BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 30SEP2025 57300 CE | ||||||||||||||||
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Delta: 0.02
Vega: 2.19
Theta: -6.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 6.9 | 0.25 | 22.43 | 11,450 | -379 | 2,199 | |||||||||
| 21 Sept | 0.00 | 20.75 | -12 | 10.16 | 15,007 | -193 | 2,664 | |||||||||
| 14 Sept | 0.00 | 17.25 | -3.8 | 9.87 | 2,130 | 143 | 1,499 | |||||||||
| 17 Aug | 0.00 | 311.85 | -4.7 | 9.76 | 87 | 5 | 88 | |||||||||
For Nifty Bank - strike price 57300 expiring on 30SEP2025
Delta for 57300 CE is 0.02
Historical price for 57300 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 6.9, which was 0.25 higher than the previous day. The implied volatity was 22.43, the open interest changed by -379 which decreased total open position to 2199
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 20.75, which was -12 lower than the previous day. The implied volatity was 10.16, the open interest changed by -193 which decreased total open position to 2664
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 17.25, which was -3.8 lower than the previous day. The implied volatity was 9.87, the open interest changed by 143 which increased total open position to 1499
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 311.85, which was -4.7 lower than the previous day. The implied volatity was 9.76, the open interest changed by 5 which increased total open position to 88
| BANKNIFTY 30SEP2025 57300 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 2736.15 | 676.15 | - | 2 | 0 | 22 |
| 21 Sept | 0.00 | 1651.1 | 173.8 | 9.90 | 40 | -7 | 51 |
| 14 Sept | 0.00 | 2341.1 | -508.9 | 15.85 | 1 | -1 | 63 |
| 17 Aug | 0.00 | 1990 | 0 | 0.00 | 0 | 22 | 0 |
For Nifty Bank - strike price 57300 expiring on 30SEP2025
Delta for 57300 PE is -
Historical price for 57300 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2736.15, which was 676.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1651.1, which was 173.8 higher than the previous day. The implied volatity was 9.90, the open interest changed by -7 which decreased total open position to 51
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2341.1, which was -508.9 lower than the previous day. The implied volatity was 15.85, the open interest changed by -1 which decreased total open position to 63
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 1990, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
