BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
25 Mar 2026 10:02 AM IST
| BANKNIFTY 30-MAR-2026 55000 CE | ||||||||||||||||
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Delta: 0.23
Vega: 19.58
Theta: -52.93
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Mar | 53631.80 | 226.15 | 87.8 | 26.47 | 44,655 | 3,601 | 27,325 | |||||||||
| 24 Mar | 52605.65 | 158 | 58.05 | 30.03 | 1,24,968 | -141 | 23,724 | |||||||||
| 23 Mar | 51437.75 | 99.95 | -236.8 | 34.39 | 98,597 | -817 | 23,865 | |||||||||
| 20 Mar | 53427.05 | 322.15 | -50.2 | 23.55 | 1,43,615 | 1,010 | 24,682 | |||||||||
| 19 Mar | 53451.00 | 411.4 | -636.2 | 23.22 | 1,35,172 | 2,915 | 23,672 | |||||||||
| 18 Mar | 55326.05 | 1031.4 | 128.1 | 18.88 | 1,86,278 | 850 | 20,757 | |||||||||
| 17 Mar | 54876.00 | 901.1 | 29.6 | 21.42 | 1,09,740 | 36 | 19,907 | |||||||||
| 16 Mar | 54413.40 | 826.25 | 83.55 | 24.85 | 1,01,249 | -2,241 | 19,871 | |||||||||
| 13 Mar | 53757.85 | 722 | -678.7 | 24.49 | 86,568 | 8,655 | 22,112 | |||||||||
| 12 Mar | 55100.95 | 1430 | -365.95 | 25.02 | 63,737 | 5,150 | 13,457 | |||||||||
| 11 Mar | 55735.75 | 1731 | -965.55 | 23.75 | 4,804 | 202 | 8,307 | |||||||||
| 10 Mar | 56950.80 | 2705.65 | 443.95 | 23.5 | 6,501 | -443 | 8,105 | |||||||||
| 9 Mar | 56019.80 | 2242.45 | -1193.8 | 28.18 | 16,060 | 4,994 | 8,548 | |||||||||
| 6 Mar | 57783.25 | 3393.6 | -1104.75 | 21.39 | 706 | -29 | 3,554 | |||||||||
| 5 Mar | 59055.85 | 4441.35 | 103.35 | 20.04 | 690 | -30 | 3,583 | |||||||||
| 4 Mar | 58755.25 | 4352.1 | -909.2 | 22.41 | 783 | 327 | 3,613 | |||||||||
| 2 Mar | 59839.65 | 5266.1 | -633.15 | 12.37 | 375 | 14 | 3,286 | |||||||||
| 27 Feb | 60529.00 | 6029.6 | -389.4 | 21.5 | 208 | -35 | 3,272 | |||||||||
| 26 Feb | 61187.70 | 6419 | 99.5 | 7.24 | 26 | -10 | 3,307 | |||||||||
| 25 Feb | 61043.35 | 6340.9 | -69.8 | 33.28 | 119 | 25 | 3,317 | |||||||||
| 24 Feb | 61047.30 | 6344.05 | -204.25 | 11.8 | 878 | 570 | 3,292 | |||||||||
| 23 Feb | 61264.25 | 6550 | 58.15 | 7.08 | 1,911 | 1,726 | 2,722 | |||||||||
| 20 Feb | 61172.00 | 6488.35 | 452.75 | 8.72 | 302 | 223 | 996 | |||||||||
| 19 Feb | 60739.55 | 6000 | -769.8 | 10.3 | 376 | 333 | 773 | |||||||||
| 18 Feb | 61550.80 | 6769.8 | 337 | - | 64 | 40 | 440 | |||||||||
| 17 Feb | 61174.00 | 6431 | 175.45 | - | 160 | 79 | 400 | |||||||||
| 16 Feb | 60949.10 | 6255.55 | 479.6 | - | 44 | 42 | 321 | |||||||||
| 13 Feb | 60186.65 | 5775.95 | -409.05 | - | 3 | 1 | 279 | |||||||||
| 12 Feb | 60739.75 | 6185 | 87.65 | 10.77 | 1 | 0 | 278 | |||||||||
| 11 Feb | 60745.35 | 6094.7 | -59.35 | - | 23 | 20 | 278 | |||||||||
| 10 Feb | 60626.40 | 6154.05 | 130.1 | - | 98 | 97 | 258 | |||||||||
| 9 Feb | 60669.35 | 6023.95 | 506.55 | - | 40 | -20 | 161 | |||||||||
| 6 Feb | 60120.55 | 5514.75 | -14.85 | - | 6 | 2 | 181 | |||||||||
| 5 Feb | 60063.65 | 5529.6 | -228.95 | - | 10 | 8 | 179 | |||||||||
| 4 Feb | 60238.15 | 5758.55 | 158.55 | - | 5 | 4 | 171 | |||||||||
| 3 Feb | 60041.30 | 5600 | 1264.95 | - | 15 | 2 | 167 | |||||||||
| 2 Feb | 58619.00 | 4378.05 | 175.35 | 9.97 | 100 | 87 | 165 | |||||||||
| 1 Feb | 58417.20 | 4202.7 | -931.55 | 7.87 | 8 | 2 | 78 | |||||||||
| 30 Jan | 59610.45 | 5134.25 | -43.5 | - | 0 | 76 | 76 | |||||||||
| 29 Jan | 59957.85 | 5134.25 | -43.5 | - | 0 | 1 | 0 | |||||||||
| 28 Jan | 59598.80 | 5134.25 | -43.5 | - | 1 | 0 | 75 | |||||||||
| 27 Jan | 59205.45 | 5177.75 | 784.45 | 9.66 | 10 | -1 | 75 | |||||||||
| 23 Jan | 58473.10 | 4309.5 | -980.65 | 11.85 | 15 | 13 | 76 | |||||||||
| 22 Jan | 59200.10 | 5290.15 | 190.15 | 11.52 | 5 | 1 | 63 | |||||||||
| 21 Jan | 58800.30 | 5100 | -200 | 18.51 | 31 | 24 | 62 | |||||||||
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| 20 Jan | 59404.20 | 5300 | -255 | - | 2 | 1 | 38 | |||||||||
| 19 Jan | 59891.35 | 5555 | -345 | - | 1 | 1 | 37 | |||||||||
| 16 Jan | 60095.15 | 5900 | 533.25 | - | 2 | 1 | 36 | |||||||||
| 14 Jan | 59580.15 | 5366.75 | -23.25 | - | 0 | 35 | 35 | |||||||||
| 13 Jan | 59578.80 | 5366.75 | -23.25 | - | 1 | 15 | 0 | |||||||||
| 12 Jan | 59450.50 | 5390 | 135 | 4.8 | 36 | 11 | 20 | |||||||||
| 9 Jan | 59251.55 | 5255 | -19.7 | - | 10 | 9 | 9 | |||||||||
| 8 Jan | 59686.50 | 5274.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 59990.85 | 5274.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 60118.40 | 5274.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 60044.20 | 5274.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 60150.95 | 5274.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 59711.55 | 5274.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 59581.85 | 5274.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 55000 expiring on 30MAR2026
Delta for 55000 CE is 0.23
Historical price for 55000 CE is as follows
On 25 Mar BANKNIFTY was trading at 53631.80. The strike last trading price was 226.15, which was 87.8 higher than the previous day. The implied volatity was 26.47, the open interest changed by 3601 which increased total open position to 27325
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 158, which was 58.05 higher than the previous day. The implied volatity was 30.03, the open interest changed by -141 which decreased total open position to 23724
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 99.95, which was -236.8 lower than the previous day. The implied volatity was 34.39, the open interest changed by -817 which decreased total open position to 23865
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 322.15, which was -50.2 lower than the previous day. The implied volatity was 23.55, the open interest changed by 1010 which increased total open position to 24682
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 411.4, which was -636.2 lower than the previous day. The implied volatity was 23.22, the open interest changed by 2915 which increased total open position to 23672
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1031.4, which was 128.1 higher than the previous day. The implied volatity was 18.88, the open interest changed by 850 which increased total open position to 20757
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 901.1, which was 29.6 higher than the previous day. The implied volatity was 21.42, the open interest changed by 36 which increased total open position to 19907
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 826.25, which was 83.55 higher than the previous day. The implied volatity was 24.85, the open interest changed by -2241 which decreased total open position to 19871
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 722, which was -678.7 lower than the previous day. The implied volatity was 24.49, the open interest changed by 8655 which increased total open position to 22112
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1430, which was -365.95 lower than the previous day. The implied volatity was 25.02, the open interest changed by 5150 which increased total open position to 13457
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1731, which was -965.55 lower than the previous day. The implied volatity was 23.75, the open interest changed by 202 which increased total open position to 8307
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 2705.65, which was 443.95 higher than the previous day. The implied volatity was 23.5, the open interest changed by -443 which decreased total open position to 8105
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2242.45, which was -1193.8 lower than the previous day. The implied volatity was 28.18, the open interest changed by 4994 which increased total open position to 8548
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 3393.6, which was -1104.75 lower than the previous day. The implied volatity was 21.39, the open interest changed by -29 which decreased total open position to 3554
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 4441.35, which was 103.35 higher than the previous day. The implied volatity was 20.04, the open interest changed by -30 which decreased total open position to 3583
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 4352.1, which was -909.2 lower than the previous day. The implied volatity was 22.41, the open interest changed by 327 which increased total open position to 3613
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 5266.1, which was -633.15 lower than the previous day. The implied volatity was 12.37, the open interest changed by 14 which increased total open position to 3286
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 6029.6, which was -389.4 lower than the previous day. The implied volatity was 21.5, the open interest changed by -35 which decreased total open position to 3272
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 6419, which was 99.5 higher than the previous day. The implied volatity was 7.24, the open interest changed by -10 which decreased total open position to 3307
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 6340.9, which was -69.8 lower than the previous day. The implied volatity was 33.28, the open interest changed by 25 which increased total open position to 3317
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 6344.05, which was -204.25 lower than the previous day. The implied volatity was 11.8, the open interest changed by 570 which increased total open position to 3292
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 6550, which was 58.15 higher than the previous day. The implied volatity was 7.08, the open interest changed by 1726 which increased total open position to 2722
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 6488.35, which was 452.75 higher than the previous day. The implied volatity was 8.72, the open interest changed by 223 which increased total open position to 996
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 6000, which was -769.8 lower than the previous day. The implied volatity was 10.3, the open interest changed by 333 which increased total open position to 773
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 6769.8, which was 337 higher than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 440
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 6431, which was 175.45 higher than the previous day. The implied volatity was -, the open interest changed by 79 which increased total open position to 400
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 6255.55, which was 479.6 higher than the previous day. The implied volatity was -, the open interest changed by 42 which increased total open position to 321
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 5775.95, which was -409.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 279
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 6185, which was 87.65 higher than the previous day. The implied volatity was 10.77, the open interest changed by 0 which decreased total open position to 278
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 6094.7, which was -59.35 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 278
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 6154.05, which was 130.1 higher than the previous day. The implied volatity was -, the open interest changed by 97 which increased total open position to 258
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 6023.95, which was 506.55 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 161
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 5514.75, which was -14.85 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 181
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 5529.6, which was -228.95 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 179
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 5758.55, which was 158.55 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 171
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 5600, which was 1264.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 167
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 4378.05, which was 175.35 higher than the previous day. The implied volatity was 9.97, the open interest changed by 87 which increased total open position to 165
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 4202.7, which was -931.55 lower than the previous day. The implied volatity was 7.87, the open interest changed by 2 which increased total open position to 78
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 5134.25, which was -43.5 lower than the previous day. The implied volatity was -, the open interest changed by 76 which increased total open position to 76
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 5134.25, which was -43.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 28 Jan BANKNIFTY was trading at 59598.80. The strike last trading price was 5134.25, which was -43.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 5177.75, which was 784.45 higher than the previous day. The implied volatity was 9.66, the open interest changed by -1 which decreased total open position to 75
On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 4309.5, which was -980.65 lower than the previous day. The implied volatity was 11.85, the open interest changed by 13 which increased total open position to 76
On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 5290.15, which was 190.15 higher than the previous day. The implied volatity was 11.52, the open interest changed by 1 which increased total open position to 63
On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 5100, which was -200 lower than the previous day. The implied volatity was 18.51, the open interest changed by 24 which increased total open position to 62
On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 5300, which was -255 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 38
On 19 Jan BANKNIFTY was trading at 59891.35. The strike last trading price was 5555, which was -345 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 37
On 16 Jan BANKNIFTY was trading at 60095.15. The strike last trading price was 5900, which was 533.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 36
On 14 Jan BANKNIFTY was trading at 59580.15. The strike last trading price was 5366.75, which was -23.25 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 35
On 13 Jan BANKNIFTY was trading at 59578.80. The strike last trading price was 5366.75, which was -23.25 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 12 Jan BANKNIFTY was trading at 59450.50. The strike last trading price was 5390, which was 135 higher than the previous day. The implied volatity was 4.8, the open interest changed by 11 which increased total open position to 20
On 9 Jan BANKNIFTY was trading at 59251.55. The strike last trading price was 5255, which was -19.7 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 9
On 8 Jan BANKNIFTY was trading at 59686.50. The strike last trading price was 5274.7, 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 Jan BANKNIFTY was trading at 59990.85. The strike last trading price was 5274.7, 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 Jan BANKNIFTY was trading at 60118.40. The strike last trading price was 5274.7, 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 Jan BANKNIFTY was trading at 60044.20. The strike last trading price was 5274.7, 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 Jan BANKNIFTY was trading at 60150.95. The strike last trading price was 5274.7, 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 Jan BANKNIFTY was trading at 59711.55. The strike last trading price was 5274.7, 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 31 Dec BANKNIFTY was trading at 59581.85. The strike last trading price was 5274.7, 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 30MAR2026 55000 PE | |||||||
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Delta: -0.75
Vega: 20.19
Theta: -42.64
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Mar | 53631.80 | 1544.35 | -879.05 | 28.05 | 2,133 | -6 | 12,150 |
| 24 Mar | 52605.65 | 2314 | -1278.6 | 29.31 | 3,146 | -557 | 12,156 |
| 23 Mar | 51437.75 | 3750 | 1972.8 | 47.25 | 6,539 | -2,458 | 12,713 |
| 20 Mar | 53427.05 | 1760.7 | -18.6 | 25.07 | 18,172 | -1,211 | 15,171 |
| 19 Mar | 53451.00 | 1640 | 1019.85 | 25.22 | 45,798 | -8,030 | 16,382 |
| 18 Mar | 55326.05 | 631.95 | -276.05 | 21.61 | 1,79,654 | 6,098 | 24,412 |
| 17 Mar | 54876.00 | 890.7 | -403.6 | 21.99 | 51,792 | 2,170 | 18,314 |
| 16 Mar | 54413.40 | 1351.65 | -436.95 | 25.39 | 29,208 | -3,346 | 16,144 |
| 13 Mar | 53757.85 | 1873.25 | 842.35 | 28.48 | 63,270 | -2,602 | 19,490 |
| 12 Mar | 55100.95 | 976.45 | 133.05 | 23.99 | 1,19,194 | 4,000 | 22,092 |
| 11 Mar | 55735.75 | 870.95 | 455.95 | 25.74 | 65,799 | 22 | 18,092 |
| 10 Mar | 56950.80 | 416.1 | -511.55 | 23.79 | 70,760 | 1,168 | 18,070 |
| 9 Mar | 56019.80 | 951.1 | 591 | 28.71 | 97,575 | 1,656 | 16,902 |
| 6 Mar | 57783.25 | 340.35 | 175.85 | 23.98 | 61,213 | 2,247 | 15,246 |
| 5 Mar | 59055.85 | 160.6 | -125.35 | 22.85 | 34,287 | 321 | 12,999 |
| 4 Mar | 58755.25 | 288.05 | 206.15 | 25.92 | 54,960 | 492 | 12,678 |
| 2 Mar | 59839.65 | 79.05 | 44.45 | 20.98 | 33,480 | 1,230 | 12,186 |
| 27 Feb | 60529.00 | 34.75 | 1.65 | 18.73 | 10,189 | -127 | 10,956 |
| 26 Feb | 61187.70 | 33.6 | -0.9 | 19.81 | 8,196 | 1,595 | 11,083 |
| 25 Feb | 61043.35 | 34.6 | -3.7 | 19.42 | 8,905 | 1,212 | 9,488 |
| 24 Feb | 61047.30 | 40 | -3.9 | 19.76 | 5,290 | 554 | 8,276 |
| 23 Feb | 61264.25 | 41.95 | -12.1 | 20.17 | 2,875 | 578 | 7,722 |
| 20 Feb | 61172.00 | 51.5 | -9.65 | 19.91 | 4,318 | 301 | 7,144 |
| 19 Feb | 60739.55 | 60.2 | 11.35 | 19.13 | 2,836 | 135 | 6,843 |
| 18 Feb | 61550.80 | 51.2 | -7.35 | 20.28 | 2,342 | -183 | 6,708 |
| 17 Feb | 61174.00 | 57.5 | -12 | 19.74 | 3,006 | 419 | 6,891 |
| 16 Feb | 60949.10 | 71 | -13.85 | 19.92 | 2,472 | 466 | 6,472 |
| 13 Feb | 60186.65 | 89 | 18.75 | 18.37 | 2,754 | 8 | 6,006 |
| 12 Feb | 60739.75 | 68.7 | 2.15 | 18.52 | 3,514 | 1,755 | 5,998 |
| 11 Feb | 60745.35 | 67.6 | 0.25 | 18.29 | 1,094 | 337 | 4,243 |
| 10 Feb | 60626.40 | 66 | -0.1 | 17.7 | 3,100 | 1,762 | 3,906 |
| 9 Feb | 60669.35 | 68.4 | -8 | 17.88 | 1,341 | 235 | 2,144 |
| 6 Feb | 60120.55 | 75.35 | -8.95 | 16.64 | 471 | 22 | 1,909 |
| 5 Feb | 60063.65 | 86 | -5.75 | 16.85 | 516 | 266 | 1,887 |
| 4 Feb | 60238.15 | 90.95 | -21.55 | 17.13 | 1,606 | -10 | 1,621 |
| 3 Feb | 60041.30 | 113.35 | -79.45 | 17.52 | 2,366 | 199 | 1,631 |
| 2 Feb | 58619.00 | 195.6 | -39.65 | 16.44 | 925 | 11 | 1,432 |
| 1 Feb | 58417.20 | 245.15 | 111.25 | 16.83 | 1,871 | 513 | 1,421 |
| 30 Jan | 59610.45 | 140.85 | 22.45 | 17.02 | 292 | 32 | 908 |
| 29 Jan | 59957.85 | 120.95 | -19.75 | 17.16 | 361 | -43 | 876 |
| 28 Jan | 59598.80 | 143.85 | -4.45 | 16.85 | 345 | 73 | 919 |
| 27 Jan | 59205.45 | 144.1 | -66.4 | 16.32 | 595 | 86 | 846 |
| 23 Jan | 58473.10 | 228 | 83 | 16.02 | 650 | 398 | 760 |
| 22 Jan | 59200.10 | 137.85 | -33.3 | 15.5 | 255 | 26 | 362 |
| 21 Jan | 58800.30 | 170.7 | 57.55 | 15.17 | 611 | 47 | 336 |
| 20 Jan | 59404.20 | 119.65 | 26.45 | 15.06 | 101 | 16 | 289 |
| 19 Jan | 59891.35 | 95.05 | 1.45 | 15.09 | 156 | 11 | 273 |
| 16 Jan | 60095.15 | 92 | -20.65 | 15.26 | 120 | 85 | 262 |
| 14 Jan | 59580.15 | 115.25 | 6.95 | 14.89 | 51 | 22 | 177 |
| 13 Jan | 59578.80 | 109.95 | -2.4 | 14.62 | 29 | 11 | 155 |
| 12 Jan | 59450.50 | 112 | -8 | 14.59 | 269 | 19 | 144 |
| 9 Jan | 59251.55 | 120 | 14.85 | 14.14 | 99 | 59 | 125 |
| 8 Jan | 59686.50 | 105.15 | 15.65 | 14.4 | 49 | 21 | 66 |
| 7 Jan | 59990.85 | 90 | 0 | 14.39 | 27 | 21 | 45 |
| 6 Jan | 60118.40 | 90 | -5 | 14.53 | 11 | 5 | 24 |
| 5 Jan | 60044.20 | 95 | -16 | 14.57 | 20 | 19 | 19 |
| 2 Jan | 60150.95 | 111 | -178.05 | 15.1 | 1 | 0 | 0 |
| 1 Jan | 59711.55 | 289.05 | 0 | 4.74 | 0 | 0 | 0 |
| 31 Dec | 59581.85 | 289.05 | 0 | 4.65 | 0 | 0 | 0 |
For Nifty Bank - strike price 55000 expiring on 30MAR2026
Delta for 55000 PE is -0.75
Historical price for 55000 PE is as follows
On 25 Mar BANKNIFTY was trading at 53631.80. The strike last trading price was 1544.35, which was -879.05 lower than the previous day. The implied volatity was 28.05, the open interest changed by -6 which decreased total open position to 12150
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 2314, which was -1278.6 lower than the previous day. The implied volatity was 29.31, the open interest changed by -557 which decreased total open position to 12156
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 3750, which was 1972.8 higher than the previous day. The implied volatity was 47.25, the open interest changed by -2458 which decreased total open position to 12713
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 1760.7, which was -18.6 lower than the previous day. The implied volatity was 25.07, the open interest changed by -1211 which decreased total open position to 15171
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1640, which was 1019.85 higher than the previous day. The implied volatity was 25.22, the open interest changed by -8030 which decreased total open position to 16382
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 631.95, which was -276.05 lower than the previous day. The implied volatity was 21.61, the open interest changed by 6098 which increased total open position to 24412
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 890.7, which was -403.6 lower than the previous day. The implied volatity was 21.99, the open interest changed by 2170 which increased total open position to 18314
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1351.65, which was -436.95 lower than the previous day. The implied volatity was 25.39, the open interest changed by -3346 which decreased total open position to 16144
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1873.25, which was 842.35 higher than the previous day. The implied volatity was 28.48, the open interest changed by -2602 which decreased total open position to 19490
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 976.45, which was 133.05 higher than the previous day. The implied volatity was 23.99, the open interest changed by 4000 which increased total open position to 22092
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 870.95, which was 455.95 higher than the previous day. The implied volatity was 25.74, the open interest changed by 22 which increased total open position to 18092
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 416.1, which was -511.55 lower than the previous day. The implied volatity was 23.79, the open interest changed by 1168 which increased total open position to 18070
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 951.1, which was 591 higher than the previous day. The implied volatity was 28.71, the open interest changed by 1656 which increased total open position to 16902
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 340.35, which was 175.85 higher than the previous day. The implied volatity was 23.98, the open interest changed by 2247 which increased total open position to 15246
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 160.6, which was -125.35 lower than the previous day. The implied volatity was 22.85, the open interest changed by 321 which increased total open position to 12999
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 288.05, which was 206.15 higher than the previous day. The implied volatity was 25.92, the open interest changed by 492 which increased total open position to 12678
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 79.05, which was 44.45 higher than the previous day. The implied volatity was 20.98, the open interest changed by 1230 which increased total open position to 12186
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 34.75, which was 1.65 higher than the previous day. The implied volatity was 18.73, the open interest changed by -127 which decreased total open position to 10956
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 33.6, which was -0.9 lower than the previous day. The implied volatity was 19.81, the open interest changed by 1595 which increased total open position to 11083
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 34.6, which was -3.7 lower than the previous day. The implied volatity was 19.42, the open interest changed by 1212 which increased total open position to 9488
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 40, which was -3.9 lower than the previous day. The implied volatity was 19.76, the open interest changed by 554 which increased total open position to 8276
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 41.95, which was -12.1 lower than the previous day. The implied volatity was 20.17, the open interest changed by 578 which increased total open position to 7722
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 51.5, which was -9.65 lower than the previous day. The implied volatity was 19.91, the open interest changed by 301 which increased total open position to 7144
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 60.2, which was 11.35 higher than the previous day. The implied volatity was 19.13, the open interest changed by 135 which increased total open position to 6843
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 51.2, which was -7.35 lower than the previous day. The implied volatity was 20.28, the open interest changed by -183 which decreased total open position to 6708
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 57.5, which was -12 lower than the previous day. The implied volatity was 19.74, the open interest changed by 419 which increased total open position to 6891
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 71, which was -13.85 lower than the previous day. The implied volatity was 19.92, the open interest changed by 466 which increased total open position to 6472
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 89, which was 18.75 higher than the previous day. The implied volatity was 18.37, the open interest changed by 8 which increased total open position to 6006
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 68.7, which was 2.15 higher than the previous day. The implied volatity was 18.52, the open interest changed by 1755 which increased total open position to 5998
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 67.6, which was 0.25 higher than the previous day. The implied volatity was 18.29, the open interest changed by 337 which increased total open position to 4243
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 66, which was -0.1 lower than the previous day. The implied volatity was 17.7, the open interest changed by 1762 which increased total open position to 3906
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 68.4, which was -8 lower than the previous day. The implied volatity was 17.88, the open interest changed by 235 which increased total open position to 2144
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 75.35, which was -8.95 lower than the previous day. The implied volatity was 16.64, the open interest changed by 22 which increased total open position to 1909
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 86, which was -5.75 lower than the previous day. The implied volatity was 16.85, the open interest changed by 266 which increased total open position to 1887
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 90.95, which was -21.55 lower than the previous day. The implied volatity was 17.13, the open interest changed by -10 which decreased total open position to 1621
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 113.35, which was -79.45 lower than the previous day. The implied volatity was 17.52, the open interest changed by 199 which increased total open position to 1631
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 195.6, which was -39.65 lower than the previous day. The implied volatity was 16.44, the open interest changed by 11 which increased total open position to 1432
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 245.15, which was 111.25 higher than the previous day. The implied volatity was 16.83, the open interest changed by 513 which increased total open position to 1421
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 140.85, which was 22.45 higher than the previous day. The implied volatity was 17.02, the open interest changed by 32 which increased total open position to 908
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 120.95, which was -19.75 lower than the previous day. The implied volatity was 17.16, the open interest changed by -43 which decreased total open position to 876
On 28 Jan BANKNIFTY was trading at 59598.80. The strike last trading price was 143.85, which was -4.45 lower than the previous day. The implied volatity was 16.85, the open interest changed by 73 which increased total open position to 919
On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 144.1, which was -66.4 lower than the previous day. The implied volatity was 16.32, the open interest changed by 86 which increased total open position to 846
On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 228, which was 83 higher than the previous day. The implied volatity was 16.02, the open interest changed by 398 which increased total open position to 760
On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 137.85, which was -33.3 lower than the previous day. The implied volatity was 15.5, the open interest changed by 26 which increased total open position to 362
On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 170.7, which was 57.55 higher than the previous day. The implied volatity was 15.17, the open interest changed by 47 which increased total open position to 336
On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 119.65, which was 26.45 higher than the previous day. The implied volatity was 15.06, the open interest changed by 16 which increased total open position to 289
On 19 Jan BANKNIFTY was trading at 59891.35. The strike last trading price was 95.05, which was 1.45 higher than the previous day. The implied volatity was 15.09, the open interest changed by 11 which increased total open position to 273
On 16 Jan BANKNIFTY was trading at 60095.15. The strike last trading price was 92, which was -20.65 lower than the previous day. The implied volatity was 15.26, the open interest changed by 85 which increased total open position to 262
On 14 Jan BANKNIFTY was trading at 59580.15. The strike last trading price was 115.25, which was 6.95 higher than the previous day. The implied volatity was 14.89, the open interest changed by 22 which increased total open position to 177
On 13 Jan BANKNIFTY was trading at 59578.80. The strike last trading price was 109.95, which was -2.4 lower than the previous day. The implied volatity was 14.62, the open interest changed by 11 which increased total open position to 155
On 12 Jan BANKNIFTY was trading at 59450.50. The strike last trading price was 112, which was -8 lower than the previous day. The implied volatity was 14.59, the open interest changed by 19 which increased total open position to 144
On 9 Jan BANKNIFTY was trading at 59251.55. The strike last trading price was 120, which was 14.85 higher than the previous day. The implied volatity was 14.14, the open interest changed by 59 which increased total open position to 125
On 8 Jan BANKNIFTY was trading at 59686.50. The strike last trading price was 105.15, which was 15.65 higher than the previous day. The implied volatity was 14.4, the open interest changed by 21 which increased total open position to 66
On 7 Jan BANKNIFTY was trading at 59990.85. The strike last trading price was 90, which was 0 lower than the previous day. The implied volatity was 14.39, the open interest changed by 21 which increased total open position to 45
On 6 Jan BANKNIFTY was trading at 60118.40. The strike last trading price was 90, which was -5 lower than the previous day. The implied volatity was 14.53, the open interest changed by 5 which increased total open position to 24
On 5 Jan BANKNIFTY was trading at 60044.20. The strike last trading price was 95, which was -16 lower than the previous day. The implied volatity was 14.57, the open interest changed by 19 which increased total open position to 19
On 2 Jan BANKNIFTY was trading at 60150.95. The strike last trading price was 111, which was -178.05 lower than the previous day. The implied volatity was 15.1, the open interest changed by 0 which decreased total open position to 0
On 1 Jan BANKNIFTY was trading at 59711.55. The strike last trading price was 289.05, which was 0 lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0
On 31 Dec BANKNIFTY was trading at 59581.85. The strike last trading price was 289.05, which was 0 lower than the previous day. The implied volatity was 4.65, the open interest changed by 0 which decreased total open position to 0
