BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
09 Dec 2025 04:12 PM IST
| BANKNIFTY 30-DEC-2025 46500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 9 Dec | 59222.35 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 59238.55 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 59777.20 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 59288.70 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 59348.25 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 59273.80 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 59681.35 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 59752.70 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 59737.30 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 59528.05 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 58820.30 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 58835.35 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 58867.70 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 59347.70 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 59216.05 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 58899.25 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 58962.70 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 58517.55 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 58381.95 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 58274.65 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 58138.15 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 57937.55 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 57876.80 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 57554.25 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 57776.35 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 58031.10 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 58385.25 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 57699.60 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 58078.05 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 58007.20 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 58033.20 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 57713.35 | 9144.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 46500 expiring on 30DEC2025
Delta for 46500 CE is -
Historical price for 46500 CE is as follows
On 9 Dec BANKNIFTY was trading at 59222.35. The strike last trading price was 9144.3, 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 8 Dec BANKNIFTY was trading at 59238.55. The strike last trading price was 9144.3, 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 5 Dec BANKNIFTY was trading at 59777.20. The strike last trading price was 9144.3, 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 4 Dec BANKNIFTY was trading at 59288.70. The strike last trading price was 9144.3, 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 3 Dec BANKNIFTY was trading at 59348.25. The strike last trading price was 9144.3, 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 2 Dec BANKNIFTY was trading at 59273.80. The strike last trading price was 9144.3, 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 1 Dec BANKNIFTY was trading at 59681.35. The strike last trading price was 9144.3, 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 28 Nov BANKNIFTY was trading at 59752.70. The strike last trading price was 9144.3, 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 27 Nov BANKNIFTY was trading at 59737.30. The strike last trading price was 9144.3, 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 26 Nov BANKNIFTY was trading at 59528.05. The strike last trading price was 9144.3, 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 25 Nov BANKNIFTY was trading at 58820.30. The strike last trading price was 9144.3, 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 24 Nov BANKNIFTY was trading at 58835.35. The strike last trading price was 9144.3, 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 21 Nov BANKNIFTY was trading at 58867.70. The strike last trading price was 9144.3, 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 20 Nov BANKNIFTY was trading at 59347.70. The strike last trading price was 9144.3, 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 19 Nov BANKNIFTY was trading at 59216.05. The strike last trading price was 9144.3, 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 18 Nov BANKNIFTY was trading at 58899.25. The strike last trading price was 9144.3, 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 Nov BANKNIFTY was trading at 58962.70. The strike last trading price was 9144.3, 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 Nov BANKNIFTY was trading at 58517.55. The strike last trading price was 9144.3, 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 13 Nov BANKNIFTY was trading at 58381.95. The strike last trading price was 9144.3, 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 12 Nov BANKNIFTY was trading at 58274.65. The strike last trading price was 9144.3, 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 11 Nov BANKNIFTY was trading at 58138.15. The strike last trading price was 9144.3, 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 10 Nov BANKNIFTY was trading at 57937.55. The strike last trading price was 9144.3, 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 7 Nov BANKNIFTY was trading at 57876.80. The strike last trading price was 9144.3, 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 6 Nov BANKNIFTY was trading at 57554.25. The strike last trading price was 9144.3, 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 31 Oct BANKNIFTY was trading at 57776.35. The strike last trading price was 9144.3, 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 30 Oct BANKNIFTY was trading at 58031.10. The strike last trading price was 9144.3, 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 29 Oct BANKNIFTY was trading at 58385.25. The strike last trading price was 9144.3, 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 24 Oct BANKNIFTY was trading at 57699.60. The strike last trading price was 9144.3, 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 23 Oct BANKNIFTY was trading at 58078.05. The strike last trading price was 9144.3, 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 21 Oct BANKNIFTY was trading at 58007.20. The strike last trading price was 9144.3, 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 20 Oct BANKNIFTY was trading at 58033.20. The strike last trading price was 9144.3, 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 Oct BANKNIFTY was trading at 57713.35. The strike last trading price was 9144.3, 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
| BANKNIFTY 30DEC2025 46500 PE | |||||||
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Delta: -0.00
Vega: 1.34
Theta: -1.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 59222.35 | 5.25 | -0.5 | 38.34 | 446 | 48 | 555 |
| 8 Dec | 59238.55 | 5.5 | -0.4 | 37.48 | 195 | -36 | 507 |
| 5 Dec | 59777.20 | 5.25 | -0.1 | 36.38 | 471 | 199 | 563 |
| 4 Dec | 59288.70 | 5.15 | 0.6 | 34.76 | 244 | -2 | 364 |
| 3 Dec | 59348.25 | 4.45 | -0.5 | 33.76 | 230 | -32 | 366 |
| 2 Dec | 59273.80 | 4.9 | 0.3 | 33.47 | 154 | 27 | 394 |
| 1 Dec | 59681.35 | 4.5 | -0.25 | 33.28 | 227 | -6 | 367 |
| 28 Nov | 59752.70 | 4.75 | -0.45 | 32.07 | 291 | -1 | 374 |
| 27 Nov | 59737.30 | 4.8 | -1.4 | 31.66 | 428 | -25 | 375 |
| 26 Nov | 59528.05 | 6.15 | -0.95 | 31.60 | 569 | 114 | 402 |
| 25 Nov | 58820.30 | 6.3 | -3.1 | 29.95 | 276 | 104 | 288 |
| 24 Nov | 58835.35 | 9.95 | 1 | 30.87 | 104 | 26 | 184 |
| 21 Nov | 58867.70 | 8.35 | -0.75 | 29.46 | 19 | 0 | 158 |
| 20 Nov | 59347.70 | 8.55 | 0.25 | 30.08 | 24 | 4 | 159 |
| 19 Nov | 59216.05 | 8.25 | -1.65 | 29.36 | 21 | -2 | 157 |
| 18 Nov | 58899.25 | 10.3 | 0.95 | 29.11 | 148 | -132 | 161 |
| 17 Nov | 58962.70 | 9.25 | -3.75 | 28.67 | 258 | 190 | 295 |
| 14 Nov | 58517.55 | 13 | -0.75 | 28.19 | 34 | 23 | 104 |
| 13 Nov | 58381.95 | 13.1 | -2.7 | 27.69 | 36 | 24 | 81 |
| 12 Nov | 58274.65 | 15.8 | 0.8 | 27.83 | 2 | 0 | 55 |
| 11 Nov | 58138.15 | 15 | 1 | 27.19 | 27 | 12 | 51 |
| 10 Nov | 57937.55 | 14 | -2 | - | 0 | 0 | 0 |
| 7 Nov | 57876.80 | 14 | -2 | 25.66 | 4 | 0 | 39 |
| 6 Nov | 57554.25 | 16 | 2.45 | 25.32 | 7 | -1 | 38 |
| 31 Oct | 57776.35 | 13.55 | -0.45 | - | 0 | -1 | 0 |
| 30 Oct | 58031.10 | 13.55 | -0.45 | - | 7 | 0 | 40 |
| 29 Oct | 58385.25 | 14 | -9.9 | - | 1 | 0 | 40 |
| 24 Oct | 57699.60 | 23.9 | -1.1 | - | 0 | 3 | 0 |
| 23 Oct | 58078.05 | 23.9 | -1.1 | 24.75 | 3 | 0 | 37 |
| 21 Oct | 58007.20 | 25 | -2.05 | 24.45 | 2 | 1 | 37 |
| 20 Oct | 58033.20 | 27.05 | 1.95 | 24.78 | 1 | 0 | 35 |
| 17 Oct | 57713.35 | 25.1 | 10 | 23.60 | 43 | 30 | 35 |
For Nifty Bank - strike price 46500 expiring on 30DEC2025
Delta for 46500 PE is -0.00
Historical price for 46500 PE is as follows
On 9 Dec BANKNIFTY was trading at 59222.35. The strike last trading price was 5.25, which was -0.5 lower than the previous day. The implied volatity was 38.34, the open interest changed by 48 which increased total open position to 555
On 8 Dec BANKNIFTY was trading at 59238.55. The strike last trading price was 5.5, which was -0.4 lower than the previous day. The implied volatity was 37.48, the open interest changed by -36 which decreased total open position to 507
On 5 Dec BANKNIFTY was trading at 59777.20. The strike last trading price was 5.25, which was -0.1 lower than the previous day. The implied volatity was 36.38, the open interest changed by 199 which increased total open position to 563
On 4 Dec BANKNIFTY was trading at 59288.70. The strike last trading price was 5.15, which was 0.6 higher than the previous day. The implied volatity was 34.76, the open interest changed by -2 which decreased total open position to 364
On 3 Dec BANKNIFTY was trading at 59348.25. The strike last trading price was 4.45, which was -0.5 lower than the previous day. The implied volatity was 33.76, the open interest changed by -32 which decreased total open position to 366
On 2 Dec BANKNIFTY was trading at 59273.80. The strike last trading price was 4.9, which was 0.3 higher than the previous day. The implied volatity was 33.47, the open interest changed by 27 which increased total open position to 394
On 1 Dec BANKNIFTY was trading at 59681.35. The strike last trading price was 4.5, which was -0.25 lower than the previous day. The implied volatity was 33.28, the open interest changed by -6 which decreased total open position to 367
On 28 Nov BANKNIFTY was trading at 59752.70. The strike last trading price was 4.75, which was -0.45 lower than the previous day. The implied volatity was 32.07, the open interest changed by -1 which decreased total open position to 374
On 27 Nov BANKNIFTY was trading at 59737.30. The strike last trading price was 4.8, which was -1.4 lower than the previous day. The implied volatity was 31.66, the open interest changed by -25 which decreased total open position to 375
On 26 Nov BANKNIFTY was trading at 59528.05. The strike last trading price was 6.15, which was -0.95 lower than the previous day. The implied volatity was 31.60, the open interest changed by 114 which increased total open position to 402
On 25 Nov BANKNIFTY was trading at 58820.30. The strike last trading price was 6.3, which was -3.1 lower than the previous day. The implied volatity was 29.95, the open interest changed by 104 which increased total open position to 288
On 24 Nov BANKNIFTY was trading at 58835.35. The strike last trading price was 9.95, which was 1 higher than the previous day. The implied volatity was 30.87, the open interest changed by 26 which increased total open position to 184
On 21 Nov BANKNIFTY was trading at 58867.70. The strike last trading price was 8.35, which was -0.75 lower than the previous day. The implied volatity was 29.46, the open interest changed by 0 which decreased total open position to 158
On 20 Nov BANKNIFTY was trading at 59347.70. The strike last trading price was 8.55, which was 0.25 higher than the previous day. The implied volatity was 30.08, the open interest changed by 4 which increased total open position to 159
On 19 Nov BANKNIFTY was trading at 59216.05. The strike last trading price was 8.25, which was -1.65 lower than the previous day. The implied volatity was 29.36, the open interest changed by -2 which decreased total open position to 157
On 18 Nov BANKNIFTY was trading at 58899.25. The strike last trading price was 10.3, which was 0.95 higher than the previous day. The implied volatity was 29.11, the open interest changed by -132 which decreased total open position to 161
On 17 Nov BANKNIFTY was trading at 58962.70. The strike last trading price was 9.25, which was -3.75 lower than the previous day. The implied volatity was 28.67, the open interest changed by 190 which increased total open position to 295
On 14 Nov BANKNIFTY was trading at 58517.55. The strike last trading price was 13, which was -0.75 lower than the previous day. The implied volatity was 28.19, the open interest changed by 23 which increased total open position to 104
On 13 Nov BANKNIFTY was trading at 58381.95. The strike last trading price was 13.1, which was -2.7 lower than the previous day. The implied volatity was 27.69, the open interest changed by 24 which increased total open position to 81
On 12 Nov BANKNIFTY was trading at 58274.65. The strike last trading price was 15.8, which was 0.8 higher than the previous day. The implied volatity was 27.83, the open interest changed by 0 which decreased total open position to 55
On 11 Nov BANKNIFTY was trading at 58138.15. The strike last trading price was 15, which was 1 higher than the previous day. The implied volatity was 27.19, the open interest changed by 12 which increased total open position to 51
On 10 Nov BANKNIFTY was trading at 57937.55. The strike last trading price was 14, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BANKNIFTY was trading at 57876.80. The strike last trading price was 14, which was -2 lower than the previous day. The implied volatity was 25.66, the open interest changed by 0 which decreased total open position to 39
On 6 Nov BANKNIFTY was trading at 57554.25. The strike last trading price was 16, which was 2.45 higher than the previous day. The implied volatity was 25.32, the open interest changed by -1 which decreased total open position to 38
On 31 Oct BANKNIFTY was trading at 57776.35. The strike last trading price was 13.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 30 Oct BANKNIFTY was trading at 58031.10. The strike last trading price was 13.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 29 Oct BANKNIFTY was trading at 58385.25. The strike last trading price was 14, which was -9.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 24 Oct BANKNIFTY was trading at 57699.60. The strike last trading price was 23.9, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 23 Oct BANKNIFTY was trading at 58078.05. The strike last trading price was 23.9, which was -1.1 lower than the previous day. The implied volatity was 24.75, the open interest changed by 0 which decreased total open position to 37
On 21 Oct BANKNIFTY was trading at 58007.20. The strike last trading price was 25, which was -2.05 lower than the previous day. The implied volatity was 24.45, the open interest changed by 1 which increased total open position to 37
On 20 Oct BANKNIFTY was trading at 58033.20. The strike last trading price was 27.05, which was 1.95 higher than the previous day. The implied volatity was 24.78, the open interest changed by 0 which decreased total open position to 35
On 17 Oct BANKNIFTY was trading at 57713.35. The strike last trading price was 25.1, which was 10 higher than the previous day. The implied volatity was 23.60, the open interest changed by 30 which increased total open position to 35































































































































































































































