BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28OCT2025 56600 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.01
Theta: -0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 2147.5 | 0 | 2.44 | 0 | 0 | 0 | |||||||||
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| 21 Sept | 0.00 | 2147.5 | 0 | 0.66 | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 2147.5 | 0 | 1.32 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 2147.5 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 56600 expiring on 28OCT2025
Delta for 56600 CE is 0.00
Historical price for 56600 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2147.5, which was 0 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2147.5, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2147.5, which was 0 lower than the previous day. The implied volatity was 1.32, 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 2147.5, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28OCT2025 56600 PE | |||||||
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Delta: -0.81
Vega: 44.30
Theta: 4.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1900 | 600 | 11.80 | 81 | -6 | 110 |
| 21 Sept | 0.00 | 1034 | 115.15 | 10.39 | 6 | 5 | 67 |
| 14 Sept | 0.00 | 1572.9 | -377 | 11.88 | 1 | 1 | 0 |
| 17 Aug | 0.00 | 1949.9 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 56600 expiring on 28OCT2025
Delta for 56600 PE is -0.81
Historical price for 56600 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1900, which was 600 higher than the previous day. The implied volatity was 11.80, the open interest changed by -6 which decreased total open position to 110
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1034, which was 115.15 higher than the previous day. The implied volatity was 10.39, the open interest changed by 5 which increased total open position to 67
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1572.9, which was -377 lower than the previous day. The implied volatity was 11.88, the open interest changed by 1 which increased total open position to 0
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 1949.9, 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
