BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 56400 CE | ||||||||||||||||
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Delta: 0.19
Vega: 44.19
Theta: -10.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 177.1 | -133.6 | 10.43 | 1,251 | 27 | 476 | |||||||||
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| 21 Sept | 0.00 | 497.6 | -95.2 | 8.81 | 402 | 172 | 286 | |||||||||
| 14 Sept | 0.00 | 2247.15 | 0 | 1.08 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 2247.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 56400 expiring on 28OCT2025
Delta for 56400 CE is 0.19
Historical price for 56400 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 177.1, which was -133.6 lower than the previous day. The implied volatity was 10.43, the open interest changed by 27 which increased total open position to 476
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 497.6, which was -95.2 lower than the previous day. The implied volatity was 8.81, the open interest changed by 172 which increased total open position to 286
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2247.15, which was 0 lower than the previous day. The implied volatity was 1.08, 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 2247.15, 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 56400 PE | |||||||
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Delta: -0.76
Vega: 49.56
Theta: 2.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1771.85 | 524.4 | 12.43 | 89 | -70 | 148 |
| 21 Sept | 0.00 | 927.5 | 123 | 10.54 | 88 | -5 | 166 |
| 14 Sept | 0.00 | 1964.65 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 0.00 | 1852.5 | 0 | 0.07 | 0 | 0 | 0 |
For Nifty Bank - strike price 56400 expiring on 28OCT2025
Delta for 56400 PE is -0.76
Historical price for 56400 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1771.85, which was 524.4 higher than the previous day. The implied volatity was 12.43, the open interest changed by -70 which decreased total open position to 148
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 927.5, which was 123 higher than the previous day. The implied volatity was 10.54, the open interest changed by -5 which decreased total open position to 166
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1964.65, which was 0 lower than the previous day. The implied volatity was 0.00, 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 1852.5, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
