BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
25 Mar 2026 04:12 PM IST
| BANKNIFTY 30-MAR-2026 55100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 18.03
Theta: -49.09
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Mar | 53708.10 | 186.4 | 61.95 | 25.56 | 22,182 | 1,071 | 2,897 | |||||||||
| 24 Mar | 52605.65 | 138.2 | 44.8 | 29.63 | 8,919 | -539 | 1,826 | |||||||||
| 23 Mar | 51437.75 | 83.05 | -229.9 | 33.55 | 11,511 | -364 | 2,365 | |||||||||
| 20 Mar | 53427.05 | 292.2 | -56.1 | 23.33 | 20,860 | -29 | 2,729 | |||||||||
| 19 Mar | 53451.00 | 389 | -591.6 | 23.4 | 23,128 | 1,109 | 2,758 | |||||||||
| 18 Mar | 55326.05 | 968.3 | 119.15 | 18.81 | 45,744 | 151 | 1,649 | |||||||||
| 17 Mar | 54876.00 | 845.4 | 8.65 | 21.25 | 12,173 | 301 | 1,498 | |||||||||
| 16 Mar | 54413.40 | 789.25 | 83.65 | 24.92 | 9,718 | -299 | 1,197 | |||||||||
| 13 Mar | 53757.85 | 692.1 | -643.7 | 24.63 | 11,424 | 53 | 1,496 | |||||||||
| 12 Mar | 55100.95 | 1360.8 | -353.95 | 24.69 | 22,473 | 1,310 | 1,443 | |||||||||
| 11 Mar | 55735.75 | 1642.95 | -998.1 | 23.18 | 169 | 60 | 133 | |||||||||
| 10 Mar | 56950.80 | 2641.05 | 443.4 | 23.77 | 31 | -11 | 73 | |||||||||
| 9 Mar | 56019.80 | 2189.15 | -1810.85 | 28.35 | 478 | 82 | 84 | |||||||||
| 6 Mar | 57783.25 | 4000 | -1900 | - | 0 | 2 | 2 | |||||||||
| 5 Mar | 59055.85 | 4000 | -1900 | - | 0 | 3 | 0 | |||||||||
| 4 Mar | 58755.25 | 4000 | -1900 | 10.05 | 1 | 3 | 3 | |||||||||
| 2 Mar | 59839.65 | 5900 | 1504.3 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 60529.00 | 5900 | 1504.3 | - | 0 | 0 | 3 | |||||||||
| 26 Feb | 61187.70 | 5900 | 1504.3 | - | 0 | 0 | 3 | |||||||||
| 25 Feb | 61043.35 | 5900 | 1504.3 | - | 0 | 0 | 3 | |||||||||
| 24 Feb | 61047.30 | 5900 | 1504.3 | - | 0 | 0 | 3 | |||||||||
| 23 Feb | 61264.25 | 5900 | 1504.3 | - | 0 | 0 | 3 | |||||||||
| 20 Feb | 61172.00 | 5900 | 1504.3 | - | 0 | 1 | 3 | |||||||||
| 19 Feb | 60739.55 | 5900 | 1504.3 | - | 1 | 0 | 2 | |||||||||
| 18 Feb | 61550.80 | 4416.8 | -291 | - | 0 | 0 | 2 | |||||||||
| 17 Feb | 61174.00 | 4416.8 | -291 | - | 0 | 0 | 2 | |||||||||
| 16 Feb | 60949.10 | 4416.8 | -291 | - | 0 | 0 | 2 | |||||||||
| 13 Feb | 60186.65 | 4416.8 | -291 | - | 0 | 0 | 2 | |||||||||
| 12 Feb | 60739.75 | 4416.8 | -291 | - | 0 | 0 | 2 | |||||||||
| 11 Feb | 60745.35 | 4416.8 | -291 | - | 0 | 0 | 2 | |||||||||
| 10 Feb | 60626.40 | 4416.8 | -291 | - | 0 | 0 | 2 | |||||||||
| 9 Feb | 60669.35 | 4416.8 | -291 | - | 0 | 0 | 2 | |||||||||
| 6 Feb | 60120.55 | 4416.8 | -291 | - | 0 | 0 | 2 | |||||||||
| 5 Feb | 60063.65 | 4416.8 | -291 | - | 0 | 0 | 2 | |||||||||
| 4 Feb | 60238.15 | 4416.8 | -291 | - | 0 | 0 | 2 | |||||||||
| 3 Feb | 60041.30 | 4416.8 | -291 | - | 0 | 0 | 2 | |||||||||
| 2 Feb | 58619.00 | 4416.8 | -291 | - | 0 | 1 | 2 | |||||||||
| 1 Feb | 58417.20 | 4416.8 | -291 | 17.98 | 2 | 0 | 1 | |||||||||
| 30 Jan | 59610.45 | 4707.8 | -482.3 | - | 0 | 1 | 1 | |||||||||
| 29 Jan | 59957.85 | 4707.8 | -482.3 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 59598.80 | 4707.8 | -482.3 | - | 0 | 0 | 1 | |||||||||
| 27 Jan | 59205.45 | 4707.8 | -482.3 | - | 0 | 0 | 1 | |||||||||
| 23 Jan | 58473.10 | 4707.8 | -482.3 | - | 0 | 0 | 1 | |||||||||
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| 22 Jan | 59200.10 | 4707.8 | -482.3 | - | 0 | 1 | 1 | |||||||||
| 21 Jan | 58800.30 | 4707.8 | -482.3 | 10.85 | 1 | 0 | 0 | |||||||||
| 20 Jan | 59404.20 | 5190.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 59891.35 | 5190.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 60095.15 | 5190.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 59580.15 | 5190.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 59578.80 | 5190.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 59450.50 | 5190.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 59251.55 | 5190.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 59686.50 | 5190.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 59990.85 | 5190.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 60118.40 | 5190.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 60044.20 | 5190.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 60150.95 | 5190.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 59711.55 | 5190.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 59581.85 | 5190.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 55100 expiring on 30MAR2026
Delta for 55100 CE is 0.21
Historical price for 55100 CE is as follows
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 186.4, which was 61.95 higher than the previous day. The implied volatity was 25.56, the open interest changed by 1071 which increased total open position to 2897
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 138.2, which was 44.8 higher than the previous day. The implied volatity was 29.63, the open interest changed by -539 which decreased total open position to 1826
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 83.05, which was -229.9 lower than the previous day. The implied volatity was 33.55, the open interest changed by -364 which decreased total open position to 2365
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 292.2, which was -56.1 lower than the previous day. The implied volatity was 23.33, the open interest changed by -29 which decreased total open position to 2729
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 389, which was -591.6 lower than the previous day. The implied volatity was 23.4, the open interest changed by 1109 which increased total open position to 2758
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 968.3, which was 119.15 higher than the previous day. The implied volatity was 18.81, the open interest changed by 151 which increased total open position to 1649
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 845.4, which was 8.65 higher than the previous day. The implied volatity was 21.25, the open interest changed by 301 which increased total open position to 1498
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 789.25, which was 83.65 higher than the previous day. The implied volatity was 24.92, the open interest changed by -299 which decreased total open position to 1197
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 692.1, which was -643.7 lower than the previous day. The implied volatity was 24.63, the open interest changed by 53 which increased total open position to 1496
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1360.8, which was -353.95 lower than the previous day. The implied volatity was 24.69, the open interest changed by 1310 which increased total open position to 1443
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1642.95, which was -998.1 lower than the previous day. The implied volatity was 23.18, the open interest changed by 60 which increased total open position to 133
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 2641.05, which was 443.4 higher than the previous day. The implied volatity was 23.77, the open interest changed by -11 which decreased total open position to 73
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2189.15, which was -1810.85 lower than the previous day. The implied volatity was 28.35, the open interest changed by 82 which increased total open position to 84
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 4000, which was -1900 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 4000, which was -1900 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 4000, which was -1900 lower than the previous day. The implied volatity was 10.05, the open interest changed by 3 which increased total open position to 3
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 5900, which was 1504.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 5900, which was 1504.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 5900, which was 1504.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 5900, which was 1504.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 5900, which was 1504.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 5900, which was 1504.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 5900, which was 1504.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 5900, which was 1504.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 4416.8, which was -291 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 4416.8, which was -291 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 4416.8, which was -291 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 4416.8, which was -291 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 4416.8, which was -291 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 4416.8, which was -291 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 4416.8, which was -291 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 4416.8, which was -291 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 4416.8, which was -291 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 4416.8, which was -291 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 4416.8, which was -291 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 4416.8, which was -291 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 4416.8, which was -291 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 4416.8, which was -291 lower than the previous day. The implied volatity was 17.98, the open interest changed by 0 which decreased total open position to 1
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 4707.8, which was -482.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 4707.8, which was -482.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BANKNIFTY was trading at 59598.80. The strike last trading price was 4707.8, which was -482.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 4707.8, which was -482.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 4707.8, which was -482.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 4707.8, which was -482.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 4707.8, which was -482.3 lower than the previous day. The implied volatity was 10.85, the open interest changed by 0 which decreased total open position to 0
On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 5190.1, 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 Jan BANKNIFTY was trading at 59891.35. The strike last trading price was 5190.1, 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 16 Jan BANKNIFTY was trading at 60095.15. The strike last trading price was 5190.1, 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 14 Jan BANKNIFTY was trading at 59580.15. The strike last trading price was 5190.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jan BANKNIFTY was trading at 59578.80. The strike last trading price was 5190.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan BANKNIFTY was trading at 59450.50. The strike last trading price was 5190.1, 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 Jan BANKNIFTY was trading at 59251.55. The strike last trading price was 5190.1, 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 Jan BANKNIFTY was trading at 59686.50. The strike last trading price was 5190.1, 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 5190.1, 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 5190.1, 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 5190.1, 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 5190.1, 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 5190.1, 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 5190.1, 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 55100 PE | |||||||
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Delta: -0.79
Vega: 18.34
Theta: -36.13
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Mar | 53708.10 | 1542.3 | -910.55 | 26.22 | 447 | -217 | 905 |
| 24 Mar | 52605.65 | 2428.15 | -1149.55 | 31.29 | 150 | -112 | 1,122 |
| 23 Mar | 51437.75 | 3763.7 | 1946.15 | 42.94 | 256 | -109 | 1,234 |
| 20 Mar | 53427.05 | 1844.55 | -43.85 | 25.4 | 688 | -296 | 1,343 |
| 19 Mar | 53451.00 | 1725.95 | 1071.15 | 25.7 | 6,798 | -2,501 | 1,639 |
| 18 Mar | 55326.05 | 648.65 | -298.7 | 20.96 | 40,255 | 3,028 | 4,140 |
| 17 Mar | 54876.00 | 946.4 | -393.1 | 22.11 | 3,757 | 321 | 1,112 |
| 16 Mar | 54413.40 | 1403.2 | -438.45 | 25.22 | 1,336 | -166 | 791 |
| 13 Mar | 53757.85 | 1828.2 | 759.4 | 26.02 | 7,308 | -717 | 957 |
| 12 Mar | 55100.95 | 1012.9 | 139.6 | 23.79 | 31,934 | 554 | 1,674 |
| 11 Mar | 55735.75 | 905.75 | 473.25 | 25.63 | 5,187 | -43 | 1,120 |
| 10 Mar | 56950.80 | 440.15 | -522.8 | 23.79 | 4,883 | 517 | 1,163 |
| 9 Mar | 56019.80 | 976.75 | 605 | 28.46 | 7,939 | 85 | 646 |
| 6 Mar | 57783.25 | 358.35 | 190.65 | 23.95 | 2,171 | 215 | 561 |
| 5 Mar | 59055.85 | 164.95 | -128.45 | 22.62 | 1,890 | -31 | 346 |
| 4 Mar | 58755.25 | 299.05 | 214.75 | 25.79 | 2,749 | 137 | 377 |
| 2 Mar | 59839.65 | 80.15 | 44.35 | 20.69 | 1,998 | 114 | 240 |
| 27 Feb | 60529.00 | 34.95 | 1.8 | 18.47 | 343 | 41 | 126 |
| 26 Feb | 61187.70 | 34.15 | 4.7 | 19.59 | 452 | 7 | 85 |
| 25 Feb | 61043.35 | 29.45 | -50.75 | 18.66 | 1 | 0 | 78 |
| 24 Feb | 61047.30 | 80.2 | -10 | - | 0 | 0 | 78 |
| 23 Feb | 61264.25 | 80.2 | -10 | - | 0 | 0 | 78 |
| 20 Feb | 61172.00 | 80.2 | -10 | - | 0 | 0 | 78 |
| 19 Feb | 60739.55 | 80.2 | -10 | - | 0 | 0 | 78 |
| 18 Feb | 61550.80 | 80.2 | -10 | - | 0 | 0 | 78 |
| 17 Feb | 61174.00 | 80.2 | -10 | - | 0 | 0 | 78 |
| 16 Feb | 60949.10 | 80.2 | -10 | - | 0 | 0 | 78 |
| 13 Feb | 60186.65 | 80.2 | -10 | - | 0 | 0 | 78 |
| 12 Feb | 60739.75 | 80.2 | -10 | - | 0 | 0 | 78 |
| 11 Feb | 60745.35 | 80.2 | -10 | - | 0 | 0 | 78 |
| 10 Feb | 60626.40 | 80.2 | -10 | - | 0 | 0 | 78 |
| 9 Feb | 60669.35 | 80.2 | -10 | - | 0 | 0 | 78 |
| 6 Feb | 60120.55 | 80.2 | -10 | 16.61 | 6 | 0 | 78 |
| 5 Feb | 60063.65 | 90.2 | -21.9 | - | 4 | -2 | 78 |
| 4 Feb | 60238.15 | 90.2 | -21.9 | 16.86 | 4 | 2 | 80 |
| 3 Feb | 60041.30 | 112.1 | -111.7 | 17.23 | 11 | 0 | 78 |
| 2 Feb | 58619.00 | 223.8 | 79.8 | 16.81 | 28 | 0 | 78 |
| 1 Feb | 58417.20 | 138.75 | -13.5 | - | 0 | -1 | 78 |
| 30 Jan | 59610.45 | 138.75 | -13.5 | 16.71 | 119 | 79 | 79 |
| 29 Jan | 59957.85 | 149.25 | -0.75 | - | 0 | 0 | 0 |
| 28 Jan | 59598.80 | 149.25 | -0.75 | - | 0 | 1 | 31 |
| 27 Jan | 59205.45 | 149.25 | -0.75 | 16.22 | 7 | 6 | 30 |
| 23 Jan | 58473.10 | 150 | 45 | - | 0 | 1 | 24 |
| 22 Jan | 59200.10 | 150 | 45 | 15.59 | 11 | 10 | 23 |
| 21 Jan | 58800.30 | 105 | 11.2 | - | 0 | 1 | 13 |
| 20 Jan | 59404.20 | 105 | 11.2 | 14.4 | 1 | 5 | 12 |
| 19 Jan | 59891.35 | 93.8 | -25 | 14.84 | 5 | 0 | 7 |
| 16 Jan | 60095.15 | 118.8 | -184.2 | - | 0 | 0 | 7 |
| 14 Jan | 59580.15 | 118.8 | -184.2 | - | 0 | 7 | 7 |
| 13 Jan | 59578.80 | 118.8 | -184.2 | 14.67 | 7 | 0 | 0 |
| 12 Jan | 59450.50 | 303 | 0 | 4.61 | 0 | 0 | 0 |
| 9 Jan | 59251.55 | 303 | 0 | 4.45 | 0 | 0 | 0 |
| 8 Jan | 59686.50 | 303 | 0 | 4.73 | 0 | 0 | 0 |
| 7 Jan | 59990.85 | 303 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 60118.40 | 303 | 0 | 5.01 | 0 | 0 | 0 |
| 5 Jan | 60044.20 | 303 | 0 | 4.96 | 0 | 0 | 0 |
| 2 Jan | 60150.95 | 303 | 0 | 5 | 0 | 0 | 0 |
| 1 Jan | 59711.55 | 303 | 0 | 4.66 | 0 | 0 | 0 |
| 31 Dec | 59581.85 | 303 | 0 | 4.58 | 0 | 0 | 0 |
For Nifty Bank - strike price 55100 expiring on 30MAR2026
Delta for 55100 PE is -0.79
Historical price for 55100 PE is as follows
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 1542.3, which was -910.55 lower than the previous day. The implied volatity was 26.22, the open interest changed by -217 which decreased total open position to 905
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 2428.15, which was -1149.55 lower than the previous day. The implied volatity was 31.29, the open interest changed by -112 which decreased total open position to 1122
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 3763.7, which was 1946.15 higher than the previous day. The implied volatity was 42.94, the open interest changed by -109 which decreased total open position to 1234
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 1844.55, which was -43.85 lower than the previous day. The implied volatity was 25.4, the open interest changed by -296 which decreased total open position to 1343
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1725.95, which was 1071.15 higher than the previous day. The implied volatity was 25.7, the open interest changed by -2501 which decreased total open position to 1639
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 648.65, which was -298.7 lower than the previous day. The implied volatity was 20.96, the open interest changed by 3028 which increased total open position to 4140
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 946.4, which was -393.1 lower than the previous day. The implied volatity was 22.11, the open interest changed by 321 which increased total open position to 1112
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1403.2, which was -438.45 lower than the previous day. The implied volatity was 25.22, the open interest changed by -166 which decreased total open position to 791
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1828.2, which was 759.4 higher than the previous day. The implied volatity was 26.02, the open interest changed by -717 which decreased total open position to 957
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1012.9, which was 139.6 higher than the previous day. The implied volatity was 23.79, the open interest changed by 554 which increased total open position to 1674
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 905.75, which was 473.25 higher than the previous day. The implied volatity was 25.63, the open interest changed by -43 which decreased total open position to 1120
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 440.15, which was -522.8 lower than the previous day. The implied volatity was 23.79, the open interest changed by 517 which increased total open position to 1163
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 976.75, which was 605 higher than the previous day. The implied volatity was 28.46, the open interest changed by 85 which increased total open position to 646
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 358.35, which was 190.65 higher than the previous day. The implied volatity was 23.95, the open interest changed by 215 which increased total open position to 561
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 164.95, which was -128.45 lower than the previous day. The implied volatity was 22.62, the open interest changed by -31 which decreased total open position to 346
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 299.05, which was 214.75 higher than the previous day. The implied volatity was 25.79, the open interest changed by 137 which increased total open position to 377
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 80.15, which was 44.35 higher than the previous day. The implied volatity was 20.69, the open interest changed by 114 which increased total open position to 240
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 34.95, which was 1.8 higher than the previous day. The implied volatity was 18.47, the open interest changed by 41 which increased total open position to 126
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 34.15, which was 4.7 higher than the previous day. The implied volatity was 19.59, the open interest changed by 7 which increased total open position to 85
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 29.45, which was -50.75 lower than the previous day. The implied volatity was 18.66, the open interest changed by 0 which decreased total open position to 78
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 80.2, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 80.2, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 80.2, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 80.2, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 80.2, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 80.2, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 80.2, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 80.2, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 80.2, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 80.2, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 80.2, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 80.2, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 80.2, which was -10 lower than the previous day. The implied volatity was 16.61, the open interest changed by 0 which decreased total open position to 78
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 90.2, which was -21.9 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 78
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 90.2, which was -21.9 lower than the previous day. The implied volatity was 16.86, the open interest changed by 2 which increased total open position to 80
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 112.1, which was -111.7 lower than the previous day. The implied volatity was 17.23, the open interest changed by 0 which decreased total open position to 78
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 223.8, which was 79.8 higher than the previous day. The implied volatity was 16.81, the open interest changed by 0 which decreased total open position to 78
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 138.75, which was -13.5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 78
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 138.75, which was -13.5 lower than the previous day. The implied volatity was 16.71, the open interest changed by 79 which increased total open position to 79
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 149.25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BANKNIFTY was trading at 59598.80. The strike last trading price was 149.25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 31
On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 149.25, which was -0.75 lower than the previous day. The implied volatity was 16.22, the open interest changed by 6 which increased total open position to 30
On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 150, which was 45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 24
On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 150, which was 45 higher than the previous day. The implied volatity was 15.59, the open interest changed by 10 which increased total open position to 23
On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 105, which was 11.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13
On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 105, which was 11.2 higher than the previous day. The implied volatity was 14.4, the open interest changed by 5 which increased total open position to 12
On 19 Jan BANKNIFTY was trading at 59891.35. The strike last trading price was 93.8, which was -25 lower than the previous day. The implied volatity was 14.84, the open interest changed by 0 which decreased total open position to 7
On 16 Jan BANKNIFTY was trading at 60095.15. The strike last trading price was 118.8, which was -184.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 14 Jan BANKNIFTY was trading at 59580.15. The strike last trading price was 118.8, which was -184.2 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 13 Jan BANKNIFTY was trading at 59578.80. The strike last trading price was 118.8, which was -184.2 lower than the previous day. The implied volatity was 14.67, the open interest changed by 0 which decreased total open position to 0
On 12 Jan BANKNIFTY was trading at 59450.50. The strike last trading price was 303, which was 0 lower than the previous day. The implied volatity was 4.61, the open interest changed by 0 which decreased total open position to 0
On 9 Jan BANKNIFTY was trading at 59251.55. The strike last trading price was 303, which was 0 lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0
On 8 Jan BANKNIFTY was trading at 59686.50. The strike last trading price was 303, which was 0 lower than the previous day. The implied volatity was 4.73, 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 303, 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 303, which was 0 lower than the previous day. The implied volatity was 5.01, 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 303, which was 0 lower than the previous day. The implied volatity was 4.96, 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 303, which was 0 lower than the previous day. The implied volatity was 5, 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 303, which was 0 lower than the previous day. The implied volatity was 4.66, 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 303, which was 0 lower than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0
