BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Apr 2025 11:34 AM IST
| BANKNIFTY 29MAY2025 51000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 28 Apr | 55231.80 | 4504.65 | 617.45 | - | 241 | -42 | 6,206 | |||
| 25 Apr | 54664.05 | 3820 | -592.3 | - | 931 | 47 | 6,248 | |||
| 24 Apr | 55201.40 | 4390 | -228.3 | - | 2,014 | 589 | 6,438 | |||
| 23 Apr | 55370.05 | 4597.55 | -248.55 | - | 987 | 20 | 5,854 | |||
| 22 Apr | 55647.20 | 4824.55 | 269.15 | - | 663 | -1 | 5,835 | |||
|
|
||||||||||
| 21 Apr | 55304.50 | 4530.35 | 1017 | - | 2,821 | -317 | 5,838 | |||
| 17 Apr | 54290.20 | 3548.6 | 913.65 | - | 3,980 | -946 | 6,157 | |||
| 16 Apr | 53117.75 | 2689.7 | 561.35 | - | 2,237 | -753 | 7,107 | |||
| 15 Apr | 52379.50 | 2169 | 586.1 | 10.73 | 8,245 | -3,503 | 7,891 | |||
| 11 Apr | 51002.35 | 1584.95 | 270.5 | 16.73 | 13,239 | -36 | 11,394 | |||
| 9 Apr | 50240.15 | 1339 | -68.35 | 18.19 | 8,280 | 1,268 | 11,435 | |||
| 8 Apr | 50511.00 | 1423.6 | 216.4 | 16.95 | 7,815 | 2,141 | 10,163 | |||
| 7 Apr | 49860.10 | 1194.2 | -417.35 | 17.69 | 15,565 | 4,140 | 8,049 | |||
| 4 Apr | 51502.70 | 1634.75 | -100.5 | 10.64 | 1,571 | 63 | 3,910 | |||
| 3 Apr | 51597.35 | 1756.55 | 192.5 | 11.57 | 1,782 | -22 | 3,874 | |||
| 2 Apr | 51348.05 | 1607.9 | 244.15 | 11.36 | 1,798 | 491 | 3,875 | |||
| 1 Apr | 50827.50 | 1362.25 | -379.85 | 12.46 | 2,659 | 415 | 3,384 | |||
| 28 Mar | 51564.85 | 1746.75 | -33.25 | 10.48 | 1,316 | -97 | 2,969 | |||
| 27 Mar | 51575.85 | 1810 | 228.65 | 11.23 | 588 | 81 | 3,096 | |||
| 26 Mar | 51209.00 | 1564.4 | -287.9 | 11.07 | 1,544 | -151 | 3,014 | |||
| 25 Mar | 51607.95 | 1796.85 | -103.6 | 11.22 | 664 | -261 | 3,169 | |||
| 24 Mar | 51704.95 | 1950.25 | 751.2 | 9.94 | 2,015 | -293 | 3,441 | |||
| 21 Mar | 50593.55 | 1212.75 | 275.65 | 10.54 | 1,061 | 90 | 3,729 | |||
| 20 Mar | 50062.85 | 925 | 55.6 | 10.80 | 3,834 | 2,389 | 3,643 | |||
| 19 Mar | 49702.60 | 876.2 | 135.6 | 11.56 | 705 | 59 | 1,257 | |||
| 18 Mar | 49314.50 | 756.3 | 291.4 | 11.82 | 607 | 170 | 1,196 | |||
| 17 Mar | 48354.15 | 469 | 34.8 | 12.55 | 244 | 32 | 1,026 | |||
| 13 Mar | 48060.40 | 415 | -42.2 | 12.52 | 468 | 90 | 996 | |||
| 12 Mar | 48056.65 | 456.85 | 18.4 | 12.83 | 494 | 181 | 907 | |||
| 11 Mar | 47853.95 | 438.7 | -100.15 | 13.08 | 274 | -15 | 723 | |||
| 10 Mar | 48216.80 | 529.5 | -120.6 | 13.06 | 584 | 156 | 739 | |||
| 7 Mar | 48497.50 | 635.75 | -56 | 12.96 | 476 | 223 | 583 | |||
| 6 Mar | 48627.70 | 695 | 19.2 | 12.80 | 62 | 6 | 370 | |||
| 5 Mar | 48489.95 | 675.8 | 65.35 | 12.94 | 417 | 157 | 369 | |||
| 4 Mar | 48245.20 | 624 | 6 | 13.03 | 101 | 32 | 214 | |||
| 3 Mar | 48114.30 | 634 | -31.9 | 13.55 | 136 | 99 | 189 | |||
For Nifty Bank - strike price 51000 expiring on 29MAY2025
Delta for 51000 CE is -
Historical price for 51000 CE is as follows
On 28 Apr BANKNIFTY was trading at 55231.80. The strike last trading price was 4504.65, which was 617.45 higher than the previous day. The implied volatity was -, the open interest changed by -42 which decreased total open position to 6206
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 3820, which was -592.3 lower than the previous day. The implied volatity was -, the open interest changed by 47 which increased total open position to 6248
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 4390, which was -228.3 lower than the previous day. The implied volatity was -, the open interest changed by 589 which increased total open position to 6438
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 4597.55, which was -248.55 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 5854
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 4824.55, which was 269.15 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 5835
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 4530.35, which was 1017 higher than the previous day. The implied volatity was -, the open interest changed by -317 which decreased total open position to 5838
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 3548.6, which was 913.65 higher than the previous day. The implied volatity was -, the open interest changed by -946 which decreased total open position to 6157
On 16 Apr BANKNIFTY was trading at 53117.75. The strike last trading price was 2689.7, which was 561.35 higher than the previous day. The implied volatity was -, the open interest changed by -753 which decreased total open position to 7107
On 15 Apr BANKNIFTY was trading at 52379.50. The strike last trading price was 2169, which was 586.1 higher than the previous day. The implied volatity was 10.73, the open interest changed by -3503 which decreased total open position to 7891
On 11 Apr BANKNIFTY was trading at 51002.35. The strike last trading price was 1584.95, which was 270.5 higher than the previous day. The implied volatity was 16.73, the open interest changed by -36 which decreased total open position to 11394
On 9 Apr BANKNIFTY was trading at 50240.15. The strike last trading price was 1339, which was -68.35 lower than the previous day. The implied volatity was 18.19, the open interest changed by 1268 which increased total open position to 11435
On 8 Apr BANKNIFTY was trading at 50511.00. The strike last trading price was 1423.6, which was 216.4 higher than the previous day. The implied volatity was 16.95, the open interest changed by 2141 which increased total open position to 10163
On 7 Apr BANKNIFTY was trading at 49860.10. The strike last trading price was 1194.2, which was -417.35 lower than the previous day. The implied volatity was 17.69, the open interest changed by 4140 which increased total open position to 8049
On 4 Apr BANKNIFTY was trading at 51502.70. The strike last trading price was 1634.75, which was -100.5 lower than the previous day. The implied volatity was 10.64, the open interest changed by 63 which increased total open position to 3910
On 3 Apr BANKNIFTY was trading at 51597.35. The strike last trading price was 1756.55, which was 192.5 higher than the previous day. The implied volatity was 11.57, the open interest changed by -22 which decreased total open position to 3874
On 2 Apr BANKNIFTY was trading at 51348.05. The strike last trading price was 1607.9, which was 244.15 higher than the previous day. The implied volatity was 11.36, the open interest changed by 491 which increased total open position to 3875
On 1 Apr BANKNIFTY was trading at 50827.50. The strike last trading price was 1362.25, which was -379.85 lower than the previous day. The implied volatity was 12.46, the open interest changed by 415 which increased total open position to 3384
On 28 Mar BANKNIFTY was trading at 51564.85. The strike last trading price was 1746.75, which was -33.25 lower than the previous day. The implied volatity was 10.48, the open interest changed by -97 which decreased total open position to 2969
On 27 Mar BANKNIFTY was trading at 51575.85. The strike last trading price was 1810, which was 228.65 higher than the previous day. The implied volatity was 11.23, the open interest changed by 81 which increased total open position to 3096
On 26 Mar BANKNIFTY was trading at 51209.00. The strike last trading price was 1564.4, which was -287.9 lower than the previous day. The implied volatity was 11.07, the open interest changed by -151 which decreased total open position to 3014
On 25 Mar BANKNIFTY was trading at 51607.95. The strike last trading price was 1796.85, which was -103.6 lower than the previous day. The implied volatity was 11.22, the open interest changed by -261 which decreased total open position to 3169
On 24 Mar BANKNIFTY was trading at 51704.95. The strike last trading price was 1950.25, which was 751.2 higher than the previous day. The implied volatity was 9.94, the open interest changed by -293 which decreased total open position to 3441
On 21 Mar BANKNIFTY was trading at 50593.55. The strike last trading price was 1212.75, which was 275.65 higher than the previous day. The implied volatity was 10.54, the open interest changed by 90 which increased total open position to 3729
On 20 Mar BANKNIFTY was trading at 50062.85. The strike last trading price was 925, which was 55.6 higher than the previous day. The implied volatity was 10.80, the open interest changed by 2389 which increased total open position to 3643
On 19 Mar BANKNIFTY was trading at 49702.60. The strike last trading price was 876.2, which was 135.6 higher than the previous day. The implied volatity was 11.56, the open interest changed by 59 which increased total open position to 1257
On 18 Mar BANKNIFTY was trading at 49314.50. The strike last trading price was 756.3, which was 291.4 higher than the previous day. The implied volatity was 11.82, the open interest changed by 170 which increased total open position to 1196
On 17 Mar BANKNIFTY was trading at 48354.15. The strike last trading price was 469, which was 34.8 higher than the previous day. The implied volatity was 12.55, the open interest changed by 32 which increased total open position to 1026
On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 415, which was -42.2 lower than the previous day. The implied volatity was 12.52, the open interest changed by 90 which increased total open position to 996
On 12 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 456.85, which was 18.4 higher than the previous day. The implied volatity was 12.83, the open interest changed by 181 which increased total open position to 907
On 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 438.7, which was -100.15 lower than the previous day. The implied volatity was 13.08, the open interest changed by -15 which decreased total open position to 723
On 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 529.5, which was -120.6 lower than the previous day. The implied volatity was 13.06, the open interest changed by 156 which increased total open position to 739
On 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 635.75, which was -56 lower than the previous day. The implied volatity was 12.96, the open interest changed by 223 which increased total open position to 583
On 6 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 695, which was 19.2 higher than the previous day. The implied volatity was 12.80, the open interest changed by 6 which increased total open position to 370
On 5 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 675.8, which was 65.35 higher than the previous day. The implied volatity was 12.94, the open interest changed by 157 which increased total open position to 369
On 4 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 624, which was 6 higher than the previous day. The implied volatity was 13.03, the open interest changed by 32 which increased total open position to 214
On 3 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 634, which was -31.9 lower than the previous day. The implied volatity was 13.55, the open interest changed by 99 which increased total open position to 189
| BANKNIFTY 29MAY2025 51000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 24.25
Theta: -7.35
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Apr | 55231.80 | 135.2 | -73.5 | 22.14 | 34,461 | -618 | 24,579 |
| 25 Apr | 54664.05 | 218 | 56.55 | 21.88 | 89,286 | 3,710 | 25,196 |
| 24 Apr | 55201.40 | 174 | 31.6 | 22.15 | 21,492 | 2,790 | 21,861 |
| 23 Apr | 55370.05 | 150 | 18.05 | 21.57 | 22,052 | 5,508 | 19,120 |
| 22 Apr | 55647.20 | 130.7 | -21 | 21.50 | 10,937 | 1,309 | 13,617 |
| 21 Apr | 55304.50 | 145 | -143.1 | 20.90 | 20,012 | 2,100 | 12,292 |
| 17 Apr | 54290.20 | 283 | -158.35 | 20.72 | 20,252 | 346 | 10,179 |
| 16 Apr | 53117.75 | 430 | -187.8 | 19.50 | 10,039 | 978 | 9,861 |
| 15 Apr | 52379.50 | 599 | -653.25 | 19.43 | 11,513 | 1,253 | 8,908 |
| 11 Apr | 51002.35 | 1238.75 | -393.25 | 21.11 | 12,067 | 2,610 | 7,655 |
| 9 Apr | 50240.15 | 1659.2 | 214.5 | 22.20 | 5,306 | 412 | 5,043 |
| 8 Apr | 50511.00 | 1429.8 | -451.95 | 20.87 | 5,907 | 393 | 4,631 |
| 7 Apr | 49860.10 | 1820 | 998.05 | 22.12 | 6,803 | -349 | 4,219 |
| 4 Apr | 51502.70 | 806.15 | 43.15 | 17.18 | 4,765 | 430 | 4,555 |
| 3 Apr | 51597.35 | 760 | -89.5 | 16.74 | 4,208 | 51 | 4,128 |
| 2 Apr | 51348.05 | 846.2 | -160.9 | 16.85 | 2,904 | 902 | 4,107 |
| 1 Apr | 50827.50 | 1009.8 | 259.3 | 16.32 | 3,835 | 736 | 3,190 |
| 28 Mar | 51564.85 | 760 | 25.65 | 16.09 | 1,539 | 495 | 2,454 |
| 27 Mar | 51575.85 | 705.9 | -135.55 | 15.30 | 822 | 216 | 1,957 |
| 26 Mar | 51209.00 | 838.35 | 89.05 | 15.40 | 1,640 | 339 | 1,773 |
| 25 Mar | 51607.95 | 782 | 41.35 | 15.90 | 1,207 | 269 | 1,483 |
| 24 Mar | 51704.95 | 723.85 | -377.45 | 16.40 | 3,724 | 255 | 1,223 |
| 21 Mar | 50593.55 | 1085 | -269.5 | 15.31 | 849 | 8 | 965 |
| 20 Mar | 50062.85 | 1363.75 | -189.95 | 15.40 | 424 | 87 | 959 |
| 19 Mar | 49702.60 | 1540.75 | -301 | 15.86 | 211 | 43 | 867 |
| 18 Mar | 49314.50 | 1785 | -668.1 | 16.46 | 208 | 112 | 823 |
| 17 Mar | 48354.15 | 2436.4 | -300.6 | 16.78 | 270 | 164 | 712 |
| 13 Mar | 48060.40 | 2737 | 16 | 17.82 | 67 | 8 | 548 |
| 12 Mar | 48056.65 | 2722 | -187.25 | 17.95 | 43 | -2 | 541 |
| 11 Mar | 47853.95 | 2909.25 | 279.55 | 18.83 | 29 | 5 | 543 |
| 10 Mar | 48216.80 | 2669.15 | 313.9 | 18.29 | 924 | 437 | 539 |
| 7 Mar | 48497.50 | 2364.1 | -317.65 | 16.71 | 207 | 102 | 102 |
| 6 Mar | 48627.70 | 2681.75 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 48489.95 | 2681.75 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 48245.20 | 2681.75 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 48114.30 | 2681.75 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 51000 expiring on 29MAY2025
Delta for 51000 PE is -0.08
Historical price for 51000 PE is as follows
On 28 Apr BANKNIFTY was trading at 55231.80. The strike last trading price was 135.2, which was -73.5 lower than the previous day. The implied volatity was 22.14, the open interest changed by -618 which decreased total open position to 24579
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 218, which was 56.55 higher than the previous day. The implied volatity was 21.88, the open interest changed by 3710 which increased total open position to 25196
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 174, which was 31.6 higher than the previous day. The implied volatity was 22.15, the open interest changed by 2790 which increased total open position to 21861
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 150, which was 18.05 higher than the previous day. The implied volatity was 21.57, the open interest changed by 5508 which increased total open position to 19120
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 130.7, which was -21 lower than the previous day. The implied volatity was 21.50, the open interest changed by 1309 which increased total open position to 13617
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 145, which was -143.1 lower than the previous day. The implied volatity was 20.90, the open interest changed by 2100 which increased total open position to 12292
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 283, which was -158.35 lower than the previous day. The implied volatity was 20.72, the open interest changed by 346 which increased total open position to 10179
On 16 Apr BANKNIFTY was trading at 53117.75. The strike last trading price was 430, which was -187.8 lower than the previous day. The implied volatity was 19.50, the open interest changed by 978 which increased total open position to 9861
On 15 Apr BANKNIFTY was trading at 52379.50. The strike last trading price was 599, which was -653.25 lower than the previous day. The implied volatity was 19.43, the open interest changed by 1253 which increased total open position to 8908
On 11 Apr BANKNIFTY was trading at 51002.35. The strike last trading price was 1238.75, which was -393.25 lower than the previous day. The implied volatity was 21.11, the open interest changed by 2610 which increased total open position to 7655
On 9 Apr BANKNIFTY was trading at 50240.15. The strike last trading price was 1659.2, which was 214.5 higher than the previous day. The implied volatity was 22.20, the open interest changed by 412 which increased total open position to 5043
On 8 Apr BANKNIFTY was trading at 50511.00. The strike last trading price was 1429.8, which was -451.95 lower than the previous day. The implied volatity was 20.87, the open interest changed by 393 which increased total open position to 4631
On 7 Apr BANKNIFTY was trading at 49860.10. The strike last trading price was 1820, which was 998.05 higher than the previous day. The implied volatity was 22.12, the open interest changed by -349 which decreased total open position to 4219
On 4 Apr BANKNIFTY was trading at 51502.70. The strike last trading price was 806.15, which was 43.15 higher than the previous day. The implied volatity was 17.18, the open interest changed by 430 which increased total open position to 4555
On 3 Apr BANKNIFTY was trading at 51597.35. The strike last trading price was 760, which was -89.5 lower than the previous day. The implied volatity was 16.74, the open interest changed by 51 which increased total open position to 4128
On 2 Apr BANKNIFTY was trading at 51348.05. The strike last trading price was 846.2, which was -160.9 lower than the previous day. The implied volatity was 16.85, the open interest changed by 902 which increased total open position to 4107
On 1 Apr BANKNIFTY was trading at 50827.50. The strike last trading price was 1009.8, which was 259.3 higher than the previous day. The implied volatity was 16.32, the open interest changed by 736 which increased total open position to 3190
On 28 Mar BANKNIFTY was trading at 51564.85. The strike last trading price was 760, which was 25.65 higher than the previous day. The implied volatity was 16.09, the open interest changed by 495 which increased total open position to 2454
On 27 Mar BANKNIFTY was trading at 51575.85. The strike last trading price was 705.9, which was -135.55 lower than the previous day. The implied volatity was 15.30, the open interest changed by 216 which increased total open position to 1957
On 26 Mar BANKNIFTY was trading at 51209.00. The strike last trading price was 838.35, which was 89.05 higher than the previous day. The implied volatity was 15.40, the open interest changed by 339 which increased total open position to 1773
On 25 Mar BANKNIFTY was trading at 51607.95. The strike last trading price was 782, which was 41.35 higher than the previous day. The implied volatity was 15.90, the open interest changed by 269 which increased total open position to 1483
On 24 Mar BANKNIFTY was trading at 51704.95. The strike last trading price was 723.85, which was -377.45 lower than the previous day. The implied volatity was 16.40, the open interest changed by 255 which increased total open position to 1223
On 21 Mar BANKNIFTY was trading at 50593.55. The strike last trading price was 1085, which was -269.5 lower than the previous day. The implied volatity was 15.31, the open interest changed by 8 which increased total open position to 965
On 20 Mar BANKNIFTY was trading at 50062.85. The strike last trading price was 1363.75, which was -189.95 lower than the previous day. The implied volatity was 15.40, the open interest changed by 87 which increased total open position to 959
On 19 Mar BANKNIFTY was trading at 49702.60. The strike last trading price was 1540.75, which was -301 lower than the previous day. The implied volatity was 15.86, the open interest changed by 43 which increased total open position to 867
On 18 Mar BANKNIFTY was trading at 49314.50. The strike last trading price was 1785, which was -668.1 lower than the previous day. The implied volatity was 16.46, the open interest changed by 112 which increased total open position to 823
On 17 Mar BANKNIFTY was trading at 48354.15. The strike last trading price was 2436.4, which was -300.6 lower than the previous day. The implied volatity was 16.78, the open interest changed by 164 which increased total open position to 712
On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 2737, which was 16 higher than the previous day. The implied volatity was 17.82, the open interest changed by 8 which increased total open position to 548
On 12 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 2722, which was -187.25 lower than the previous day. The implied volatity was 17.95, the open interest changed by -2 which decreased total open position to 541
On 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 2909.25, which was 279.55 higher than the previous day. The implied volatity was 18.83, the open interest changed by 5 which increased total open position to 543
On 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 2669.15, which was 313.9 higher than the previous day. The implied volatity was 18.29, the open interest changed by 437 which increased total open position to 539
On 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 2364.1, which was -317.65 lower than the previous day. The implied volatity was 16.71, the open interest changed by 102 which increased total open position to 102
On 6 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 2681.75, 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 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 2681.75, 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 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 2681.75, 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 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 2681.75, 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
