BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 59800 CE | ||||||||||||||||
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Delta: 0.02
Vega: 8.73
Theta: -2.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 19.5 | -2.8 | 14.39 | 139 | 3 | 139 | |||||||||
| 21 Sept | 0.00 | 31.8 | -0.7 | 11.06 | 51 | 6 | 52 | |||||||||
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| 14 Sept | 0.00 | 99.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 948.75 | 0 | 2.82 | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 59800 expiring on 28OCT2025
Delta for 59800 CE is 0.02
Historical price for 59800 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 19.5, which was -2.8 lower than the previous day. The implied volatity was 14.39, the open interest changed by 3 which increased total open position to 139
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 31.8, which was -0.7 lower than the previous day. The implied volatity was 11.06, the open interest changed by 6 which increased total open position to 52
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 99.6, 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 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 948.75, which was 0 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28OCT2025 59800 PE | |||||||
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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 | 4193.85 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 0.00 | 3850.9 | -53.05 | 16.57 | 2 | 2 | 0 |
| 14 Sept | 0.00 | 3903.95 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 0.00 | 3903.95 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 59800 expiring on 28OCT2025
Delta for 59800 PE is 0.00
Historical price for 59800 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 4193.85, 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 3850.9, which was -53.05 lower than the previous day. The implied volatity was 16.57, the open interest changed by 2 which increased total open position to 0
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3903.95, 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 3903.95, 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
