BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
19 Jun 2025 04:12 PM IST
| BANKNIFTY 26JUN2025 56000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 28.84
Theta: -34.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Jun | 55577.45 | 269.5 | -159.9 | 14.28 | 2,63,773 | 5,465 | 85,134 | |||
| 18 Jun | 55828.75 | 424.05 | 18.25 | 13.96 | 2,78,515 | -1,627 | 80,349 | |||
| 17 Jun | 55714.15 | 392 | -233.4 | 13.90 | 2,17,829 | 12,199 | 82,467 | |||
| 16 Jun | 55944.90 | 643.8 | 186.45 | 15.66 | 2,35,418 | 908 | 70,676 | |||
| 13 Jun | 55527.35 | 461.55 | -332.45 | 13.51 | 1,57,314 | -96 | 70,419 | |||
| 12 Jun | 56082.55 | 755 | -280.05 | 14.72 | 88,353 | 7,493 | 70,934 | |||
| 11 Jun | 56459.75 | 1015 | -140.7 | 13.78 | 29,621 | 478 | 63,331 | |||
| 10 Jun | 56629.10 | 1111 | -271.55 | 13.05 | 23,110 | 381 | 62,912 | |||
| 9 Jun | 56839.60 | 1378 | 124.7 | 14.14 | 24,073 | -796 | 62,617 | |||
| 6 Jun | 56578.40 | 1255.3 | 416.6 | 13.82 | 2,63,008 | -10,461 | 65,484 | |||
| 5 Jun | 55760.85 | 840 | -23.15 | 14.43 | 1,56,189 | 1,602 | 76,178 | |||
| 4 Jun | 55676.85 | 849 | -42.8 | 15.56 | 1,10,024 | 1,124 | 75,057 | |||
| 3 Jun | 55599.95 | 849.95 | -219.65 | 16.20 | 1,61,307 | 6,703 | 74,118 | |||
| 2 Jun | 55903.40 | 1067 | 73.5 | 16.63 | 1,66,043 | 3,549 | 67,511 | |||
| 30 May | 55749.70 | 999.15 | 123.35 | 15.11 | 1,54,702 | 4,695 | 64,168 | |||
| 29 May | 55546.05 | 934.25 | 17.2 | 13.72 | 67,446 | 9,833 | 59,365 | |||
| 28 May | 55417.00 | 901.35 | -74.8 | 15.30 | 32,216 | 1,860 | 49,588 | |||
| 27 May | 55352.80 | 960.1 | -62 | 16.60 | 49,421 | 2,775 | 48,258 | |||
| 26 May | 55572.00 | 1022.05 | 117.75 | 15.57 | 25,424 | 233 | 45,528 | |||
| 23 May | 55398.25 | 921 | 205.5 | 14.25 | 27,336 | -346 | 45,313 | |||
| 22 May | 54941.30 | 721 | -47.85 | 13.95 | 33,029 | 9,695 | 45,655 | |||
| 21 May | 55075.10 | 761 | -5.35 | 13.59 | 37,537 | 20,526 | 35,930 | |||
| 20 May | 54877.35 | 765 | -203.3 | 14.25 | 23,173 | 5,815 | 15,385 | |||
| 19 May | 55420.70 | 963.95 | 9.2 | 13.73 | 8,363 | 612 | 9,693 | |||
| 16 May | 55354.90 | 945 | 38.45 | 12.93 | 9,341 | 3,488 | 9,155 | |||
| 15 May | 55355.60 | 880 | 157.1 | 11.91 | 7,668 | 279 | 6,062 | |||
| 14 May | 54801.30 | 730 | -126.5 | 12.61 | 10,791 | 1,162 | 5,788 | |||
| 13 May | 54940.85 | 861.7 | -274.45 | 13.53 | 10,062 | -782 | 4,627 | |||
| 12 May | 55382.85 | 1198.2 | 641.65 | 14.83 | 10,383 | -260 | 5,451 | |||
| 9 May | 53595.25 | 575.05 | -226.65 | 15.40 | 8,837 | 1,883 | 5,711 | |||
| 8 May | 54365.65 | 800 | -86.45 | 16.07 | 4,049 | 604 | 3,783 | |||
| 7 May | 54610.90 | 892.4 | 77.15 | 14.45 | 3,584 | 613 | 3,186 | |||
| 6 May | 54271.40 | 773.8 | -319.8 | 15.03 | 2,381 | 345 | 2,570 | |||
| 5 May | 54919.50 | 1093.3 | -92.4 | 14.93 | 949 | 55 | 2,225 | |||
| 2 May | 55115.35 | 1130.6 | -91.1 | 13.88 | 1,476 | 95 | 2,177 | |||
| 30 Apr | 55087.15 | 1191 | -126.45 | 14.69 | 706 | -40 | 2,083 | |||
| 29 Apr | 55391.25 | 1305 | -63.9 | 13.79 | 2,682 | 187 | 2,123 | |||
| 28 Apr | 55432.80 | 1386.55 | 410.8 | 13.81 | 1,782 | 78 | 1,947 | |||
| 25 Apr | 54664.05 | 944.55 | -250.2 | 13.06 | 3,129 | -513 | 1,878 | |||
| 24 Apr | 55201.40 | 1188 | -109.5 | 12.52 | 1,219 | -21 | 2,397 | |||
| 23 Apr | 55370.05 | 1278 | -100.15 | 12.37 | 872 | 14 | 2,417 | |||
| 22 Apr | 55647.20 | 1370.5 | 173.45 | 11.33 | 1,525 | -13 | 2,409 | |||
| 21 Apr | 55304.50 | 1198.15 | 480.7 | 11.16 | 1,883 | 103 | 2,433 | |||
| 17 Apr | 54290.20 | 713 | 278.95 | 10.71 | 3,005 | 2,049 | 2,330 | |||
| 16 Apr | 53117.75 | 445 | 140.6 | 11.86 | 335 | 102 | 279 | |||
| 15 Apr | 52379.50 | 320 | 71.3 | 12.26 | 290 | 111 | 172 | |||
| 11 Apr | 51002.35 | 245.35 | 36.55 | 14.60 | 47 | 18 | 61 | |||
| 9 Apr | 50240.15 | 208.8 | -19.1 | 15.50 | 42 | 20 | 43 | |||
| 8 Apr | 50511.00 | 224.9 | 25.65 | 14.92 | 21 | 10 | 24 | |||
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| 7 Apr | 49860.10 | 199.25 | -10.75 | 15.72 | 11 | 10 | 13 | |||
| 4 Apr | 51502.70 | 210 | -577.75 | 11.72 | 7 | 2 | 2 | |||
| 3 Apr | 51597.35 | 787.75 | 0 | 2.75 | 0 | 0 | 0 | |||
| 2 Apr | 51348.05 | 787.75 | 0 | 2.90 | 0 | 0 | 0 | |||
| 1 Apr | 50827.50 | 787.75 | 0 | 3.33 | 0 | 0 | 0 | |||
For Nifty Bank - strike price 56000 expiring on 26JUN2025
Delta for 56000 CE is 0.36
Historical price for 56000 CE is as follows
On 19 Jun BANKNIFTY was trading at 55577.45. The strike last trading price was 269.5, which was -159.9 lower than the previous day. The implied volatity was 14.28, the open interest changed by 5465 which increased total open position to 85134
On 18 Jun BANKNIFTY was trading at 55828.75. The strike last trading price was 424.05, which was 18.25 higher than the previous day. The implied volatity was 13.96, the open interest changed by -1627 which decreased total open position to 80349
On 17 Jun BANKNIFTY was trading at 55714.15. The strike last trading price was 392, which was -233.4 lower than the previous day. The implied volatity was 13.90, the open interest changed by 12199 which increased total open position to 82467
On 16 Jun BANKNIFTY was trading at 55944.90. The strike last trading price was 643.8, which was 186.45 higher than the previous day. The implied volatity was 15.66, the open interest changed by 908 which increased total open position to 70676
On 13 Jun BANKNIFTY was trading at 55527.35. The strike last trading price was 461.55, which was -332.45 lower than the previous day. The implied volatity was 13.51, the open interest changed by -96 which decreased total open position to 70419
On 12 Jun BANKNIFTY was trading at 56082.55. The strike last trading price was 755, which was -280.05 lower than the previous day. The implied volatity was 14.72, the open interest changed by 7493 which increased total open position to 70934
On 11 Jun BANKNIFTY was trading at 56459.75. The strike last trading price was 1015, which was -140.7 lower than the previous day. The implied volatity was 13.78, the open interest changed by 478 which increased total open position to 63331
On 10 Jun BANKNIFTY was trading at 56629.10. The strike last trading price was 1111, which was -271.55 lower than the previous day. The implied volatity was 13.05, the open interest changed by 381 which increased total open position to 62912
On 9 Jun BANKNIFTY was trading at 56839.60. The strike last trading price was 1378, which was 124.7 higher than the previous day. The implied volatity was 14.14, the open interest changed by -796 which decreased total open position to 62617
On 6 Jun BANKNIFTY was trading at 56578.40. The strike last trading price was 1255.3, which was 416.6 higher than the previous day. The implied volatity was 13.82, the open interest changed by -10461 which decreased total open position to 65484
On 5 Jun BANKNIFTY was trading at 55760.85. The strike last trading price was 840, which was -23.15 lower than the previous day. The implied volatity was 14.43, the open interest changed by 1602 which increased total open position to 76178
On 4 Jun BANKNIFTY was trading at 55676.85. The strike last trading price was 849, which was -42.8 lower than the previous day. The implied volatity was 15.56, the open interest changed by 1124 which increased total open position to 75057
On 3 Jun BANKNIFTY was trading at 55599.95. The strike last trading price was 849.95, which was -219.65 lower than the previous day. The implied volatity was 16.20, the open interest changed by 6703 which increased total open position to 74118
On 2 Jun BANKNIFTY was trading at 55903.40. The strike last trading price was 1067, which was 73.5 higher than the previous day. The implied volatity was 16.63, the open interest changed by 3549 which increased total open position to 67511
On 30 May BANKNIFTY was trading at 55749.70. The strike last trading price was 999.15, which was 123.35 higher than the previous day. The implied volatity was 15.11, the open interest changed by 4695 which increased total open position to 64168
On 29 May BANKNIFTY was trading at 55546.05. The strike last trading price was 934.25, which was 17.2 higher than the previous day. The implied volatity was 13.72, the open interest changed by 9833 which increased total open position to 59365
On 28 May BANKNIFTY was trading at 55417.00. The strike last trading price was 901.35, which was -74.8 lower than the previous day. The implied volatity was 15.30, the open interest changed by 1860 which increased total open position to 49588
On 27 May BANKNIFTY was trading at 55352.80. The strike last trading price was 960.1, which was -62 lower than the previous day. The implied volatity was 16.60, the open interest changed by 2775 which increased total open position to 48258
On 26 May BANKNIFTY was trading at 55572.00. The strike last trading price was 1022.05, which was 117.75 higher than the previous day. The implied volatity was 15.57, the open interest changed by 233 which increased total open position to 45528
On 23 May BANKNIFTY was trading at 55398.25. The strike last trading price was 921, which was 205.5 higher than the previous day. The implied volatity was 14.25, the open interest changed by -346 which decreased total open position to 45313
On 22 May BANKNIFTY was trading at 54941.30. The strike last trading price was 721, which was -47.85 lower than the previous day. The implied volatity was 13.95, the open interest changed by 9695 which increased total open position to 45655
On 21 May BANKNIFTY was trading at 55075.10. The strike last trading price was 761, which was -5.35 lower than the previous day. The implied volatity was 13.59, the open interest changed by 20526 which increased total open position to 35930
On 20 May BANKNIFTY was trading at 54877.35. The strike last trading price was 765, which was -203.3 lower than the previous day. The implied volatity was 14.25, the open interest changed by 5815 which increased total open position to 15385
On 19 May BANKNIFTY was trading at 55420.70. The strike last trading price was 963.95, which was 9.2 higher than the previous day. The implied volatity was 13.73, the open interest changed by 612 which increased total open position to 9693
On 16 May BANKNIFTY was trading at 55354.90. The strike last trading price was 945, which was 38.45 higher than the previous day. The implied volatity was 12.93, the open interest changed by 3488 which increased total open position to 9155
On 15 May BANKNIFTY was trading at 55355.60. The strike last trading price was 880, which was 157.1 higher than the previous day. The implied volatity was 11.91, the open interest changed by 279 which increased total open position to 6062
On 14 May BANKNIFTY was trading at 54801.30. The strike last trading price was 730, which was -126.5 lower than the previous day. The implied volatity was 12.61, the open interest changed by 1162 which increased total open position to 5788
On 13 May BANKNIFTY was trading at 54940.85. The strike last trading price was 861.7, which was -274.45 lower than the previous day. The implied volatity was 13.53, the open interest changed by -782 which decreased total open position to 4627
On 12 May BANKNIFTY was trading at 55382.85. The strike last trading price was 1198.2, which was 641.65 higher than the previous day. The implied volatity was 14.83, the open interest changed by -260 which decreased total open position to 5451
On 9 May BANKNIFTY was trading at 53595.25. The strike last trading price was 575.05, which was -226.65 lower than the previous day. The implied volatity was 15.40, the open interest changed by 1883 which increased total open position to 5711
On 8 May BANKNIFTY was trading at 54365.65. The strike last trading price was 800, which was -86.45 lower than the previous day. The implied volatity was 16.07, the open interest changed by 604 which increased total open position to 3783
On 7 May BANKNIFTY was trading at 54610.90. The strike last trading price was 892.4, which was 77.15 higher than the previous day. The implied volatity was 14.45, the open interest changed by 613 which increased total open position to 3186
On 6 May BANKNIFTY was trading at 54271.40. The strike last trading price was 773.8, which was -319.8 lower than the previous day. The implied volatity was 15.03, the open interest changed by 345 which increased total open position to 2570
On 5 May BANKNIFTY was trading at 54919.50. The strike last trading price was 1093.3, which was -92.4 lower than the previous day. The implied volatity was 14.93, the open interest changed by 55 which increased total open position to 2225
On 2 May BANKNIFTY was trading at 55115.35. The strike last trading price was 1130.6, which was -91.1 lower than the previous day. The implied volatity was 13.88, the open interest changed by 95 which increased total open position to 2177
On 30 Apr BANKNIFTY was trading at 55087.15. The strike last trading price was 1191, which was -126.45 lower than the previous day. The implied volatity was 14.69, the open interest changed by -40 which decreased total open position to 2083
On 29 Apr BANKNIFTY was trading at 55391.25. The strike last trading price was 1305, which was -63.9 lower than the previous day. The implied volatity was 13.79, the open interest changed by 187 which increased total open position to 2123
On 28 Apr BANKNIFTY was trading at 55432.80. The strike last trading price was 1386.55, which was 410.8 higher than the previous day. The implied volatity was 13.81, the open interest changed by 78 which increased total open position to 1947
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 944.55, which was -250.2 lower than the previous day. The implied volatity was 13.06, the open interest changed by -513 which decreased total open position to 1878
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 1188, which was -109.5 lower than the previous day. The implied volatity was 12.52, the open interest changed by -21 which decreased total open position to 2397
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 1278, which was -100.15 lower than the previous day. The implied volatity was 12.37, the open interest changed by 14 which increased total open position to 2417
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 1370.5, which was 173.45 higher than the previous day. The implied volatity was 11.33, the open interest changed by -13 which decreased total open position to 2409
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 1198.15, which was 480.7 higher than the previous day. The implied volatity was 11.16, the open interest changed by 103 which increased total open position to 2433
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 713, which was 278.95 higher than the previous day. The implied volatity was 10.71, the open interest changed by 2049 which increased total open position to 2330
On 16 Apr BANKNIFTY was trading at 53117.75. The strike last trading price was 445, which was 140.6 higher than the previous day. The implied volatity was 11.86, the open interest changed by 102 which increased total open position to 279
On 15 Apr BANKNIFTY was trading at 52379.50. The strike last trading price was 320, which was 71.3 higher than the previous day. The implied volatity was 12.26, the open interest changed by 111 which increased total open position to 172
On 11 Apr BANKNIFTY was trading at 51002.35. The strike last trading price was 245.35, which was 36.55 higher than the previous day. The implied volatity was 14.60, the open interest changed by 18 which increased total open position to 61
On 9 Apr BANKNIFTY was trading at 50240.15. The strike last trading price was 208.8, which was -19.1 lower than the previous day. The implied volatity was 15.50, the open interest changed by 20 which increased total open position to 43
On 8 Apr BANKNIFTY was trading at 50511.00. The strike last trading price was 224.9, which was 25.65 higher than the previous day. The implied volatity was 14.92, the open interest changed by 10 which increased total open position to 24
On 7 Apr BANKNIFTY was trading at 49860.10. The strike last trading price was 199.25, which was -10.75 lower than the previous day. The implied volatity was 15.72, the open interest changed by 10 which increased total open position to 13
On 4 Apr BANKNIFTY was trading at 51502.70. The strike last trading price was 210, which was -577.75 lower than the previous day. The implied volatity was 11.72, the open interest changed by 2 which increased total open position to 2
On 3 Apr BANKNIFTY was trading at 51597.35. The strike last trading price was 787.75, 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 2 Apr BANKNIFTY was trading at 51348.05. The strike last trading price was 787.75, which was 0 lower than the previous day. The implied volatity was 2.90, the open interest changed by 0 which decreased total open position to 0
On 1 Apr BANKNIFTY was trading at 50827.50. The strike last trading price was 787.75, which was 0 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 26JUN2025 56000 PE | |||||||
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Delta: -0.64
Vega: 28.66
Theta: -17.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Jun | 55577.45 | 646.45 | 109.9 | 13.63 | 1,66,939 | -4,151 | 62,870 |
| 18 Jun | 55828.75 | 540.35 | -84.3 | 15.23 | 1,77,663 | 889 | 67,445 |
| 17 Jun | 55714.15 | 644.05 | 129.35 | 15.40 | 1,91,807 | 979 | 67,098 |
| 16 Jun | 55944.90 | 489.95 | -358.4 | 14.91 | 1,25,650 | 6,612 | 66,413 |
| 13 Jun | 55527.35 | 810 | 300.8 | 16.51 | 98,721 | -7,296 | 59,902 |
| 12 Jun | 56082.55 | 539.45 | 151 | 14.66 | 1,75,414 | -1,713 | 67,975 |
| 11 Jun | 56459.75 | 390.05 | 0.35 | 14.81 | 1,16,921 | 3,128 | 70,529 |
| 10 Jun | 56629.10 | 399.95 | 13 | 15.78 | 86,764 | -1,852 | 67,670 |
| 9 Jun | 56839.60 | 388 | -102.3 | 17.06 | 91,084 | 3,841 | 69,605 |
| 6 Jun | 56578.40 | 486.95 | -308.35 | 16.35 | 2,23,214 | 9,503 | 65,705 |
| 5 Jun | 55760.85 | 780.2 | -84.55 | 15.88 | 1,02,748 | 240 | 56,475 |
| 4 Jun | 55676.85 | 861.75 | -78.35 | 15.82 | 67,878 | 1,812 | 56,401 |
| 3 Jun | 55599.95 | 985.65 | 98.15 | 16.74 | 1,15,488 | 61 | 55,265 |
| 2 Jun | 55903.40 | 880 | -36.25 | 17.37 | 87,872 | 5,590 | 55,686 |
| 30 May | 55749.70 | 906.3 | -91.05 | 16.36 | 79,750 | 5,785 | 50,235 |
| 29 May | 55546.05 | 941.2 | -210.7 | 16.69 | 29,835 | 4,359 | 44,154 |
| 28 May | 55417.00 | 1153.85 | -58.6 | 17.60 | 10,208 | 350 | 39,781 |
| 27 May | 55352.80 | 1230 | 124.4 | 17.86 | 22,307 | 1,252 | 40,040 |
| 26 May | 55572.00 | 1090.3 | -63.9 | 17.14 | 13,634 | 827 | 38,792 |
| 23 May | 55398.25 | 1154.9 | -169.95 | 16.43 | 11,775 | 3,511 | 37,967 |
| 22 May | 54941.30 | 1320 | -14.2 | 15.39 | 19,848 | 13,912 | 34,439 |
| 21 May | 55075.10 | 1352.3 | -47.85 | 16.61 | 19,553 | 8,931 | 20,458 |
| 20 May | 54877.35 | 1417.35 | 162.4 | 16.34 | 11,966 | 7,006 | 11,530 |
| 19 May | 55420.70 | 1260 | 10.2 | 17.46 | 6,280 | 2,150 | 4,526 |
| 16 May | 55354.90 | 1242.6 | -73.4 | 16.63 | 2,018 | 100 | 2,373 |
| 15 May | 55355.60 | 1330 | -285.35 | 17.61 | 2,835 | 403 | 2,289 |
| 14 May | 54801.30 | 1575.35 | 16.2 | 17.51 | 1,203 | 158 | 1,885 |
| 13 May | 54940.85 | 1550 | 217.7 | 17.80 | 2,407 | 290 | 1,733 |
| 12 May | 55382.85 | 1300.5 | -1263.2 | 17.39 | 2,499 | 518 | 1,444 |
| 9 May | 53595.25 | 2515 | 303 | 20.09 | 463 | -197 | 926 |
| 8 May | 54365.65 | 2250.4 | 280.6 | 20.36 | 850 | 73 | 1,119 |
| 7 May | 54610.90 | 1920 | -248.45 | 19.72 | 878 | -31 | 1,045 |
| 6 May | 54271.40 | 2225 | 448.2 | 20.28 | 527 | -82 | 1,087 |
| 5 May | 54919.50 | 1765.95 | 14.5 | 19.44 | 473 | 88 | 1,170 |
| 2 May | 55115.35 | 1759.1 | 4.75 | 19.98 | 1,015 | -83 | 1,081 |
| 30 Apr | 55087.15 | 1779.1 | 166.25 | 19.51 | 503 | -23 | 1,163 |
| 29 Apr | 55391.25 | 1635 | 125.15 | 19.66 | 2,236 | 448 | 1,182 |
| 28 Apr | 55432.80 | 1521 | -477.95 | 18.95 | 869 | 188 | 733 |
| 25 Apr | 54664.05 | 2058 | 371.9 | 19.95 | 1,438 | -126 | 548 |
| 24 Apr | 55201.40 | 1690 | 132.4 | 18.99 | 552 | 93 | 674 |
| 23 Apr | 55370.05 | 1560 | 130.6 | 18.34 | 744 | -60 | 580 |
| 22 Apr | 55647.20 | 1456.15 | -43.85 | 18.60 | 1,026 | 351 | 642 |
| 21 Apr | 55304.50 | 1490 | -764.45 | 17.46 | 479 | 187 | 292 |
| 17 Apr | 54290.20 | 2243.55 | -744.5 | 19.69 | 270 | 84 | 105 |
| 16 Apr | 53117.75 | 2995 | -466.1 | 20.60 | 22 | 9 | 20 |
| 15 Apr | 52379.50 | 3461.1 | -742.2 | 20.76 | 11 | 9 | 9 |
| 11 Apr | 51002.35 | 4203.3 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 50240.15 | 4203.3 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 50511.00 | 4203.3 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 49860.10 | 4203.3 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 51502.70 | 4203.3 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 51597.35 | 4203.3 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 51348.05 | 4203.3 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 50827.50 | 4203.3 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 56000 expiring on 26JUN2025
Delta for 56000 PE is -0.64
Historical price for 56000 PE is as follows
On 19 Jun BANKNIFTY was trading at 55577.45. The strike last trading price was 646.45, which was 109.9 higher than the previous day. The implied volatity was 13.63, the open interest changed by -4151 which decreased total open position to 62870
On 18 Jun BANKNIFTY was trading at 55828.75. The strike last trading price was 540.35, which was -84.3 lower than the previous day. The implied volatity was 15.23, the open interest changed by 889 which increased total open position to 67445
On 17 Jun BANKNIFTY was trading at 55714.15. The strike last trading price was 644.05, which was 129.35 higher than the previous day. The implied volatity was 15.40, the open interest changed by 979 which increased total open position to 67098
On 16 Jun BANKNIFTY was trading at 55944.90. The strike last trading price was 489.95, which was -358.4 lower than the previous day. The implied volatity was 14.91, the open interest changed by 6612 which increased total open position to 66413
On 13 Jun BANKNIFTY was trading at 55527.35. The strike last trading price was 810, which was 300.8 higher than the previous day. The implied volatity was 16.51, the open interest changed by -7296 which decreased total open position to 59902
On 12 Jun BANKNIFTY was trading at 56082.55. The strike last trading price was 539.45, which was 151 higher than the previous day. The implied volatity was 14.66, the open interest changed by -1713 which decreased total open position to 67975
On 11 Jun BANKNIFTY was trading at 56459.75. The strike last trading price was 390.05, which was 0.35 higher than the previous day. The implied volatity was 14.81, the open interest changed by 3128 which increased total open position to 70529
On 10 Jun BANKNIFTY was trading at 56629.10. The strike last trading price was 399.95, which was 13 higher than the previous day. The implied volatity was 15.78, the open interest changed by -1852 which decreased total open position to 67670
On 9 Jun BANKNIFTY was trading at 56839.60. The strike last trading price was 388, which was -102.3 lower than the previous day. The implied volatity was 17.06, the open interest changed by 3841 which increased total open position to 69605
On 6 Jun BANKNIFTY was trading at 56578.40. The strike last trading price was 486.95, which was -308.35 lower than the previous day. The implied volatity was 16.35, the open interest changed by 9503 which increased total open position to 65705
On 5 Jun BANKNIFTY was trading at 55760.85. The strike last trading price was 780.2, which was -84.55 lower than the previous day. The implied volatity was 15.88, the open interest changed by 240 which increased total open position to 56475
On 4 Jun BANKNIFTY was trading at 55676.85. The strike last trading price was 861.75, which was -78.35 lower than the previous day. The implied volatity was 15.82, the open interest changed by 1812 which increased total open position to 56401
On 3 Jun BANKNIFTY was trading at 55599.95. The strike last trading price was 985.65, which was 98.15 higher than the previous day. The implied volatity was 16.74, the open interest changed by 61 which increased total open position to 55265
On 2 Jun BANKNIFTY was trading at 55903.40. The strike last trading price was 880, which was -36.25 lower than the previous day. The implied volatity was 17.37, the open interest changed by 5590 which increased total open position to 55686
On 30 May BANKNIFTY was trading at 55749.70. The strike last trading price was 906.3, which was -91.05 lower than the previous day. The implied volatity was 16.36, the open interest changed by 5785 which increased total open position to 50235
On 29 May BANKNIFTY was trading at 55546.05. The strike last trading price was 941.2, which was -210.7 lower than the previous day. The implied volatity was 16.69, the open interest changed by 4359 which increased total open position to 44154
On 28 May BANKNIFTY was trading at 55417.00. The strike last trading price was 1153.85, which was -58.6 lower than the previous day. The implied volatity was 17.60, the open interest changed by 350 which increased total open position to 39781
On 27 May BANKNIFTY was trading at 55352.80. The strike last trading price was 1230, which was 124.4 higher than the previous day. The implied volatity was 17.86, the open interest changed by 1252 which increased total open position to 40040
On 26 May BANKNIFTY was trading at 55572.00. The strike last trading price was 1090.3, which was -63.9 lower than the previous day. The implied volatity was 17.14, the open interest changed by 827 which increased total open position to 38792
On 23 May BANKNIFTY was trading at 55398.25. The strike last trading price was 1154.9, which was -169.95 lower than the previous day. The implied volatity was 16.43, the open interest changed by 3511 which increased total open position to 37967
On 22 May BANKNIFTY was trading at 54941.30. The strike last trading price was 1320, which was -14.2 lower than the previous day. The implied volatity was 15.39, the open interest changed by 13912 which increased total open position to 34439
On 21 May BANKNIFTY was trading at 55075.10. The strike last trading price was 1352.3, which was -47.85 lower than the previous day. The implied volatity was 16.61, the open interest changed by 8931 which increased total open position to 20458
On 20 May BANKNIFTY was trading at 54877.35. The strike last trading price was 1417.35, which was 162.4 higher than the previous day. The implied volatity was 16.34, the open interest changed by 7006 which increased total open position to 11530
On 19 May BANKNIFTY was trading at 55420.70. The strike last trading price was 1260, which was 10.2 higher than the previous day. The implied volatity was 17.46, the open interest changed by 2150 which increased total open position to 4526
On 16 May BANKNIFTY was trading at 55354.90. The strike last trading price was 1242.6, which was -73.4 lower than the previous day. The implied volatity was 16.63, the open interest changed by 100 which increased total open position to 2373
On 15 May BANKNIFTY was trading at 55355.60. The strike last trading price was 1330, which was -285.35 lower than the previous day. The implied volatity was 17.61, the open interest changed by 403 which increased total open position to 2289
On 14 May BANKNIFTY was trading at 54801.30. The strike last trading price was 1575.35, which was 16.2 higher than the previous day. The implied volatity was 17.51, the open interest changed by 158 which increased total open position to 1885
On 13 May BANKNIFTY was trading at 54940.85. The strike last trading price was 1550, which was 217.7 higher than the previous day. The implied volatity was 17.80, the open interest changed by 290 which increased total open position to 1733
On 12 May BANKNIFTY was trading at 55382.85. The strike last trading price was 1300.5, which was -1263.2 lower than the previous day. The implied volatity was 17.39, the open interest changed by 518 which increased total open position to 1444
On 9 May BANKNIFTY was trading at 53595.25. The strike last trading price was 2515, which was 303 higher than the previous day. The implied volatity was 20.09, the open interest changed by -197 which decreased total open position to 926
On 8 May BANKNIFTY was trading at 54365.65. The strike last trading price was 2250.4, which was 280.6 higher than the previous day. The implied volatity was 20.36, the open interest changed by 73 which increased total open position to 1119
On 7 May BANKNIFTY was trading at 54610.90. The strike last trading price was 1920, which was -248.45 lower than the previous day. The implied volatity was 19.72, the open interest changed by -31 which decreased total open position to 1045
On 6 May BANKNIFTY was trading at 54271.40. The strike last trading price was 2225, which was 448.2 higher than the previous day. The implied volatity was 20.28, the open interest changed by -82 which decreased total open position to 1087
On 5 May BANKNIFTY was trading at 54919.50. The strike last trading price was 1765.95, which was 14.5 higher than the previous day. The implied volatity was 19.44, the open interest changed by 88 which increased total open position to 1170
On 2 May BANKNIFTY was trading at 55115.35. The strike last trading price was 1759.1, which was 4.75 higher than the previous day. The implied volatity was 19.98, the open interest changed by -83 which decreased total open position to 1081
On 30 Apr BANKNIFTY was trading at 55087.15. The strike last trading price was 1779.1, which was 166.25 higher than the previous day. The implied volatity was 19.51, the open interest changed by -23 which decreased total open position to 1163
On 29 Apr BANKNIFTY was trading at 55391.25. The strike last trading price was 1635, which was 125.15 higher than the previous day. The implied volatity was 19.66, the open interest changed by 448 which increased total open position to 1182
On 28 Apr BANKNIFTY was trading at 55432.80. The strike last trading price was 1521, which was -477.95 lower than the previous day. The implied volatity was 18.95, the open interest changed by 188 which increased total open position to 733
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 2058, which was 371.9 higher than the previous day. The implied volatity was 19.95, the open interest changed by -126 which decreased total open position to 548
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 1690, which was 132.4 higher than the previous day. The implied volatity was 18.99, the open interest changed by 93 which increased total open position to 674
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 1560, which was 130.6 higher than the previous day. The implied volatity was 18.34, the open interest changed by -60 which decreased total open position to 580
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 1456.15, which was -43.85 lower than the previous day. The implied volatity was 18.60, the open interest changed by 351 which increased total open position to 642
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 1490, which was -764.45 lower than the previous day. The implied volatity was 17.46, the open interest changed by 187 which increased total open position to 292
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 2243.55, which was -744.5 lower than the previous day. The implied volatity was 19.69, the open interest changed by 84 which increased total open position to 105
On 16 Apr BANKNIFTY was trading at 53117.75. The strike last trading price was 2995, which was -466.1 lower than the previous day. The implied volatity was 20.60, the open interest changed by 9 which increased total open position to 20
On 15 Apr BANKNIFTY was trading at 52379.50. The strike last trading price was 3461.1, which was -742.2 lower than the previous day. The implied volatity was 20.76, the open interest changed by 9 which increased total open position to 9
On 11 Apr BANKNIFTY was trading at 51002.35. The strike last trading price was 4203.3, 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 9 Apr BANKNIFTY was trading at 50240.15. The strike last trading price was 4203.3, 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 8 Apr BANKNIFTY was trading at 50511.00. The strike last trading price was 4203.3, 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 7 Apr BANKNIFTY was trading at 49860.10. The strike last trading price was 4203.3, 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 Apr BANKNIFTY was trading at 51502.70. The strike last trading price was 4203.3, 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 3 Apr BANKNIFTY was trading at 51597.35. The strike last trading price was 4203.3, 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 2 Apr BANKNIFTY was trading at 51348.05. The strike last trading price was 4203.3, 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 1 Apr BANKNIFTY was trading at 50827.50. The strike last trading price was 4203.3, 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
