BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 58000 CE | ||||||||||||||||
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Delta: 0.05
Vega: 16.96
Theta: -3.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 38.95 | -23.7 | 11.37 | 12,995 | 1,147 | 15,319 | |||||||||
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| 21 Sept | 0.00 | 99.1 | -29 | 8.83 | 7,427 | 288 | 9,878 | |||||||||
| 14 Sept | 0.00 | 78 | -0.7 | 9.29 | 5,975 | 2,101 | 4,811 | |||||||||
| 17 Aug | 0.00 | 1534.9 | 0 | 1.40 | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 58000 expiring on 28OCT2025
Delta for 58000 CE is 0.05
Historical price for 58000 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 38.95, which was -23.7 lower than the previous day. The implied volatity was 11.37, the open interest changed by 1147 which increased total open position to 15319
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 99.1, which was -29 lower than the previous day. The implied volatity was 8.83, the open interest changed by 288 which increased total open position to 9878
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 78, which was -0.7 lower than the previous day. The implied volatity was 9.29, the open interest changed by 2101 which increased total open position to 4811
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 1534.9, which was 0 lower than the previous day. The implied volatity was 1.40, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28OCT2025 58000 PE | |||||||
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Delta: -0.90
Vega: 29.29
Theta: 7.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 3192.05 | 658.4 | 14.56 | 806 | 459 | 2,144 |
| 21 Sept | 0.00 | 2085.1 | 176.15 | 11.07 | 105 | 50 | 314 |
| 14 Sept | 0.00 | 2739.4 | -126.6 | 13.71 | 29 | 23 | 42 |
| 17 Aug | 0.00 | 2716.65 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 58000 expiring on 28OCT2025
Delta for 58000 PE is -0.90
Historical price for 58000 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3192.05, which was 658.4 higher than the previous day. The implied volatity was 14.56, the open interest changed by 459 which increased total open position to 2144
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2085.1, which was 176.15 higher than the previous day. The implied volatity was 11.07, the open interest changed by 50 which increased total open position to 314
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2739.4, which was -126.6 lower than the previous day. The implied volatity was 13.71, the open interest changed by 23 which increased total open position to 42
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 2716.65, 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
