BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 30SEP2025 56700 CE | ||||||||||||||||
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Delta: 0.02
Vega: 2.63
Theta: -6.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 7.25 | -3.85 | 18.55 | 49,040 | -3,177 | 8,578 | |||||||||
| 21 Sept | 0.00 | 51.65 | -38.1 | 9.04 | 20,893 | 442 | 5,373 | |||||||||
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| 14 Sept | 0.00 | 41.15 | -2.35 | 9.37 | 8,365 | -470 | 2,078 | |||||||||
| 17 Aug | 0.00 | 476.75 | -13.5 | 9.52 | 63 | 14 | 73 | |||||||||
For Nifty Bank - strike price 56700 expiring on 30SEP2025
Delta for 56700 CE is 0.02
Historical price for 56700 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 7.25, which was -3.85 lower than the previous day. The implied volatity was 18.55, the open interest changed by -3177 which decreased total open position to 8578
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 51.65, which was -38.1 lower than the previous day. The implied volatity was 9.04, the open interest changed by 442 which increased total open position to 5373
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 41.15, which was -2.35 lower than the previous day. The implied volatity was 9.37, the open interest changed by -470 which decreased total open position to 2078
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 476.75, which was -13.5 lower than the previous day. The implied volatity was 9.52, the open interest changed by 14 which increased total open position to 73
| BANKNIFTY 30SEP2025 56700 PE | |||||||
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Delta: -0.92
Vega: 8.18
Theta: -12.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 2271.75 | 730.6 | 26.47 | 17 | -11 | 155 |
| 21 Sept | 0.00 | 1083.8 | 177.2 | 8.91 | 255 | -6 | 215 |
| 14 Sept | 0.00 | 1729.45 | -130.25 | 12.37 | 81 | -35 | 182 |
| 17 Aug | 0.00 | 1508.7 | 0 | 0.00 | 0 | -2 | 0 |
For Nifty Bank - strike price 56700 expiring on 30SEP2025
Delta for 56700 PE is -0.92
Historical price for 56700 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2271.75, which was 730.6 higher than the previous day. The implied volatity was 26.47, the open interest changed by -11 which decreased total open position to 155
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1083.8, which was 177.2 higher than the previous day. The implied volatity was 8.91, the open interest changed by -6 which decreased total open position to 215
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1729.45, which was -130.25 lower than the previous day. The implied volatity was 12.37, the open interest changed by -35 which decreased total open position to 182
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 1508.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
