BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Apr 2025 12:13 PM IST
| BANKNIFTY 29MAY2025 53900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 44.50
Theta: -21.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 28 Apr | 55360.30 | 2171.55 | 589.9 | 14.35 | 229 | -5 | 489 | |||
| 25 Apr | 54664.05 | 1543 | -507 | 12.86 | 1,767 | 271 | 474 | |||
| 24 Apr | 55201.40 | 2050 | -80 | 13.86 | 3 | 0 | 203 | |||
| 23 Apr | 55370.05 | 2130 | -167 | 12.38 | 39 | -11 | 199 | |||
| 22 Apr | 55647.20 | 2297 | 262.5 | 9.32 | 30 | -18 | 210 | |||
| 21 Apr | 55304.50 | 2040.05 | 717.35 | 9.26 | 234 | -65 | 231 | |||
| 17 Apr | 54290.20 | 1323.3 | 546.8 | 10.26 | 1,440 | 19 | 298 | |||
| 16 Apr | 53117.75 | 804 | 278.75 | 12.10 | 485 | -85 | 277 | |||
| 15 Apr | 52379.50 | 537.1 | 171.25 | 12.21 | 463 | -285 | 361 | |||
| 11 Apr | 51002.35 | 365.85 | 93.35 | 15.20 | 624 | 1 | 646 | |||
| 9 Apr | 50240.15 | 272.4 | -34.95 | 15.75 | 42 | -33 | 645 | |||
| 8 Apr | 50511.00 | 311.45 | -8.75 | 15.21 | 244 | -131 | 679 | |||
| 7 Apr | 49860.10 | 334.25 | 14.05 | 0.00 | 0 | 35 | 0 | |||
| 4 Apr | 51502.70 | 334.25 | -44.1 | 11.25 | 63 | 34 | 809 | |||
| 3 Apr | 51597.35 | 383.1 | 53.1 | 11.58 | 590 | 339 | 769 | |||
| 2 Apr | 51348.05 | 342.6 | 80.05 | 11.68 | 3 | -1 | 431 | |||
| 1 Apr | 50827.50 | 266.85 | -287.05 | 12.19 | 886 | 434 | 434 | |||
| 28 Mar | 51564.85 | 553.9 | 0 | 1.60 | 0 | 0 | 0 | |||
| 27 Mar | 51575.85 | 553.9 | 0 | 1.58 | 0 | 0 | 0 | |||
| 26 Mar | 51209.00 | 553.9 | 0 | 1.82 | 0 | 0 | 0 | |||
| 25 Mar | 51607.95 | 553.9 | 0 | 1.59 | 0 | 0 | 0 | |||
| 24 Mar | 51704.95 | 553.9 | 0 | 1.27 | 0 | 0 | 0 | |||
| 21 Mar | 50593.55 | 553.9 | 0 | 2.27 | 0 | 0 | 0 | |||
| 20 Mar | 50062.85 | 553.9 | 0 | 2.85 | 0 | 0 | 0 | |||
| 19 Mar | 49702.60 | 553.9 | 0 | 3.08 | 0 | 0 | 0 | |||
| 18 Mar | 49314.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 48354.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 48060.40 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 48056.65 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 47853.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 48216.80 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 48497.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 48627.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 48489.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 48245.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 3 Mar | 48114.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Nifty Bank - strike price 53900 expiring on 29MAY2025
Delta for 53900 CE is 0.81
Historical price for 53900 CE is as follows
On 28 Apr BANKNIFTY was trading at 55360.30. The strike last trading price was 2171.55, which was 589.9 higher than the previous day. The implied volatity was 14.35, the open interest changed by -5 which decreased total open position to 489
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 1543, which was -507 lower than the previous day. The implied volatity was 12.86, the open interest changed by 271 which increased total open position to 474
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 2050, which was -80 lower than the previous day. The implied volatity was 13.86, the open interest changed by 0 which decreased total open position to 203
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 2130, which was -167 lower than the previous day. The implied volatity was 12.38, the open interest changed by -11 which decreased total open position to 199
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 2297, which was 262.5 higher than the previous day. The implied volatity was 9.32, the open interest changed by -18 which decreased total open position to 210
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 2040.05, which was 717.35 higher than the previous day. The implied volatity was 9.26, the open interest changed by -65 which decreased total open position to 231
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 1323.3, which was 546.8 higher than the previous day. The implied volatity was 10.26, the open interest changed by 19 which increased total open position to 298
On 16 Apr BANKNIFTY was trading at 53117.75. The strike last trading price was 804, which was 278.75 higher than the previous day. The implied volatity was 12.10, the open interest changed by -85 which decreased total open position to 277
On 15 Apr BANKNIFTY was trading at 52379.50. The strike last trading price was 537.1, which was 171.25 higher than the previous day. The implied volatity was 12.21, the open interest changed by -285 which decreased total open position to 361
On 11 Apr BANKNIFTY was trading at 51002.35. The strike last trading price was 365.85, which was 93.35 higher than the previous day. The implied volatity was 15.20, the open interest changed by 1 which increased total open position to 646
On 9 Apr BANKNIFTY was trading at 50240.15. The strike last trading price was 272.4, which was -34.95 lower than the previous day. The implied volatity was 15.75, the open interest changed by -33 which decreased total open position to 645
On 8 Apr BANKNIFTY was trading at 50511.00. The strike last trading price was 311.45, which was -8.75 lower than the previous day. The implied volatity was 15.21, the open interest changed by -131 which decreased total open position to 679
On 7 Apr BANKNIFTY was trading at 49860.10. The strike last trading price was 334.25, which was 14.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 35 which increased total open position to 0
On 4 Apr BANKNIFTY was trading at 51502.70. The strike last trading price was 334.25, which was -44.1 lower than the previous day. The implied volatity was 11.25, the open interest changed by 34 which increased total open position to 809
On 3 Apr BANKNIFTY was trading at 51597.35. The strike last trading price was 383.1, which was 53.1 higher than the previous day. The implied volatity was 11.58, the open interest changed by 339 which increased total open position to 769
On 2 Apr BANKNIFTY was trading at 51348.05. The strike last trading price was 342.6, which was 80.05 higher than the previous day. The implied volatity was 11.68, the open interest changed by -1 which decreased total open position to 431
On 1 Apr BANKNIFTY was trading at 50827.50. The strike last trading price was 266.85, which was -287.05 lower than the previous day. The implied volatity was 12.19, the open interest changed by 434 which increased total open position to 434
On 28 Mar BANKNIFTY was trading at 51564.85. The strike last trading price was 553.9, which was 0 lower than the previous day. The implied volatity was 1.60, 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 553.9, which was 0 lower than the previous day. The implied volatity was 1.58, 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 553.9, which was 0 lower than the previous day. The implied volatity was 1.82, 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 553.9, which was 0 lower than the previous day. The implied volatity was 1.59, 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 553.9, which was 0 lower than the previous day. The implied volatity was 1.27, 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 553.9, which was 0 lower than the previous day. The implied volatity was 2.27, 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 553.9, which was 0 lower than the previous day. The implied volatity was 2.85, 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 553.9, which was 0 lower than the previous day. The implied volatity was 3.08, 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 0, 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 0, 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 0, 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 0, 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 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 0, 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 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 0, 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 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 0, 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 6 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 0, 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 5 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 0, 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 4 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 0, 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 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 0, 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
| BANKNIFTY 29MAY2025 53900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 52.03
Theta: -12.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Apr | 55360.30 | 492.2 | -273.8 | 19.22 | 7,175 | 396 | 2,030 |
| 25 Apr | 54664.05 | 786.4 | 183 | 19.53 | 18,620 | 722 | 1,678 |
| 24 Apr | 55201.40 | 625 | 104.6 | 19.64 | 2,734 | 508 | 952 |
| 23 Apr | 55370.05 | 539.15 | 70.95 | 18.76 | 523 | 46 | 453 |
| 22 Apr | 55647.20 | 460.05 | -62.8 | 18.49 | 645 | 68 | 408 |
| 21 Apr | 55304.50 | 511 | -452.15 | 17.90 | 779 | 117 | 341 |
| 17 Apr | 54290.20 | 960 | -471.75 | 19.08 | 905 | 201 | 214 |
| 16 Apr | 53117.75 | 1428 | -2243.25 | 18.49 | 11 | 5 | 9 |
| 15 Apr | 52379.50 | 3671.25 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Apr | 51002.35 | 3671.25 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 50240.15 | 3671.25 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 50511.00 | 3671.25 | 0 | 0.00 | 0 | 4 | 0 |
| 7 Apr | 49860.10 | 3671.25 | -1083.9 | 21.26 | 4 | 1 | 1 |
| 4 Apr | 51502.70 | 4755.15 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 51597.35 | 4755.15 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 51348.05 | 4755.15 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 50827.50 | 4755.15 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 51564.85 | 4755.15 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 51575.85 | 4755.15 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 51209.00 | 4755.15 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 51607.95 | 4755.15 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 51704.95 | 4755.15 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 50593.55 | 4755.15 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 50062.85 | 4755.15 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 49702.60 | 4755.15 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 49314.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 48354.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 48060.40 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 48056.65 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 47853.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 48216.80 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 48497.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 48627.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 48489.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 48245.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 48114.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Nifty Bank - strike price 53900 expiring on 29MAY2025
Delta for 53900 PE is -0.26
Historical price for 53900 PE is as follows
On 28 Apr BANKNIFTY was trading at 55360.30. The strike last trading price was 492.2, which was -273.8 lower than the previous day. The implied volatity was 19.22, the open interest changed by 396 which increased total open position to 2030
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 786.4, which was 183 higher than the previous day. The implied volatity was 19.53, the open interest changed by 722 which increased total open position to 1678
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 625, which was 104.6 higher than the previous day. The implied volatity was 19.64, the open interest changed by 508 which increased total open position to 952
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 539.15, which was 70.95 higher than the previous day. The implied volatity was 18.76, the open interest changed by 46 which increased total open position to 453
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 460.05, which was -62.8 lower than the previous day. The implied volatity was 18.49, the open interest changed by 68 which increased total open position to 408
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 511, which was -452.15 lower than the previous day. The implied volatity was 17.90, the open interest changed by 117 which increased total open position to 341
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 960, which was -471.75 lower than the previous day. The implied volatity was 19.08, the open interest changed by 201 which increased total open position to 214
On 16 Apr BANKNIFTY was trading at 53117.75. The strike last trading price was 1428, which was -2243.25 lower than the previous day. The implied volatity was 18.49, the open interest changed by 5 which increased total open position to 9
On 15 Apr BANKNIFTY was trading at 52379.50. The strike last trading price was 3671.25, 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 11 Apr BANKNIFTY was trading at 51002.35. The strike last trading price was 3671.25, 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 3671.25, 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 8 Apr BANKNIFTY was trading at 50511.00. The strike last trading price was 3671.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 7 Apr BANKNIFTY was trading at 49860.10. The strike last trading price was 3671.25, which was -1083.9 lower than the previous day. The implied volatity was 21.26, the open interest changed by 1 which increased total open position to 1
On 4 Apr BANKNIFTY was trading at 51502.70. The strike last trading price was 4755.15, 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 Apr BANKNIFTY was trading at 51597.35. The strike last trading price was 4755.15, 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 Apr BANKNIFTY was trading at 51348.05. The strike last trading price was 4755.15, 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 Apr BANKNIFTY was trading at 50827.50. The strike last trading price was 4755.15, 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 Mar BANKNIFTY was trading at 51564.85. The strike last trading price was 4755.15, 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 Mar BANKNIFTY was trading at 51575.85. The strike last trading price was 4755.15, 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 Mar BANKNIFTY was trading at 51209.00. The strike last trading price was 4755.15, 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 Mar BANKNIFTY was trading at 51607.95. The strike last trading price was 4755.15, 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 4755.15, 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 Mar BANKNIFTY was trading at 50593.55. The strike last trading price was 4755.15, 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 4755.15, 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 4755.15, 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 0, 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 0, 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 0, 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 0, 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 11 Mar BANKNIFTY was trading at 47853.95. The strike last trading price was 0, 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 10 Mar BANKNIFTY was trading at 48216.80. The strike last trading price was 0, 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 7 Mar BANKNIFTY was trading at 48497.50. The strike last trading price was 0, 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 6 Mar BANKNIFTY was trading at 48627.70. The strike last trading price was 0, 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 5 Mar BANKNIFTY was trading at 48489.95. The strike last trading price was 0, 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 4 Mar BANKNIFTY was trading at 48245.20. The strike last trading price was 0, 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 Mar BANKNIFTY was trading at 48114.30. The strike last trading price was 0, 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
