BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 58700 CE | ||||||||||||||||
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Delta: 0.04
Vega: 12.49
Theta: -2.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 27.6 | -11.4 | 12.47 | 1,375 | 538 | 602 | |||||||||
| 21 Sept | 0.00 | 1281.45 | 0 | 3.09 | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 1281.45 | 0 | 3.50 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 0.00 | 1281.45 | 0 | 1.92 | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 58700 expiring on 28OCT2025
Delta for 58700 CE is 0.04
Historical price for 58700 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 27.6, which was -11.4 lower than the previous day. The implied volatity was 12.47, the open interest changed by 538 which increased total open position to 602
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1281.45, which was 0 lower than the previous day. The implied volatity was 3.09, 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 1281.45, which was 0 lower than the previous day. The implied volatity was 3.50, 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 1281.45, which was 0 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28OCT2025 58700 PE | |||||||
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Delta: -0.92
Vega: 23.47
Theta: 9.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 3868.1 | 771.4 | 15.73 | 2 | 2 | 8 |
| 21 Sept | 0.00 | 2777.25 | -375.6 | 13.42 | 1 | 1 | 0 |
| 14 Sept | 0.00 | 3152.85 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 0.00 | 3152.85 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 58700 expiring on 28OCT2025
Delta for 58700 PE is -0.92
Historical price for 58700 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3868.1, which was 771.4 higher than the previous day. The implied volatity was 15.73, the open interest changed by 2 which increased total open position to 8
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2777.25, which was -375.6 lower than the previous day. The implied volatity was 13.42, the open interest changed by 1 which increased total open position to 0
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3152.85, 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 3152.85, 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
