BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
23 May 2025 01:59 PM IST
| BANKNIFTY 29MAY2025 57700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 6.69
Theta: -10.43
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 May | 55397.55 | 22.8 | 4.45 | 17.70 | 26,626 | 3,532 | 7,354 | |||
| 22 May | 54941.30 | 18.45 | -10.4 | 18.32 | 12,447 | -470 | 3,824 | |||
| 21 May | 55075.10 | 27.15 | -13.45 | 17.72 | 16,469 | 605 | 4,365 | |||
| 20 May | 54877.35 | 40.8 | -22.55 | 18.85 | 10,442 | 530 | 3,840 | |||
| 19 May | 55420.70 | 60.4 | -10.7 | 16.67 | 14,301 | 1,104 | 3,354 | |||
| 16 May | 55354.90 | 68.9 | -10.15 | 15.15 | 7,857 | 113 | 2,266 | |||
| 15 May | 55355.60 | 73 | 13.15 | 14.82 | 9,640 | 267 | 2,163 | |||
| 14 May | 54801.30 | 61.45 | -31.25 | 15.93 | 12,816 | 303 | 1,957 | |||
| 13 May | 54940.85 | 90 | -66.45 | 16.38 | 9,752 | 179 | 1,637 | |||
| 12 May | 55382.85 | 162.25 | 101.5 | 16.39 | 17,839 | -810 | 1,535 | |||
| 9 May | 53595.25 | 61.75 | -32.4 | 18.43 | 9,934 | 318 | 2,345 | |||
| 8 May | 54365.65 | 84 | -26.85 | 17.27 | 9,488 | 165 | 2,041 | |||
| 7 May | 54610.90 | 112.3 | 7.4 | 15.92 | 8,555 | -92 | 1,893 | |||
| 6 May | 54271.40 | 101.45 | -78.05 | 16.97 | 5,665 | 347 | 2,032 | |||
| 5 May | 54919.50 | 176.2 | -69.35 | 16.05 | 7,486 | 286 | 1,712 | |||
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| 2 May | 55115.35 | 235 | -52.15 | 15.85 | 10,676 | -85 | 1,439 | |||
| 30 Apr | 55087.15 | 270.6 | -49.25 | 16.41 | 10,761 | 148 | 1,561 | |||
| 29 Apr | 55391.25 | 320.95 | -20.9 | 15.60 | 15,270 | 338 | 1,411 | |||
| 28 Apr | 55432.80 | 354.6 | 152.15 | 15.34 | 11,422 | 392 | 1,105 | |||
| 25 Apr | 54664.05 | 192 | -86.5 | 14.69 | 9,883 | 477 | 747 | |||
| 24 Apr | 55201.40 | 269.95 | -69.35 | 13.87 | 874 | 170 | 273 | |||
| 23 Apr | 55370.05 | 330.55 | 192.2 | 14.07 | 306 | 104 | 104 | |||
| 22 Apr | 55647.20 | 138.35 | 0 | 2.01 | 0 | 0 | 0 | |||
| 21 Apr | 55304.50 | 138.35 | 0 | 2.35 | 0 | 0 | 0 | |||
| 17 Apr | 54290.20 | 138.35 | 0 | 3.29 | 0 | 0 | 0 | |||
| 16 Apr | 53117.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 15 Apr | 52379.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Apr | 51002.35 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 9 Apr | 50240.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 8 Apr | 50511.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Apr | 49860.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Apr | 51502.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 51597.35 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 51348.05 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 50827.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 51564.85 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 51575.85 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 51209.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Nifty Bank - strike price 57700 expiring on 29MAY2025
Delta for 57700 CE is 0.04
Historical price for 57700 CE is as follows
On 23 May BANKNIFTY was trading at 55397.55. The strike last trading price was 22.8, which was 4.45 higher than the previous day. The implied volatity was 17.70, the open interest changed by 3532 which increased total open position to 7354
On 22 May BANKNIFTY was trading at 54941.30. The strike last trading price was 18.45, which was -10.4 lower than the previous day. The implied volatity was 18.32, the open interest changed by -470 which decreased total open position to 3824
On 21 May BANKNIFTY was trading at 55075.10. The strike last trading price was 27.15, which was -13.45 lower than the previous day. The implied volatity was 17.72, the open interest changed by 605 which increased total open position to 4365
On 20 May BANKNIFTY was trading at 54877.35. The strike last trading price was 40.8, which was -22.55 lower than the previous day. The implied volatity was 18.85, the open interest changed by 530 which increased total open position to 3840
On 19 May BANKNIFTY was trading at 55420.70. The strike last trading price was 60.4, which was -10.7 lower than the previous day. The implied volatity was 16.67, the open interest changed by 1104 which increased total open position to 3354
On 16 May BANKNIFTY was trading at 55354.90. The strike last trading price was 68.9, which was -10.15 lower than the previous day. The implied volatity was 15.15, the open interest changed by 113 which increased total open position to 2266
On 15 May BANKNIFTY was trading at 55355.60. The strike last trading price was 73, which was 13.15 higher than the previous day. The implied volatity was 14.82, the open interest changed by 267 which increased total open position to 2163
On 14 May BANKNIFTY was trading at 54801.30. The strike last trading price was 61.45, which was -31.25 lower than the previous day. The implied volatity was 15.93, the open interest changed by 303 which increased total open position to 1957
On 13 May BANKNIFTY was trading at 54940.85. The strike last trading price was 90, which was -66.45 lower than the previous day. The implied volatity was 16.38, the open interest changed by 179 which increased total open position to 1637
On 12 May BANKNIFTY was trading at 55382.85. The strike last trading price was 162.25, which was 101.5 higher than the previous day. The implied volatity was 16.39, the open interest changed by -810 which decreased total open position to 1535
On 9 May BANKNIFTY was trading at 53595.25. The strike last trading price was 61.75, which was -32.4 lower than the previous day. The implied volatity was 18.43, the open interest changed by 318 which increased total open position to 2345
On 8 May BANKNIFTY was trading at 54365.65. The strike last trading price was 84, which was -26.85 lower than the previous day. The implied volatity was 17.27, the open interest changed by 165 which increased total open position to 2041
On 7 May BANKNIFTY was trading at 54610.90. The strike last trading price was 112.3, which was 7.4 higher than the previous day. The implied volatity was 15.92, the open interest changed by -92 which decreased total open position to 1893
On 6 May BANKNIFTY was trading at 54271.40. The strike last trading price was 101.45, which was -78.05 lower than the previous day. The implied volatity was 16.97, the open interest changed by 347 which increased total open position to 2032
On 5 May BANKNIFTY was trading at 54919.50. The strike last trading price was 176.2, which was -69.35 lower than the previous day. The implied volatity was 16.05, the open interest changed by 286 which increased total open position to 1712
On 2 May BANKNIFTY was trading at 55115.35. The strike last trading price was 235, which was -52.15 lower than the previous day. The implied volatity was 15.85, the open interest changed by -85 which decreased total open position to 1439
On 30 Apr BANKNIFTY was trading at 55087.15. The strike last trading price was 270.6, which was -49.25 lower than the previous day. The implied volatity was 16.41, the open interest changed by 148 which increased total open position to 1561
On 29 Apr BANKNIFTY was trading at 55391.25. The strike last trading price was 320.95, which was -20.9 lower than the previous day. The implied volatity was 15.60, the open interest changed by 338 which increased total open position to 1411
On 28 Apr BANKNIFTY was trading at 55432.80. The strike last trading price was 354.6, which was 152.15 higher than the previous day. The implied volatity was 15.34, the open interest changed by 392 which increased total open position to 1105
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 192, which was -86.5 lower than the previous day. The implied volatity was 14.69, the open interest changed by 477 which increased total open position to 747
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 269.95, which was -69.35 lower than the previous day. The implied volatity was 13.87, the open interest changed by 170 which increased total open position to 273
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 330.55, which was 192.2 higher than the previous day. The implied volatity was 14.07, the open interest changed by 104 which increased total open position to 104
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 138.35, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 138.35, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 138.35, which was 0 lower than the previous day. The implied volatity was 3.29, 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 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 15 Apr BANKNIFTY was trading at 52379.50. 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 11 Apr BANKNIFTY was trading at 51002.35. 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 9 Apr BANKNIFTY was trading at 50240.15. 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 8 Apr BANKNIFTY was trading at 50511.00. 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 7 Apr BANKNIFTY was trading at 49860.10. 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 4 Apr BANKNIFTY was trading at 51502.70. 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 3 Apr BANKNIFTY was trading at 51597.35. 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 2 Apr BANKNIFTY was trading at 51348.05. 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 1 Apr BANKNIFTY was trading at 50827.50. 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 28 Mar BANKNIFTY was trading at 51564.85. 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 27 Mar BANKNIFTY was trading at 51575.85. 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 26 Mar BANKNIFTY was trading at 51209.00. 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 57700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 May | 55397.55 | 2605.15 | 0 | 0.00 | 0 | 0 | 0 |
| 22 May | 54941.30 | 2605.15 | 0 | 0.00 | 0 | 0 | 0 |
| 21 May | 55075.10 | 2605.15 | 0 | 0.00 | 0 | -1 | 0 |
| 20 May | 54877.35 | 2605.15 | -342.6 | - | 1 | 0 | 101 |
| 19 May | 55420.70 | 2947.75 | 0 | 0.00 | 0 | 0 | 0 |
| 16 May | 55354.90 | 2947.75 | 0 | 0.00 | 0 | 0 | 0 |
| 15 May | 55355.60 | 2947.75 | 0 | 0.00 | 0 | -2 | 0 |
| 14 May | 54801.30 | 2947.75 | 614 | 27.23 | 3 | -1 | 102 |
| 13 May | 54940.85 | 2333.75 | 0 | 0.00 | 0 | 0 | 0 |
| 12 May | 55382.85 | 2333.75 | -993.1 | 20.97 | 2 | 104 | 104 |
| 9 May | 53595.25 | 3326.85 | 0 | 0.00 | 0 | 0 | 0 |
| 8 May | 54365.65 | 3326.85 | 0 | 0.00 | 0 | 0 | 0 |
| 7 May | 54610.90 | 3326.85 | 227.25 | 29.46 | 2 | 0 | 103 |
| 6 May | 54271.40 | 3099.6 | 343.9 | - | 4 | 0 | 102 |
| 5 May | 54919.50 | 2755.7 | 66.9 | 20.46 | 4 | 0 | 100 |
| 2 May | 55115.35 | 2688.8 | 30.6 | 21.04 | 45 | 31 | 98 |
| 30 Apr | 55087.15 | 2658.2 | 657.2 | 18.76 | 29 | 12 | 66 |
| 29 Apr | 55391.25 | 2001 | -334.8 | 9.43 | 4 | 0 | 51 |
| 28 Apr | 55432.80 | 2335.8 | -797.25 | 18.85 | 45 | 38 | 49 |
| 25 Apr | 54664.05 | 3133.05 | 467.3 | 21.74 | 14 | 10 | 11 |
| 24 Apr | 55201.40 | 2665.75 | 0 | 0.00 | 0 | 0 | 0 |
| 23 Apr | 55370.05 | 2665.75 | 0 | 0.00 | 0 | 0 | 0 |
| 22 Apr | 55647.20 | 2665.75 | 0 | 0.00 | 0 | 1 | 0 |
| 21 Apr | 55304.50 | 2665.75 | -5406.5 | 22.12 | 2 | 1 | 1 |
| 17 Apr | 54290.20 | 8072.25 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 53117.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 15 Apr | 52379.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Apr | 51002.35 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 50240.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 50511.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 49860.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 51502.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 51597.35 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 51348.05 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 50827.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 51564.85 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 51575.85 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 51209.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Nifty Bank - strike price 57700 expiring on 29MAY2025
Delta for 57700 PE is 0.00
Historical price for 57700 PE is as follows
On 23 May BANKNIFTY was trading at 55397.55. The strike last trading price was 2605.15, 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 22 May BANKNIFTY was trading at 54941.30. The strike last trading price was 2605.15, 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 May BANKNIFTY was trading at 55075.10. The strike last trading price was 2605.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 20 May BANKNIFTY was trading at 54877.35. The strike last trading price was 2605.15, which was -342.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101
On 19 May BANKNIFTY was trading at 55420.70. The strike last trading price was 2947.75, 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 16 May BANKNIFTY was trading at 55354.90. The strike last trading price was 2947.75, 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 15 May BANKNIFTY was trading at 55355.60. The strike last trading price was 2947.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 14 May BANKNIFTY was trading at 54801.30. The strike last trading price was 2947.75, which was 614 higher than the previous day. The implied volatity was 27.23, the open interest changed by -1 which decreased total open position to 102
On 13 May BANKNIFTY was trading at 54940.85. The strike last trading price was 2333.75, 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 12 May BANKNIFTY was trading at 55382.85. The strike last trading price was 2333.75, which was -993.1 lower than the previous day. The implied volatity was 20.97, the open interest changed by 104 which increased total open position to 104
On 9 May BANKNIFTY was trading at 53595.25. The strike last trading price was 3326.85, 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 8 May BANKNIFTY was trading at 54365.65. The strike last trading price was 3326.85, 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 7 May BANKNIFTY was trading at 54610.90. The strike last trading price was 3326.85, which was 227.25 higher than the previous day. The implied volatity was 29.46, the open interest changed by 0 which decreased total open position to 103
On 6 May BANKNIFTY was trading at 54271.40. The strike last trading price was 3099.6, which was 343.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 102
On 5 May BANKNIFTY was trading at 54919.50. The strike last trading price was 2755.7, which was 66.9 higher than the previous day. The implied volatity was 20.46, the open interest changed by 0 which decreased total open position to 100
On 2 May BANKNIFTY was trading at 55115.35. The strike last trading price was 2688.8, which was 30.6 higher than the previous day. The implied volatity was 21.04, the open interest changed by 31 which increased total open position to 98
On 30 Apr BANKNIFTY was trading at 55087.15. The strike last trading price was 2658.2, which was 657.2 higher than the previous day. The implied volatity was 18.76, the open interest changed by 12 which increased total open position to 66
On 29 Apr BANKNIFTY was trading at 55391.25. The strike last trading price was 2001, which was -334.8 lower than the previous day. The implied volatity was 9.43, the open interest changed by 0 which decreased total open position to 51
On 28 Apr BANKNIFTY was trading at 55432.80. The strike last trading price was 2335.8, which was -797.25 lower than the previous day. The implied volatity was 18.85, the open interest changed by 38 which increased total open position to 49
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 3133.05, which was 467.3 higher than the previous day. The implied volatity was 21.74, the open interest changed by 10 which increased total open position to 11
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 2665.75, 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 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 2665.75, 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 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 2665.75, 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 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 2665.75, which was -5406.5 lower than the previous day. The implied volatity was 22.12, the open interest changed by 1 which increased total open position to 1
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 8072.25, 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 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 15 Apr BANKNIFTY was trading at 52379.50. 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 11 Apr BANKNIFTY was trading at 51002.35. 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 9 Apr BANKNIFTY was trading at 50240.15. 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 8 Apr BANKNIFTY was trading at 50511.00. 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 7 Apr BANKNIFTY was trading at 49860.10. 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 4 Apr BANKNIFTY was trading at 51502.70. 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 3 Apr BANKNIFTY was trading at 51597.35. 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 2 Apr BANKNIFTY was trading at 51348.05. 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 1 Apr BANKNIFTY was trading at 50827.50. 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 28 Mar BANKNIFTY was trading at 51564.85. 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 27 Mar BANKNIFTY was trading at 51575.85. 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 26 Mar BANKNIFTY was trading at 51209.00. 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
