BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
13 Feb 2026 02:59 PM IST
| BANKNIFTY 24-FEB-2026 59300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 24.09
Theta: -25.54
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Feb | 60289.60 | 1251.4 | -333.55 | 10.79 | 149 | -27 | 872 | |||||||||
| 12 Feb | 60739.75 | 1576.1 | -32.4 | 6.84 | 108 | -20 | 900 | |||||||||
| 11 Feb | 60745.35 | 1608.5 | 89.85 | 5.31 | 93 | -19 | 921 | |||||||||
| 10 Feb | 60626.40 | 1496.55 | -59.7 | 5.15 | 58 | -10 | 941 | |||||||||
| 9 Feb | 60669.35 | 1556.45 | 351.25 | 6.45 | 482 | -115 | 952 | |||||||||
| 6 Feb | 60120.55 | 1191.35 | -67.75 | 8.19 | 1,578 | 57 | 1,074 | |||||||||
| 5 Feb | 60063.65 | 1241 | -164.55 | 10.21 | 288 | 39 | 1,018 | |||||||||
| 4 Feb | 60238.15 | 1399.9 | 95.35 | 11.75 | 2,142 | -281 | 981 | |||||||||
| 3 Feb | 60041.30 | 1290 | 698.05 | 11.24 | 5,437 | -1,617 | 1,264 | |||||||||
| 2 Feb | 58619.00 | 587 | -45.4 | 13.07 | 12,138 | 411 | 2,904 | |||||||||
| 1 Feb | 58417.20 | 589 | -634 | 14.45 | 28,951 | 1,566 | 2,490 | |||||||||
| 30 Jan | 59610.45 | 1210 | -191.35 | 13.54 | 2,506 | -39 | 924 | |||||||||
| 29 Jan | 59957.85 | 1471.15 | 268.85 | 12.69 | 8,432 | -181 | 964 | |||||||||
| 28 Jan | 59598.80 | 1180.05 | 27.7 | 12.02 | 18,490 | -422 | 1,144 | |||||||||
| 27 Jan | 59205.45 | 1174.1 | 398.3 | 13.8 | 5,430 | 364 | 1,462 | |||||||||
| 23 Jan | 58473.10 | 769.85 | -384.2 | 13.08 | 2,847 | 553 | 1,090 | |||||||||
| 22 Jan | 59200.10 | 1147.9 | 224.05 | 12.44 | 2,614 | -4 | 518 | |||||||||
| 21 Jan | 58800.30 | 926.05 | -267.1 | 12.86 | 1,806 | 270 | 529 | |||||||||
| 20 Jan | 59404.20 | 1197.65 | -250.9 | 11.52 | 267 | -16 | 235 | |||||||||
| 19 Jan | 59891.35 | 1411.4 | -260.85 | 9.75 | 129 | 55 | 251 | |||||||||
| 16 Jan | 60095.15 | 1672.25 | 254.65 | 9.69 | 118 | 20 | 196 | |||||||||
| 14 Jan | 59580.15 | 1417.5 | -17.45 | 11.05 | 8 | -2 | 177 | |||||||||
| 13 Jan | 59578.80 | 1414.7 | -11.7 | 10.96 | 145 | -4 | 181 | |||||||||
| 12 Jan | 59450.50 | 1426.65 | 98.15 | 10.98 | 134 | -4 | 184 | |||||||||
| 9 Jan | 59251.55 | 1308.9 | -236.25 | 10.9 | 202 | 145 | 187 | |||||||||
| 8 Jan | 59686.50 | 1545.15 | -179.85 | 10.2 | 3 | 1 | 42 | |||||||||
| 7 Jan | 59990.85 | 1725 | -156.75 | 9.26 | 6 | 1 | 44 | |||||||||
| 6 Jan | 60118.40 | 1881.75 | 98.25 | 10.01 | 2 | 0 | 41 | |||||||||
| 5 Jan | 60044.20 | 1783.5 | -42.5 | 8.69 | 6 | 3 | 41 | |||||||||
| 2 Jan | 60150.95 | 1826 | 304 | 6.7 | 18 | -3 | 38 | |||||||||
| 1 Jan | 59711.55 | 1522 | 6.35 | 7.72 | 55 | -18 | 41 | |||||||||
| 31 Dec | 59581.85 | 1507.75 | 172.05 | 8.31 | 182 | -53 | 59 | |||||||||
| 30 Dec | 59171.25 | 1335.7 | 78.05 | 9.12 | 5 | 0 | 112 | |||||||||
| 29 Dec | 58932.35 | 1257.65 | -50.25 | 10.24 | 151 | -32 | 113 | |||||||||
| 26 Dec | 59011.35 | 1314.55 | -109.15 | 9.99 | 187 | 108 | 146 | |||||||||
| 24 Dec | 59183.60 | 1423.8 | -143.15 | 9.81 | 9 | 2 | 37 | |||||||||
| 23 Dec | 59299.55 | 1566.95 | 28.8 | 10.2 | 15 | 6 | 34 | |||||||||
| 22 Dec | 59304.00 | 1538.15 | -215.15 | 9.63 | 3 | 2 | 27 | |||||||||
| 19 Dec | 59069.20 | 1753.3 | 115.9 | - | 0 | 0 | 25 | |||||||||
| 18 Dec | 58912.85 | 1753.3 | 115.9 | - | 0 | 0 | 25 | |||||||||
| 17 Dec | 58926.75 | 1753.3 | 115.9 | - | 0 | 0 | 25 | |||||||||
| 16 Dec | 59034.60 | 1753.3 | 115.9 | - | 0 | 0 | 25 | |||||||||
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| 15 Dec | 59461.80 | 1753.3 | 115.9 | 9.51 | 20 | 0 | 5 | |||||||||
| 12 Dec | 59389.95 | 1637.4 | -492.15 | - | 0 | 0 | 5 | |||||||||
| 11 Dec | 59209.85 | 1637.4 | -492.15 | 9.28 | 5 | 0 | 0 | |||||||||
| 10 Dec | 58960.40 | 2129.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 59222.35 | 2129.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 59238.55 | 2129.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 59777.20 | 2129.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 59288.70 | 2129.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 59348.25 | 2129.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 59273.80 | 2129.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 59681.35 | 2129.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 59752.70 | 2129.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 59737.30 | 2129.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 59300 expiring on 24FEB2026
Delta for 59300 CE is 0.85
Historical price for 59300 CE is as follows
On 13 Feb BANKNIFTY was trading at 60289.60. The strike last trading price was 1251.4, which was -333.55 lower than the previous day. The implied volatity was 10.79, the open interest changed by -27 which decreased total open position to 872
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 1576.1, which was -32.4 lower than the previous day. The implied volatity was 6.84, the open interest changed by -20 which decreased total open position to 900
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 1608.5, which was 89.85 higher than the previous day. The implied volatity was 5.31, the open interest changed by -19 which decreased total open position to 921
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 1496.55, which was -59.7 lower than the previous day. The implied volatity was 5.15, the open interest changed by -10 which decreased total open position to 941
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 1556.45, which was 351.25 higher than the previous day. The implied volatity was 6.45, the open interest changed by -115 which decreased total open position to 952
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 1191.35, which was -67.75 lower than the previous day. The implied volatity was 8.19, the open interest changed by 57 which increased total open position to 1074
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 1241, which was -164.55 lower than the previous day. The implied volatity was 10.21, the open interest changed by 39 which increased total open position to 1018
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 1399.9, which was 95.35 higher than the previous day. The implied volatity was 11.75, the open interest changed by -281 which decreased total open position to 981
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 1290, which was 698.05 higher than the previous day. The implied volatity was 11.24, the open interest changed by -1617 which decreased total open position to 1264
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 587, which was -45.4 lower than the previous day. The implied volatity was 13.07, the open interest changed by 411 which increased total open position to 2904
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 589, which was -634 lower than the previous day. The implied volatity was 14.45, the open interest changed by 1566 which increased total open position to 2490
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 1210, which was -191.35 lower than the previous day. The implied volatity was 13.54, the open interest changed by -39 which decreased total open position to 924
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 1471.15, which was 268.85 higher than the previous day. The implied volatity was 12.69, the open interest changed by -181 which decreased total open position to 964
On 28 Jan BANKNIFTY was trading at 59598.80. The strike last trading price was 1180.05, which was 27.7 higher than the previous day. The implied volatity was 12.02, the open interest changed by -422 which decreased total open position to 1144
On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 1174.1, which was 398.3 higher than the previous day. The implied volatity was 13.8, the open interest changed by 364 which increased total open position to 1462
On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 769.85, which was -384.2 lower than the previous day. The implied volatity was 13.08, the open interest changed by 553 which increased total open position to 1090
On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 1147.9, which was 224.05 higher than the previous day. The implied volatity was 12.44, the open interest changed by -4 which decreased total open position to 518
On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 926.05, which was -267.1 lower than the previous day. The implied volatity was 12.86, the open interest changed by 270 which increased total open position to 529
On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 1197.65, which was -250.9 lower than the previous day. The implied volatity was 11.52, the open interest changed by -16 which decreased total open position to 235
On 19 Jan BANKNIFTY was trading at 59891.35. The strike last trading price was 1411.4, which was -260.85 lower than the previous day. The implied volatity was 9.75, the open interest changed by 55 which increased total open position to 251
On 16 Jan BANKNIFTY was trading at 60095.15. The strike last trading price was 1672.25, which was 254.65 higher than the previous day. The implied volatity was 9.69, the open interest changed by 20 which increased total open position to 196
On 14 Jan BANKNIFTY was trading at 59580.15. The strike last trading price was 1417.5, which was -17.45 lower than the previous day. The implied volatity was 11.05, the open interest changed by -2 which decreased total open position to 177
On 13 Jan BANKNIFTY was trading at 59578.80. The strike last trading price was 1414.7, which was -11.7 lower than the previous day. The implied volatity was 10.96, the open interest changed by -4 which decreased total open position to 181
On 12 Jan BANKNIFTY was trading at 59450.50. The strike last trading price was 1426.65, which was 98.15 higher than the previous day. The implied volatity was 10.98, the open interest changed by -4 which decreased total open position to 184
On 9 Jan BANKNIFTY was trading at 59251.55. The strike last trading price was 1308.9, which was -236.25 lower than the previous day. The implied volatity was 10.9, the open interest changed by 145 which increased total open position to 187
On 8 Jan BANKNIFTY was trading at 59686.50. The strike last trading price was 1545.15, which was -179.85 lower than the previous day. The implied volatity was 10.2, the open interest changed by 1 which increased total open position to 42
On 7 Jan BANKNIFTY was trading at 59990.85. The strike last trading price was 1725, which was -156.75 lower than the previous day. The implied volatity was 9.26, the open interest changed by 1 which increased total open position to 44
On 6 Jan BANKNIFTY was trading at 60118.40. The strike last trading price was 1881.75, which was 98.25 higher than the previous day. The implied volatity was 10.01, the open interest changed by 0 which decreased total open position to 41
On 5 Jan BANKNIFTY was trading at 60044.20. The strike last trading price was 1783.5, which was -42.5 lower than the previous day. The implied volatity was 8.69, the open interest changed by 3 which increased total open position to 41
On 2 Jan BANKNIFTY was trading at 60150.95. The strike last trading price was 1826, which was 304 higher than the previous day. The implied volatity was 6.7, the open interest changed by -3 which decreased total open position to 38
On 1 Jan BANKNIFTY was trading at 59711.55. The strike last trading price was 1522, which was 6.35 higher than the previous day. The implied volatity was 7.72, the open interest changed by -18 which decreased total open position to 41
On 31 Dec BANKNIFTY was trading at 59581.85. The strike last trading price was 1507.75, which was 172.05 higher than the previous day. The implied volatity was 8.31, the open interest changed by -53 which decreased total open position to 59
On 30 Dec BANKNIFTY was trading at 59171.25. The strike last trading price was 1335.7, which was 78.05 higher than the previous day. The implied volatity was 9.12, the open interest changed by 0 which decreased total open position to 112
On 29 Dec BANKNIFTY was trading at 58932.35. The strike last trading price was 1257.65, which was -50.25 lower than the previous day. The implied volatity was 10.24, the open interest changed by -32 which decreased total open position to 113
On 26 Dec BANKNIFTY was trading at 59011.35. The strike last trading price was 1314.55, which was -109.15 lower than the previous day. The implied volatity was 9.99, the open interest changed by 108 which increased total open position to 146
On 24 Dec BANKNIFTY was trading at 59183.60. The strike last trading price was 1423.8, which was -143.15 lower than the previous day. The implied volatity was 9.81, the open interest changed by 2 which increased total open position to 37
On 23 Dec BANKNIFTY was trading at 59299.55. The strike last trading price was 1566.95, which was 28.8 higher than the previous day. The implied volatity was 10.2, the open interest changed by 6 which increased total open position to 34
On 22 Dec BANKNIFTY was trading at 59304.00. The strike last trading price was 1538.15, which was -215.15 lower than the previous day. The implied volatity was 9.63, the open interest changed by 2 which increased total open position to 27
On 19 Dec BANKNIFTY was trading at 59069.20. The strike last trading price was 1753.3, which was 115.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 18 Dec BANKNIFTY was trading at 58912.85. The strike last trading price was 1753.3, which was 115.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 17 Dec BANKNIFTY was trading at 58926.75. The strike last trading price was 1753.3, which was 115.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 16 Dec BANKNIFTY was trading at 59034.60. The strike last trading price was 1753.3, which was 115.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 15 Dec BANKNIFTY was trading at 59461.80. The strike last trading price was 1753.3, which was 115.9 higher than the previous day. The implied volatity was 9.51, the open interest changed by 0 which decreased total open position to 5
On 12 Dec BANKNIFTY was trading at 59389.95. The strike last trading price was 1637.4, which was -492.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Dec BANKNIFTY was trading at 59209.85. The strike last trading price was 1637.4, which was -492.15 lower than the previous day. The implied volatity was 9.28, 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 2129.55, 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 2129.55, 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 2129.55, 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 2129.55, 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 2129.55, 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 2129.55, 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 2129.55, 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 2129.55, 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 2129.55, 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 2129.55, 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 59300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 28.09
Theta: -13.11
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Feb | 60289.60 | 137.5 | 39.35 | 12.73 | 11,639 | -466 | 3,566 |
| 12 Feb | 60739.75 | 97.9 | -8.35 | 13.32 | 8,080 | 816 | 4,028 |
| 11 Feb | 60745.35 | 104.3 | -22.4 | 13.31 | 7,196 | 556 | 3,212 |
| 10 Feb | 60626.40 | 127.45 | -25.75 | 12.86 | 5,288 | 47 | 2,611 |
| 9 Feb | 60669.35 | 151 | -118.9 | 13.84 | 5,661 | 294 | 2,576 |
| 6 Feb | 60120.55 | 273.1 | -36.5 | 13.06 | 18,031 | 564 | 2,329 |
| 5 Feb | 60063.65 | 313.7 | 6.45 | 13.38 | 9,717 | -49 | 1,763 |
| 4 Feb | 60238.15 | 309.75 | -101.95 | 13.58 | 8,439 | 174 | 1,815 |
| 3 Feb | 60041.30 | 414.35 | -618.5 | 14.64 | 11,636 | 167 | 1,667 |
| 2 Feb | 58619.00 | 1015 | -174.35 | 14.48 | 1,273 | -174 | 1,505 |
| 1 Feb | 58417.20 | 1229.1 | 609.9 | 15.44 | 33,841 | -361 | 1,694 |
| 30 Jan | 59610.45 | 608.25 | 77.95 | 14.7 | 16,687 | -378 | 2,056 |
| 29 Jan | 59957.85 | 519.65 | -132.55 | 15.37 | 17,332 | 443 | 2,433 |
| 28 Jan | 59598.80 | 650 | -130.5 | 14.99 | 28,667 | 771 | 1,996 |
| 27 Jan | 59205.45 | 787 | -439.65 | 15.65 | 2,902 | 601 | 1,241 |
| 23 Jan | 58473.10 | 1222.6 | 431.25 | 15.5 | 2,193 | 350 | 652 |
| 22 Jan | 59200.10 | 777 | -231.55 | 14.18 | 1,894 | 54 | 302 |
| 21 Jan | 58800.30 | 932.05 | 258.65 | 12.97 | 1,871 | -39 | 222 |
| 20 Jan | 59404.20 | 700 | 181.45 | 13.53 | 524 | 25 | 270 |
| 19 Jan | 59891.35 | 524.7 | 43.85 | 13.23 | 321 | 39 | 237 |
| 16 Jan | 60095.15 | 485.6 | -141.65 | 13.55 | 201 | -16 | 204 |
| 14 Jan | 59580.15 | 628.95 | -1.55 | 13.02 | 110 | 40 | 220 |
| 13 Jan | 59578.80 | 639.25 | -21.05 | 12.96 | 228 | -18 | 181 |
| 12 Jan | 59450.50 | 653.4 | -77.75 | 13.01 | 364 | 47 | 199 |
| 9 Jan | 59251.55 | 737.4 | 157.4 | 12.65 | 276 | 30 | 136 |
| 8 Jan | 59686.50 | 580 | 47.5 | 12.42 | 156 | -31 | 107 |
| 7 Jan | 59990.85 | 532.5 | 48.9 | 12.98 | 19 | -4 | 138 |
| 6 Jan | 60118.40 | 483.6 | -75.3 | 12.69 | 6 | 1 | 142 |
| 5 Jan | 60044.20 | 558.9 | 71.05 | 13.47 | 23 | 7 | 140 |
| 2 Jan | 60150.95 | 486.95 | -105.9 | 12.77 | 80 | 5 | 133 |
| 1 Jan | 59711.55 | 592.85 | -38.75 | 12.36 | 29 | 18 | 127 |
| 31 Dec | 59581.85 | 622.85 | -284.2 | 12.29 | 415 | 67 | 110 |
| 30 Dec | 59171.25 | 907.05 | 22.1 | 13.93 | 2 | 0 | 43 |
| 29 Dec | 58932.35 | 884.95 | 77.3 | 12.42 | 34 | -2 | 49 |
| 26 Dec | 59011.35 | 807.65 | 97.65 | 11.67 | 31 | 8 | 51 |
| 24 Dec | 59183.60 | 710 | -3.95 | 11.21 | 12 | 7 | 43 |
| 23 Dec | 59299.55 | 713.95 | 4.15 | 11.72 | 16 | 12 | 36 |
| 22 Dec | 59304.00 | 709.8 | -90.2 | 11.68 | 23 | 16 | 21 |
| 19 Dec | 59069.20 | 800 | -50 | 11.64 | 2 | 1 | 6 |
| 18 Dec | 58912.85 | 850 | -865.7 | 11.56 | 14 | 5 | 5 |
| 17 Dec | 58926.75 | 1715.7 | 0 | 0.71 | 0 | 0 | 0 |
| 16 Dec | 59034.60 | 1715.7 | 0 | 0.78 | 0 | 0 | 0 |
| 15 Dec | 59461.80 | 1715.7 | 0 | 1.17 | 0 | 0 | 0 |
| 12 Dec | 59389.95 | 1715.7 | 0 | 1.16 | 0 | 0 | 0 |
| 11 Dec | 59209.85 | 1715.7 | 0 | 0.99 | 0 | 0 | 0 |
| 10 Dec | 58960.40 | 1715.7 | 0 | 0.75 | 0 | 0 | 0 |
| 9 Dec | 59222.35 | 1715.7 | 0 | 1.02 | 0 | 0 | 0 |
| 8 Dec | 59238.55 | 1715.7 | 0 | 0.97 | 0 | 0 | 0 |
| 5 Dec | 59777.20 | 1715.7 | 0 | 1.41 | 0 | 0 | 0 |
| 4 Dec | 59288.70 | 1715.7 | 0 | 1.11 | 0 | 0 | 0 |
| 3 Dec | 59348.25 | 1715.7 | 0 | 1.18 | 0 | 0 | 0 |
| 2 Dec | 59273.80 | 1715.7 | 0 | 1.18 | 0 | 0 | 0 |
| 1 Dec | 59681.35 | 1715.7 | 0 | 1.4 | 0 | 0 | 0 |
| 28 Nov | 59752.70 | 1715.7 | 0 | 1.44 | 0 | 0 | 0 |
| 27 Nov | 59737.30 | 1715.7 | 0 | 1.46 | 0 | 0 | 0 |
For Nifty Bank - strike price 59300 expiring on 24FEB2026
Delta for 59300 PE is -0.19
Historical price for 59300 PE is as follows
On 13 Feb BANKNIFTY was trading at 60289.60. The strike last trading price was 137.5, which was 39.35 higher than the previous day. The implied volatity was 12.73, the open interest changed by -466 which decreased total open position to 3566
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 97.9, which was -8.35 lower than the previous day. The implied volatity was 13.32, the open interest changed by 816 which increased total open position to 4028
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 104.3, which was -22.4 lower than the previous day. The implied volatity was 13.31, the open interest changed by 556 which increased total open position to 3212
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 127.45, which was -25.75 lower than the previous day. The implied volatity was 12.86, the open interest changed by 47 which increased total open position to 2611
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 151, which was -118.9 lower than the previous day. The implied volatity was 13.84, the open interest changed by 294 which increased total open position to 2576
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 273.1, which was -36.5 lower than the previous day. The implied volatity was 13.06, the open interest changed by 564 which increased total open position to 2329
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 313.7, which was 6.45 higher than the previous day. The implied volatity was 13.38, the open interest changed by -49 which decreased total open position to 1763
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 309.75, which was -101.95 lower than the previous day. The implied volatity was 13.58, the open interest changed by 174 which increased total open position to 1815
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 414.35, which was -618.5 lower than the previous day. The implied volatity was 14.64, the open interest changed by 167 which increased total open position to 1667
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 1015, which was -174.35 lower than the previous day. The implied volatity was 14.48, the open interest changed by -174 which decreased total open position to 1505
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 1229.1, which was 609.9 higher than the previous day. The implied volatity was 15.44, the open interest changed by -361 which decreased total open position to 1694
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 608.25, which was 77.95 higher than the previous day. The implied volatity was 14.7, the open interest changed by -378 which decreased total open position to 2056
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 519.65, which was -132.55 lower than the previous day. The implied volatity was 15.37, the open interest changed by 443 which increased total open position to 2433
On 28 Jan BANKNIFTY was trading at 59598.80. The strike last trading price was 650, which was -130.5 lower than the previous day. The implied volatity was 14.99, the open interest changed by 771 which increased total open position to 1996
On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 787, which was -439.65 lower than the previous day. The implied volatity was 15.65, the open interest changed by 601 which increased total open position to 1241
On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 1222.6, which was 431.25 higher than the previous day. The implied volatity was 15.5, the open interest changed by 350 which increased total open position to 652
On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 777, which was -231.55 lower than the previous day. The implied volatity was 14.18, the open interest changed by 54 which increased total open position to 302
On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 932.05, which was 258.65 higher than the previous day. The implied volatity was 12.97, the open interest changed by -39 which decreased total open position to 222
On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 700, which was 181.45 higher than the previous day. The implied volatity was 13.53, the open interest changed by 25 which increased total open position to 270
On 19 Jan BANKNIFTY was trading at 59891.35. The strike last trading price was 524.7, which was 43.85 higher than the previous day. The implied volatity was 13.23, the open interest changed by 39 which increased total open position to 237
On 16 Jan BANKNIFTY was trading at 60095.15. The strike last trading price was 485.6, which was -141.65 lower than the previous day. The implied volatity was 13.55, the open interest changed by -16 which decreased total open position to 204
On 14 Jan BANKNIFTY was trading at 59580.15. The strike last trading price was 628.95, which was -1.55 lower than the previous day. The implied volatity was 13.02, the open interest changed by 40 which increased total open position to 220
On 13 Jan BANKNIFTY was trading at 59578.80. The strike last trading price was 639.25, which was -21.05 lower than the previous day. The implied volatity was 12.96, the open interest changed by -18 which decreased total open position to 181
On 12 Jan BANKNIFTY was trading at 59450.50. The strike last trading price was 653.4, which was -77.75 lower than the previous day. The implied volatity was 13.01, the open interest changed by 47 which increased total open position to 199
On 9 Jan BANKNIFTY was trading at 59251.55. The strike last trading price was 737.4, which was 157.4 higher than the previous day. The implied volatity was 12.65, the open interest changed by 30 which increased total open position to 136
On 8 Jan BANKNIFTY was trading at 59686.50. The strike last trading price was 580, which was 47.5 higher than the previous day. The implied volatity was 12.42, the open interest changed by -31 which decreased total open position to 107
On 7 Jan BANKNIFTY was trading at 59990.85. The strike last trading price was 532.5, which was 48.9 higher than the previous day. The implied volatity was 12.98, the open interest changed by -4 which decreased total open position to 138
On 6 Jan BANKNIFTY was trading at 60118.40. The strike last trading price was 483.6, which was -75.3 lower than the previous day. The implied volatity was 12.69, the open interest changed by 1 which increased total open position to 142
On 5 Jan BANKNIFTY was trading at 60044.20. The strike last trading price was 558.9, which was 71.05 higher than the previous day. The implied volatity was 13.47, the open interest changed by 7 which increased total open position to 140
On 2 Jan BANKNIFTY was trading at 60150.95. The strike last trading price was 486.95, which was -105.9 lower than the previous day. The implied volatity was 12.77, the open interest changed by 5 which increased total open position to 133
On 1 Jan BANKNIFTY was trading at 59711.55. The strike last trading price was 592.85, which was -38.75 lower than the previous day. The implied volatity was 12.36, the open interest changed by 18 which increased total open position to 127
On 31 Dec BANKNIFTY was trading at 59581.85. The strike last trading price was 622.85, which was -284.2 lower than the previous day. The implied volatity was 12.29, the open interest changed by 67 which increased total open position to 110
On 30 Dec BANKNIFTY was trading at 59171.25. The strike last trading price was 907.05, which was 22.1 higher than the previous day. The implied volatity was 13.93, the open interest changed by 0 which decreased total open position to 43
On 29 Dec BANKNIFTY was trading at 58932.35. The strike last trading price was 884.95, which was 77.3 higher than the previous day. The implied volatity was 12.42, the open interest changed by -2 which decreased total open position to 49
On 26 Dec BANKNIFTY was trading at 59011.35. The strike last trading price was 807.65, which was 97.65 higher than the previous day. The implied volatity was 11.67, the open interest changed by 8 which increased total open position to 51
On 24 Dec BANKNIFTY was trading at 59183.60. The strike last trading price was 710, which was -3.95 lower than the previous day. The implied volatity was 11.21, the open interest changed by 7 which increased total open position to 43
On 23 Dec BANKNIFTY was trading at 59299.55. The strike last trading price was 713.95, which was 4.15 higher than the previous day. The implied volatity was 11.72, the open interest changed by 12 which increased total open position to 36
On 22 Dec BANKNIFTY was trading at 59304.00. The strike last trading price was 709.8, which was -90.2 lower than the previous day. The implied volatity was 11.68, the open interest changed by 16 which increased total open position to 21
On 19 Dec BANKNIFTY was trading at 59069.20. The strike last trading price was 800, which was -50 lower than the previous day. The implied volatity was 11.64, the open interest changed by 1 which increased total open position to 6
On 18 Dec BANKNIFTY was trading at 58912.85. The strike last trading price was 850, which was -865.7 lower than the previous day. The implied volatity was 11.56, the open interest changed by 5 which increased total open position to 5
On 17 Dec BANKNIFTY was trading at 58926.75. The strike last trading price was 1715.7, which was 0 lower than the previous day. The implied volatity was 0.71, 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 1715.7, which was 0 lower than the previous day. The implied volatity was 0.78, 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 1715.7, which was 0 lower than the previous day. The implied volatity was 1.17, 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 1715.7, which was 0 lower than the previous day. The implied volatity was 1.16, 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 1715.7, which was 0 lower than the previous day. The implied volatity was 0.99, 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 1715.7, 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 9 Dec BANKNIFTY was trading at 59222.35. The strike last trading price was 1715.7, which was 0 lower than the previous day. The implied volatity was 1.02, 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 1715.7, which was 0 lower than the previous day. The implied volatity was 0.97, 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 1715.7, which was 0 lower than the previous day. The implied volatity was 1.41, 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 1715.7, which was 0 lower than the previous day. The implied volatity was 1.11, 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 1715.7, which was 0 lower than the previous day. The implied volatity was 1.18, 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 1715.7, which was 0 lower than the previous day. The implied volatity was 1.18, 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 1715.7, which was 0 lower than the previous day. The implied volatity was 1.4, 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 1715.7, which was 0 lower than the previous day. The implied volatity was 1.44, 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 1715.7, which was 0 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0
