BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 30SEP2025 58900 CE | ||||||||||||||||
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Delta: 0.01
Vega: 1.30
Theta: -5.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 4.9 | 0.95 | 31.17 | 1,674 | 10 | 351 | |||||||||
| 21 Sept | 0.00 | 8.15 | 0.5 | 15.07 | 412 | -52 | 589 | |||||||||
| 14 Sept | 0.00 | 6.45 | -1.4 | 13.25 | 167 | -16 | 250 | |||||||||
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| 17 Aug | 0.00 | 1854.3 | 0 | 3.09 | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 58900 expiring on 30SEP2025
Delta for 58900 CE is 0.01
Historical price for 58900 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 4.9, which was 0.95 higher than the previous day. The implied volatity was 31.17, the open interest changed by 10 which increased total open position to 351
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 8.15, which was 0.5 higher than the previous day. The implied volatity was 15.07, the open interest changed by -52 which decreased total open position to 589
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 6.45, which was -1.4 lower than the previous day. The implied volatity was 13.25, the open interest changed by -16 which decreased total open position to 250
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 1854.3, 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
| BANKNIFTY 30SEP2025 58900 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 2652.8 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 0.00 | 2652.8 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 2652.8 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 0.00 | 2652.8 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 58900 expiring on 30SEP2025
Delta for 58900 PE is -
Historical price for 58900 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2652.8, 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 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2652.8, 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 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 2652.8, 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 2652.8, 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
