 8845
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 142.5, which was 2.1 higher than the previous day. The implied volatity was 8.89, the open interest changed by 139 which increased total open position to 3551
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 827.05, which was 2.55 higher than the previous day. The implied volatity was 9.56, the open interest changed by 31 which increased total open position to 111
| BANKNIFTY 30SEP2025 55900 PE | |||||||
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Delta: -0.95
Vega: 6.21
Theta: 2.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1451.55 | 653.7 | 15.33 | 831 | -140 | 1,565 |
| 21 Sept | 0.00 | 460.8 | 87.75 | 8.53 | 52,649 | -825 | 3,064 |
| 14 Sept | 0.00 | 1034 | -129.65 | 10.75 | 156 | 25 | 426 |
| 17 Aug | 0.00 | 938 | -37 | 12.71 | 13 | 2 | 79 |
For Nifty Bank - strike price 55900 expiring on 30SEP2025
Delta for 55900 PE is -0.95
Historical price for 55900 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1451.55, which was 653.7 higher than the previous day. The implied volatity was 15.33, the open interest changed by -140 which decreased total open position to 1565
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 460.8, which was 87.75 higher than the previous day. The implied volatity was 8.53, the open interest changed by -825 which decreased total open position to 3064
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1034, which was -129.65 lower than the previous day. The implied volatity was 10.75, the open interest changed by 25 which increased total open position to 426
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 938, which was -37 lower than the previous day. The implied volatity was 12.71, the open interest changed by 2 which increased total open position to 79
