Historical option data for BANKNIFTY
25 Jun 2026 04:10 PM IST
| BANKNIFTY 30-Jun-2026 (4d) 57500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.79
Vega: 0.21
Theta: -28.41
Gamma: 0.00031
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 58177.05 | 849.95 | 27.5 (3.34%) | 13.42 | 21,861 | -4,433 | 12,066 | |||||||||
| 24 Jun | 58150.35 | 835 | 499.75 (149.07%) | 12.13 | 2,09,201 | -16,115 | 16,637 | |||||||||
| 23 Jun | 57183.75 | 309.95 | -434.35 (-58.36%) | 14.21 | 1,56,849 | 16,189 | 32,610 | |||||||||
| 22 Jun | 57935.60 | 718.95 | 8.25 (1.16%) | 13.25 | 53,216 | -3,240 | 16,488 | |||||||||
| 19 Jun | 57685.75 | 687.55 | -121.5 (-15.02%) | 12.85 | 1,43,931 | 2,759 | 20,050 | |||||||||
| 18 Jun | 57963.80 | 837.6 | 163.1 (24.18%) | 11.49 | 1,10,955 | -7,301 | 17,533 | |||||||||
| 17 Jun | 57585.05 | 666.05 | 78.95 (13.45%) | 12.96 | 1,57,908 | -1,008 | 24,868 | |||||||||
| 16 Jun | 57297.15 | 595.5 | -47.7 (-7.42%) | 14.03 | 82,139 | 3,399 | 25,972 | |||||||||
| 15 Jun | 57198.80 | 630.2 | 79.1 (14.35%) | 15.55 | 1,43,850 | 9,877 | 22,759 | |||||||||
| 12 Jun | 56814.80 | 584.95 | 395.95 (209.50%) | 16.18 | 56,641 | 799 | 13,423 | |||||||||
| 11 Jun | 55176.75 | 196.25 | 4.45 (2.32%) | 16.98 | 25,434 | -221 | 12,694 | |||||||||
| 10 Jun | 55100.30 | 194.9 | -45.5 (-18.93%) | 17.01 | 27,327 | 1,273 | 13,046 | |||||||||
| 9 Jun | 55194.50 | 256.1 | 116.3 (83.19%) | 17.49 | 27,265 | 173 | 11,784 | |||||||||
| 8 Jun | 54063.75 | 134 | -61.4 (-31.42%) | 19.29 | 24,869 | 1,116 | 11,589 | |||||||||
| 5 Jun | 54496.25 | 199.7 | 1.45 (0.73%) | 17.93 | 31,382 | 104 | 10,617 | |||||||||
| 4 Jun | 54307.85 | 202.95 | 4.1 (2.06%) | 18.35 | 21,190 | 131 | 10,587 | |||||||||
| 3 Jun | 54185.95 | 182.2 | 48.4 (36.17%) | 17.78 | 31,155 | 708 | 10,559 | |||||||||
| 2 Jun | 53714.65 | 134.2 | 1.25 (0.94%) | 17.61 | 22,541 | -946 | 9,886 | |||||||||
| 1 Jun | 53643.10 | 129.85 | -99.1 (-43.28%) | 17.85 | 29,703 | 1,866 | 10,801 | |||||||||
| 29 May | 54239.20 | 239 | -60.25 (-20.13%) | 17.41 | 28,452 | 928 | 8,952 | |||||||||
| 27 May | 54853.85 | 295 | -76.05 (-20.50%) | 15.8 | 17,202 | 1,653 | 8,054 | |||||||||
| 26 May | 55092.90 | 381.8 | -63.2 (-14.20%) | 15.92 | 10,814 | 1,422 | 6,430 | |||||||||
| 25 May | 55293.65 | 483 | 233.15 (93.32%) | 16.55 | 6,079 | 1,095 | 5,007 | |||||||||
| 22 May | 54055.35 | 275.85 | 81.25 (41.75%) | 17.03 | 5,629 | 2,241 | 3,913 | |||||||||
| 21 May | 53439.40 | 193 | -26.6 (-12.11%) | 17.43 | 2,270 | -15 | 1,673 | |||||||||
| 20 May | 53562.20 | 224.75 | 4.85 (2.21%) | 17.45 | 2,537 | 551 | 1,687 | |||||||||
| 19 May | 53409.15 | 225.8 | -48.2 (-17.59%) | 17.83 | 1,099 | 267 | 1,186 | |||||||||
| 18 May | 53537.00 | 270.9 | -41.1 (-13.17%) | 18.29 | 1,716 | -169 | 930 | |||||||||
| 15 May | 53710.35 | 322.1 | -61.95 (-16.13%) | 17.99 | 2,707 | 303 | 1,099 | |||||||||
| 14 May | 54128.95 | 415.35 | 73.75 (21.59%) | 17.98 | 1,680 | -128 | 799 | |||||||||
| 13 May | 53456.15 | 334.9 | -29.45 (-8.08%) | 0 | 1,510 | 459 | 927 | |||||||||
| 12 May | 53555.20 | 385.45 | -140.95 (-26.78%) | 18.56 | 1,155 | -105 | 467 | |||||||||
| 11 May | 54439.90 | 526.8 | -208.55 (-28.36%) | 17.83 | 748 | 17 | 570 | |||||||||
| 8 May | 55310.55 | 711.25 | -255.75 (-26.45%) | 16.47 | 301 | 14 | 558 | |||||||||
| 7 May | 56047.40 | 969.6 | -12.3 (-1.25%) | 15.94 | 357 | 37 | 548 | |||||||||
| 6 May | 55981.05 | 1005.05 | 429.2 (74.53%) | 16.46 | 771 | 83 | 512 | |||||||||
| 5 May | 54547.05 | 563.5 | -129.85 (-18.73%) | 16.88 | 617 | 97 | 431 | |||||||||
| 4 May | 54878.50 | 684.2 | -68.55 (-9.11%) | 17.17 | 248 | -25 | 334 | |||||||||
| 30 Apr | 54863.35 | 771.8 | -97.2 (-11.19%) | 17.15 | 390 | -36 | 323 | |||||||||
| 29 Apr | 55403.60 | 850 | -129.8 (-13.25%) | 16.44 | 225 | 56 | 354 | |||||||||
| 28 Apr | 55400.35 | 1002.55 | -375.25 (-27.24%) | 17.67 | 159 | 51 | 300 | |||||||||
| 27 Apr | 56264.30 | 1383.4 | -4.4 (-0.32%) | 17.92 | 66 | 20 | 247 | |||||||||
| 24 Apr | 56089.75 | 1400.65 | -29.65 (-2.07%) | 18.24 | 119 | -23 | 229 | |||||||||
| 23 Apr | 56305.00 | 1444.95 | -397.75 (-21.59%) | 17.77 | 93 | 16 | 253 | |||||||||
| 22 Apr | 57124.45 | 1844 | -72.6 (-3.79%) | 17.57 | 80 | 11 | 238 | |||||||||
| 21 Apr | 57371.45 | 1916.6 | 274.2 (16.70%) | 17.14 | 60 | 4 | 227 | |||||||||
| 20 Apr | 56582.35 | 1610.2 | -34.8 (-2.12%) | 17.86 | 162 | 62 | 223 | |||||||||
| 17 Apr | 56565.70 | 1650 | 170 (11.49%) | 17.28 | 17 | 7 | 162 | |||||||||
| 16 Apr | 56086.40 | 1480 | -107.4 (-6.77%) | 18.18 | 90 | 11 | 155 | |||||||||
| 15 Apr | 56301.95 | 1579 | 136.1 (9.43%) | 18.01 | 32 | -1 | 140 | |||||||||
| 13 Apr | 55605.05 | 1420 | -63.9 (-4.31%) | 19.13 | 71 | -35 | 142 | |||||||||
| 10 Apr | 55912.75 | 1477.85 | 283.95 (23.78%) | 17.71 | 118 | 65 | 179 | |||||||||
| 9 Apr | 54821.70 | 1175 | -254.45 (-17.80%) | 19.07 | 42 | 11 | 113 | |||||||||
| 8 Apr | 55703.90 | 1450 | 772 (113.86%) | 15.63 | 65 | 58 | 102 | |||||||||
| 7 Apr | 52716.25 | 678 | -36.55 (-5.12%) | 18.65 | 65 | 20 | 44 | |||||||||
| 6 Apr | 52609.10 | 720.25 | 233.8 (48.06%) | 19.41 | 43 | 13 | 21 | |||||||||
| 2 Apr | 51548.75 | 486.45 | -149.9 (-23.56%) | 18.73 | 13 | -1 | 8 | |||||||||
For Nifty Bank - strike price 57500 expiring on 30JUN2026
Delta for 57500 CE is 0.79
Historical price for 57500 CE is as follows
On 25 Jun BANKNIFTY was trading at 58177.05. The strike last trading price was 849.95, which was 27.5 higher than the previous day. The implied volatity was 13.42, the open interest changed by -4433 which decreased total open position to 12066
On 24 Jun BANKNIFTY was trading at 58150.35. The strike last trading price was 835, which was 499.75 higher than the previous day. The implied volatity was 12.13, the open interest changed by -16115 which decreased total open position to 16637
On 23 Jun BANKNIFTY was trading at 57183.75. The strike last trading price was 309.95, which was -434.35 lower than the previous day. The implied volatity was 14.21, the open interest changed by 16189 which increased total open position to 32610
On 22 Jun BANKNIFTY was trading at 57935.60. The strike last trading price was 718.95, which was 8.25 higher than the previous day. The implied volatity was 13.25, the open interest changed by -3240 which decreased total open position to 16488
On 19 Jun BANKNIFTY was trading at 57685.75. The strike last trading price was 687.55, which was -121.5 lower than the previous day. The implied volatity was 12.85, the open interest changed by 2759 which increased total open position to 20050
On 18 Jun BANKNIFTY was trading at 57963.80. The strike last trading price was 837.6, which was 163.1 higher than the previous day. The implied volatity was 11.49, the open interest changed by -7301 which decreased total open position to 17533
On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 666.05, which was 78.95 higher than the previous day. The implied volatity was 12.96, the open interest changed by -1008 which decreased total open position to 24868
On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 595.5, which was -47.7 lower than the previous day. The implied volatity was 14.03, the open interest changed by 3399 which increased total open position to 25972
On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 630.2, which was 79.1 higher than the previous day. The implied volatity was 15.55, the open interest changed by 9877 which increased total open position to 22759
On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 584.95, which was 395.95 higher than the previous day. The implied volatity was 16.18, the open interest changed by 799 which increased total open position to 13423
On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 196.25, which was 4.45 higher than the previous day. The implied volatity was 16.98, the open interest changed by -221 which decreased total open position to 12694
On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 194.9, which was -45.5 lower than the previous day. The implied volatity was 17.01, the open interest changed by 1273 which increased total open position to 13046
On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 256.1, which was 116.3 higher than the previous day. The implied volatity was 17.49, the open interest changed by 173 which increased total open position to 11784
On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 134, which was -61.4 lower than the previous day. The implied volatity was 19.29, the open interest changed by 1116 which increased total open position to 11589
On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 199.7, which was 1.45 higher than the previous day. The implied volatity was 17.93, the open interest changed by 104 which increased total open position to 10617
On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 202.95, which was 4.1 higher than the previous day. The implied volatity was 18.35, the open interest changed by 131 which increased total open position to 10587
On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 182.2, which was 48.4 higher than the previous day. The implied volatity was 17.78, the open interest changed by 708 which increased total open position to 10559
On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 134.2, which was 1.25 higher than the previous day. The implied volatity was 17.61, the open interest changed by -946 which decreased total open position to 9886
On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 129.85, which was -99.1 lower than the previous day. The implied volatity was 17.85, the open interest changed by 1866 which increased total open position to 10801
On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 239, which was -60.25 lower than the previous day. The implied volatity was 17.41, the open interest changed by 928 which increased total open position to 8952
On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 295, which was -76.05 lower than the previous day. The implied volatity was 15.8, the open interest changed by 1653 which increased total open position to 8054
On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 381.8, which was -63.2 lower than the previous day. The implied volatity was 15.92, the open interest changed by 1422 which increased total open position to 6430
On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 483, which was 233.15 higher than the previous day. The implied volatity was 16.55, the open interest changed by 1095 which increased total open position to 5007
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 275.85, which was 81.25 higher than the previous day. The implied volatity was 17.03, the open interest changed by 2241 which increased total open position to 3913
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 193, which was -26.6 lower than the previous day. The implied volatity was 17.43, the open interest changed by -15 which decreased total open position to 1673
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 224.75, which was 4.85 higher than the previous day. The implied volatity was 17.45, the open interest changed by 551 which increased total open position to 1687
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 225.8, which was -48.2 lower than the previous day. The implied volatity was 17.83, the open interest changed by 267 which increased total open position to 1186
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 270.9, which was -41.1 lower than the previous day. The implied volatity was 18.29, the open interest changed by -169 which decreased total open position to 930
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 322.1, which was -61.95 lower than the previous day. The implied volatity was 17.99, the open interest changed by 303 which increased total open position to 1099
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 415.35, which was 73.75 higher than the previous day. The implied volatity was 17.98, the open interest changed by -128 which decreased total open position to 799
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 334.9, which was -29.45 lower than the previous day. The implied volatity was 0, the open interest changed by 459 which increased total open position to 927
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 385.45, which was -140.95 lower than the previous day. The implied volatity was 18.56, the open interest changed by -105 which decreased total open position to 467
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 526.8, which was -208.55 lower than the previous day. The implied volatity was 17.83, the open interest changed by 17 which increased total open position to 570
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 711.25, which was -255.75 lower than the previous day. The implied volatity was 16.47, the open interest changed by 14 which increased total open position to 558
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 969.6, which was -12.3 lower than the previous day. The implied volatity was 15.94, the open interest changed by 37 which increased total open position to 548
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 1005.05, which was 429.2 higher than the previous day. The implied volatity was 16.46, the open interest changed by 83 which increased total open position to 512
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 563.5, which was -129.85 lower than the previous day. The implied volatity was 16.88, the open interest changed by 97 which increased total open position to 431
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 684.2, which was -68.55 lower than the previous day. The implied volatity was 17.17, the open interest changed by -25 which decreased total open position to 334
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 771.8, which was -97.2 lower than the previous day. The implied volatity was 17.15, the open interest changed by -36 which decreased total open position to 323
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 850, which was -129.8 lower than the previous day. The implied volatity was 16.44, the open interest changed by 56 which increased total open position to 354
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 1002.55, which was -375.25 lower than the previous day. The implied volatity was 17.67, the open interest changed by 51 which increased total open position to 300
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 1383.4, which was -4.4 lower than the previous day. The implied volatity was 17.92, the open interest changed by 20 which increased total open position to 247
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 1400.65, which was -29.65 lower than the previous day. The implied volatity was 18.24, the open interest changed by -23 which decreased total open position to 229
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1444.95, which was -397.75 lower than the previous day. The implied volatity was 17.77, the open interest changed by 16 which increased total open position to 253
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1844, which was -72.6 lower than the previous day. The implied volatity was 17.57, the open interest changed by 11 which increased total open position to 238
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 1916.6, which was 274.2 higher than the previous day. The implied volatity was 17.14, the open interest changed by 4 which increased total open position to 227
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1610.2, which was -34.8 lower than the previous day. The implied volatity was 17.86, the open interest changed by 62 which increased total open position to 223
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1650, which was 170 higher than the previous day. The implied volatity was 17.28, the open interest changed by 7 which increased total open position to 162
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1480, which was -107.4 lower than the previous day. The implied volatity was 18.18, the open interest changed by 11 which increased total open position to 155
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1579, which was 136.1 higher than the previous day. The implied volatity was 18.01, the open interest changed by -1 which decreased total open position to 140
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1420, which was -63.9 lower than the previous day. The implied volatity was 19.13, the open interest changed by -35 which decreased total open position to 142
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1477.85, which was 283.95 higher than the previous day. The implied volatity was 17.71, the open interest changed by 65 which increased total open position to 179
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1175, which was -254.45 lower than the previous day. The implied volatity was 19.07, the open interest changed by 11 which increased total open position to 113
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1450, which was 772 higher than the previous day. The implied volatity was 15.63, the open interest changed by 58 which increased total open position to 102
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 678, which was -36.55 lower than the previous day. The implied volatity was 18.65, the open interest changed by 20 which increased total open position to 44
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 720.25, which was 233.8 higher than the previous day. The implied volatity was 19.41, the open interest changed by 13 which increased total open position to 21
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 486.45, which was -149.9 lower than the previous day. The implied volatity was 18.73, the open interest changed by -1 which decreased total open position to 8
| BANKNIFTY 30-Jun-2026 (4d) 57500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.18
Theta: -12.85
Gamma: 0.00032
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 58177.05 | 75.5 | -76.95 (-50.48%) | 11.32 | 1,54,254 | -4,378 | 25,138 |
| 24 Jun | 58150.35 | 142.5 | -422.2 (-74.77%) | 13.46 | 2,51,468 | 9,251 | 29,619 |
| 23 Jun | 57183.75 | 647.7 | 418.05 (182.04%) | 14.14 | 1,85,473 | -2,651 | 20,734 |
| 22 Jun | 57935.60 | 239.45 | -120.45 (-33.47%) | 12.28 | 90,950 | -3,050 | 23,441 |
| 19 Jun | 57685.75 | 358.3 | 13.65 (3.96%) | 12.28 | 1,62,039 | 5,559 | 26,850 |
| 18 Jun | 57963.80 | 327.95 | -255.2 (-43.76%) | 13.61 | 98,606 | 2,013 | 21,399 |
| 17 Jun | 57585.05 | 585.9 | -186.8 (-24.17%) | 15.36 | 1,11,708 | 6,105 | 19,425 |
| 16 Jun | 57297.15 | 757.7 | -118.75 (-13.55%) | 15.79 | 48,848 | 1,225 | 13,472 |
| 15 Jun | 57198.80 | 891.55 | -292.35 (-24.69%) | 16.78 | 1,02,857 | 7,770 | 12,398 |
| 12 Jun | 56814.80 | 1165.5 | -1231.5 (-51.38%) | 16.82 | 3,026 | 461 | 4,559 |
| 11 Jun | 55176.75 | 2402.9 | -112.65 (-4.48%) | 19.18 | 38 | 0 | 4,099 |
| 10 Jun | 55100.30 | 2481.4 | 119.95 (5.08%) | 18.93 | 124 | -18 | 4,098 |
| 9 Jun | 55194.50 | 2305.4 | -930.8 (-28.76%) | 16.85 | 50 | 7 | 4,117 |
| 8 Jun | 54063.75 | 3236.2 | 327.9 (11.27%) | 17.5 | 62 | -2 | 4,109 |
| 5 Jun | 54496.25 | 2872 | -122 (-4.07%) | 14.59 | 109 | -23 | 4,112 |
| 4 Jun | 54307.85 | 2994 | -107.05 (-3.45%) | 13.89 | 27 | -6 | 4,136 |
| 3 Jun | 54185.95 | 3099.5 | -319.35 (-9.34%) | 12.96 | 54 | 4 | 4,142 |
| 2 Jun | 53714.65 | 3450 | -269.3 (-7.24%) | 17.76 | 158 | -1 | 4,139 |
| 1 Jun | 53643.10 | 3717.8 | 725 (24.22%) | 11.97 | 111 | 57 | 4,140 |
| 29 May | 54239.20 | 2937.85 | 398.25 (15.68%) | 17.68 | 161 | -1 | 4,083 |
| 27 May | 54853.85 | 2546.05 | 128.5 (5.32%) | 14.16 | 798 | 30 | 4,083 |
| 26 May | 55092.90 | 2373.75 | 89.15 (3.90%) | 15.04 | 904 | 377 | 4,052 |
| 25 May | 55293.65 | 2176.45 | -1037 (-32.27%) | 14.53 | 549 | 296 | 3,673 |
| 22 May | 54055.35 | 3185.65 | -675.05 (-17.49%) | 14.92 | 2,926 | 2,707 | 3,379 |
| 21 May | 53439.40 | 3808.15 | 37.35 (0.99%) | 13.9 | 225 | 82 | 671 |
| 20 May | 53562.20 | 3624.85 | -135.15 (-3.59%) | 13.64 | 19 | -3 | 589 |
| 19 May | 53409.15 | 3760 | 10 (0.27%) | 15.8 | 15 | 1 | 592 |
| 18 May | 53537.00 | 3750 | 45.9 (1.24%) | 17.03 | 16 | -1 | 591 |
| 15 May | 53710.35 | 3704.1 | 237.75 (6.86%) | 19.05 | 481 | 62 | 592 |
| 14 May | 54128.95 | 3467.1 | -253.6 (-6.82%) | 18.54 | 32 | -6 | 530 |
| 13 May | 53456.15 | 3720.7 | -190.45 (-4.87%) | 0 | 38 | 7 | 533 |
| 12 May | 53555.20 | 3928.9 | 810.2 (25.98%) | 0 | 91 | -12 | 526 |
| 11 May | 54439.90 | 3118.7 | 660.95 (26.89%) | 0 | 32 | 10 | 538 |
| 8 May | 55310.55 | 2502.1 | 547.4 (28.00%) | 17.31 | 34 | 7 | 528 |
| 7 May | 56047.40 | 1931.75 | -16.85 (-0.86%) | 16.13 | 168 | 39 | 521 |
| 6 May | 55981.05 | 1880 | -1120 (-37.33%) | 15.24 | 207 | 70 | 480 |
| 5 May | 54547.05 | 3000 | 224.8 (8.10%) | 17 | 65 | 35 | 411 |
| 4 May | 54878.50 | 2793.15 | 20.75 (0.75%) | 16.93 | 215 | 140 | 377 |
| 30 Apr | 54863.35 | 2772.4 | 221.45 (8.68%) | 17.43 | 60 | -1 | 236 |
| 29 Apr | 55403.60 | 2550.95 | 150.95 (6.29%) | 17.24 | 56 | 35 | 239 |
| 28 Apr | 55400.35 | 2400 | 396.7 (19.80%) | 16.67 | 26 | -2 | 204 |
| 27 Apr | 56264.30 | 2003.3 | -213.75 (-9.64%) | 17.27 | 29 | -1 | 206 |
| 24 Apr | 56089.75 | 2226 | 140.05 (6.71%) | 17.72 | 39 | -14 | 205 |
| 23 Apr | 56305.00 | 2085.95 | 414.55 (24.80%) | 18.05 | 30 | 0 | 221 |
| 22 Apr | 57124.45 | 1660 | 113.9 (7.37%) | 17.73 | 68 | 25 | 221 |
| 21 Apr | 57371.45 | 1522.95 | -439.95 (-22.41%) | 17.4 | 65 | 19 | 196 |
| 20 Apr | 56582.35 | 1962.9 | 117.9 (6.39%) | 17.65 | 171 | 148 | 178 |
| 17 Apr | 56565.70 | 1845 | -343.7 (-15.70%) | 16.54 | 4 | -1 | 29 |
| 16 Apr | 56086.40 | 2188.7 | -4315.4 (-66.35%) | 17.12 | 37 | 30 | 30 |
| 15 Apr | 56301.95 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 55605.05 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 55912.75 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 54821.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 55703.90 | 6504.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 52716.25 | 6504.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 52609.10 | 6504.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 51548.75 | 6504.1 | 0 (0.00%) | - | 0 | 0 | 0 |
For Nifty Bank - strike price 57500 expiring on 30JUN2026
Delta for 57500 PE is -0.18
Historical price for 57500 PE is as follows
On 25 Jun BANKNIFTY was trading at 58177.05. The strike last trading price was 75.5, which was -76.95 lower than the previous day. The implied volatity was 11.32, the open interest changed by -4378 which decreased total open position to 25138
On 24 Jun BANKNIFTY was trading at 58150.35. The strike last trading price was 142.5, which was -422.2 lower than the previous day. The implied volatity was 13.46, the open interest changed by 9251 which increased total open position to 29619
On 23 Jun BANKNIFTY was trading at 57183.75. The strike last trading price was 647.7, which was 418.05 higher than the previous day. The implied volatity was 14.14, the open interest changed by -2651 which decreased total open position to 20734
On 22 Jun BANKNIFTY was trading at 57935.60. The strike last trading price was 239.45, which was -120.45 lower than the previous day. The implied volatity was 12.28, the open interest changed by -3050 which decreased total open position to 23441
On 19 Jun BANKNIFTY was trading at 57685.75. The strike last trading price was 358.3, which was 13.65 higher than the previous day. The implied volatity was 12.28, the open interest changed by 5559 which increased total open position to 26850
On 18 Jun BANKNIFTY was trading at 57963.80. The strike last trading price was 327.95, which was -255.2 lower than the previous day. The implied volatity was 13.61, the open interest changed by 2013 which increased total open position to 21399
On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 585.9, which was -186.8 lower than the previous day. The implied volatity was 15.36, the open interest changed by 6105 which increased total open position to 19425
On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 757.7, which was -118.75 lower than the previous day. The implied volatity was 15.79, the open interest changed by 1225 which increased total open position to 13472
On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 891.55, which was -292.35 lower than the previous day. The implied volatity was 16.78, the open interest changed by 7770 which increased total open position to 12398
On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 1165.5, which was -1231.5 lower than the previous day. The implied volatity was 16.82, the open interest changed by 461 which increased total open position to 4559
On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 2402.9, which was -112.65 lower than the previous day. The implied volatity was 19.18, the open interest changed by 0 which decreased total open position to 4099
On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 2481.4, which was 119.95 higher than the previous day. The implied volatity was 18.93, the open interest changed by -18 which decreased total open position to 4098
On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 2305.4, which was -930.8 lower than the previous day. The implied volatity was 16.85, the open interest changed by 7 which increased total open position to 4117
On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 3236.2, which was 327.9 higher than the previous day. The implied volatity was 17.5, the open interest changed by -2 which decreased total open position to 4109
On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 2872, which was -122 lower than the previous day. The implied volatity was 14.59, the open interest changed by -23 which decreased total open position to 4112
On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 2994, which was -107.05 lower than the previous day. The implied volatity was 13.89, the open interest changed by -6 which decreased total open position to 4136
On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 3099.5, which was -319.35 lower than the previous day. The implied volatity was 12.96, the open interest changed by 4 which increased total open position to 4142
On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 3450, which was -269.3 lower than the previous day. The implied volatity was 17.76, the open interest changed by -1 which decreased total open position to 4139
On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 3717.8, which was 725 higher than the previous day. The implied volatity was 11.97, the open interest changed by 57 which increased total open position to 4140
On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 2937.85, which was 398.25 higher than the previous day. The implied volatity was 17.68, the open interest changed by -1 which decreased total open position to 4083
On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 2546.05, which was 128.5 higher than the previous day. The implied volatity was 14.16, the open interest changed by 30 which increased total open position to 4083
On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 2373.75, which was 89.15 higher than the previous day. The implied volatity was 15.04, the open interest changed by 377 which increased total open position to 4052
On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 2176.45, which was -1037 lower than the previous day. The implied volatity was 14.53, the open interest changed by 296 which increased total open position to 3673
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 3185.65, which was -675.05 lower than the previous day. The implied volatity was 14.92, the open interest changed by 2707 which increased total open position to 3379
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 3808.15, which was 37.35 higher than the previous day. The implied volatity was 13.9, the open interest changed by 82 which increased total open position to 671
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 3624.85, which was -135.15 lower than the previous day. The implied volatity was 13.64, the open interest changed by -3 which decreased total open position to 589
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 3760, which was 10 higher than the previous day. The implied volatity was 15.8, the open interest changed by 1 which increased total open position to 592
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 3750, which was 45.9 higher than the previous day. The implied volatity was 17.03, the open interest changed by -1 which decreased total open position to 591
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 3704.1, which was 237.75 higher than the previous day. The implied volatity was 19.05, the open interest changed by 62 which increased total open position to 592
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 3467.1, which was -253.6 lower than the previous day. The implied volatity was 18.54, the open interest changed by -6 which decreased total open position to 530
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 3720.7, which was -190.45 lower than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 533
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 3928.9, which was 810.2 higher than the previous day. The implied volatity was 0, the open interest changed by -12 which decreased total open position to 526
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 3118.7, which was 660.95 higher than the previous day. The implied volatity was 0, the open interest changed by 10 which increased total open position to 538
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 2502.1, which was 547.4 higher than the previous day. The implied volatity was 17.31, the open interest changed by 7 which increased total open position to 528
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 1931.75, which was -16.85 lower than the previous day. The implied volatity was 16.13, the open interest changed by 39 which increased total open position to 521
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 1880, which was -1120 lower than the previous day. The implied volatity was 15.24, the open interest changed by 70 which increased total open position to 480
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 3000, which was 224.8 higher than the previous day. The implied volatity was 17, the open interest changed by 35 which increased total open position to 411
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 2793.15, which was 20.75 higher than the previous day. The implied volatity was 16.93, the open interest changed by 140 which increased total open position to 377
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 2772.4, which was 221.45 higher than the previous day. The implied volatity was 17.43, the open interest changed by -1 which decreased total open position to 236
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 2550.95, which was 150.95 higher than the previous day. The implied volatity was 17.24, the open interest changed by 35 which increased total open position to 239
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 2400, which was 396.7 higher than the previous day. The implied volatity was 16.67, the open interest changed by -2 which decreased total open position to 204
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 2003.3, which was -213.75 lower than the previous day. The implied volatity was 17.27, the open interest changed by -1 which decreased total open position to 206
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 2226, which was 140.05 higher than the previous day. The implied volatity was 17.72, the open interest changed by -14 which decreased total open position to 205
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 2085.95, which was 414.55 higher than the previous day. The implied volatity was 18.05, the open interest changed by 0 which decreased total open position to 221
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1660, which was 113.9 higher than the previous day. The implied volatity was 17.73, the open interest changed by 25 which increased total open position to 221
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 1522.95, which was -439.95 lower than the previous day. The implied volatity was 17.4, the open interest changed by 19 which increased total open position to 196
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1962.9, which was 117.9 higher than the previous day. The implied volatity was 17.65, the open interest changed by 148 which increased total open position to 178
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1845, which was -343.7 lower than the previous day. The implied volatity was 16.54, the open interest changed by -1 which decreased total open position to 29
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 2188.7, which was -4315.4 lower than the previous day. The implied volatity was 17.12, the open interest changed by 30 which increased total open position to 30
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 0, 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 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 0, 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 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 0, 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 54821.70. The strike last trading price was 0, 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 55703.90. The strike last trading price was 6504.1, 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 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 6504.1, 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 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 6504.1, 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 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 6504.1, 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
