BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Apr 2025 11:38 AM IST
| BANKNIFTY 29MAY2025 52700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.95
Vega: 16.66
Theta: -16.67
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 28 Apr | 55242.35 | 3027.3 | 540.15 | 11.69 | 35 | 29 | 283 | |||
| 25 Apr | 54664.05 | 2415.65 | -488.05 | 10.59 | 181 | 144 | 254 | |||
| 24 Apr | 55201.40 | 2903.7 | -179.35 | - | 8 | 0 | 110 | |||
| 23 Apr | 55370.05 | 3083.05 | -296.55 | - | 45 | -3 | 110 | |||
| 22 Apr | 55647.20 | 3379.6 | 350.8 | - | 59 | -12 | 111 | |||
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| 21 Apr | 55304.50 | 3028.8 | 905.25 | - | 127 | -80 | 124 | |||
| 17 Apr | 54290.20 | 2147.15 | 719.2 | - | 194 | -83 | 205 | |||
| 16 Apr | 53117.75 | 1455 | 428.1 | 11.73 | 1,037 | 117 | 292 | |||
| 15 Apr | 52379.50 | 1073.85 | 334.6 | 12.27 | 540 | -32 | 177 | |||
| 11 Apr | 51002.35 | 743.9 | 159.5 | 15.88 | 339 | 52 | 209 | |||
| 9 Apr | 50240.15 | 576 | -29.6 | 16.50 | 13 | -3 | 157 | |||
| 8 Apr | 50511.00 | 617.95 | 110.8 | 15.50 | 387 | -48 | 161 | |||
| 7 Apr | 49860.10 | 523.5 | -204 | 16.63 | 450 | -262 | 211 | |||
| 4 Apr | 51502.70 | 727.5 | -65.25 | 11.39 | 43 | 2 | 474 | |||
| 3 Apr | 51597.35 | 807 | 119.85 | 11.82 | 232 | 41 | 473 | |||
| 2 Apr | 51348.05 | 713.75 | 144.2 | 11.65 | 138 | 7 | 430 | |||
| 1 Apr | 50827.50 | 576.7 | -229.25 | 12.31 | 528 | 340 | 428 | |||
| 28 Mar | 51564.85 | 812.05 | 3.35 | 11.09 | 120 | 58 | 88 | |||
| 27 Mar | 51575.85 | 803.25 | 103.15 | 10.85 | 30 | 8 | 23 | |||
| 26 Mar | 51209.00 | 700.1 | -223.9 | 11.31 | 8 | 7 | 16 | |||
| 25 Mar | 51607.95 | 924 | 3 | 12.28 | 5 | 2 | 9 | |||
| 24 Mar | 51704.95 | 921 | 756.3 | 10.41 | 1 | 0 | 6 | |||
| 21 Mar | 50593.55 | 164.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 50062.85 | 164.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 49702.60 | 164.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 49314.50 | 164.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 48354.15 | 164.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 48060.40 | 164.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 48056.65 | 164.7 | 0 | 0.00 | 0 | 6 | 0 | |||
| 11 Mar | 47853.95 | 164.7 | -648 | 13.12 | 6 | 0 | 0 | |||
| 10 Mar | 48216.80 | 812.7 | 0 | 3.22 | 0 | 0 | 0 | |||
| 7 Mar | 48497.50 | 812.7 | 0 | 2.87 | 0 | 0 | 0 | |||
| 6 Mar | 48627.70 | 812.7 | 0 | 2.67 | 0 | 0 | 0 | |||
| 5 Mar | 48489.95 | 812.7 | 0 | 2.75 | 0 | 0 | 0 | |||
| 4 Mar | 48245.20 | 812.7 | 0 | 2.93 | 0 | 0 | 0 | |||
| 3 Mar | 48114.30 | 812.7 | 0 | 3.04 | 0 | 0 | 0 | |||
For Nifty Bank - strike price 52700 expiring on 29MAY2025
Delta for 52700 CE is 0.95
Historical price for 52700 CE is as follows
On 28 Apr BANKNIFTY was trading at 55242.35. The strike last trading price was 3027.3, which was 540.15 higher than the previous day. The implied volatity was 11.69, the open interest changed by 29 which increased total open position to 283
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 2415.65, which was -488.05 lower than the previous day. The implied volatity was 10.59, the open interest changed by 144 which increased total open position to 254
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 2903.7, which was -179.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 110
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 3083.05, which was -296.55 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 110
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 3379.6, which was 350.8 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 111
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 3028.8, which was 905.25 higher than the previous day. The implied volatity was -, the open interest changed by -80 which decreased total open position to 124
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 2147.15, which was 719.2 higher than the previous day. The implied volatity was -, the open interest changed by -83 which decreased total open position to 205
On 16 Apr BANKNIFTY was trading at 53117.75. The strike last trading price was 1455, which was 428.1 higher than the previous day. The implied volatity was 11.73, the open interest changed by 117 which increased total open position to 292
On 15 Apr BANKNIFTY was trading at 52379.50. The strike last trading price was 1073.85, which was 334.6 higher than the previous day. The implied volatity was 12.27, the open interest changed by -32 which decreased total open position to 177
On 11 Apr BANKNIFTY was trading at 51002.35. The strike last trading price was 743.9, which was 159.5 higher than the previous day. The implied volatity was 15.88, the open interest changed by 52 which increased total open position to 209
On 9 Apr BANKNIFTY was trading at 50240.15. The strike last trading price was 576, which was -29.6 lower than the previous day. The implied volatity was 16.50, the open interest changed by -3 which decreased total open position to 157
On 8 Apr BANKNIFTY was trading at 50511.00. The strike last trading price was 617.95, which was 110.8 higher than the previous day. The implied volatity was 15.50, the open interest changed by -48 which decreased total open position to 161
On 7 Apr BANKNIFTY was trading at 49860.10. The strike last trading price was 523.5, which was -204 lower than the previous day. The implied volatity was 16.63, the open interest changed by -262 which decreased total open position to 211
On 4 Apr BANKNIFTY was trading at 51502.70. The strike last trading price was 727.5, which was -65.25 lower than the previous day. The implied volatity was 11.39, the open interest changed by 2 which increased total open position to 474
On 3 Apr BANKNIFTY was trading at 51597.35. The strike last trading price was 807, which was 119.85 higher than the previous day. The implied volatity was 11.82, the open interest changed by 41 which increased total open position to 473
On 2 Apr BANKNIFTY was trading at 51348.05. The strike last trading price was 713.75, which was 144.2 higher than the previous day. The implied volatity was 11.65, the open interest changed by 7 which increased total open position to 430
On 1 Apr BANKNIFTY was trading at 50827.50. The strike last trading price was 576.7, which was -229.25 lower than the previous day. The implied volatity was 12.31, the open interest changed by 340 which increased total open position to 428
On 28 Mar BANKNIFTY was trading at 51564.85. The strike last trading price was 812.05, which was 3.35 higher than the previous day. The implied volatity was 11.09, the open interest changed by 58 which increased total open position to 88
On 27 Mar BANKNIFTY was trading at 51575.85. The strike last trading price was 803.25, which was 103.15 higher than the previous day. The implied volatity was 10.85, the open interest changed by 8 which increased total open position to 23
On 26 Mar BANKNIFTY was trading at 51209.00. The strike last trading price was 700.1, which was -223.9 lower than the previous day. The implied volatity was 11.31, the open interest changed by 7 which increased total open position to 16
On 25 Mar BANKNIFTY was trading at 51607.95. The strike last trading price was 924, which was 3 higher than the previous day. The implied volatity was 12.28, the open interest changed by 2 which increased total open position to 9
On 24 Mar BANKNIFTY was trading at 51704.95. The strike last trading price was 921, which was 756.3 higher than the previous day. The implied volatity was 10.41, the open interest changed by 0 which decreased total open position to 6
On 21 Mar BANKNIFTY was trading at 50593.55. The strike last trading price was 164.7, 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 20 Mar BANKNIFTY was trading at 50062.85. The strike last trading price was 164.7, 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 19 Mar BANKNIFTY was trading at 49702.60. The strike last trading price was 164.7, 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 18 Mar BANKNIFTY was trading at 49314.50. The strike last trading price was 164.7, 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 17 Mar BANKNIFTY was trading at 48354.15. The strike last trading price was 164.7, 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 13 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 164.7, 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 12 Mar BANKNIFTY was trading at 48056.65. The strike last trading price was 164.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 164.7, which was -648 lower than the previous day. The implied volatity was 13.12, 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 812.7, which was 0 lower than the previous day. The implied volatity was 3.22, 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 812.7, which was 0 lower than the previous day. The implied volatity was 2.87, 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 812.7, which was 0 lower than the previous day. The implied volatity was 2.67, 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 812.7, which was 0 lower than the previous day. The implied volatity was 2.75, 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 812.7, which was 0 lower than the previous day. The implied volatity was 2.93, 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 812.7, which was 0 lower than the previous day. The implied volatity was 3.04, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 29MAY2025 52700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 40.07
Theta: -10.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Apr | 55242.35 | 292.45 | -159.1 | 20.15 | 6,213 | 321 | 1,539 |
| 25 Apr | 54664.05 | 465.6 | 121 | 20.29 | 15,428 | 654 | 1,229 |
| 24 Apr | 55201.40 | 366.35 | 71.45 | 20.42 | 628 | 120 | 571 |
| 23 Apr | 55370.05 | 293.15 | 23.85 | 19.25 | 188 | -13 | 451 |
| 22 Apr | 55647.20 | 271.5 | -22.35 | 19.63 | 281 | -34 | 463 |
| 21 Apr | 55304.50 | 291.45 | -280.75 | 18.81 | 606 | 56 | 496 |
| 17 Apr | 54290.20 | 563.05 | -339.2 | 19.20 | 852 | 52 | 440 |
| 16 Apr | 53117.75 | 883.95 | -328.15 | 18.54 | 1,173 | 302 | 391 |
| 15 Apr | 52379.50 | 1191.6 | -1360.7 | 18.78 | 187 | 88 | 88 |
| 11 Apr | 51002.35 | 2552.3 | 0 | 0.00 | 0 | 1 | 0 |
| 9 Apr | 50240.15 | 2552.3 | 271.7 | 20.63 | 2 | 1 | 79 |
| 8 Apr | 50511.00 | 2280.6 | -1092.05 | 19.42 | 70 | -24 | 78 |
| 7 Apr | 49860.10 | 3372.65 | 1968.65 | 29.50 | 2 | -1 | 103 |
| 4 Apr | 51502.70 | 1404 | -90.3 | 14.99 | 19 | 15 | 103 |
| 3 Apr | 51597.35 | 1487.95 | 10.4 | 16.40 | 63 | 35 | 81 |
| 2 Apr | 51348.05 | 1489.2 | 11.65 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 50827.50 | 1489.2 | 11.65 | 0.00 | 0 | 27 | 0 |
| 28 Mar | 51564.85 | 1489.2 | 85.8 | 15.87 | 32 | 27 | 45 |
| 27 Mar | 51575.85 | 1403.4 | -21.6 | 15.25 | 3 | 1 | 18 |
| 26 Mar | 51209.00 | 1425 | -2410.2 | 12.75 | 17 | 4 | 4 |
| 25 Mar | 51607.95 | 3835.2 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 51704.95 | 3835.2 | 0 | 0.01 | 0 | 0 | 0 |
| 21 Mar | 50593.55 | 3835.2 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 50062.85 | 3835.2 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 49702.60 | 3835.2 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 49314.50 | 3835.2 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 48354.15 | 3835.2 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 48060.40 | 3835.2 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 48056.65 | 3835.2 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 47853.95 | 3835.2 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 48216.80 | 3835.2 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 48497.50 | 3835.2 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 48627.70 | 3835.2 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 48489.95 | 3835.2 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 48245.20 | 3835.2 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 48114.30 | 3835.2 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 52700 expiring on 29MAY2025
Delta for 52700 PE is -0.17
Historical price for 52700 PE is as follows
On 28 Apr BANKNIFTY was trading at 55242.35. The strike last trading price was 292.45, which was -159.1 lower than the previous day. The implied volatity was 20.15, the open interest changed by 321 which increased total open position to 1539
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 465.6, which was 121 higher than the previous day. The implied volatity was 20.29, the open interest changed by 654 which increased total open position to 1229
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 366.35, which was 71.45 higher than the previous day. The implied volatity was 20.42, the open interest changed by 120 which increased total open position to 571
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 293.15, which was 23.85 higher than the previous day. The implied volatity was 19.25, the open interest changed by -13 which decreased total open position to 451
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 271.5, which was -22.35 lower than the previous day. The implied volatity was 19.63, the open interest changed by -34 which decreased total open position to 463
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 291.45, which was -280.75 lower than the previous day. The implied volatity was 18.81, the open interest changed by 56 which increased total open position to 496
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 563.05, which was -339.2 lower than the previous day. The implied volatity was 19.20, the open interest changed by 52 which increased total open position to 440
On 16 Apr BANKNIFTY was trading at 53117.75. The strike last trading price was 883.95, which was -328.15 lower than the previous day. The implied volatity was 18.54, the open interest changed by 302 which increased total open position to 391
On 15 Apr BANKNIFTY was trading at 52379.50. The strike last trading price was 1191.6, which was -1360.7 lower than the previous day. The implied volatity was 18.78, the open interest changed by 88 which increased total open position to 88
On 11 Apr BANKNIFTY was trading at 51002.35. The strike last trading price was 2552.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 9 Apr BANKNIFTY was trading at 50240.15. The strike last trading price was 2552.3, which was 271.7 higher than the previous day. The implied volatity was 20.63, the open interest changed by 1 which increased total open position to 79
On 8 Apr BANKNIFTY was trading at 50511.00. The strike last trading price was 2280.6, which was -1092.05 lower than the previous day. The implied volatity was 19.42, the open interest changed by -24 which decreased total open position to 78
On 7 Apr BANKNIFTY was trading at 49860.10. The strike last trading price was 3372.65, which was 1968.65 higher than the previous day. The implied volatity was 29.50, the open interest changed by -1 which decreased total open position to 103
On 4 Apr BANKNIFTY was trading at 51502.70. The strike last trading price was 1404, which was -90.3 lower than the previous day. The implied volatity was 14.99, the open interest changed by 15 which increased total open position to 103
On 3 Apr BANKNIFTY was trading at 51597.35. The strike last trading price was 1487.95, which was 10.4 higher than the previous day. The implied volatity was 16.40, the open interest changed by 35 which increased total open position to 81
On 2 Apr BANKNIFTY was trading at 51348.05. The strike last trading price was 1489.2, which was 11.65 higher 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 1489.2, which was 11.65 higher than the previous day. The implied volatity was 0.00, the open interest changed by 27 which increased total open position to 0
On 28 Mar BANKNIFTY was trading at 51564.85. The strike last trading price was 1489.2, which was 85.8 higher than the previous day. The implied volatity was 15.87, the open interest changed by 27 which increased total open position to 45
On 27 Mar BANKNIFTY was trading at 51575.85. The strike last trading price was 1403.4, which was -21.6 lower than the previous day. The implied volatity was 15.25, the open interest changed by 1 which increased total open position to 18
On 26 Mar BANKNIFTY was trading at 51209.00. The strike last trading price was 1425, which was -2410.2 lower than the previous day. The implied volatity was 12.75, the open interest changed by 4 which increased total open position to 4
On 25 Mar BANKNIFTY was trading at 51607.95. The strike last trading price was 3835.2, 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 Mar BANKNIFTY was trading at 51704.95. The strike last trading price was 3835.2, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
On 21 Mar BANKNIFTY was trading at 50593.55. The strike last trading price was 3835.2, 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 Mar BANKNIFTY was trading at 50062.85. The strike last trading price was 3835.2, 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 Mar BANKNIFTY was trading at 49702.60. The strike last trading price was 3835.2, 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 Mar BANKNIFTY was trading at 49314.50. The strike last trading price was 3835.2, 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 Mar BANKNIFTY was trading at 48354.15. The strike last trading price was 3835.2, 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 Mar BANKNIFTY was trading at 48060.40. The strike last trading price was 3835.2, 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 3835.2, 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 3835.2, 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 3835.2, 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 3835.2, 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 3835.2, 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 3835.2, 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 3835.2, 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 3835.2, 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
