BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28OCT2025 57500 CE | ||||||||||||||||
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Delta: 0.08
Vega: 23.55
Theta: -5.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 62 | -38.95 | 11.04 | 9,518 | -742 | 4,010 | |||||||||
| 21 Sept | 0.00 | 170 | -1567.1 | 8.73 | 330 | 220 | 214 | |||||||||
| 14 Sept | 0.00 | 1737.1 | 0 | 2.23 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 0.00 | 1737.1 | 0 | 0.95 | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 57500 expiring on 28OCT2025
Delta for 57500 CE is 0.08
Historical price for 57500 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 62, which was -38.95 lower than the previous day. The implied volatity was 11.04, the open interest changed by -742 which decreased total open position to 4010
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 170, which was -1567.1 lower than the previous day. The implied volatity was 8.73, the open interest changed by 220 which increased total open position to 214
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1737.1, which was 0 lower than the previous day. The implied volatity was 2.23, 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 1737.1, which was 0 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28OCT2025 57500 PE | |||||||
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Delta: -0.87
Vega: 34.42
Theta: 6.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 2725 | 664.45 | 13.75 | 250 | 130 | 610 |
| 21 Sept | 0.00 | 1683.15 | 173.15 | 10.92 | 64 | 14 | 88 |
| 14 Sept | 0.00 | 2288.05 | -205.7 | 12.76 | 45 | 18 | 26 |
| 17 Aug | 0.00 | 2426.25 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 57500 expiring on 28OCT2025
Delta for 57500 PE is -0.87
Historical price for 57500 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2725, which was 664.45 higher than the previous day. The implied volatity was 13.75, the open interest changed by 130 which increased total open position to 610
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1683.15, which was 173.15 higher than the previous day. The implied volatity was 10.92, the open interest changed by 14 which increased total open position to 88
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2288.05, which was -205.7 lower than the previous day. The implied volatity was 12.76, the open interest changed by 18 which increased total open position to 26
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 2426.25, 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
