BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 59700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 8.38
Theta: -2.15
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 17.95 | -70.8 | 13.98 | 12 | 7 | 8 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 0.00 | 975.9 | 0 | 4.20 | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 975.9 | 0 | 4.51 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 975.9 | 0 | 2.74 | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 59700 expiring on 28OCT2025
Delta for 59700 CE is 0.02
Historical price for 59700 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 17.95, which was -70.8 lower than the previous day. The implied volatity was 13.98, the open interest changed by 7 which increased total open position to 8
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 975.9, which was 0 lower than the previous day. The implied volatity was 4.20, 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 975.9, which was 0 lower than the previous day. The implied volatity was 4.51, 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 975.9, which was 0 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28OCT2025 59700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 4204 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 0.00 | 3742.4 | -90.1 | 16.01 | 1 | 1 | 0 |
| 14 Sept | 0.00 | 3832.5 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 0.00 | 3832.5 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 59700 expiring on 28OCT2025
Delta for 59700 PE is 0.00
Historical price for 59700 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 4204, which was 0 lower than the previous day. The implied volatity was 0.00, 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 3742.4, which was -90.1 lower than the previous day. The implied volatity was 16.01, 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 3832.5, 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 3832.5, 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
