BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28OCT2025 58900 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 | 1215.2 | 0 | 5.21 | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 1215.2 | 0 | 3.32 | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 1215.2 | 0 | 3.71 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 0.00 | 1215.2 | 0 | 2.08 | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 58900 expiring on 28OCT2025
Delta for 58900 CE is 0.00
Historical price for 58900 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1215.2, which was 0 lower than the previous day. The implied volatity was 5.21, 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 1215.2, which was 0 lower than the previous day. The implied volatity was 3.32, 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 1215.2, which was 0 lower than the previous day. The implied volatity was 3.71, 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 1215.2, which was 0 lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28OCT2025 58900 PE | |||||||
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Delta: -0.93
Vega: 22.64
Theta: 9.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 4064.2 | 799 | 16.23 | 2 | 2 | 7 |
| 21 Sept | 0.00 | 2963.95 | -319.7 | 13.85 | 1 | 1 | 0 |
| 14 Sept | 0.00 | 3283.65 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 0.00 | 3283.65 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 58900 expiring on 28OCT2025
Delta for 58900 PE is -0.93
Historical price for 58900 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 4064.2, which was 799 higher than the previous day. The implied volatity was 16.23, the open interest changed by 2 which increased total open position to 7
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2963.95, which was -319.7 lower than the previous day. The implied volatity was 13.85, 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 3283.65, 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
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 3283.65, 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
