BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 58500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: -0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 28 Sept | 0.00 | 1350.4 | 0 | 4.74 | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 1350.4 | 0 | 2.87 | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 1350.4 | 0 | 3.29 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 1350.4 | 0 | 1.75 | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 58500 expiring on 28OCT2025
Delta for 58500 CE is 0.00
Historical price for 58500 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1350.4, which was 0 lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1350.4, which was 0 lower than the previous day. The implied volatity was 2.87, the open interest changed by 0 which decreased total open position to 0
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1350.4, which was 0 lower than the previous day. The implied volatity was 3.29, 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 1350.4, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28OCT2025 58500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 22.26
Theta: 9.77
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 3650 | 590 | 14.54 | 42 | 29 | 64 |
| 21 Sept | 0.00 | 2593.15 | 119.45 | 13.10 | 5 | 3 | 11 |
| 14 Sept | 0.00 | 3024.8 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 0.00 | 3024.8 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 58500 expiring on 28OCT2025
Delta for 58500 PE is -0.93
Historical price for 58500 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3650, which was 590 higher than the previous day. The implied volatity was 14.54, the open interest changed by 29 which increased total open position to 64
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2593.15, which was 119.45 higher than the previous day. The implied volatity was 13.10, the open interest changed by 3 which increased total open position to 11
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3024.8, 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
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 3024.8, 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
