BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 59900 CE | ||||||||||||||||
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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 | 922.25 | 0 | 6.66 | 0 | 0 | 0 | |||||||||
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| 21 Sept | 0.00 | 922.25 | 0 | 4.41 | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 922.25 | 0 | 4.71 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 922.25 | 0 | 2.90 | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 59900 expiring on 28OCT2025
Delta for 59900 CE is 0.00
Historical price for 59900 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 922.25, which was 0 lower than the previous day. The implied volatity was 6.66, 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 922.25, which was 0 lower than the previous day. The implied volatity was 4.41, 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 922.25, which was 0 lower than the previous day. The implied volatity was 4.71, 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 922.25, which was 0 lower than the previous day. The implied volatity was 2.90, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28OCT2025 59900 PE | |||||||
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Delta: -0.93
Vega: 20.47
Theta: 9.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 5056.2 | 635.65 | 19.16 | 2 | 2 | 10 |
| 21 Sept | 0.00 | 3926.75 | -49.15 | 16.18 | 1 | 1 | 0 |
| 14 Sept | 0.00 | 3975.9 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 0.00 | 3975.9 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 59900 expiring on 28OCT2025
Delta for 59900 PE is -0.93
Historical price for 59900 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 5056.2, which was 635.65 higher than the previous day. The implied volatity was 19.16, the open interest changed by 2 which increased total open position to 10
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3926.75, which was -49.15 lower than the previous day. The implied volatity was 16.18, 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 3975.9, 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 3975.9, 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
