BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 60000 CE | ||||||||||||||||
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Delta: 0.02
Vega: 7.08
Theta: -1.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 14.6 | -4.2 | 14.23 | 5,260 | 479 | 6,185 | |||||||||
| 21 Sept | 0.00 | 26.5 | -5.1 | 11.16 | 1,613 | 78 | 4,346 | |||||||||
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| 14 Sept | 0.00 | 22.95 | -1.45 | 11.33 | 1,480 | 581 | 2,061 | |||||||||
| 17 Aug | 0.00 | 896.3 | 0 | 2.98 | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 60000 expiring on 28OCT2025
Delta for 60000 CE is 0.02
Historical price for 60000 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 14.6, which was -4.2 lower than the previous day. The implied volatity was 14.23, the open interest changed by 479 which increased total open position to 6185
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 26.5, which was -5.1 lower than the previous day. The implied volatity was 11.16, the open interest changed by 78 which increased total open position to 4346
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 22.95, which was -1.45 lower than the previous day. The implied volatity was 11.33, the open interest changed by 581 which increased total open position to 2061
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 896.3, which was 0 lower than the previous day. The implied volatity was 2.98, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28OCT2025 60000 PE | |||||||
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Delta: -0.94
Vega: 17.93
Theta: 10.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 5137.6 | 643.65 | 18.51 | 1,324 | 870 | 2,015 |
| 21 Sept | 0.00 | 3988.5 | 196.85 | 15.39 | 57 | 45 | 192 |
| 14 Sept | 0.00 | 4646.6 | -186.05 | 18.19 | 2 | 0 | 95 |
| 17 Aug | 0.00 | 4216.25 | 0 | 0.00 | 0 | 0 | 0 |
For Nifty Bank - strike price 60000 expiring on 28OCT2025
Delta for 60000 PE is -0.94
Historical price for 60000 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 5137.6, which was 643.65 higher than the previous day. The implied volatity was 18.51, the open interest changed by 870 which increased total open position to 2015
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 3988.5, which was 196.85 higher than the previous day. The implied volatity was 15.39, the open interest changed by 45 which increased total open position to 192
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 4646.6, which was -186.05 lower than the previous day. The implied volatity was 18.19, the open interest changed by 0 which decreased total open position to 95
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 4216.25, 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
