BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 59500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 8.73
Theta: -2.19
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 18.4 | -4.75 | 13.56 | 599 | -27 | 861 | |||||||||
| 21 Sept | 0.00 | 31.6 | -7.4 | 10.34 | 184 | 86 | 248 | |||||||||
| 14 Sept | 0.00 | 1031.95 | 0 | 4.31 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 0.00 | 1031.95 | 0 | 2.57 | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 59500 expiring on 28OCT2025
Delta for 59500 CE is 0.02
Historical price for 59500 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 18.4, which was -4.75 lower than the previous day. The implied volatity was 13.56, the open interest changed by -27 which decreased total open position to 861
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 31.6, which was -7.4 lower than the previous day. The implied volatity was 10.34, the open interest changed by 86 which increased total open position to 248
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 1031.95, which was 0 lower than the previous day. The implied volatity was 4.31, 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 1031.95, which was 0 lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28OCT2025 59500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 17.09
Theta: 11.01
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 4620 | 603.6 | 16.46 | 30 | 19 | 27 |
| 21 Sept | 0.00 | 3546.75 | -144.8 | 15.47 | 1 | 1 | 0 |
| 14 Sept | 0.00 | 3691.55 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 0.00 | 3691.55 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 59500 expiring on 28OCT2025
Delta for 59500 PE is -0.95
Historical price for 59500 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 4620, which was 603.6 higher than the previous day. The implied volatity was 16.46, the open interest changed by 19 which increased total open position to 27
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3546.75, which was -144.8 lower than the previous day. The implied volatity was 15.47, 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 3691.55, 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 3691.55, 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
