BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Feb 2026 04:13 PM IST
| BANKNIFTY 24-FEB-2026 59200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 7.6
Theta: -34.78
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 61172.00 | 2041.9 | 469.85 | 20.63 | 80 | -10 | 1,176 | |||||||||
| 19 Feb | 60739.55 | 1499 | -812.25 | 7.97 | 99 | -32 | 1,186 | |||||||||
| 18 Feb | 61550.80 | 2320 | 368.6 | 117.78 | 32 | -10 | 1,218 | |||||||||
| 17 Feb | 61174.00 | 1953 | 107 | 11.51 | 115 | -19 | 1,229 | |||||||||
| 16 Feb | 60949.10 | 1919.55 | 678.3 | 8.48 | 236 | -23 | 1,248 | |||||||||
| 13 Feb | 60186.65 | 1215.15 | -459.85 | 9.92 | 271 | -12 | 1,271 | |||||||||
| 12 Feb | 60739.75 | 1673.2 | -15.3 | 6.49 | 84 | -16 | 1,283 | |||||||||
| 11 Feb | 60745.35 | 1700 | 77.4 | 8.34 | 99 | -47 | 1,300 | |||||||||
| 10 Feb | 60626.40 | 1584.55 | -58.9 | 4.12 | 275 | -153 | 1,348 | |||||||||
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| 9 Feb | 60669.35 | 1653.2 | 379.3 | 5.94 | 375 | -133 | 1,503 | |||||||||
| 6 Feb | 60120.55 | 1270.8 | -55.15 | 7.99 | 666 | -69 | 1,662 | |||||||||
| 5 Feb | 60063.65 | 1325 | -161.25 | 10.36 | 224 | -4 | 1,731 | |||||||||
| 4 Feb | 60238.15 | 1466.5 | 90.7 | 11.51 | 729 | -53 | 1,735 | |||||||||
| 3 Feb | 60041.30 | 1360.75 | 724.65 | 11.59 | 4,016 | -1,304 | 1,813 | |||||||||
| 2 Feb | 58619.00 | 630.25 | -44.9 | 12.95 | 14,881 | 376 | 3,137 | |||||||||
| 1 Feb | 58417.20 | 627.2 | -663.55 | 14.43 | 24,744 | 1,420 | 2,804 | |||||||||
| 30 Jan | 59610.45 | 1275 | -222.8 | 13.37 | 1,185 | -52 | 1,359 | |||||||||
| 29 Jan | 59957.85 | 1522 | 257.2 | 12.32 | 4,131 | -152 | 1,412 | |||||||||
| 28 Jan | 59598.80 | 1242.75 | 51.75 | 12.21 | 8,069 | -396 | 1,578 | |||||||||
| 27 Jan | 59205.45 | 1215.05 | 395.8 | 13.53 | 7,187 | 244 | 1,914 | |||||||||
| 23 Jan | 58473.10 | 810.4 | -379.45 | 13.02 | 2,368 | 637 | 1,670 | |||||||||
| 22 Jan | 59200.10 | 1218 | 227.3 | 12.61 | 1,642 | -122 | 1,018 | |||||||||
| 21 Jan | 58800.30 | 986.85 | -253.35 | 13.1 | 2,657 | 1,001 | 1,131 | |||||||||
| 20 Jan | 59404.20 | 1236.6 | -251.05 | 11.18 | 67 | 18 | 130 | |||||||||
| 19 Jan | 59891.35 | 1474.5 | -274.25 | 9.58 | 52 | -7 | 112 | |||||||||
| 16 Jan | 60095.15 | 1748.75 | 252.4 | 9.68 | 101 | -6 | 119 | |||||||||
| 14 Jan | 59580.15 | 1496.35 | 1.95 | 11.23 | 37 | -8 | 126 | |||||||||
| 13 Jan | 59578.80 | 1494.4 | 11.5 | 11.16 | 34 | 11 | 134 | |||||||||
| 12 Jan | 59450.50 | 1479.7 | 95.45 | 10.8 | 227 | 46 | 128 | |||||||||
| 9 Jan | 59251.55 | 1379.7 | -249.3 | 11.02 | 111 | 35 | 81 | |||||||||
| 8 Jan | 59686.50 | 1629 | -48.35 | 10.4 | 3 | 0 | 47 | |||||||||
| 7 Jan | 59990.85 | 1677.35 | -129.15 | 7.11 | 1 | 0 | 48 | |||||||||
| 6 Jan | 60118.40 | 1797.4 | -86.35 | - | 0 | 0 | 48 | |||||||||
| 5 Jan | 60044.20 | 1797.4 | -86.35 | 7.55 | 14 | -9 | 48 | |||||||||
| 2 Jan | 60150.95 | 1896 | 281.3 | 6.3 | 10 | -4 | 63 | |||||||||
| 1 Jan | 59711.55 | 1614.7 | 46.6 | 7.97 | 7 | -1 | 67 | |||||||||
| 31 Dec | 59581.85 | 1568.1 | 167.25 | 8.14 | 17 | 7 | 68 | |||||||||
| 30 Dec | 59171.25 | 1421.4 | 124.3 | 9.37 | 16 | 5 | 59 | |||||||||
| 29 Dec | 58932.35 | 1297.1 | -101.5 | 9.99 | 34 | 27 | 53 | |||||||||
| 26 Dec | 59011.35 | 1398.6 | -238 | 10.25 | 2 | 0 | 25 | |||||||||
| 24 Dec | 59183.60 | 1636.6 | 35.9 | - | 0 | 0 | 25 | |||||||||
| 23 Dec | 59299.55 | 1636.6 | 35.9 | - | 0 | 5 | 0 | |||||||||
| 22 Dec | 59304.00 | 1636.6 | 35.9 | 10.01 | 5 | 4 | 24 | |||||||||
| 19 Dec | 59069.20 | 1600.7 | -119.3 | - | 0 | 0 | 20 | |||||||||
| 18 Dec | 58912.85 | 1600.7 | -119.3 | - | 0 | 0 | 20 | |||||||||
| 17 Dec | 58926.75 | 1600.7 | -119.3 | - | 0 | 0 | 20 | |||||||||
| 16 Dec | 59034.60 | 1600.7 | -119.3 | 10.41 | 12 | 6 | 23 | |||||||||
| 15 Dec | 59461.80 | 1720 | -461 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 59389.95 | 1720 | -461 | - | 0 | 0 | 17 | |||||||||
| 11 Dec | 59209.85 | 1720 | -461 | 9.45 | 18 | 17 | 17 | |||||||||
| 10 Dec | 58960.40 | 2181 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 59222.35 | 2181 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 59238.55 | 2181 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 59777.20 | 2181 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 59288.70 | 2181 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 59348.25 | 2181 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 59273.80 | 2181 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 59681.35 | 2181 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 59752.70 | 2181 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 59737.30 | 2181 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 59200 expiring on 24FEB2026
Delta for 59200 CE is 0.94
Historical price for 59200 CE is as follows
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 2041.9, which was 469.85 higher than the previous day. The implied volatity was 20.63, the open interest changed by -10 which decreased total open position to 1176
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 1499, which was -812.25 lower than the previous day. The implied volatity was 7.97, the open interest changed by -32 which decreased total open position to 1186
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 2320, which was 368.6 higher than the previous day. The implied volatity was 117.78, the open interest changed by -10 which decreased total open position to 1218
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 1953, which was 107 higher than the previous day. The implied volatity was 11.51, the open interest changed by -19 which decreased total open position to 1229
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 1919.55, which was 678.3 higher than the previous day. The implied volatity was 8.48, the open interest changed by -23 which decreased total open position to 1248
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 1215.15, which was -459.85 lower than the previous day. The implied volatity was 9.92, the open interest changed by -12 which decreased total open position to 1271
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 1673.2, which was -15.3 lower than the previous day. The implied volatity was 6.49, the open interest changed by -16 which decreased total open position to 1283
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 1700, which was 77.4 higher than the previous day. The implied volatity was 8.34, the open interest changed by -47 which decreased total open position to 1300
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 1584.55, which was -58.9 lower than the previous day. The implied volatity was 4.12, the open interest changed by -153 which decreased total open position to 1348
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 1653.2, which was 379.3 higher than the previous day. The implied volatity was 5.94, the open interest changed by -133 which decreased total open position to 1503
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 1270.8, which was -55.15 lower than the previous day. The implied volatity was 7.99, the open interest changed by -69 which decreased total open position to 1662
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 1325, which was -161.25 lower than the previous day. The implied volatity was 10.36, the open interest changed by -4 which decreased total open position to 1731
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 1466.5, which was 90.7 higher than the previous day. The implied volatity was 11.51, the open interest changed by -53 which decreased total open position to 1735
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 1360.75, which was 724.65 higher than the previous day. The implied volatity was 11.59, the open interest changed by -1304 which decreased total open position to 1813
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 630.25, which was -44.9 lower than the previous day. The implied volatity was 12.95, the open interest changed by 376 which increased total open position to 3137
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 627.2, which was -663.55 lower than the previous day. The implied volatity was 14.43, the open interest changed by 1420 which increased total open position to 2804
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 1275, which was -222.8 lower than the previous day. The implied volatity was 13.37, the open interest changed by -52 which decreased total open position to 1359
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 1522, which was 257.2 higher than the previous day. The implied volatity was 12.32, the open interest changed by -152 which decreased total open position to 1412
On 28 Jan BANKNIFTY was trading at 59598.80. The strike last trading price was 1242.75, which was 51.75 higher than the previous day. The implied volatity was 12.21, the open interest changed by -396 which decreased total open position to 1578
On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 1215.05, which was 395.8 higher than the previous day. The implied volatity was 13.53, the open interest changed by 244 which increased total open position to 1914
On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 810.4, which was -379.45 lower than the previous day. The implied volatity was 13.02, the open interest changed by 637 which increased total open position to 1670
On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 1218, which was 227.3 higher than the previous day. The implied volatity was 12.61, the open interest changed by -122 which decreased total open position to 1018
On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 986.85, which was -253.35 lower than the previous day. The implied volatity was 13.1, the open interest changed by 1001 which increased total open position to 1131
On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 1236.6, which was -251.05 lower than the previous day. The implied volatity was 11.18, the open interest changed by 18 which increased total open position to 130
On 19 Jan BANKNIFTY was trading at 59891.35. The strike last trading price was 1474.5, which was -274.25 lower than the previous day. The implied volatity was 9.58, the open interest changed by -7 which decreased total open position to 112
On 16 Jan BANKNIFTY was trading at 60095.15. The strike last trading price was 1748.75, which was 252.4 higher than the previous day. The implied volatity was 9.68, the open interest changed by -6 which decreased total open position to 119
On 14 Jan BANKNIFTY was trading at 59580.15. The strike last trading price was 1496.35, which was 1.95 higher than the previous day. The implied volatity was 11.23, the open interest changed by -8 which decreased total open position to 126
On 13 Jan BANKNIFTY was trading at 59578.80. The strike last trading price was 1494.4, which was 11.5 higher than the previous day. The implied volatity was 11.16, the open interest changed by 11 which increased total open position to 134
On 12 Jan BANKNIFTY was trading at 59450.50. The strike last trading price was 1479.7, which was 95.45 higher than the previous day. The implied volatity was 10.8, the open interest changed by 46 which increased total open position to 128
On 9 Jan BANKNIFTY was trading at 59251.55. The strike last trading price was 1379.7, which was -249.3 lower than the previous day. The implied volatity was 11.02, the open interest changed by 35 which increased total open position to 81
On 8 Jan BANKNIFTY was trading at 59686.50. The strike last trading price was 1629, which was -48.35 lower than the previous day. The implied volatity was 10.4, the open interest changed by 0 which decreased total open position to 47
On 7 Jan BANKNIFTY was trading at 59990.85. The strike last trading price was 1677.35, which was -129.15 lower than the previous day. The implied volatity was 7.11, the open interest changed by 0 which decreased total open position to 48
On 6 Jan BANKNIFTY was trading at 60118.40. The strike last trading price was 1797.4, which was -86.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 5 Jan BANKNIFTY was trading at 60044.20. The strike last trading price was 1797.4, which was -86.35 lower than the previous day. The implied volatity was 7.55, the open interest changed by -9 which decreased total open position to 48
On 2 Jan BANKNIFTY was trading at 60150.95. The strike last trading price was 1896, which was 281.3 higher than the previous day. The implied volatity was 6.3, the open interest changed by -4 which decreased total open position to 63
On 1 Jan BANKNIFTY was trading at 59711.55. The strike last trading price was 1614.7, which was 46.6 higher than the previous day. The implied volatity was 7.97, the open interest changed by -1 which decreased total open position to 67
On 31 Dec BANKNIFTY was trading at 59581.85. The strike last trading price was 1568.1, which was 167.25 higher than the previous day. The implied volatity was 8.14, the open interest changed by 7 which increased total open position to 68
On 30 Dec BANKNIFTY was trading at 59171.25. The strike last trading price was 1421.4, which was 124.3 higher than the previous day. The implied volatity was 9.37, the open interest changed by 5 which increased total open position to 59
On 29 Dec BANKNIFTY was trading at 58932.35. The strike last trading price was 1297.1, which was -101.5 lower than the previous day. The implied volatity was 9.99, the open interest changed by 27 which increased total open position to 53
On 26 Dec BANKNIFTY was trading at 59011.35. The strike last trading price was 1398.6, which was -238 lower than the previous day. The implied volatity was 10.25, the open interest changed by 0 which decreased total open position to 25
On 24 Dec BANKNIFTY was trading at 59183.60. The strike last trading price was 1636.6, which was 35.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 23 Dec BANKNIFTY was trading at 59299.55. The strike last trading price was 1636.6, which was 35.9 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 22 Dec BANKNIFTY was trading at 59304.00. The strike last trading price was 1636.6, which was 35.9 higher than the previous day. The implied volatity was 10.01, the open interest changed by 4 which increased total open position to 24
On 19 Dec BANKNIFTY was trading at 59069.20. The strike last trading price was 1600.7, which was -119.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 18 Dec BANKNIFTY was trading at 58912.85. The strike last trading price was 1600.7, which was -119.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 17 Dec BANKNIFTY was trading at 58926.75. The strike last trading price was 1600.7, which was -119.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 16 Dec BANKNIFTY was trading at 59034.60. The strike last trading price was 1600.7, which was -119.3 lower than the previous day. The implied volatity was 10.41, the open interest changed by 6 which increased total open position to 23
On 15 Dec BANKNIFTY was trading at 59461.80. The strike last trading price was 1720, which was -461 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec BANKNIFTY was trading at 59389.95. The strike last trading price was 1720, which was -461 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 11 Dec BANKNIFTY was trading at 59209.85. The strike last trading price was 1720, which was -461 lower than the previous day. The implied volatity was 9.45, the open interest changed by 17 which increased total open position to 17
On 10 Dec BANKNIFTY was trading at 58960.40. The strike last trading price was 2181, 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 Dec BANKNIFTY was trading at 59222.35. The strike last trading price was 2181, 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 Dec BANKNIFTY was trading at 59238.55. The strike last trading price was 2181, 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 5 Dec BANKNIFTY was trading at 59777.20. The strike last trading price was 2181, 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 Dec BANKNIFTY was trading at 59288.70. The strike last trading price was 2181, 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 Dec BANKNIFTY was trading at 59348.25. The strike last trading price was 2181, 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 Dec BANKNIFTY was trading at 59273.80. The strike last trading price was 2181, 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 Dec BANKNIFTY was trading at 59681.35. The strike last trading price was 2181, 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 Nov BANKNIFTY was trading at 59752.70. The strike last trading price was 2181, 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 Nov BANKNIFTY was trading at 59737.30. The strike last trading price was 2181, 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
| BANKNIFTY 24FEB2026 59200 PE | |||||||
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Delta: -0.07
Vega: 8.43
Theta: -21.59
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 61172.00 | 41.9 | -17.75 | 21.59 | 19,490 | -283 | 2,659 |
| 19 Feb | 60739.55 | 65.15 | 26.8 | 17.75 | 21,447 | -1,226 | 3,132 |
| 18 Feb | 61550.80 | 38.05 | -14.9 | 19.93 | 14,161 | -833 | 4,318 |
| 17 Feb | 61174.00 | 53.5 | -38.95 | 17.81 | 13,309 | 1,414 | 5,148 |
| 16 Feb | 60949.10 | 92.85 | -58.65 | 18.2 | 12,971 | 168 | 3,768 |
| 13 Feb | 60186.65 | 174.5 | 83.45 | 13.94 | 13,407 | -853 | 3,646 |
| 12 Feb | 60739.75 | 91.45 | -7.9 | 13.62 | 7,972 | 656 | 4,490 |
| 11 Feb | 60745.35 | 98.9 | -16 | 13.68 | 7,544 | 422 | 3,833 |
| 10 Feb | 60626.40 | 116.85 | -24.25 | 13.05 | 4,462 | 93 | 3,375 |
| 9 Feb | 60669.35 | 136.85 | -111.7 | 13.92 | 6,425 | 518 | 3,283 |
| 6 Feb | 60120.55 | 250 | -37.15 | 13.12 | 18,218 | 486 | 2,880 |
| 5 Feb | 60063.65 | 290.6 | 4.4 | 13.47 | 8,802 | -196 | 2,389 |
| 4 Feb | 60238.15 | 288 | -96.65 | 13.69 | 8,796 | 678 | 2,586 |
| 3 Feb | 60041.30 | 386.9 | -592.4 | 14.7 | 10,178 | -240 | 1,932 |
| 2 Feb | 58619.00 | 966.1 | -153.45 | 14.44 | 2,080 | -218 | 2,172 |
| 1 Feb | 58417.20 | 1205.35 | 624.85 | 16.1 | 39,466 | -482 | 2,390 |
| 30 Jan | 59610.45 | 569.7 | 72.25 | 14.69 | 16,964 | -325 | 2,880 |
| 29 Jan | 59957.85 | 484.8 | -134.7 | 15.22 | 18,017 | 838 | 3,208 |
| 28 Jan | 59598.80 | 616.1 | -148.35 | 15.08 | 21,805 | 716 | 2,374 |
| 27 Jan | 59205.45 | 746 | -420.4 | 15.61 | 4,258 | 863 | 1,768 |
| 23 Jan | 58473.10 | 1179.95 | 419.85 | 15.7 | 3,067 | 97 | 905 |
| 22 Jan | 59200.10 | 745 | -223.95 | 14.32 | 2,042 | 101 | 803 |
| 21 Jan | 58800.30 | 946.15 | 312.9 | 13.92 | 2,220 | 470 | 694 |
| 20 Jan | 59404.20 | 665.55 | 180.35 | 13.6 | 509 | 16 | 220 |
| 19 Jan | 59891.35 | 490.45 | 37.6 | 13.2 | 268 | 19 | 203 |
| 16 Jan | 60095.15 | 459.65 | -134.95 | 13.6 | 198 | -8 | 189 |
| 14 Jan | 59580.15 | 595 | -3.35 | 13.04 | 62 | 11 | 197 |
| 13 Jan | 59578.80 | 605.15 | -26.35 | 12.98 | 312 | 20 | 187 |
| 12 Jan | 59450.50 | 615.15 | -83 | 12.98 | 372 | 36 | 167 |
| 9 Jan | 59251.55 | 700.3 | 133.6 | 12.67 | 221 | 50 | 119 |
| 8 Jan | 59686.50 | 566.7 | 47.55 | 12.68 | 38 | 10 | 69 |
| 7 Jan | 59990.85 | 519.15 | 67.15 | 13.2 | 31 | -21 | 58 |
| 6 Jan | 60118.40 | 452 | -44.15 | 12.64 | 55 | 44 | 78 |
| 5 Jan | 60044.20 | 497.6 | 42.6 | 13.05 | 34 | 0 | 22 |
| 2 Jan | 60150.95 | 455 | -110.85 | 12.71 | 25 | 11 | 21 |
| 1 Jan | 59711.55 | 565.85 | -27.4 | 12.42 | 11 | 5 | 9 |
| 31 Dec | 59581.85 | 593.25 | -118.9 | 12.34 | 3 | 2 | 4 |
| 30 Dec | 59171.25 | 692 | -976.6 | 12.03 | 2 | 1 | 1 |
| 29 Dec | 58932.35 | 1668.6 | 0 | 0.69 | 0 | 0 | 0 |
| 26 Dec | 59011.35 | 1668.6 | 0 | 0.76 | 0 | 0 | 0 |
| 24 Dec | 59183.60 | 1668.6 | 0 | 0.92 | 0 | 0 | 0 |
| 23 Dec | 59299.55 | 1668.6 | 0 | 1.06 | 0 | 0 | 0 |
| 22 Dec | 59304.00 | 1668.6 | 0 | 1.08 | 0 | 0 | 0 |
| 19 Dec | 59069.20 | 1668.6 | 0 | 0.88 | 0 | 0 | 0 |
| 18 Dec | 58912.85 | 1668.6 | 0 | 0.75 | 0 | 0 | 0 |
| 17 Dec | 58926.75 | 1668.6 | 0 | 0.8 | 0 | 0 | 0 |
| 16 Dec | 59034.60 | 1668.6 | 0 | 0.87 | 0 | 0 | 0 |
| 15 Dec | 59461.80 | 1668.6 | 0 | 1.26 | 0 | 0 | 0 |
| 12 Dec | 59389.95 | 1668.6 | 0 | 1.25 | 0 | 0 | 0 |
| 11 Dec | 59209.85 | 1668.6 | 0 | 1.08 | 0 | 0 | 0 |
| 10 Dec | 58960.40 | 1668.6 | 0 | 0.84 | 0 | 0 | 0 |
| 9 Dec | 59222.35 | 1668.6 | 0 | 1.1 | 0 | 0 | 0 |
| 8 Dec | 59238.55 | 1668.6 | 0 | 1.06 | 0 | 0 | 0 |
| 5 Dec | 59777.20 | 1668.6 | 0 | 1.49 | 0 | 0 | 0 |
| 4 Dec | 59288.70 | 1668.6 | 0 | 1.19 | 0 | 0 | 0 |
| 3 Dec | 59348.25 | 1668.6 | 0 | 1.27 | 0 | 0 | 0 |
| 2 Dec | 59273.80 | 1668.6 | 0 | 1.26 | 0 | 0 | 0 |
| 1 Dec | 59681.35 | 1668.6 | 0 | 1.48 | 0 | 0 | 0 |
| 28 Nov | 59752.70 | 1668.6 | 0 | 1.52 | 0 | 0 | 0 |
| 27 Nov | 59737.30 | 1668.6 | 0 | 1.54 | 0 | 0 | 0 |
For Nifty Bank - strike price 59200 expiring on 24FEB2026
Delta for 59200 PE is -0.07
Historical price for 59200 PE is as follows
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 41.9, which was -17.75 lower than the previous day. The implied volatity was 21.59, the open interest changed by -283 which decreased total open position to 2659
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 65.15, which was 26.8 higher than the previous day. The implied volatity was 17.75, the open interest changed by -1226 which decreased total open position to 3132
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 38.05, which was -14.9 lower than the previous day. The implied volatity was 19.93, the open interest changed by -833 which decreased total open position to 4318
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 53.5, which was -38.95 lower than the previous day. The implied volatity was 17.81, the open interest changed by 1414 which increased total open position to 5148
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 92.85, which was -58.65 lower than the previous day. The implied volatity was 18.2, the open interest changed by 168 which increased total open position to 3768
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 174.5, which was 83.45 higher than the previous day. The implied volatity was 13.94, the open interest changed by -853 which decreased total open position to 3646
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 91.45, which was -7.9 lower than the previous day. The implied volatity was 13.62, the open interest changed by 656 which increased total open position to 4490
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 98.9, which was -16 lower than the previous day. The implied volatity was 13.68, the open interest changed by 422 which increased total open position to 3833
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 116.85, which was -24.25 lower than the previous day. The implied volatity was 13.05, the open interest changed by 93 which increased total open position to 3375
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 136.85, which was -111.7 lower than the previous day. The implied volatity was 13.92, the open interest changed by 518 which increased total open position to 3283
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 250, which was -37.15 lower than the previous day. The implied volatity was 13.12, the open interest changed by 486 which increased total open position to 2880
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 290.6, which was 4.4 higher than the previous day. The implied volatity was 13.47, the open interest changed by -196 which decreased total open position to 2389
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 288, which was -96.65 lower than the previous day. The implied volatity was 13.69, the open interest changed by 678 which increased total open position to 2586
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 386.9, which was -592.4 lower than the previous day. The implied volatity was 14.7, the open interest changed by -240 which decreased total open position to 1932
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 966.1, which was -153.45 lower than the previous day. The implied volatity was 14.44, the open interest changed by -218 which decreased total open position to 2172
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 1205.35, which was 624.85 higher than the previous day. The implied volatity was 16.1, the open interest changed by -482 which decreased total open position to 2390
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 569.7, which was 72.25 higher than the previous day. The implied volatity was 14.69, the open interest changed by -325 which decreased total open position to 2880
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 484.8, which was -134.7 lower than the previous day. The implied volatity was 15.22, the open interest changed by 838 which increased total open position to 3208
On 28 Jan BANKNIFTY was trading at 59598.80. The strike last trading price was 616.1, which was -148.35 lower than the previous day. The implied volatity was 15.08, the open interest changed by 716 which increased total open position to 2374
On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 746, which was -420.4 lower than the previous day. The implied volatity was 15.61, the open interest changed by 863 which increased total open position to 1768
On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 1179.95, which was 419.85 higher than the previous day. The implied volatity was 15.7, the open interest changed by 97 which increased total open position to 905
On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 745, which was -223.95 lower than the previous day. The implied volatity was 14.32, the open interest changed by 101 which increased total open position to 803
On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 946.15, which was 312.9 higher than the previous day. The implied volatity was 13.92, the open interest changed by 470 which increased total open position to 694
On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 665.55, which was 180.35 higher than the previous day. The implied volatity was 13.6, the open interest changed by 16 which increased total open position to 220
On 19 Jan BANKNIFTY was trading at 59891.35. The strike last trading price was 490.45, which was 37.6 higher than the previous day. The implied volatity was 13.2, the open interest changed by 19 which increased total open position to 203
On 16 Jan BANKNIFTY was trading at 60095.15. The strike last trading price was 459.65, which was -134.95 lower than the previous day. The implied volatity was 13.6, the open interest changed by -8 which decreased total open position to 189
On 14 Jan BANKNIFTY was trading at 59580.15. The strike last trading price was 595, which was -3.35 lower than the previous day. The implied volatity was 13.04, the open interest changed by 11 which increased total open position to 197
On 13 Jan BANKNIFTY was trading at 59578.80. The strike last trading price was 605.15, which was -26.35 lower than the previous day. The implied volatity was 12.98, the open interest changed by 20 which increased total open position to 187
On 12 Jan BANKNIFTY was trading at 59450.50. The strike last trading price was 615.15, which was -83 lower than the previous day. The implied volatity was 12.98, the open interest changed by 36 which increased total open position to 167
On 9 Jan BANKNIFTY was trading at 59251.55. The strike last trading price was 700.3, which was 133.6 higher than the previous day. The implied volatity was 12.67, the open interest changed by 50 which increased total open position to 119
On 8 Jan BANKNIFTY was trading at 59686.50. The strike last trading price was 566.7, which was 47.55 higher than the previous day. The implied volatity was 12.68, the open interest changed by 10 which increased total open position to 69
On 7 Jan BANKNIFTY was trading at 59990.85. The strike last trading price was 519.15, which was 67.15 higher than the previous day. The implied volatity was 13.2, the open interest changed by -21 which decreased total open position to 58
On 6 Jan BANKNIFTY was trading at 60118.40. The strike last trading price was 452, which was -44.15 lower than the previous day. The implied volatity was 12.64, the open interest changed by 44 which increased total open position to 78
On 5 Jan BANKNIFTY was trading at 60044.20. The strike last trading price was 497.6, which was 42.6 higher than the previous day. The implied volatity was 13.05, the open interest changed by 0 which decreased total open position to 22
On 2 Jan BANKNIFTY was trading at 60150.95. The strike last trading price was 455, which was -110.85 lower than the previous day. The implied volatity was 12.71, the open interest changed by 11 which increased total open position to 21
On 1 Jan BANKNIFTY was trading at 59711.55. The strike last trading price was 565.85, which was -27.4 lower than the previous day. The implied volatity was 12.42, the open interest changed by 5 which increased total open position to 9
On 31 Dec BANKNIFTY was trading at 59581.85. The strike last trading price was 593.25, which was -118.9 lower than the previous day. The implied volatity was 12.34, the open interest changed by 2 which increased total open position to 4
On 30 Dec BANKNIFTY was trading at 59171.25. The strike last trading price was 692, which was -976.6 lower than the previous day. The implied volatity was 12.03, the open interest changed by 1 which increased total open position to 1
On 29 Dec BANKNIFTY was trading at 58932.35. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
On 26 Dec BANKNIFTY was trading at 59011.35. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0
On 24 Dec BANKNIFTY was trading at 59183.60. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 0.92, the open interest changed by 0 which decreased total open position to 0
On 23 Dec BANKNIFTY was trading at 59299.55. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0
On 22 Dec BANKNIFTY was trading at 59304.00. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0
On 19 Dec BANKNIFTY was trading at 59069.20. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
On 18 Dec BANKNIFTY was trading at 58912.85. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
On 17 Dec BANKNIFTY was trading at 58926.75. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 0.8, the open interest changed by 0 which decreased total open position to 0
On 16 Dec BANKNIFTY was trading at 59034.60. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
On 15 Dec BANKNIFTY was trading at 59461.80. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0
On 12 Dec BANKNIFTY was trading at 59389.95. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
On 11 Dec BANKNIFTY was trading at 59209.85. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0
On 10 Dec BANKNIFTY was trading at 58960.40. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
On 9 Dec BANKNIFTY was trading at 59222.35. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 1.1, the open interest changed by 0 which decreased total open position to 0
On 8 Dec BANKNIFTY was trading at 59238.55. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0
On 5 Dec BANKNIFTY was trading at 59777.20. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0
On 4 Dec BANKNIFTY was trading at 59288.70. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0
On 3 Dec BANKNIFTY was trading at 59348.25. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BANKNIFTY was trading at 59273.80. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0
On 1 Dec BANKNIFTY was trading at 59681.35. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BANKNIFTY was trading at 59752.70. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BANKNIFTY was trading at 59737.30. The strike last trading price was 1668.6, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
