Historical option data for BANKNIFTY
20 May 2026 04:10 PM IST
| BANKNIFTY 26-May-2026 (5d) 55000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 0.19
Theta: -32.49
Gamma: 0.00018
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 53562.20 | 141.95 | -2.1 (-1.46%) | 20.67 | 1,61,357 | -169 | 29,651 | |||||||||
| 19 May | 53409.15 | 143 | -123.05 (-46.25%) | 20.69 | 87,957 | 1,704 | 30,032 | |||||||||
| 18 May | 53537.00 | 273.35 | -85.65 (-23.86%) | 24.24 | 1,25,430 | 5,663 | 28,680 | |||||||||
| 15 May | 53710.35 | 369 | -115.4 (-23.82%) | 21.85 | 1,07,021 | 2,460 | 23,037 | |||||||||
| 14 May | 54128.95 | 528.35 | 141.3 (36.51%) | 21.48 | 1,28,027 | -2,263 | 20,860 | |||||||||
| 13 May | 53456.15 | 380.95 | -60.8 (-13.76%) | 0 | 91,817 | 138 | 23,091 | |||||||||
| 12 May | 53555.20 | 470.3 | -295.4 (-38.58%) | 0 | 80,174 | 3,503 | 22,958 | |||||||||
| 11 May | 54439.90 | 756.9 | -470.75 (-38.35%) | 0 | 1,14,652 | 6,381 | 19,769 | |||||||||
| 8 May | 55310.55 | 1199 | -544.85 (-31.24%) | 19.13 | 20,914 | 256 | 13,415 | |||||||||
| 7 May | 56047.40 | 1752.15 | -35.7 (-2.00%) | 19.73 | 13,241 | -4,237 | 13,180 | |||||||||
| 6 May | 55981.05 | 1853 | 904.55 (95.37%) | 22.03 | 1,11,757 | 99 | 17,944 | |||||||||
| 5 May | 54547.05 | 934.9 | -247.65 (-20.94%) | 20.21 | 86,604 | 549 | 18,118 | |||||||||
| 4 May | 54878.50 | 1160 | -103.4 (-8.18%) | 20.65 | 69,772 | 12,027 | 17,613 | |||||||||
| 30 Apr | 54863.35 | 1317.05 | -201.8 (-13.29%) | 20.46 | 92,045 | 9,502 | 15,088 | |||||||||
| 29 Apr | 55403.60 | 1471.25 | -165.85 (-10.13%) | 19.18 | 12,154 | 740 | 5,604 | |||||||||
| 28 Apr | 55400.35 | 1675 | -623.25 (-27.12%) | 21.68 | 6,109 | 894 | 4,849 | |||||||||
| 27 Apr | 56264.30 | 2290 | 36.6 (1.62%) | 22.08 | 2,369 | 471 | 3,963 | |||||||||
| 24 Apr | 56089.75 | 2250.35 | -137.8 (-5.77%) | 22.49 | 1,229 | -92 | 3,490 | |||||||||
| 23 Apr | 56305.00 | 2415 | -641.7 (-20.99%) | 22.41 | 1,202 | -232 | 3,576 | |||||||||
| 22 Apr | 57124.45 | 3041.25 | -147.8 (-4.63%) | 23.14 | 958 | 114 | 3,810 | |||||||||
| 21 Apr | 57371.45 | 3197.75 | 588.45 (22.55%) | 22 | 922 | 38 | 3,712 | |||||||||
| 20 Apr | 56582.35 | 2616.8 | -22.05 (-0.84%) | 21.91 | 1,119 | -133 | 3,656 | |||||||||
| 17 Apr | 56565.70 | 2649.75 | 255.95 (10.69%) | 20.77 | 719 | 94 | 3,798 | |||||||||
| 16 Apr | 56086.40 | 2359.05 | -194.5 (-7.62%) | 21.65 | 787 | 34 | 3,714 | |||||||||
| 15 Apr | 56301.95 | 2546.5 | 265.65 (11.65%) | 21.93 | 4,002 | -819 | 3,729 | |||||||||
| 13 Apr | 55605.05 | 2262 | -100.05 (-4.24%) | 23.14 | 5,459 | 1,645 | 4,573 | |||||||||
| 10 Apr | 55912.75 | 2334.6 | 445.2 (23.56%) | 20.29 | 3,846 | -43 | 3,094 | |||||||||
| 9 Apr | 54821.70 | 1869.15 | -432.4 (-18.79%) | 22.43 | 4,151 | 261 | 3,154 | |||||||||
| 8 Apr | 55703.90 | 2366 | 1228.4 (107.98%) | 19.02 | 4,265 | 115 | 2,894 | |||||||||
| 7 Apr | 52716.25 | 1126.75 | -64.75 (-5.43%) | 23.01 | 2,338 | 119 | 2,804 | |||||||||
| 6 Apr | 52609.10 | 1197.55 | 323.5 (37.01%) | 24.31 | 2,486 | 322 | 2,700 | |||||||||
| 2 Apr | 51548.75 | 869.95 | 5.75 (0.67%) | 23.46 | 3,033 | 365 | 2,401 | |||||||||
| 1 Apr | 51448.65 | 859.15 | 110 (14.68%) | 23.21 | 2,077 | 440 | 2,036 | |||||||||
| 30 Mar | 50275.35 | 770 | -458.9 (-37.34%) | 26 | 2,126 | 598 | 1,601 | |||||||||
| 27 Mar | 52274.60 | 1218 | -507.3 (-29.40%) | 22.91 | 660 | -30 | 1,012 | |||||||||
| 25 Mar | 53708.10 | 1733.25 | 356.5 (25.89%) | 21.72 | 611 | 58 | 1,047 | |||||||||
| 24 Mar | 52605.65 | 1497.55 | 382.1 (34.26%) | 23.63 | 753 | 119 | 1,003 | |||||||||
| 23 Mar | 51437.75 | 1090 | -553.05 (-33.66%) | 24.37 | 1,253 | 221 | 888 | |||||||||
| 20 Mar | 53427.05 | 1707.2 | 77 (4.72%) | 21.43 | 427 | 41 | 665 | |||||||||
| 19 Mar | 53451.00 | 1749.9 | -621.35 (-26.20%) | 20.53 | 532 | 173 | 624 | |||||||||
| 18 Mar | 55326.05 | 2386.25 | 207.1 (9.50%) | 17.11 | 213 | 42 | 490 | |||||||||
| 17 Mar | 54876.00 | 2199.9 | 157.55 (7.71%) | 18.13 | 292 | 23 | 471 | |||||||||
| 16 Mar | 54413.40 | 2027 | 212.1 (11.69%) | 19.42 | 288 | 53 | 451 | |||||||||
| 13 Mar | 53757.85 | 1790 | -694.4 (-27.95%) | 19.16 | 359 | 167 | 395 | |||||||||
| 12 Mar | 55100.95 | 2497.55 | -302.45 (-10.80%) | 18.29 | 340 | 194 | 228 | |||||||||
| 11 Mar | 55735.75 | 2750 | -824 (-23.06%) | 17.04 | 12 | 2 | 33 | |||||||||
| 10 Mar | 56950.80 | 3574 | 366.1 (11.41%) | 14.86 | 15 | -1 | 30 | |||||||||
| 9 Mar | 56019.80 | 3240 | -1510 (-31.79%) | 19.47 | 83 | 26 | 31 | |||||||||
| 6 Mar | 57783.25 | 4750 | -2323.3 (-32.85%) | 21 | 5 | 0 | 0 | |||||||||
| 5 Mar | 59055.85 | 7073.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 58755.25 | 7073.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 55000 expiring on 26MAY2026
Delta for 55000 CE is 0.18
Historical price for 55000 CE is as follows
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 141.95, which was -2.1 lower than the previous day. The implied volatity was 20.67, the open interest changed by -169 which decreased total open position to 29651
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 143, which was -123.05 lower than the previous day. The implied volatity was 20.69, the open interest changed by 1704 which increased total open position to 30032
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 273.35, which was -85.65 lower than the previous day. The implied volatity was 24.24, the open interest changed by 5663 which increased total open position to 28680
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 369, which was -115.4 lower than the previous day. The implied volatity was 21.85, the open interest changed by 2460 which increased total open position to 23037
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 528.35, which was 141.3 higher than the previous day. The implied volatity was 21.48, the open interest changed by -2263 which decreased total open position to 20860
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 380.95, which was -60.8 lower than the previous day. The implied volatity was 0, the open interest changed by 138 which increased total open position to 23091
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 470.3, which was -295.4 lower than the previous day. The implied volatity was 0, the open interest changed by 3503 which increased total open position to 22958
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 756.9, which was -470.75 lower than the previous day. The implied volatity was 0, the open interest changed by 6381 which increased total open position to 19769
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 1199, which was -544.85 lower than the previous day. The implied volatity was 19.13, the open interest changed by 256 which increased total open position to 13415
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 1752.15, which was -35.7 lower than the previous day. The implied volatity was 19.73, the open interest changed by -4237 which decreased total open position to 13180
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 1853, which was 904.55 higher than the previous day. The implied volatity was 22.03, the open interest changed by 99 which increased total open position to 17944
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 934.9, which was -247.65 lower than the previous day. The implied volatity was 20.21, the open interest changed by 549 which increased total open position to 18118
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 1160, which was -103.4 lower than the previous day. The implied volatity was 20.65, the open interest changed by 12027 which increased total open position to 17613
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 1317.05, which was -201.8 lower than the previous day. The implied volatity was 20.46, the open interest changed by 9502 which increased total open position to 15088
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 1471.25, which was -165.85 lower than the previous day. The implied volatity was 19.18, the open interest changed by 740 which increased total open position to 5604
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 1675, which was -623.25 lower than the previous day. The implied volatity was 21.68, the open interest changed by 894 which increased total open position to 4849
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 2290, which was 36.6 higher than the previous day. The implied volatity was 22.08, the open interest changed by 471 which increased total open position to 3963
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 2250.35, which was -137.8 lower than the previous day. The implied volatity was 22.49, the open interest changed by -92 which decreased total open position to 3490
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 2415, which was -641.7 lower than the previous day. The implied volatity was 22.41, the open interest changed by -232 which decreased total open position to 3576
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 3041.25, which was -147.8 lower than the previous day. The implied volatity was 23.14, the open interest changed by 114 which increased total open position to 3810
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 3197.75, which was 588.45 higher than the previous day. The implied volatity was 22, the open interest changed by 38 which increased total open position to 3712
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 2616.8, which was -22.05 lower than the previous day. The implied volatity was 21.91, the open interest changed by -133 which decreased total open position to 3656
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 2649.75, which was 255.95 higher than the previous day. The implied volatity was 20.77, the open interest changed by 94 which increased total open position to 3798
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 2359.05, which was -194.5 lower than the previous day. The implied volatity was 21.65, the open interest changed by 34 which increased total open position to 3714
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 2546.5, which was 265.65 higher than the previous day. The implied volatity was 21.93, the open interest changed by -819 which decreased total open position to 3729
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 2262, which was -100.05 lower than the previous day. The implied volatity was 23.14, the open interest changed by 1645 which increased total open position to 4573
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 2334.6, which was 445.2 higher than the previous day. The implied volatity was 20.29, the open interest changed by -43 which decreased total open position to 3094
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1869.15, which was -432.4 lower than the previous day. The implied volatity was 22.43, the open interest changed by 261 which increased total open position to 3154
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 2366, which was 1228.4 higher than the previous day. The implied volatity was 19.02, the open interest changed by 115 which increased total open position to 2894
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 1126.75, which was -64.75 lower than the previous day. The implied volatity was 23.01, the open interest changed by 119 which increased total open position to 2804
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 1197.55, which was 323.5 higher than the previous day. The implied volatity was 24.31, the open interest changed by 322 which increased total open position to 2700
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 869.95, which was 5.75 higher than the previous day. The implied volatity was 23.46, the open interest changed by 365 which increased total open position to 2401
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 859.15, which was 110 higher than the previous day. The implied volatity was 23.21, the open interest changed by 440 which increased total open position to 2036
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 770, which was -458.9 lower than the previous day. The implied volatity was 26, the open interest changed by 598 which increased total open position to 1601
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 1218, which was -507.3 lower than the previous day. The implied volatity was 22.91, the open interest changed by -30 which decreased total open position to 1012
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 1733.25, which was 356.5 higher than the previous day. The implied volatity was 21.72, the open interest changed by 58 which increased total open position to 1047
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 1497.55, which was 382.1 higher than the previous day. The implied volatity was 23.63, the open interest changed by 119 which increased total open position to 1003
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 1090, which was -553.05 lower than the previous day. The implied volatity was 24.37, the open interest changed by 221 which increased total open position to 888
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 1707.2, which was 77 higher than the previous day. The implied volatity was 21.43, the open interest changed by 41 which increased total open position to 665
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1749.9, which was -621.35 lower than the previous day. The implied volatity was 20.53, the open interest changed by 173 which increased total open position to 624
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 2386.25, which was 207.1 higher than the previous day. The implied volatity was 17.11, the open interest changed by 42 which increased total open position to 490
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 2199.9, which was 157.55 higher than the previous day. The implied volatity was 18.13, the open interest changed by 23 which increased total open position to 471
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 2027, which was 212.1 higher than the previous day. The implied volatity was 19.42, the open interest changed by 53 which increased total open position to 451
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1790, which was -694.4 lower than the previous day. The implied volatity was 19.16, the open interest changed by 167 which increased total open position to 395
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 2497.55, which was -302.45 lower than the previous day. The implied volatity was 18.29, the open interest changed by 194 which increased total open position to 228
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 2750, which was -824 lower than the previous day. The implied volatity was 17.04, the open interest changed by 2 which increased total open position to 33
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 3574, which was 366.1 higher than the previous day. The implied volatity was 14.86, the open interest changed by -1 which decreased total open position to 30
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 3240, which was -1510 lower than the previous day. The implied volatity was 19.47, the open interest changed by 26 which increased total open position to 31
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 4750, which was -2323.3 lower than the previous day. The implied volatity was 21, the open interest changed by 0 which decreased total open position to 0
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 7073.3, 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 58755.25. The strike last trading price was 7073.3, 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
| BANKNIFTY 26-May-2026 (5d) 55000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.12
Theta: -6.57
Gamma: 0.00017
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 53562.20 | 1400.2 | -245.75 (-14.93%) | 14.35 | 6,301 | -1,476 | 10,735 |
| 19 May | 53409.15 | 1664.55 | 106.95 (6.87%) | 20.47 | 5,945 | -782 | 12,230 |
| 18 May | 53537.00 | 1544.75 | 51 (3.41%) | 17.97 | 8,184 | -1,194 | 13,010 |
| 15 May | 53710.35 | 1450 | 189.3 (15.02%) | 18.19 | 19,445 | -265 | 14,231 |
| 14 May | 54128.95 | 1179.8 | -576.5 (-32.82%) | 18.31 | 20,506 | -1,297 | 14,529 |
| 13 May | 53456.15 | 1716.15 | -0.15 (-0.01%) | 0 | 12,031 | -1,297 | 15,837 |
| 12 May | 53555.20 | 1634.55 | 483.85 (42.05%) | 0 | 28,371 | -2,914 | 17,151 |
| 11 May | 54439.90 | 1158.6 | 459.55 (65.74%) | 0 | 86,271 | -69 | 20,322 |
| 8 May | 55310.55 | 719.3 | 261.55 (57.14%) | 19.06 | 83,945 | -1,626 | 20,659 |
| 7 May | 56047.40 | 438.15 | -17.85 (-3.91%) | 18.33 | 63,180 | -4,294 | 22,479 |
| 6 May | 55981.05 | 425.1 | -710.15 (-62.55%) | 17.31 | 1,37,414 | 6,909 | 26,845 |
| 5 May | 54547.05 | 1145.5 | 120.65 (11.77%) | 19.23 | 58,100 | -1,111 | 19,949 |
| 4 May | 54878.50 | 1035.95 | -53.45 (-4.91%) | 19.9 | 79,560 | 5,394 | 21,068 |
| 30 Apr | 54863.35 | 1025 | 156.95 (18.08%) | 19.36 | 92,494 | 2,803 | 18,477 |
| 29 Apr | 55403.60 | 887.45 | -2.45 (-0.28%) | 19.05 | 64,918 | 2,045 | 15,710 |
| 28 Apr | 55400.35 | 850 | 195.7 (29.91%) | 18.76 | 25,113 | 4,277 | 13,596 |
| 27 Apr | 56264.30 | 647.95 | -161.5 (-19.95%) | 20.22 | 10,449 | 1,267 | 9,248 |
| 24 Apr | 56089.75 | 804.45 | 35.7 (4.64%) | 20.9 | 8,230 | -244 | 7,961 |
| 23 Apr | 56305.00 | 742 | 159.7 (27.43%) | 20.85 | 6,553 | -476 | 8,230 |
| 22 Apr | 57124.45 | 555 | 39.5 (7.66%) | 21.16 | 5,545 | -20 | 8,812 |
| 21 Apr | 57371.45 | 511 | -234.5 (-31.46%) | 21.12 | 10,668 | 4,148 | 8,868 |
| 20 Apr | 56582.35 | 769 | 89.5 (13.17%) | 21.6 | 7,341 | 1,183 | 4,774 |
| 17 Apr | 56565.70 | 678.5 | -208.15 (-23.48%) | 19.76 | 2,889 | 616 | 3,589 |
| 16 Apr | 56086.40 | 916.85 | 60.7 (7.09%) | 20.42 | 3,053 | 324 | 3,021 |
| 15 Apr | 56301.95 | 870 | -379.3 (-30.36%) | 20.7 | 4,142 | 402 | 2,697 |
| 13 Apr | 55605.05 | 1234 | 157.15 (14.59%) | 21.92 | 3,624 | 775 | 2,304 |
| 10 Apr | 55912.75 | 1069.05 | -487.6 (-31.32%) | 20.91 | 1,574 | 233 | 1,477 |
| 9 Apr | 54821.70 | 1544 | 362.5 (30.68%) | 21 | 1,873 | 152 | 1,250 |
| 8 Apr | 55703.90 | 1163.85 | -1791.55 (-60.62%) | 22.71 | 2,236 | 677 | 1,097 |
| 7 Apr | 52716.25 | 2986 | 13.55 (0.46%) | 27.1 | 70 | -1 | 421 |
| 6 Apr | 52609.10 | 2936.3 | -774.05 (-20.86%) | 25.28 | 126 | 15 | 422 |
| 2 Apr | 51548.75 | 3773.7 | 19.5 (0.52%) | 27.33 | 138 | -12 | 408 |
| 1 Apr | 51448.65 | 3795.05 | -903.9 (-19.24%) | 27.15 | 195 | 1 | 418 |
| 30 Mar | 50275.35 | 4550 | 1211 (36.27%) | 26.56 | 143 | -12 | 417 |
| 27 Mar | 52274.60 | 3353.75 | 962.2 (40.23%) | 27.61 | 396 | -178 | 426 |
| 25 Mar | 53708.10 | 2390 | -638.4 (-21.08%) | 24.71 | 373 | 150 | 607 |
| 24 Mar | 52605.65 | 2980.4 | -947.3 (-24.12%) | 25.56 | 143 | -22 | 465 |
| 23 Mar | 51437.75 | 4116.7 | 1662.85 (67.76%) | 29.64 | 428 | -220 | 487 |
| 20 Mar | 53427.05 | 2497.95 | 24.6 (0.99%) | 24.13 | 202 | 51 | 712 |
| 19 Mar | 53451.00 | 2366.7 | 978.4 (70.47%) | 23.82 | 339 | 58 | 663 |
| 18 Mar | 55326.05 | 1390 | -295.4 (-17.53%) | 21.04 | 490 | 73 | 606 |
| 17 Mar | 54876.00 | 1673.4 | -298 (-15.12%) | 21.95 | 347 | 105 | 544 |
| 16 Mar | 54413.40 | 2029.3 | -314.95 (-13.43%) | 23.1 | 165 | 24 | 440 |
| 13 Mar | 53757.85 | 2399.95 | 826.2 (52.50%) | 24.18 | 574 | 176 | 417 |
| 12 Mar | 55100.95 | 1555.4 | 1435.1 (1192.93%) | 21.55 | 434 | 239 | 239 |
| 11 Mar | 55735.75 | 120.3 | 0 (0.00%) | 1.62 | 0 | 0 | 0 |
| 10 Mar | 56950.80 | 120.3 | 0 (0.00%) | 2.75 | 0 | 0 | 0 |
| 9 Mar | 56019.80 | 120.3 | 0 (0.00%) | 1.92 | 0 | 0 | 0 |
| 6 Mar | 57783.25 | 120.3 | 0 (0.00%) | 3.37 | 0 | 0 | 0 |
| 5 Mar | 59055.85 | 120.3 | 0 (0.00%) | 4.27 | 0 | 0 | 0 |
| 4 Mar | 58755.25 | 120.3 | 0 (0.00%) | 4.12 | 0 | 0 | 0 |
For Nifty Bank - strike price 55000 expiring on 26MAY2026
Delta for 55000 PE is -0.91
Historical price for 55000 PE is as follows
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 1400.2, which was -245.75 lower than the previous day. The implied volatity was 14.35, the open interest changed by -1476 which decreased total open position to 10735
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 1664.55, which was 106.95 higher than the previous day. The implied volatity was 20.47, the open interest changed by -782 which decreased total open position to 12230
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 1544.75, which was 51 higher than the previous day. The implied volatity was 17.97, the open interest changed by -1194 which decreased total open position to 13010
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 1450, which was 189.3 higher than the previous day. The implied volatity was 18.19, the open interest changed by -265 which decreased total open position to 14231
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 1179.8, which was -576.5 lower than the previous day. The implied volatity was 18.31, the open interest changed by -1297 which decreased total open position to 14529
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 1716.15, which was -0.15 lower than the previous day. The implied volatity was 0, the open interest changed by -1297 which decreased total open position to 15837
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 1634.55, which was 483.85 higher than the previous day. The implied volatity was 0, the open interest changed by -2914 which decreased total open position to 17151
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 1158.6, which was 459.55 higher than the previous day. The implied volatity was 0, the open interest changed by -69 which decreased total open position to 20322
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 719.3, which was 261.55 higher than the previous day. The implied volatity was 19.06, the open interest changed by -1626 which decreased total open position to 20659
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 438.15, which was -17.85 lower than the previous day. The implied volatity was 18.33, the open interest changed by -4294 which decreased total open position to 22479
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 425.1, which was -710.15 lower than the previous day. The implied volatity was 17.31, the open interest changed by 6909 which increased total open position to 26845
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 1145.5, which was 120.65 higher than the previous day. The implied volatity was 19.23, the open interest changed by -1111 which decreased total open position to 19949
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 1035.95, which was -53.45 lower than the previous day. The implied volatity was 19.9, the open interest changed by 5394 which increased total open position to 21068
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 1025, which was 156.95 higher than the previous day. The implied volatity was 19.36, the open interest changed by 2803 which increased total open position to 18477
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 887.45, which was -2.45 lower than the previous day. The implied volatity was 19.05, the open interest changed by 2045 which increased total open position to 15710
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 850, which was 195.7 higher than the previous day. The implied volatity was 18.76, the open interest changed by 4277 which increased total open position to 13596
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 647.95, which was -161.5 lower than the previous day. The implied volatity was 20.22, the open interest changed by 1267 which increased total open position to 9248
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 804.45, which was 35.7 higher than the previous day. The implied volatity was 20.9, the open interest changed by -244 which decreased total open position to 7961
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 742, which was 159.7 higher than the previous day. The implied volatity was 20.85, the open interest changed by -476 which decreased total open position to 8230
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 555, which was 39.5 higher than the previous day. The implied volatity was 21.16, the open interest changed by -20 which decreased total open position to 8812
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 511, which was -234.5 lower than the previous day. The implied volatity was 21.12, the open interest changed by 4148 which increased total open position to 8868
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 769, which was 89.5 higher than the previous day. The implied volatity was 21.6, the open interest changed by 1183 which increased total open position to 4774
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 678.5, which was -208.15 lower than the previous day. The implied volatity was 19.76, the open interest changed by 616 which increased total open position to 3589
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 916.85, which was 60.7 higher than the previous day. The implied volatity was 20.42, the open interest changed by 324 which increased total open position to 3021
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 870, which was -379.3 lower than the previous day. The implied volatity was 20.7, the open interest changed by 402 which increased total open position to 2697
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1234, which was 157.15 higher than the previous day. The implied volatity was 21.92, the open interest changed by 775 which increased total open position to 2304
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1069.05, which was -487.6 lower than the previous day. The implied volatity was 20.91, the open interest changed by 233 which increased total open position to 1477
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1544, which was 362.5 higher than the previous day. The implied volatity was 21, the open interest changed by 152 which increased total open position to 1250
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1163.85, which was -1791.55 lower than the previous day. The implied volatity was 22.71, the open interest changed by 677 which increased total open position to 1097
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 2986, which was 13.55 higher than the previous day. The implied volatity was 27.1, the open interest changed by -1 which decreased total open position to 421
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 2936.3, which was -774.05 lower than the previous day. The implied volatity was 25.28, the open interest changed by 15 which increased total open position to 422
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 3773.7, which was 19.5 higher than the previous day. The implied volatity was 27.33, the open interest changed by -12 which decreased total open position to 408
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 3795.05, which was -903.9 lower than the previous day. The implied volatity was 27.15, the open interest changed by 1 which increased total open position to 418
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 4550, which was 1211 higher than the previous day. The implied volatity was 26.56, the open interest changed by -12 which decreased total open position to 417
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 3353.75, which was 962.2 higher than the previous day. The implied volatity was 27.61, the open interest changed by -178 which decreased total open position to 426
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 2390, which was -638.4 lower than the previous day. The implied volatity was 24.71, the open interest changed by 150 which increased total open position to 607
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 2980.4, which was -947.3 lower than the previous day. The implied volatity was 25.56, the open interest changed by -22 which decreased total open position to 465
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 4116.7, which was 1662.85 higher than the previous day. The implied volatity was 29.64, the open interest changed by -220 which decreased total open position to 487
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 2497.95, which was 24.6 higher than the previous day. The implied volatity was 24.13, the open interest changed by 51 which increased total open position to 712
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 2366.7, which was 978.4 higher than the previous day. The implied volatity was 23.82, the open interest changed by 58 which increased total open position to 663
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1390, which was -295.4 lower than the previous day. The implied volatity was 21.04, the open interest changed by 73 which increased total open position to 606
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1673.4, which was -298 lower than the previous day. The implied volatity was 21.95, the open interest changed by 105 which increased total open position to 544
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 2029.3, which was -314.95 lower than the previous day. The implied volatity was 23.1, the open interest changed by 24 which increased total open position to 440
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 2399.95, which was 826.2 higher than the previous day. The implied volatity was 24.18, the open interest changed by 176 which increased total open position to 417
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1555.4, which was 1435.1 higher than the previous day. The implied volatity was 21.55, the open interest changed by 239 which increased total open position to 239
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 120.3, which was 0 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 120.3, 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 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 120.3, which was 0 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 120.3, which was 0 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 120.3, which was 0 lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 120.3, which was 0 lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0
