BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 56100 CE | ||||||||||||||||
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Delta: 0.24
Vega: 50.46
Theta: -11.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 235.2 | -177.7 | 10.30 | 1,167 | 35 | 690 | |||||||||
| 21 Sept | 0.00 | 629.05 | -113.4 | 8.76 | 353 | 39 | 448 | |||||||||
| 14 Sept | 0.00 | 430 | 16.65 | 8.89 | 23 | 16 | 33 | |||||||||
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| 17 Aug | 0.00 | 2402 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 56100 expiring on 28OCT2025
Delta for 56100 CE is 0.24
Historical price for 56100 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 235.2, which was -177.7 lower than the previous day. The implied volatity was 10.30, the open interest changed by 35 which increased total open position to 690
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 629.05, which was -113.4 lower than the previous day. The implied volatity was 8.76, the open interest changed by 39 which increased total open position to 448
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 430, which was 16.65 higher than the previous day. The implied volatity was 8.89, the open interest changed by 16 which increased total open position to 33
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 2402, 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 56100 PE | |||||||
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Delta: -0.74
Vega: 52.73
Theta: 1.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1494.8 | 456.6 | 11.44 | 175 | -64 | 262 |
| 21 Sept | 0.00 | 768.2 | 111.75 | 10.55 | 309 | 23 | 252 |
| 14 Sept | 0.00 | 1711.8 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 0.00 | 1711.8 | 0 | 0.37 | 0 | 0 | 0 |
For Nifty Bank - strike price 56100 expiring on 28OCT2025
Delta for 56100 PE is -0.74
Historical price for 56100 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1494.8, which was 456.6 higher than the previous day. The implied volatity was 11.44, the open interest changed by -64 which decreased total open position to 262
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 768.2, which was 111.75 higher than the previous day. The implied volatity was 10.55, the open interest changed by 23 which increased total open position to 252
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1711.8, 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
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 1711.8, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
