BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Apr 2025 10:54 AM IST
| BANKNIFTY 29MAY2025 51500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 28 Apr | 55293.40 | 4039.25 | 594.05 | - | 42 | 6 | 3,787 | |||
| 25 Apr | 54664.05 | 3412.7 | -539.65 | - | 138 | -7 | 3,781 | |||
| 24 Apr | 55201.40 | 3980 | -173.5 | - | 492 | 125 | 3,786 | |||
| 23 Apr | 55370.05 | 4120.8 | -250.45 | - | 198 | 94 | 3,662 | |||
| 22 Apr | 55647.20 | 4323.75 | 256.25 | - | 342 | -66 | 3,563 | |||
| 21 Apr | 55304.50 | 4052.05 | 986.8 | - | 1,221 | -195 | 3,629 | |||
| 17 Apr | 54290.20 | 3094 | 867.6 | - | 578 | -208 | 3,824 | |||
| 16 Apr | 53117.75 | 2284.15 | 514.1 | 9.35 | 1,646 | -271 | 4,034 | |||
| 15 Apr | 52379.50 | 1807.65 | 521.5 | 11.50 | 4,420 | -180 | 4,304 | |||
| 11 Apr | 51002.35 | 1280 | 218.45 | 16.22 | 3,709 | 240 | 4,484 | |||
| 9 Apr | 50240.15 | 1081.55 | -53.05 | 17.74 | 2,562 | 37 | 4,273 | |||
| 8 Apr | 50511.00 | 1140 | 163.8 | 16.41 | 2,950 | 53 | 4,226 | |||
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| 7 Apr | 49860.10 | 1009.95 | -303.25 | 17.94 | 5,857 | -50 | 4,182 | |||
| 4 Apr | 51502.70 | 1339.5 | -83.35 | 11.19 | 3,655 | 955 | 4,232 | |||
| 3 Apr | 51597.35 | 1408.6 | 136.9 | 11.37 | 2,627 | 406 | 3,346 | |||
| 2 Apr | 51348.05 | 1304.15 | 210.8 | 11.55 | 1,213 | 289 | 2,947 | |||
| 1 Apr | 50827.50 | 1080 | -353.1 | 12.35 | 2,055 | -40 | 2,662 | |||
| 28 Mar | 51564.85 | 1443.45 | -7.85 | 10.96 | 2,799 | 228 | 2,702 | |||
| 27 Mar | 51575.85 | 1493.2 | 222.05 | 11.43 | 826 | 153 | 2,503 | |||
| 26 Mar | 51209.00 | 1265.4 | -270.95 | 11.18 | 3,018 | 1,768 | 2,374 | |||
| 25 Mar | 51607.95 | 1481 | -110.2 | 11.39 | 322 | -2 | 610 | |||
| 24 Mar | 51704.95 | 1735.9 | 787.5 | 11.89 | 1,067 | 68 | 622 | |||
| 21 Mar | 50593.55 | 964.15 | 241.2 | 10.73 | 378 | 106 | 598 | |||
| 20 Mar | 50062.85 | 720 | 51.45 | 10.95 | 416 | 188 | 492 | |||
| 19 Mar | 49702.60 | 668.75 | 108.2 | 11.47 | 210 | 130 | 306 | |||
| 18 Mar | 49314.50 | 582 | 235.7 | 11.84 | 153 | -1 | 174 | |||
| 17 Mar | 48354.15 | 351 | 28.25 | 12.54 | 68 | 22 | 175 | |||
| 13 Mar | 48060.40 | 311.3 | -29.7 | 12.53 | 74 | 4 | 147 | |||
| 12 Mar | 48056.65 | 347.75 | 13.75 | 12.85 | 49 | 15 | 144 | |||
| 11 Mar | 47853.95 | 333.1 | -72.95 | 13.07 | 58 | 31 | 129 | |||
| 10 Mar | 48216.80 | 400 | -96.35 | 12.95 | 12 | 4 | 98 | |||
| 7 Mar | 48497.50 | 499.6 | -40.4 | 12.99 | 19 | -1 | 94 | |||
| 6 Mar | 48627.70 | 540 | 17.05 | 12.72 | 9 | 0 | 95 | |||
| 5 Mar | 48489.95 | 517.7 | 26.5 | 12.76 | 159 | 79 | 96 | |||
| 4 Mar | 48245.20 | 491.2 | 24.4 | 13.05 | 5 | 2 | 16 | |||
| 3 Mar | 48114.30 | 466.75 | -689.15 | 13.09 | 14 | 11 | 11 | |||
For Nifty Bank - strike price 51500 expiring on 29MAY2025
Delta for 51500 CE is -
Historical price for 51500 CE is as follows
On 28 Apr BANKNIFTY was trading at 55293.40. The strike last trading price was 4039.25, which was 594.05 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 3787
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 3412.7, which was -539.65 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 3781
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 3980, which was -173.5 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 3786
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 4120.8, which was -250.45 lower than the previous day. The implied volatity was -, the open interest changed by 94 which increased total open position to 3662
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 4323.75, which was 256.25 higher than the previous day. The implied volatity was -, the open interest changed by -66 which decreased total open position to 3563
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 4052.05, which was 986.8 higher than the previous day. The implied volatity was -, the open interest changed by -195 which decreased total open position to 3629
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 3094, which was 867.6 higher than the previous day. The implied volatity was -, the open interest changed by -208 which decreased total open position to 3824
On 16 Apr BANKNIFTY was trading at 53117.75. The strike last trading price was 2284.15, which was 514.1 higher than the previous day. The implied volatity was 9.35, the open interest changed by -271 which decreased total open position to 4034
On 15 Apr BANKNIFTY was trading at 52379.50. The strike last trading price was 1807.65, which was 521.5 higher than the previous day. The implied volatity was 11.50, the open interest changed by -180 which decreased total open position to 4304
On 11 Apr BANKNIFTY was trading at 51002.35. The strike last trading price was 1280, which was 218.45 higher than the previous day. The implied volatity was 16.22, the open interest changed by 240 which increased total open position to 4484
On 9 Apr BANKNIFTY was trading at 50240.15. The strike last trading price was 1081.55, which was -53.05 lower than the previous day. The implied volatity was 17.74, the open interest changed by 37 which increased total open position to 4273
On 8 Apr BANKNIFTY was trading at 50511.00. The strike last trading price was 1140, which was 163.8 higher than the previous day. The implied volatity was 16.41, the open interest changed by 53 which increased total open position to 4226
On 7 Apr BANKNIFTY was trading at 49860.10. The strike last trading price was 1009.95, which was -303.25 lower than the previous day. The implied volatity was 17.94, the open interest changed by -50 which decreased total open position to 4182
On 4 Apr BANKNIFTY was trading at 51502.70. The strike last trading price was 1339.5, which was -83.35 lower than the previous day. The implied volatity was 11.19, the open interest changed by 955 which increased total open position to 4232
On 3 Apr BANKNIFTY was trading at 51597.35. The strike last trading price was 1408.6, which was 136.9 higher than the previous day. The implied volatity was 11.37, the open interest changed by 406 which increased total open position to 3346
On 2 Apr BANKNIFTY was trading at 51348.05. The strike last trading price was 1304.15, which was 210.8 higher than the previous day. The implied volatity was 11.55, the open interest changed by 289 which increased total open position to 2947
On 1 Apr BANKNIFTY was trading at 50827.50. The strike last trading price was 1080, which was -353.1 lower than the previous day. The implied volatity was 12.35, the open interest changed by -40 which decreased total open position to 2662
On 28 Mar BANKNIFTY was trading at 51564.85. The strike last trading price was 1443.45, which was -7.85 lower than the previous day. The implied volatity was 10.96, the open interest changed by 228 which increased total open position to 2702
On 27 Mar BANKNIFTY was trading at 51575.85. The strike last trading price was 1493.2, which was 222.05 higher than the previous day. The implied volatity was 11.43, the open interest changed by 153 which increased total open position to 2503
On 26 Mar BANKNIFTY was trading at 51209.00. The strike last trading price was 1265.4, which was -270.95 lower than the previous day. The implied volatity was 11.18, the open interest changed by 1768 which increased total open position to 2374
On 25 Mar BANKNIFTY was trading at 51607.95. The strike last trading price was 1481, which was -110.2 lower than the previous day. The implied volatity was 11.39, the open interest changed by -2 which decreased total open position to 610
On 24 Mar BANKNIFTY was trading at 51704.95. The strike last trading price was 1735.9, which was 787.5 higher than the previous day. The implied volatity was 11.89, the open interest changed by 68 which increased total open position to 622
On 21 Mar BANKNIFTY was trading at 50593.55. The strike last trading price was 964.15, which was 241.2 higher than the previous day. The implied volatity was 10.73, the open interest changed by 106 which increased total open position to 598
On 20 Mar BANKNIFTY was trading at 50062.85. The strike last trading price was 720, which was 51.45 higher than the previous day. The implied volatity was 10.95, the open interest changed by 188 which increased total open position to 492
On 19 Mar BANKNIFTY was trading at 49702.60. The strike last trading price was 668.75, which was 108.2 higher than the previous day. The implied volatity was 11.47, the open interest changed by 130 which increased total open position to 306
On 18 Mar BANKNIFTY was trading at 49314.50. The strike last trading price was 582, which was 235.7 higher than the previous day. The implied volatity was 11.84, the open interest changed by -1 which decreased total open position to 174
On 17 Mar BANKNIFTY was trading at 48354.15. The strike last trading price was 351, which was 28.25 higher than the previous day. The implied volatity was 12.54, the open interest changed by 22 which increased total open position to 175
On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 311.3, which was -29.7 lower than the previous day. The implied volatity was 12.53, the open interest changed by 4 which increased total open position to 147
On 12 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 347.75, which was 13.75 higher than the previous day. The implied volatity was 12.85, the open interest changed by 15 which increased total open position to 144
On 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 333.1, which was -72.95 lower than the previous day. The implied volatity was 13.07, the open interest changed by 31 which increased total open position to 129
On 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 400, which was -96.35 lower than the previous day. The implied volatity was 12.95, the open interest changed by 4 which increased total open position to 98
On 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 499.6, which was -40.4 lower than the previous day. The implied volatity was 12.99, the open interest changed by -1 which decreased total open position to 94
On 6 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 540, which was 17.05 higher than the previous day. The implied volatity was 12.72, the open interest changed by 0 which decreased total open position to 95
On 5 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 517.7, which was 26.5 higher than the previous day. The implied volatity was 12.76, the open interest changed by 79 which increased total open position to 96
On 4 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 491.2, which was 24.4 higher than the previous day. The implied volatity was 13.05, the open interest changed by 2 which increased total open position to 16
On 3 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 466.75, which was -689.15 lower than the previous day. The implied volatity was 13.09, the open interest changed by 11 which increased total open position to 11
| BANKNIFTY 29MAY2025 51500 PE | |||||||
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Delta: -0.10
Vega: 28.08
Theta: -8.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Apr | 55293.40 | 167.25 | -93.2 | 21.64 | 18,083 | 1,419 | 9,913 |
| 25 Apr | 54664.05 | 266 | 64.95 | 21.21 | 43,292 | 1,508 | 8,507 |
| 24 Apr | 55201.40 | 204.05 | 32.15 | 21.27 | 8,059 | 1,066 | 7,007 |
| 23 Apr | 55370.05 | 177.6 | 15.75 | 20.74 | 5,481 | 841 | 5,907 |
| 22 Apr | 55647.20 | 166.15 | -16.95 | 21.08 | 4,279 | 372 | 4,969 |
| 21 Apr | 55304.50 | 180 | -170.9 | 20.35 | 10,882 | -356 | 4,610 |
| 17 Apr | 54290.20 | 350.2 | -186.45 | 20.34 | 11,583 | -811 | 4,931 |
| 16 Apr | 53117.75 | 515 | -238.7 | 18.83 | 6,002 | 1,839 | 5,650 |
| 15 Apr | 52379.50 | 734.55 | -728.25 | 19.13 | 5,480 | 445 | 3,809 |
| 11 Apr | 51002.35 | 1450.45 | -421.1 | 20.82 | 2,683 | -280 | 3,364 |
| 9 Apr | 50240.15 | 1877 | 233.05 | 21.52 | 608 | -17 | 3,651 |
| 8 Apr | 50511.00 | 1601 | -532.65 | 19.80 | 2,187 | -158 | 3,679 |
| 7 Apr | 49860.10 | 2070.3 | 1061.5 | 21.84 | 4,849 | -958 | 3,842 |
| 4 Apr | 51502.70 | 991.15 | 47.8 | 17.07 | 5,100 | 1,029 | 4,824 |
| 3 Apr | 51597.35 | 945 | -102.7 | 16.70 | 3,263 | 593 | 3,803 |
| 2 Apr | 51348.05 | 1026.05 | -207.85 | 16.60 | 879 | 301 | 3,204 |
| 1 Apr | 50827.50 | 1235 | 296.2 | 16.28 | 2,720 | -265 | 3,119 |
| 28 Mar | 51564.85 | 937.85 | 20.3 | 15.99 | 3,289 | 751 | 3,384 |
| 27 Mar | 51575.85 | 910.15 | -129.5 | 15.56 | 1,630 | 263 | 2,633 |
| 26 Mar | 51209.00 | 1027.25 | 92.15 | 15.23 | 3,536 | 1,846 | 2,468 |
| 25 Mar | 51607.95 | 961.15 | 51.1 | 15.79 | 636 | 141 | 592 |
| 24 Mar | 51704.95 | 890.9 | -425.7 | 16.22 | 1,400 | 400 | 456 |
| 21 Mar | 50593.55 | 1296.25 | -303.75 | 15.04 | 122 | 36 | 57 |
| 20 Mar | 50062.85 | 1600 | -168.05 | 15.03 | 7 | -1 | 20 |
| 19 Mar | 49702.60 | 1768.05 | -391.8 | 15.22 | 26 | 17 | 20 |
| 18 Mar | 49314.50 | 2159.85 | -690.15 | 17.37 | 3 | 1 | 2 |
| 17 Mar | 48354.15 | 2850 | -149.65 | 17.66 | 1 | 0 | 0 |
| 13 Mar | 48060.40 | 2999.65 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 48056.65 | 2999.65 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 47853.95 | 2999.65 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 48216.80 | 2999.65 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 48497.50 | 2999.65 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 48627.70 | 2999.65 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 48489.95 | 2999.65 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 48245.20 | 2999.65 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 48114.30 | 2999.65 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 51500 expiring on 29MAY2025
Delta for 51500 PE is -0.10
Historical price for 51500 PE is as follows
On 28 Apr BANKNIFTY was trading at 55293.40. The strike last trading price was 167.25, which was -93.2 lower than the previous day. The implied volatity was 21.64, the open interest changed by 1419 which increased total open position to 9913
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 266, which was 64.95 higher than the previous day. The implied volatity was 21.21, the open interest changed by 1508 which increased total open position to 8507
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 204.05, which was 32.15 higher than the previous day. The implied volatity was 21.27, the open interest changed by 1066 which increased total open position to 7007
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 177.6, which was 15.75 higher than the previous day. The implied volatity was 20.74, the open interest changed by 841 which increased total open position to 5907
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 166.15, which was -16.95 lower than the previous day. The implied volatity was 21.08, the open interest changed by 372 which increased total open position to 4969
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 180, which was -170.9 lower than the previous day. The implied volatity was 20.35, the open interest changed by -356 which decreased total open position to 4610
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 350.2, which was -186.45 lower than the previous day. The implied volatity was 20.34, the open interest changed by -811 which decreased total open position to 4931
On 16 Apr BANKNIFTY was trading at 53117.75. The strike last trading price was 515, which was -238.7 lower than the previous day. The implied volatity was 18.83, the open interest changed by 1839 which increased total open position to 5650
On 15 Apr BANKNIFTY was trading at 52379.50. The strike last trading price was 734.55, which was -728.25 lower than the previous day. The implied volatity was 19.13, the open interest changed by 445 which increased total open position to 3809
On 11 Apr BANKNIFTY was trading at 51002.35. The strike last trading price was 1450.45, which was -421.1 lower than the previous day. The implied volatity was 20.82, the open interest changed by -280 which decreased total open position to 3364
On 9 Apr BANKNIFTY was trading at 50240.15. The strike last trading price was 1877, which was 233.05 higher than the previous day. The implied volatity was 21.52, the open interest changed by -17 which decreased total open position to 3651
On 8 Apr BANKNIFTY was trading at 50511.00. The strike last trading price was 1601, which was -532.65 lower than the previous day. The implied volatity was 19.80, the open interest changed by -158 which decreased total open position to 3679
On 7 Apr BANKNIFTY was trading at 49860.10. The strike last trading price was 2070.3, which was 1061.5 higher than the previous day. The implied volatity was 21.84, the open interest changed by -958 which decreased total open position to 3842
On 4 Apr BANKNIFTY was trading at 51502.70. The strike last trading price was 991.15, which was 47.8 higher than the previous day. The implied volatity was 17.07, the open interest changed by 1029 which increased total open position to 4824
On 3 Apr BANKNIFTY was trading at 51597.35. The strike last trading price was 945, which was -102.7 lower than the previous day. The implied volatity was 16.70, the open interest changed by 593 which increased total open position to 3803
On 2 Apr BANKNIFTY was trading at 51348.05. The strike last trading price was 1026.05, which was -207.85 lower than the previous day. The implied volatity was 16.60, the open interest changed by 301 which increased total open position to 3204
On 1 Apr BANKNIFTY was trading at 50827.50. The strike last trading price was 1235, which was 296.2 higher than the previous day. The implied volatity was 16.28, the open interest changed by -265 which decreased total open position to 3119
On 28 Mar BANKNIFTY was trading at 51564.85. The strike last trading price was 937.85, which was 20.3 higher than the previous day. The implied volatity was 15.99, the open interest changed by 751 which increased total open position to 3384
On 27 Mar BANKNIFTY was trading at 51575.85. The strike last trading price was 910.15, which was -129.5 lower than the previous day. The implied volatity was 15.56, the open interest changed by 263 which increased total open position to 2633
On 26 Mar BANKNIFTY was trading at 51209.00. The strike last trading price was 1027.25, which was 92.15 higher than the previous day. The implied volatity was 15.23, the open interest changed by 1846 which increased total open position to 2468
On 25 Mar BANKNIFTY was trading at 51607.95. The strike last trading price was 961.15, which was 51.1 higher than the previous day. The implied volatity was 15.79, the open interest changed by 141 which increased total open position to 592
On 24 Mar BANKNIFTY was trading at 51704.95. The strike last trading price was 890.9, which was -425.7 lower than the previous day. The implied volatity was 16.22, the open interest changed by 400 which increased total open position to 456
On 21 Mar BANKNIFTY was trading at 50593.55. The strike last trading price was 1296.25, which was -303.75 lower than the previous day. The implied volatity was 15.04, the open interest changed by 36 which increased total open position to 57
On 20 Mar BANKNIFTY was trading at 50062.85. The strike last trading price was 1600, which was -168.05 lower than the previous day. The implied volatity was 15.03, the open interest changed by -1 which decreased total open position to 20
On 19 Mar BANKNIFTY was trading at 49702.60. The strike last trading price was 1768.05, which was -391.8 lower than the previous day. The implied volatity was 15.22, the open interest changed by 17 which increased total open position to 20
On 18 Mar BANKNIFTY was trading at 49314.50. The strike last trading price was 2159.85, which was -690.15 lower than the previous day. The implied volatity was 17.37, the open interest changed by 1 which increased total open position to 2
On 17 Mar BANKNIFTY was trading at 48354.15. The strike last trading price was 2850, which was -149.65 lower than the previous day. The implied volatity was 17.66, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 2999.65, 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 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 2999.65, 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 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 2999.65, 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 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 2999.65, 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 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 2999.65, 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 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 2999.65, 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 2999.65, 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 2999.65, 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 2999.65, 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
