BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Apr 2025 11:39 AM IST
| BANKNIFTY 29MAY2025 58000 CE | ||||||||||
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Delta: 0.18
Vega: 42.86
Theta: -12.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 28 Apr | 55241.50 | 235.55 | 65.95 | 14.89 | 45,065 | 1,403 | 22,209 | |||
| 25 Apr | 54664.05 | 158 | -70.5 | 14.81 | 97,967 | 5,671 | 20,854 | |||
| 24 Apr | 55201.40 | 229.9 | -51.9 | 14.14 | 23,693 | 3,509 | 14,963 | |||
| 23 Apr | 55370.05 | 270.15 | -40.65 | 14.08 | 21,262 | 850 | 11,473 | |||
| 22 Apr | 55647.20 | 303.4 | 68.6 | 13.23 | 20,072 | 1,780 | 10,635 | |||
| 21 Apr | 55304.50 | 231.85 | 108.55 | 12.82 | 24,514 | 4,980 | 8,728 | |||
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| 17 Apr | 54290.20 | 123.8 | 66.1 | 13.04 | 17,470 | 1,677 | 3,783 | |||
| 16 Apr | 53117.75 | 59.95 | 10.7 | 13.84 | 2,696 | 644 | 2,080 | |||
| 15 Apr | 52379.50 | 51 | 3.75 | 15.01 | 677 | 184 | 1,463 | |||
| 11 Apr | 51002.35 | 47.45 | 0.45 | 17.57 | 1,276 | 580 | 1,279 | |||
| 9 Apr | 50240.15 | 49 | 2.4 | 18.99 | 168 | 28 | 702 | |||
| 8 Apr | 50511.00 | 46.1 | 5.3 | 17.85 | 610 | 129 | 669 | |||
| 7 Apr | 49860.10 | 44.45 | 11.5 | 18.91 | 463 | -91 | 533 | |||
| 4 Apr | 51502.70 | 32.5 | -0.9 | 14.00 | 698 | 335 | 624 | |||
| 3 Apr | 51597.35 | 33.3 | 1.95 | 13.79 | 186 | 108 | 288 | |||
| 2 Apr | 51348.05 | 31.9 | -1.6 | 13.98 | 200 | 144 | 181 | |||
| 1 Apr | 50827.50 | 33.7 | -15.3 | 15.09 | 35 | 14 | 33 | |||
| 28 Mar | 51564.85 | 49 | -73.6 | 13.93 | 81 | 19 | 19 | |||
| 27 Mar | 51575.85 | 122.6 | 0 | 5.28 | 0 | 0 | 0 | |||
| 26 Mar | 51209.00 | 122.6 | 0 | 5.57 | 0 | 0 | 0 | |||
For Nifty Bank - strike price 58000 expiring on 29MAY2025
Delta for 58000 CE is 0.18
Historical price for 58000 CE is as follows
On 28 Apr BANKNIFTY was trading at 55241.50. The strike last trading price was 235.55, which was 65.95 higher than the previous day. The implied volatity was 14.89, the open interest changed by 1403 which increased total open position to 22209
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 158, which was -70.5 lower than the previous day. The implied volatity was 14.81, the open interest changed by 5671 which increased total open position to 20854
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 229.9, which was -51.9 lower than the previous day. The implied volatity was 14.14, the open interest changed by 3509 which increased total open position to 14963
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 270.15, which was -40.65 lower than the previous day. The implied volatity was 14.08, the open interest changed by 850 which increased total open position to 11473
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 303.4, which was 68.6 higher than the previous day. The implied volatity was 13.23, the open interest changed by 1780 which increased total open position to 10635
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 231.85, which was 108.55 higher than the previous day. The implied volatity was 12.82, the open interest changed by 4980 which increased total open position to 8728
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 123.8, which was 66.1 higher than the previous day. The implied volatity was 13.04, the open interest changed by 1677 which increased total open position to 3783
On 16 Apr BANKNIFTY was trading at 53117.75. The strike last trading price was 59.95, which was 10.7 higher than the previous day. The implied volatity was 13.84, the open interest changed by 644 which increased total open position to 2080
On 15 Apr BANKNIFTY was trading at 52379.50. The strike last trading price was 51, which was 3.75 higher than the previous day. The implied volatity was 15.01, the open interest changed by 184 which increased total open position to 1463
On 11 Apr BANKNIFTY was trading at 51002.35. The strike last trading price was 47.45, which was 0.45 higher than the previous day. The implied volatity was 17.57, the open interest changed by 580 which increased total open position to 1279
On 9 Apr BANKNIFTY was trading at 50240.15. The strike last trading price was 49, which was 2.4 higher than the previous day. The implied volatity was 18.99, the open interest changed by 28 which increased total open position to 702
On 8 Apr BANKNIFTY was trading at 50511.00. The strike last trading price was 46.1, which was 5.3 higher than the previous day. The implied volatity was 17.85, the open interest changed by 129 which increased total open position to 669
On 7 Apr BANKNIFTY was trading at 49860.10. The strike last trading price was 44.45, which was 11.5 higher than the previous day. The implied volatity was 18.91, the open interest changed by -91 which decreased total open position to 533
On 4 Apr BANKNIFTY was trading at 51502.70. The strike last trading price was 32.5, which was -0.9 lower than the previous day. The implied volatity was 14.00, the open interest changed by 335 which increased total open position to 624
On 3 Apr BANKNIFTY was trading at 51597.35. The strike last trading price was 33.3, which was 1.95 higher than the previous day. The implied volatity was 13.79, the open interest changed by 108 which increased total open position to 288
On 2 Apr BANKNIFTY was trading at 51348.05. The strike last trading price was 31.9, which was -1.6 lower than the previous day. The implied volatity was 13.98, the open interest changed by 144 which increased total open position to 181
On 1 Apr BANKNIFTY was trading at 50827.50. The strike last trading price was 33.7, which was -15.3 lower than the previous day. The implied volatity was 15.09, the open interest changed by 14 which increased total open position to 33
On 28 Mar BANKNIFTY was trading at 51564.85. The strike last trading price was 49, which was -73.6 lower than the previous day. The implied volatity was 13.93, the open interest changed by 19 which increased total open position to 19
On 27 Mar BANKNIFTY was trading at 51575.85. The strike last trading price was 122.6, which was 0 lower than the previous day. The implied volatity was 5.28, 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 122.6, which was 0 lower than the previous day. The implied volatity was 5.57, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 29MAY2025 58000 PE | |||||||
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Delta: -0.74
Vega: 51.95
Theta: -4.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Apr | 55241.50 | 2750.05 | -688.65 | 20.09 | 1,708 | -8 | 1,909 |
| 25 Apr | 54664.05 | 3460.8 | 612.75 | 23.52 | 876 | 52 | 1,917 |
| 24 Apr | 55201.40 | 2900 | 184.2 | 20.97 | 1,009 | 812 | 1,865 |
| 23 Apr | 55370.05 | 2724 | 194.9 | 19.88 | 533 | 136 | 1,048 |
| 22 Apr | 55647.20 | 2554.75 | -195.75 | 20.44 | 896 | 475 | 907 |
| 21 Apr | 55304.50 | 2749.1 | -1011.55 | 20.12 | 862 | 316 | 433 |
| 17 Apr | 54290.20 | 3760.65 | -4590.6 | 23.99 | 119 | 116 | 116 |
| 16 Apr | 53117.75 | 8351.25 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 52379.50 | 8351.25 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 51002.35 | 8351.25 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 50240.15 | 8351.25 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 50511.00 | 8351.25 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 49860.10 | 8351.25 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 51502.70 | 8351.25 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 51597.35 | 8351.25 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 51348.05 | 8351.25 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 50827.50 | 8351.25 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 51564.85 | 8351.25 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 51575.85 | 8351.25 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 51209.00 | 8351.25 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 58000 expiring on 29MAY2025
Delta for 58000 PE is -0.74
Historical price for 58000 PE is as follows
On 28 Apr BANKNIFTY was trading at 55241.50. The strike last trading price was 2750.05, which was -688.65 lower than the previous day. The implied volatity was 20.09, the open interest changed by -8 which decreased total open position to 1909
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 3460.8, which was 612.75 higher than the previous day. The implied volatity was 23.52, the open interest changed by 52 which increased total open position to 1917
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 2900, which was 184.2 higher than the previous day. The implied volatity was 20.97, the open interest changed by 812 which increased total open position to 1865
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 2724, which was 194.9 higher than the previous day. The implied volatity was 19.88, the open interest changed by 136 which increased total open position to 1048
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 2554.75, which was -195.75 lower than the previous day. The implied volatity was 20.44, the open interest changed by 475 which increased total open position to 907
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 2749.1, which was -1011.55 lower than the previous day. The implied volatity was 20.12, the open interest changed by 316 which increased total open position to 433
On 17 Apr BANKNIFTY was trading at 54290.20. The strike last trading price was 3760.65, which was -4590.6 lower than the previous day. The implied volatity was 23.99, the open interest changed by 116 which increased total open position to 116
On 16 Apr BANKNIFTY was trading at 53117.75. The strike last trading price was 8351.25, 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 15 Apr BANKNIFTY was trading at 52379.50. The strike last trading price was 8351.25, 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 11 Apr BANKNIFTY was trading at 51002.35. The strike last trading price was 8351.25, 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 9 Apr BANKNIFTY was trading at 50240.15. The strike last trading price was 8351.25, 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 8 Apr BANKNIFTY was trading at 50511.00. The strike last trading price was 8351.25, 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 7 Apr BANKNIFTY was trading at 49860.10. The strike last trading price was 8351.25, 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 4 Apr BANKNIFTY was trading at 51502.70. The strike last trading price was 8351.25, 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 3 Apr BANKNIFTY was trading at 51597.35. The strike last trading price was 8351.25, 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 2 Apr BANKNIFTY was trading at 51348.05. The strike last trading price was 8351.25, 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 1 Apr BANKNIFTY was trading at 50827.50. The strike last trading price was 8351.25, 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 28 Mar BANKNIFTY was trading at 51564.85. The strike last trading price was 8351.25, 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 27 Mar BANKNIFTY was trading at 51575.85. The strike last trading price was 8351.25, 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 26 Mar BANKNIFTY was trading at 51209.00. The strike last trading price was 8351.25, 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
