BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Apr 2025 11:42 AM IST
| BANKNIFTY 29MAY2025 56700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 60.10
Theta: -19.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 28 Apr | 55280.65 | 551.95 | 169.35 | 14.59 | 13,143 | 423 | 2,048 | |||
| 25 Apr | 54664.05 | 360.7 | -156.75 | 14.24 | 17,588 | 1,090 | 1,664 | |||
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| 24 Apr | 55201.40 | 526.1 | -78.35 | 13.87 | 1,322 | 206 | 574 | |||
| 23 Apr | 55370.05 | 595 | -76.6 | 13.77 | 1,154 | -196 | 369 | |||
| 22 Apr | 55647.20 | 657.25 | 124.75 | 13.06 | 1,230 | 370 | 573 | |||
| 21 Apr | 55304.50 | 533.7 | 243.3 | 12.34 | 709 | 192 | 198 | |||
| 17 Apr | 54290.20 | 301.15 | 214 | 12.61 | 5 | 1 | 5 | |||
| 16 Apr | 53117.75 | 87.15 | -25.65 | 11.53 | 8 | 2 | 4 | |||
| 15 Apr | 52379.50 | 112.8 | 0 | 0.00 | 0 | 1 | 0 | |||
| 11 Apr | 51002.35 | 112.8 | 13.8 | 17.69 | 1 | 0 | 1 | |||
| 9 Apr | 50240.15 | 99 | 0 | 0.00 | 0 | 1 | 0 | |||
| 8 Apr | 50511.00 | 99 | -105.5 | 17.85 | 1 | 0 | 0 | |||
| 7 Apr | 49860.10 | 204.5 | 0 | 6.35 | 0 | 0 | 0 | |||
| 4 Apr | 51502.70 | 204.5 | 0 | 4.60 | 0 | 0 | 0 | |||
| 3 Apr | 51597.35 | 204.5 | 0 | 4.39 | 0 | 0 | 0 | |||
| 2 Apr | 51348.05 | 204.5 | 0 | 4.73 | 0 | 0 | 0 | |||
| 1 Apr | 50827.50 | 204.5 | 0 | 4.49 | 0 | 0 | 0 | |||
| 28 Mar | 51564.85 | 204.5 | 0 | 4.20 | 0 | 0 | 0 | |||
| 27 Mar | 51575.85 | 204.5 | 0 | 4.07 | 0 | 0 | 0 | |||
| 26 Mar | 51209.00 | 204.5 | 0 | 4.45 | 0 | 0 | 0 | |||
| 25 Mar | 51607.95 | 204.5 | 0 | 4.11 | 0 | 0 | 0 | |||
| 24 Mar | 51704.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 50593.55 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Nifty Bank - strike price 56700 expiring on 29MAY2025
Delta for 56700 CE is 0.35
Historical price for 56700 CE is as follows
On 28 Apr BANKNIFTY was trading at 55280.65. The strike last trading price was 551.95, which was 169.35 higher than the previous day. The implied volatity was 14.59, the open interest changed by 423 which increased total open position to 2048
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 360.7, which was -156.75 lower than the previous day. The implied volatity was 14.24, the open interest changed by 1090 which increased total open position to 1664
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 526.1, which was -78.35 lower than the previous day. The implied volatity was 13.87, the open interest changed by 206 which increased total open position to 574
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 595, which was -76.6 lower than the previous day. The implied volatity was 13.77, the open interest changed by -196 which decreased total open position to 369
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 657.25, which was 124.75 higher than the previous day. The implied volatity was 13.06, the open interest changed by 370 which increased total open position to 573
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 533.7, which was 243.3 higher than the previous day. The implied volatity was 12.34, the open interest changed by 192 which increased total open position to 198
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 301.15, which was 214 higher than the previous day. The implied volatity was 12.61, the open interest changed by 1 which increased total open position to 5
On 16 Apr BANKNIFTY was trading at 53117.75. The strike last trading price was 87.15, which was -25.65 lower than the previous day. The implied volatity was 11.53, the open interest changed by 2 which increased total open position to 4
On 15 Apr BANKNIFTY was trading at 52379.50. The strike last trading price was 112.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Apr BANKNIFTY was trading at 51002.35. The strike last trading price was 112.8, which was 13.8 higher than the previous day. The implied volatity was 17.69, the open interest changed by 0 which decreased total open position to 1
On 9 Apr BANKNIFTY was trading at 50240.15. The strike last trading price was 99, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Apr BANKNIFTY was trading at 50511.00. The strike last trading price was 99, which was -105.5 lower than the previous day. The implied volatity was 17.85, 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 204.5, which was 0 lower than the previous day. The implied volatity was 6.35, 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 204.5, which was 0 lower than the previous day. The implied volatity was 4.60, 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 204.5, which was 0 lower than the previous day. The implied volatity was 4.39, 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 204.5, 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 1 Apr BANKNIFTY was trading at 50827.50. The strike last trading price was 204.5, which was 0 lower than the previous day. The implied volatity was 4.49, the open interest changed by 0 which decreased total open position to 0
On 28 Mar BANKNIFTY was trading at 51564.85. The strike last trading price was 204.5, which was 0 lower than the previous day. The implied volatity was 4.20, the open interest changed by 0 which decreased total open position to 0
On 27 Mar BANKNIFTY was trading at 51575.85. The strike last trading price was 204.5, which was 0 lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0
On 26 Mar BANKNIFTY was trading at 51209.00. The strike last trading price was 204.5, 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 25 Mar BANKNIFTY was trading at 51607.95. The strike last trading price was 204.5, which was 0 lower than the previous day. The implied volatity was 4.11, the open interest changed by 0 which decreased total open position to 0
On 24 Mar BANKNIFTY was trading at 51704.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Mar BANKNIFTY was trading at 50593.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 29MAY2025 56700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 62.01
Theta: -9.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Apr | 55280.65 | 1752.45 | -645.25 | 18.89 | 140 | 36 | 251 |
| 25 Apr | 54664.05 | 2397.3 | 505.45 | 21.42 | 475 | 193 | 218 |
| 24 Apr | 55201.40 | 1891.85 | 174.4 | 19.11 | 7 | 2 | 25 |
| 23 Apr | 55370.05 | 1717.45 | 112.45 | 17.85 | 46 | 13 | 24 |
| 22 Apr | 55647.20 | 1609.15 | -155.9 | 18.66 | 18 | 7 | 10 |
| 21 Apr | 55304.50 | 1765.05 | -5391.1 | 18.32 | 4 | 2 | 2 |
| 17 Apr | 54290.20 | 7156.15 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 53117.75 | 7156.15 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 52379.50 | 7156.15 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 51002.35 | 7156.15 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 50240.15 | 7156.15 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 50511.00 | 7156.15 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 49860.10 | 7156.15 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 51502.70 | 7156.15 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 51597.35 | 7156.15 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 51348.05 | 7156.15 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 50827.50 | 7156.15 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 51564.85 | 7156.15 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 51575.85 | 7156.15 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 51209.00 | 7156.15 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 51607.95 | 7156.15 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 51704.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 50593.55 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Nifty Bank - strike price 56700 expiring on 29MAY2025
Delta for 56700 PE is -0.61
Historical price for 56700 PE is as follows
On 28 Apr BANKNIFTY was trading at 55280.65. The strike last trading price was 1752.45, which was -645.25 lower than the previous day. The implied volatity was 18.89, the open interest changed by 36 which increased total open position to 251
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 2397.3, which was 505.45 higher than the previous day. The implied volatity was 21.42, the open interest changed by 193 which increased total open position to 218
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 1891.85, which was 174.4 higher than the previous day. The implied volatity was 19.11, the open interest changed by 2 which increased total open position to 25
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 1717.45, which was 112.45 higher than the previous day. The implied volatity was 17.85, the open interest changed by 13 which increased total open position to 24
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 1609.15, which was -155.9 lower than the previous day. The implied volatity was 18.66, the open interest changed by 7 which increased total open position to 10
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 1765.05, which was -5391.1 lower than the previous day. The implied volatity was 18.32, the open interest changed by 2 which increased total open position to 2
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 7156.15, 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 Apr BANKNIFTY was trading at 53117.75. The strike last trading price was 7156.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr BANKNIFTY was trading at 52379.50. The strike last trading price was 7156.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Apr BANKNIFTY was trading at 51002.35. The strike last trading price was 7156.15, 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 7156.15, 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 7156.15, 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 7156.15, 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 7156.15, 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 7156.15, 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 7156.15, 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 7156.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Mar BANKNIFTY was trading at 51564.85. The strike last trading price was 7156.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar BANKNIFTY was trading at 51575.85. The strike last trading price was 7156.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Mar BANKNIFTY was trading at 51209.00. The strike last trading price was 7156.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar BANKNIFTY was trading at 51607.95. The strike last trading price was 7156.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar BANKNIFTY was trading at 51704.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Mar BANKNIFTY was trading at 50593.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
