BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Apr 2025 11:49 AM IST
| BANKNIFTY 29MAY2025 54100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.77
Vega: 48.84
Theta: -22.44
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 28 Apr | 55302.45 | 1972.95 | 497.05 | 14.40 | 494 | 59 | 960 | |||
| 25 Apr | 54664.05 | 1404.25 | -440.55 | 12.80 | 4,784 | 364 | 905 | |||
| 24 Apr | 55201.40 | 1858.45 | -129.25 | 13.06 | 79 | 32 | 544 | |||
| 23 Apr | 55370.05 | 1990 | -138.1 | 12.75 | 71 | 0 | 513 | |||
| 22 Apr | 55647.20 | 2134.4 | 261.7 | 9.82 | 227 | 12 | 514 | |||
| 21 Apr | 55304.50 | 1887 | 677 | 9.73 | 498 | -103 | 502 | |||
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| 17 Apr | 54290.20 | 1219.7 | 525.8 | 10.69 | 3,008 | 398 | 605 | |||
| 16 Apr | 53117.75 | 702.3 | 246.5 | 11.91 | 415 | -89 | 205 | |||
| 15 Apr | 52379.50 | 472.8 | 147.95 | 12.23 | 445 | -161 | 294 | |||
| 11 Apr | 51002.35 | 325.75 | 41.1 | 15.20 | 415 | -94 | 455 | |||
| 9 Apr | 50240.15 | 261.35 | 1.8 | 16.17 | 170 | -4 | 549 | |||
| 8 Apr | 50511.00 | 251.05 | -45.3 | 14.69 | 108 | -10 | 553 | |||
| 7 Apr | 49860.10 | 304.15 | 7.8 | 0.00 | 0 | 69 | 0 | |||
| 4 Apr | 51502.70 | 304.15 | -37.85 | 11.51 | 290 | 71 | 565 | |||
| 3 Apr | 51597.35 | 342 | 93.1 | 11.72 | 306 | 38 | 495 | |||
| 2 Apr | 51348.05 | 248.9 | 20.85 | 10.82 | 5 | 1 | 457 | |||
| 1 Apr | 50827.50 | 230.75 | -123.7 | 12.16 | 224 | 25 | 456 | |||
| 28 Mar | 51564.85 | 355.7 | -113.95 | 11.15 | 517 | 367 | 431 | |||
| 27 Mar | 51575.85 | 469.65 | 11.45 | 12.41 | 1 | 0 | 63 | |||
| 26 Mar | 51209.00 | 458.2 | 0 | 0.00 | 0 | 43 | 0 | |||
| 25 Mar | 51607.95 | 458.2 | 7.7 | 12.47 | 57 | 43 | 63 | |||
| 24 Mar | 51704.95 | 408.25 | 253.25 | 10.50 | 13 | 0 | 9 | |||
| 21 Mar | 50593.55 | 155 | -363.35 | 10.12 | 15 | 8 | 8 | |||
| 20 Mar | 50062.85 | 518.35 | 0 | 3.00 | 0 | 0 | 0 | |||
| 19 Mar | 49702.60 | 518.35 | 0 | 3.30 | 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 54100 expiring on 29MAY2025
Delta for 54100 CE is 0.77
Historical price for 54100 CE is as follows
On 28 Apr BANKNIFTY was trading at 55302.45. The strike last trading price was 1972.95, which was 497.05 higher than the previous day. The implied volatity was 14.40, the open interest changed by 59 which increased total open position to 960
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 1404.25, which was -440.55 lower than the previous day. The implied volatity was 12.80, the open interest changed by 364 which increased total open position to 905
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 1858.45, which was -129.25 lower than the previous day. The implied volatity was 13.06, the open interest changed by 32 which increased total open position to 544
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 1990, which was -138.1 lower than the previous day. The implied volatity was 12.75, the open interest changed by 0 which decreased total open position to 513
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 2134.4, which was 261.7 higher than the previous day. The implied volatity was 9.82, the open interest changed by 12 which increased total open position to 514
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 1887, which was 677 higher than the previous day. The implied volatity was 9.73, the open interest changed by -103 which decreased total open position to 502
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 1219.7, which was 525.8 higher than the previous day. The implied volatity was 10.69, the open interest changed by 398 which increased total open position to 605
On 16 Apr BANKNIFTY was trading at 53117.75. The strike last trading price was 702.3, which was 246.5 higher than the previous day. The implied volatity was 11.91, the open interest changed by -89 which decreased total open position to 205
On 15 Apr BANKNIFTY was trading at 52379.50. The strike last trading price was 472.8, which was 147.95 higher than the previous day. The implied volatity was 12.23, the open interest changed by -161 which decreased total open position to 294
On 11 Apr BANKNIFTY was trading at 51002.35. The strike last trading price was 325.75, which was 41.1 higher than the previous day. The implied volatity was 15.20, the open interest changed by -94 which decreased total open position to 455
On 9 Apr BANKNIFTY was trading at 50240.15. The strike last trading price was 261.35, which was 1.8 higher than the previous day. The implied volatity was 16.17, the open interest changed by -4 which decreased total open position to 549
On 8 Apr BANKNIFTY was trading at 50511.00. The strike last trading price was 251.05, which was -45.3 lower than the previous day. The implied volatity was 14.69, the open interest changed by -10 which decreased total open position to 553
On 7 Apr BANKNIFTY was trading at 49860.10. The strike last trading price was 304.15, which was 7.8 higher than the previous day. The implied volatity was 0.00, the open interest changed by 69 which increased total open position to 0
On 4 Apr BANKNIFTY was trading at 51502.70. The strike last trading price was 304.15, which was -37.85 lower than the previous day. The implied volatity was 11.51, the open interest changed by 71 which increased total open position to 565
On 3 Apr BANKNIFTY was trading at 51597.35. The strike last trading price was 342, which was 93.1 higher than the previous day. The implied volatity was 11.72, the open interest changed by 38 which increased total open position to 495
On 2 Apr BANKNIFTY was trading at 51348.05. The strike last trading price was 248.9, which was 20.85 higher than the previous day. The implied volatity was 10.82, the open interest changed by 1 which increased total open position to 457
On 1 Apr BANKNIFTY was trading at 50827.50. The strike last trading price was 230.75, which was -123.7 lower than the previous day. The implied volatity was 12.16, the open interest changed by 25 which increased total open position to 456
On 28 Mar BANKNIFTY was trading at 51564.85. The strike last trading price was 355.7, which was -113.95 lower than the previous day. The implied volatity was 11.15, the open interest changed by 367 which increased total open position to 431
On 27 Mar BANKNIFTY was trading at 51575.85. The strike last trading price was 469.65, which was 11.45 higher than the previous day. The implied volatity was 12.41, the open interest changed by 0 which decreased total open position to 63
On 26 Mar BANKNIFTY was trading at 51209.00. The strike last trading price was 458.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 43 which increased total open position to 0
On 25 Mar BANKNIFTY was trading at 51607.95. The strike last trading price was 458.2, which was 7.7 higher than the previous day. The implied volatity was 12.47, the open interest changed by 43 which increased total open position to 63
On 24 Mar BANKNIFTY was trading at 51704.95. The strike last trading price was 408.25, which was 253.25 higher than the previous day. The implied volatity was 10.50, the open interest changed by 0 which decreased total open position to 9
On 21 Mar BANKNIFTY was trading at 50593.55. The strike last trading price was 155, which was -363.35 lower than the previous day. The implied volatity was 10.12, the open interest changed by 8 which increased total open position to 8
On 20 Mar BANKNIFTY was trading at 50062.85. The strike last trading price was 518.35, which was 0 lower than the previous day. The implied volatity was 3.00, 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 518.35, which was 0 lower than the previous day. The implied volatity was 3.30, 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 54100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 54.57
Theta: -12.20
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Apr | 55302.45 | 552.85 | -286.4 | 18.98 | 7,585 | 591 | 2,228 |
| 25 Apr | 54664.05 | 860 | 207.7 | 19.49 | 24,902 | 914 | 1,701 |
| 24 Apr | 55201.40 | 673.15 | 104 | 19.39 | 870 | 187 | 780 |
| 23 Apr | 55370.05 | 570.4 | 56.15 | 18.30 | 577 | 29 | 591 |
| 22 Apr | 55647.20 | 529 | -36.5 | 18.79 | 581 | 166 | 560 |
| 21 Apr | 55304.50 | 561.7 | -479.25 | 17.80 | 1,353 | 34 | 396 |
| 17 Apr | 54290.20 | 840.65 | -4075.4 | 16.24 | 1,210 | 364 | 364 |
| 16 Apr | 53117.75 | 4916.05 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 52379.50 | 4916.05 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 51002.35 | 4916.05 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 50240.15 | 4916.05 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 50511.00 | 4916.05 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 49860.10 | 4916.05 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 51502.70 | 4916.05 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 51597.35 | 4916.05 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 51348.05 | 4916.05 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 50827.50 | 4916.05 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 51564.85 | 4916.05 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 51575.85 | 4916.05 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 51209.00 | 4916.05 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 51607.95 | 4916.05 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 51704.95 | 4916.05 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 50593.55 | 4916.05 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 50062.85 | 4916.05 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 49702.60 | 4916.05 | 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 54100 expiring on 29MAY2025
Delta for 54100 PE is -0.28
Historical price for 54100 PE is as follows
On 28 Apr BANKNIFTY was trading at 55302.45. The strike last trading price was 552.85, which was -286.4 lower than the previous day. The implied volatity was 18.98, the open interest changed by 591 which increased total open position to 2228
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 860, which was 207.7 higher than the previous day. The implied volatity was 19.49, the open interest changed by 914 which increased total open position to 1701
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 673.15, which was 104 higher than the previous day. The implied volatity was 19.39, the open interest changed by 187 which increased total open position to 780
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 570.4, which was 56.15 higher than the previous day. The implied volatity was 18.30, the open interest changed by 29 which increased total open position to 591
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 529, which was -36.5 lower than the previous day. The implied volatity was 18.79, the open interest changed by 166 which increased total open position to 560
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 561.7, which was -479.25 lower than the previous day. The implied volatity was 17.80, the open interest changed by 34 which increased total open position to 396
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 840.65, which was -4075.4 lower than the previous day. The implied volatity was 16.24, the open interest changed by 364 which increased total open position to 364
On 16 Apr BANKNIFTY was trading at 53117.75. The strike last trading price was 4916.05, 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 15 Apr BANKNIFTY was trading at 52379.50. The strike last trading price was 4916.05, 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 Apr BANKNIFTY was trading at 51002.35. The strike last trading price was 4916.05, 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 9 Apr BANKNIFTY was trading at 50240.15. The strike last trading price was 4916.05, 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 8 Apr BANKNIFTY was trading at 50511.00. The strike last trading price was 4916.05, 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 Apr BANKNIFTY was trading at 49860.10. The strike last trading price was 4916.05, 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 Apr BANKNIFTY was trading at 51502.70. The strike last trading price was 4916.05, 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 4916.05, 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 4916.05, 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 4916.05, 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 4916.05, 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 4916.05, 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 4916.05, 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 4916.05, 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 4916.05, 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 4916.05, 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 4916.05, 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 4916.05, 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
