BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28OCT2025 59000 CE | ||||||||||||||||
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Delta: 0.03
Vega: 10.44
Theta: -2.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 22 | -7.4 | 12.74 | 7,302 | 787 | 6,154 | |||||||||
| 21 Sept | 0.00 | 42 | -9 | 9.68 | 1,952 | 112 | 2,819 | |||||||||
| 14 Sept | 0.00 | 40 | 2.05 | 10.33 | 516 | 136 | 582 | |||||||||
| 17 Aug | 0.00 | 1183.05 | 0 | 2.14 | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 59000 expiring on 28OCT2025
Delta for 59000 CE is 0.03
Historical price for 59000 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 22, which was -7.4 lower than the previous day. The implied volatity was 12.74, the open interest changed by 787 which increased total open position to 6154
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 42, which was -9 lower than the previous day. The implied volatity was 9.68, the open interest changed by 112 which increased total open position to 2819
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 40, which was 2.05 higher than the previous day. The implied volatity was 10.33, the open interest changed by 136 which increased total open position to 582
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 1183.05, which was 0 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28OCT2025 59000 PE | |||||||
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Delta: -0.91
Vega: 25.55
Theta: 7.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 4189.85 | 653.6 | 17.63 | 617 | 283 | 1,026 |
| 21 Sept | 0.00 | 3035 | 227 | 13.47 | 38 | 24 | 283 |
| 14 Sept | 0.00 | 3770 | -59.05 | 17.76 | 3 | 0 | 14 |
| 17 Aug | 0.00 | 3350 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 59000 expiring on 28OCT2025
Delta for 59000 PE is -0.91
Historical price for 59000 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 4189.85, which was 653.6 higher than the previous day. The implied volatity was 17.63, the open interest changed by 283 which increased total open position to 1026
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3035, which was 227 higher than the previous day. The implied volatity was 13.47, the open interest changed by 24 which increased total open position to 283
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3770, which was -59.05 lower than the previous day. The implied volatity was 17.76, the open interest changed by 0 which decreased total open position to 14
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 3350, 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
