BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Apr 2025 10:37 AM IST
| BANKNIFTY 29MAY2025 47500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 28 Apr | 55268.40 | 7874 | -26 | - | 50 | 31 | 151 | |||
| 25 Apr | 54664.05 | 7900 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Apr | 55201.40 | 7900 | -100 | - | 2 | 0 | 120 | |||
| 23 Apr | 55370.05 | 8000 | -104.5 | - | 3 | -1 | 120 | |||
| 22 Apr | 55647.20 | 8104.5 | 204.5 | - | 1 | 0 | 120 | |||
| 21 Apr | 55304.50 | 7900 | 1756 | - | 32 | 0 | 120 | |||
| 17 Apr | 54290.20 | 6144 | 854 | - | 2 | -1 | 121 | |||
| 16 Apr | 53117.75 | 5290 | 165 | - | 1 | 0 | 122 | |||
| 15 Apr | 52379.50 | 5125 | 1254.35 | - | 8 | 122 | 122 | |||
| 11 Apr | 51002.35 | 3870.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 9 Apr | 50240.15 | 3870.65 | -27.5 | 22.41 | 1 | 0 | 122 | |||
| 8 Apr | 50511.00 | 3898.15 | 361.05 | 16.80 | 23 | -1 | 122 | |||
| 7 Apr | 49860.10 | 3537.1 | -86.9 | 19.51 | 176 | 2 | 123 | |||
| 4 Apr | 51502.70 | 3624 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 51597.35 | 3624 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 51348.05 | 3624 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 50827.50 | 3624 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 51564.85 | 3624 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 51575.85 | 3624 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 51209.00 | 3624 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 51607.95 | 3624 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 51704.95 | 3624 | 0 | 0.00 | 0 | -5 | 0 | |||
|
|
||||||||||
| 21 Mar | 50593.55 | 3624 | 223.4 | - | 12 | -3 | 123 | |||
| 20 Mar | 50062.85 | 3400.6 | 270.6 | 6.81 | 27 | -6 | 129 | |||
| 19 Mar | 49702.60 | 3130 | 642.25 | - | 2 | 0 | 136 | |||
| 18 Mar | 49314.50 | 2487.75 | 319.6 | - | 6 | -1 | 141 | |||
| 17 Mar | 48354.15 | 2168.15 | 174.55 | 12.27 | 20 | 6 | 142 | |||
| 13 Mar | 48060.40 | 1959.45 | 9.45 | 11.95 | 36 | 4 | 138 | |||
| 12 Mar | 48056.65 | 1950 | 14.95 | 11.22 | 3 | 1 | 135 | |||
| 11 Mar | 47853.95 | 1956.95 | -276.4 | 12.82 | 73 | 32 | 134 | |||
| 10 Mar | 48216.80 | 2233.35 | -163.65 | 13.44 | 2 | 102 | 102 | |||
| 7 Mar | 48497.50 | 2397 | 0 | 0.00 | 0 | -1 | 0 | |||
| 6 Mar | 48627.70 | 2397 | -28.55 | 10.06 | 1 | 0 | 103 | |||
| 5 Mar | 48489.95 | 2425.55 | 83.3 | 11.62 | 6 | 1 | 104 | |||
| 4 Mar | 48245.20 | 2347.15 | -43.6 | 12.61 | 104 | 75 | 84 | |||
| 3 Mar | 48114.30 | 2390.75 | -697.95 | 14.31 | 9 | 8 | 8 | |||
For Nifty Bank - strike price 47500 expiring on 29MAY2025
Delta for 47500 CE is -
Historical price for 47500 CE is as follows
On 28 Apr BANKNIFTY was trading at 55268.40. The strike last trading price was 7874, which was -26 lower than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 151
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 7900, 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 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 7900, which was -100 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 120
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 8000, which was -104.5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 120
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 8104.5, which was 204.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 120
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 7900, which was 1756 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 120
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 6144, which was 854 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 121
On 16 Apr BANKNIFTY was trading at 53117.75. The strike last trading price was 5290, which was 165 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 15 Apr BANKNIFTY was trading at 52379.50. The strike last trading price was 5125, which was 1254.35 higher than the previous day. The implied volatity was -, the open interest changed by 122 which increased total open position to 122
On 11 Apr BANKNIFTY was trading at 51002.35. The strike last trading price was 3870.65, 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 9 Apr BANKNIFTY was trading at 50240.15. The strike last trading price was 3870.65, which was -27.5 lower than the previous day. The implied volatity was 22.41, the open interest changed by 0 which decreased total open position to 122
On 8 Apr BANKNIFTY was trading at 50511.00. The strike last trading price was 3898.15, which was 361.05 higher than the previous day. The implied volatity was 16.80, the open interest changed by -1 which decreased total open position to 122
On 7 Apr BANKNIFTY was trading at 49860.10. The strike last trading price was 3537.1, which was -86.9 lower than the previous day. The implied volatity was 19.51, the open interest changed by 2 which increased total open position to 123
On 4 Apr BANKNIFTY was trading at 51502.70. The strike last trading price was 3624, 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 3 Apr BANKNIFTY was trading at 51597.35. The strike last trading price was 3624, 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 2 Apr BANKNIFTY was trading at 51348.05. The strike last trading price was 3624, 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 1 Apr BANKNIFTY was trading at 50827.50. The strike last trading price was 3624, 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 28 Mar BANKNIFTY was trading at 51564.85. The strike last trading price was 3624, 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 27 Mar BANKNIFTY was trading at 51575.85. The strike last trading price was 3624, 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 26 Mar BANKNIFTY was trading at 51209.00. The strike last trading price was 3624, 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 25 Mar BANKNIFTY was trading at 51607.95. The strike last trading price was 3624, 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 24 Mar BANKNIFTY was trading at 51704.95. The strike last trading price was 3624, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 21 Mar BANKNIFTY was trading at 50593.55. The strike last trading price was 3624, which was 223.4 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 123
On 20 Mar BANKNIFTY was trading at 50062.85. The strike last trading price was 3400.6, which was 270.6 higher than the previous day. The implied volatity was 6.81, the open interest changed by -6 which decreased total open position to 129
On 19 Mar BANKNIFTY was trading at 49702.60. The strike last trading price was 3130, which was 642.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 136
On 18 Mar BANKNIFTY was trading at 49314.50. The strike last trading price was 2487.75, which was 319.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 141
On 17 Mar BANKNIFTY was trading at 48354.15. The strike last trading price was 2168.15, which was 174.55 higher than the previous day. The implied volatity was 12.27, the open interest changed by 6 which increased total open position to 142
On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 1959.45, which was 9.45 higher than the previous day. The implied volatity was 11.95, the open interest changed by 4 which increased total open position to 138
On 12 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 1950, which was 14.95 higher than the previous day. The implied volatity was 11.22, the open interest changed by 1 which increased total open position to 135
On 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 1956.95, which was -276.4 lower than the previous day. The implied volatity was 12.82, the open interest changed by 32 which increased total open position to 134
On 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 2233.35, which was -163.65 lower than the previous day. The implied volatity was 13.44, the open interest changed by 102 which increased total open position to 102
On 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 2397, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 2397, which was -28.55 lower than the previous day. The implied volatity was 10.06, the open interest changed by 0 which decreased total open position to 103
On 5 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 2425.55, which was 83.3 higher than the previous day. The implied volatity was 11.62, the open interest changed by 1 which increased total open position to 104
On 4 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 2347.15, which was -43.6 lower than the previous day. The implied volatity was 12.61, the open interest changed by 75 which increased total open position to 84
On 3 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 2390.75, which was -697.95 lower than the previous day. The implied volatity was 14.31, the open interest changed by 8 which increased total open position to 8
| BANKNIFTY 29MAY2025 47500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 8.79
Theta: -3.58
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Apr | 55268.40 | 39.9 | -14.95 | 27.98 | 4,048 | -204 | 4,661 |
| 25 Apr | 54664.05 | 56 | 10.15 | 26.62 | 20,609 | 1,697 | 5,021 |
| 24 Apr | 55201.40 | 48 | 3.9 | 27.05 | 6,019 | -14 | 3,317 |
| 23 Apr | 55370.05 | 46 | 5.85 | 26.92 | 1,956 | 405 | 3,347 |
| 22 Apr | 55647.20 | 41 | -9.25 | 26.81 | 1,552 | 33 | 2,942 |
| 21 Apr | 55304.50 | 45 | -37.35 | 26.18 | 4,822 | -233 | 2,922 |
| 17 Apr | 54290.20 | 81 | -32.85 | 25.20 | 3,253 | -180 | 3,170 |
| 16 Apr | 53117.75 | 107.2 | -52.85 | 23.36 | 2,427 | 109 | 3,344 |
| 15 Apr | 52379.50 | 155.5 | -247.75 | 23.19 | 4,435 | 65 | 3,235 |
| 11 Apr | 51002.35 | 400 | -218.4 | 24.51 | 2,441 | -453 | 3,170 |
| 9 Apr | 50240.15 | 625.75 | 113.45 | 25.94 | 1,618 | 425 | 3,624 |
| 8 Apr | 50511.00 | 501 | -256.5 | 24.52 | 5,002 | -616 | 3,201 |
| 7 Apr | 49860.10 | 720 | 561.05 | 26.08 | 9,166 | 1,982 | 3,816 |
| 4 Apr | 51502.70 | 163.75 | 14.15 | 19.04 | 539 | 89 | 1,834 |
| 3 Apr | 51597.35 | 146.2 | -19.55 | 18.52 | 774 | 340 | 1,745 |
| 2 Apr | 51348.05 | 160.6 | -42.25 | 18.28 | 796 | 111 | 1,392 |
| 1 Apr | 50827.50 | 216.65 | 77.3 | 18.22 | 1,361 | 197 | 1,274 |
| 28 Mar | 51564.85 | 139.65 | -12.3 | 17.51 | 1,286 | 30 | 1,077 |
| 27 Mar | 51575.85 | 153 | -21.95 | 17.80 | 283 | -19 | 1,050 |
| 26 Mar | 51209.00 | 173 | 10.95 | 17.36 | 996 | 393 | 1,069 |
| 25 Mar | 51607.95 | 170.1 | 0.5 | 17.93 | 680 | 187 | 675 |
| 24 Mar | 51704.95 | 150 | -105.1 | 17.99 | 543 | 98 | 488 |
| 21 Mar | 50593.55 | 243.6 | -75.15 | 17.01 | 343 | 0 | 388 |
| 20 Mar | 50062.85 | 317.15 | -58.55 | 16.72 | 173 | 84 | 385 |
| 19 Mar | 49702.60 | 372.65 | -99.65 | 16.84 | 265 | 102 | 300 |
| 18 Mar | 49314.50 | 452.45 | -260.45 | 16.96 | 312 | -13 | 202 |
| 17 Mar | 48354.15 | 710.4 | -144.25 | 16.90 | 116 | 60 | 195 |
| 13 Mar | 48060.40 | 864.7 | 25.4 | 17.33 | 38 | 15 | 134 |
| 12 Mar | 48056.65 | 839.3 | -109.3 | 17.11 | 23 | 8 | 120 |
| 11 Mar | 47853.95 | 928.6 | 96.95 | 17.44 | 54 | 32 | 112 |
| 10 Mar | 48216.80 | 857.3 | 129.25 | 17.73 | 29 | 15 | 82 |
| 7 Mar | 48497.50 | 728.05 | -12.9 | 16.95 | 65 | 11 | 67 |
| 6 Mar | 48627.70 | 736 | -22.55 | 17.64 | 16 | -1 | 56 |
| 5 Mar | 48489.95 | 766.8 | -81 | 17.55 | 58 | -10 | 57 |
| 4 Mar | 48245.20 | 839.6 | -20.45 | 17.63 | 73 | 54 | 69 |
| 3 Mar | 48114.30 | 860.05 | 55.05 | 17.32 | 10 | 5 | 14 |
For Nifty Bank - strike price 47500 expiring on 29MAY2025
Delta for 47500 PE is -0.02
Historical price for 47500 PE is as follows
On 28 Apr BANKNIFTY was trading at 55268.40. The strike last trading price was 39.9, which was -14.95 lower than the previous day. The implied volatity was 27.98, the open interest changed by -204 which decreased total open position to 4661
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 56, which was 10.15 higher than the previous day. The implied volatity was 26.62, the open interest changed by 1697 which increased total open position to 5021
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 48, which was 3.9 higher than the previous day. The implied volatity was 27.05, the open interest changed by -14 which decreased total open position to 3317
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 46, which was 5.85 higher than the previous day. The implied volatity was 26.92, the open interest changed by 405 which increased total open position to 3347
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 41, which was -9.25 lower than the previous day. The implied volatity was 26.81, the open interest changed by 33 which increased total open position to 2942
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 45, which was -37.35 lower than the previous day. The implied volatity was 26.18, the open interest changed by -233 which decreased total open position to 2922
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 81, which was -32.85 lower than the previous day. The implied volatity was 25.20, the open interest changed by -180 which decreased total open position to 3170
On 16 Apr BANKNIFTY was trading at 53117.75. The strike last trading price was 107.2, which was -52.85 lower than the previous day. The implied volatity was 23.36, the open interest changed by 109 which increased total open position to 3344
On 15 Apr BANKNIFTY was trading at 52379.50. The strike last trading price was 155.5, which was -247.75 lower than the previous day. The implied volatity was 23.19, the open interest changed by 65 which increased total open position to 3235
On 11 Apr BANKNIFTY was trading at 51002.35. The strike last trading price was 400, which was -218.4 lower than the previous day. The implied volatity was 24.51, the open interest changed by -453 which decreased total open position to 3170
On 9 Apr BANKNIFTY was trading at 50240.15. The strike last trading price was 625.75, which was 113.45 higher than the previous day. The implied volatity was 25.94, the open interest changed by 425 which increased total open position to 3624
On 8 Apr BANKNIFTY was trading at 50511.00. The strike last trading price was 501, which was -256.5 lower than the previous day. The implied volatity was 24.52, the open interest changed by -616 which decreased total open position to 3201
On 7 Apr BANKNIFTY was trading at 49860.10. The strike last trading price was 720, which was 561.05 higher than the previous day. The implied volatity was 26.08, the open interest changed by 1982 which increased total open position to 3816
On 4 Apr BANKNIFTY was trading at 51502.70. The strike last trading price was 163.75, which was 14.15 higher than the previous day. The implied volatity was 19.04, the open interest changed by 89 which increased total open position to 1834
On 3 Apr BANKNIFTY was trading at 51597.35. The strike last trading price was 146.2, which was -19.55 lower than the previous day. The implied volatity was 18.52, the open interest changed by 340 which increased total open position to 1745
On 2 Apr BANKNIFTY was trading at 51348.05. The strike last trading price was 160.6, which was -42.25 lower than the previous day. The implied volatity was 18.28, the open interest changed by 111 which increased total open position to 1392
On 1 Apr BANKNIFTY was trading at 50827.50. The strike last trading price was 216.65, which was 77.3 higher than the previous day. The implied volatity was 18.22, the open interest changed by 197 which increased total open position to 1274
On 28 Mar BANKNIFTY was trading at 51564.85. The strike last trading price was 139.65, which was -12.3 lower than the previous day. The implied volatity was 17.51, the open interest changed by 30 which increased total open position to 1077
On 27 Mar BANKNIFTY was trading at 51575.85. The strike last trading price was 153, which was -21.95 lower than the previous day. The implied volatity was 17.80, the open interest changed by -19 which decreased total open position to 1050
On 26 Mar BANKNIFTY was trading at 51209.00. The strike last trading price was 173, which was 10.95 higher than the previous day. The implied volatity was 17.36, the open interest changed by 393 which increased total open position to 1069
On 25 Mar BANKNIFTY was trading at 51607.95. The strike last trading price was 170.1, which was 0.5 higher than the previous day. The implied volatity was 17.93, the open interest changed by 187 which increased total open position to 675
On 24 Mar BANKNIFTY was trading at 51704.95. The strike last trading price was 150, which was -105.1 lower than the previous day. The implied volatity was 17.99, the open interest changed by 98 which increased total open position to 488
On 21 Mar BANKNIFTY was trading at 50593.55. The strike last trading price was 243.6, which was -75.15 lower than the previous day. The implied volatity was 17.01, the open interest changed by 0 which decreased total open position to 388
On 20 Mar BANKNIFTY was trading at 50062.85. The strike last trading price was 317.15, which was -58.55 lower than the previous day. The implied volatity was 16.72, the open interest changed by 84 which increased total open position to 385
On 19 Mar BANKNIFTY was trading at 49702.60. The strike last trading price was 372.65, which was -99.65 lower than the previous day. The implied volatity was 16.84, the open interest changed by 102 which increased total open position to 300
On 18 Mar BANKNIFTY was trading at 49314.50. The strike last trading price was 452.45, which was -260.45 lower than the previous day. The implied volatity was 16.96, the open interest changed by -13 which decreased total open position to 202
On 17 Mar BANKNIFTY was trading at 48354.15. The strike last trading price was 710.4, which was -144.25 lower than the previous day. The implied volatity was 16.90, the open interest changed by 60 which increased total open position to 195
On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 864.7, which was 25.4 higher than the previous day. The implied volatity was 17.33, the open interest changed by 15 which increased total open position to 134
On 12 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 839.3, which was -109.3 lower than the previous day. The implied volatity was 17.11, the open interest changed by 8 which increased total open position to 120
On 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 928.6, which was 96.95 higher than the previous day. The implied volatity was 17.44, the open interest changed by 32 which increased total open position to 112
On 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 857.3, which was 129.25 higher than the previous day. The implied volatity was 17.73, the open interest changed by 15 which increased total open position to 82
On 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 728.05, which was -12.9 lower than the previous day. The implied volatity was 16.95, the open interest changed by 11 which increased total open position to 67
On 6 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 736, which was -22.55 lower than the previous day. The implied volatity was 17.64, the open interest changed by -1 which decreased total open position to 56
On 5 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 766.8, which was -81 lower than the previous day. The implied volatity was 17.55, the open interest changed by -10 which decreased total open position to 57
On 4 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 839.6, which was -20.45 lower than the previous day. The implied volatity was 17.63, the open interest changed by 54 which increased total open position to 69
On 3 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 860.05, which was 55.05 higher than the previous day. The implied volatity was 17.32, the open interest changed by 5 which increased total open position to 14
