BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 58800 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: -0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 1248 | 0 | 5.09 | 0 | 0 | 0 | |||||||||
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| 21 Sept | 0.00 | 1248 | 0 | 3.21 | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 1248 | 0 | 3.60 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 1248 | 0 | 2.00 | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 58800 expiring on 28OCT2025
Delta for 58800 CE is 0.00
Historical price for 58800 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1248, which was 0 lower than the previous day. The implied volatity was 5.09, 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 1248, which was 0 lower than the previous day. The implied volatity was 3.21, 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 1248, which was 0 lower than the previous day. The implied volatity was 3.60, 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 1248, which was 0 lower than the previous day. The implied volatity was 2.00, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28OCT2025 58800 PE | |||||||
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Delta: -0.92
Vega: 22.93
Theta: 9.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 3965.25 | 772.4 | 15.94 | 2 | 2 | 8 |
| 21 Sept | 0.00 | 2868.9 | -349 | 13.62 | 1 | 1 | 0 |
| 14 Sept | 0.00 | 3217.9 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 0.00 | 3217.9 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 58800 expiring on 28OCT2025
Delta for 58800 PE is -0.92
Historical price for 58800 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3965.25, which was 772.4 higher than the previous day. The implied volatity was 15.94, 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 2868.9, which was -349 lower than the previous day. The implied volatity was 13.62, 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 3217.9, 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 3217.9, 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
