BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28OCT2025 57000 CE | ||||||||||||||||
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Delta: 0.12
Vega: 31.33
Theta: -6.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 94 | -74.9 | 10.51 | 29,366 | 1,578 | 47,386 | |||||||||
| 21 Sept | 0.00 | 287.25 | -58.5 | 8.76 | 8,567 | 149 | 40,014 | |||||||||
| 14 Sept | 0.00 | 194.4 | 6.4 | 8.89 | 2,850 | 520 | 3,836 | |||||||||
| 17 Aug | 0.00 | 1957.65 | 0 | 0.49 | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 57000 expiring on 28OCT2025
Delta for 57000 CE is 0.12
Historical price for 57000 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 94, which was -74.9 lower than the previous day. The implied volatity was 10.51, the open interest changed by 1578 which increased total open position to 47386
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 287.25, which was -58.5 lower than the previous day. The implied volatity was 8.76, the open interest changed by 149 which increased total open position to 40014
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 194.4, which was 6.4 higher than the previous day. The implied volatity was 8.89, the open interest changed by 520 which increased total open position to 3836
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 1957.65, which was 0 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28OCT2025 57000 PE | |||||||
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Delta: -0.84
Vega: 39.16
Theta: 5.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 2251.8 | 578.9 | 12.52 | 1,962 | 315 | 27,901 |
| 21 Sept | 0.00 | 1296.7 | 141.3 | 10.47 | 753 | 41 | 26,649 |
| 14 Sept | 0.00 | 1885 | -125.55 | 12.33 | 296 | -97 | 274 |
| 17 Aug | 0.00 | 2154.15 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 57000 expiring on 28OCT2025
Delta for 57000 PE is -0.84
Historical price for 57000 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2251.8, which was 578.9 higher than the previous day. The implied volatity was 12.52, the open interest changed by 315 which increased total open position to 27901
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1296.7, which was 141.3 higher than the previous day. The implied volatity was 10.47, the open interest changed by 41 which increased total open position to 26649
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1885, which was -125.55 lower than the previous day. The implied volatity was 12.33, the open interest changed by -97 which decreased total open position to 274
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 2154.15, 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
