BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Sep 2025 10:09 PM IST
| BANKNIFTY 28-OCT-2025 63500 CE | ||||||||||||||||
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Delta: 0.01
Vega: 3.10
Theta: -1.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 7.05 | -2.35 | 19.80 | 132 | 29 | 416 | |||||||||
| 21 Sept | 0.00 | 10.9 | -1.1 | 16.43 | 90 | 20 | 325 | |||||||||
| 14 Sept | 0.00 | 12.5 | -0.4 | 16.48 | 37 | 3 | 261 | |||||||||
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| 17 Aug | 0.00 | 32.95 | 3.8 | 13.19 | 15 | 4 | 68 | |||||||||
For Nifty Bank - strike price 63500 expiring on 28OCT2025
Delta for 63500 CE is 0.01
Historical price for 63500 CE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 7.05, which was -2.35 lower than the previous day. The implied volatity was 19.80, the open interest changed by 29 which increased total open position to 416
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 10.9, which was -1.1 lower than the previous day. The implied volatity was 16.43, the open interest changed by 20 which increased total open position to 325
On 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 12.5, which was -0.4 lower than the previous day. The implied volatity was 16.48, the open interest changed by 3 which increased total open position to 261
On 17 Aug BANKNIFTY was trading at 0.00. The strike last trading price was 32.95, which was 3.8 higher than the previous day. The implied volatity was 13.19, the open interest changed by 4 which increased total open position to 68
| BANKNIFTY 28OCT2025 63500 PE | |||||||
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Delta: -0.96
Vega: 12.75
Theta: 11.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 8598.9 | 644.35 | 26.78 | 48 | 48 | 48 |
| 21 Sept | 0.00 | 6898.15 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 6898.15 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 0.00 | 6898.15 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 63500 expiring on 28OCT2025
Delta for 63500 PE is -0.96
Historical price for 63500 PE is as follows
On 28 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 8598.9, which was 644.35 higher than the previous day. The implied volatity was 26.78, the open interest changed by 48 which increased total open position to 48
On 21 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 6898.15, 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 14 Sept BANKNIFTY was trading at 0.00. The strike last trading price was 6898.15, 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 6898.15, 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
