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BANKNIFTY
Nifty Bank

55130.15 1534.90 (2.86%)

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Historical option data for BANKNIFTY

12 May 2025 10:14 AM IST
BANKNIFTY 29MAY2025 59300 CE
Delta: 0.04
Vega: 10.78
Theta: -6.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 May 55131.45 36.5 12.35 17.99 2,458 317 1,268
9 May 53595.25 25.05 -6.25 20.52 2,921 -126 951
8 May 54365.65 35.35 -3.7 19.51 2,592 -6 1,085
7 May 54610.90 39.85 0.8 17.68 3,388 -79 1,109
6 May 54271.40 37.05 -24.3 18.54 2,983 -204 1,196
5 May 54919.50 61.9 -24.35 17.38 4,255 66 1,419
2 May 55115.35 84 -19.8 16.86 8,284 -322 1,358
30 Apr 55087.15 99.45 -15.65 17.16 8,052 436 1,707
29 Apr 55391.25 111.95 -10.7 16.12 8,695 168 1,283
28 Apr 55432.80 125.75 46.2 15.85 11,916 380 1,101
25 Apr 54664.05 73.85 -20.8 15.80 8,495 452 714
24 Apr 55201.40 101.65 30.25 14.88 625 242 242
23 Apr 55370.05 71.4 0 4.15 0 0 0
22 Apr 55647.20 71.4 0 3.77 0 0 0
21 Apr 55304.50 71.4 0 4.07 0 0 0
17 Apr 54290.20 0 0 0.00 0 0 0
16 Apr 53117.75 0 0 0.00 0 0 0


For Nifty Bank - strike price 59300 expiring on 29MAY2025

Delta for 59300 CE is 0.04

Historical price for 59300 CE is as follows

On 12 May BANKNIFTY was trading at 55131.45. The strike last trading price was 36.5, which was 12.35 higher than the previous day. The implied volatity was 17.99, the open interest changed by 317 which increased total open position to 1268


On 9 May BANKNIFTY was trading at 53595.25. The strike last trading price was 25.05, which was -6.25 lower than the previous day. The implied volatity was 20.52, the open interest changed by -126 which decreased total open position to 951


On 8 May BANKNIFTY was trading at 54365.65. The strike last trading price was 35.35, which was -3.7 lower than the previous day. The implied volatity was 19.51, the open interest changed by -6 which decreased total open position to 1085


On 7 May BANKNIFTY was trading at 54610.90. The strike last trading price was 39.85, which was 0.8 higher than the previous day. The implied volatity was 17.68, the open interest changed by -79 which decreased total open position to 1109


On 6 May BANKNIFTY was trading at 54271.40. The strike last trading price was 37.05, which was -24.3 lower than the previous day. The implied volatity was 18.54, the open interest changed by -204 which decreased total open position to 1196


On 5 May BANKNIFTY was trading at 54919.50. The strike last trading price was 61.9, which was -24.35 lower than the previous day. The implied volatity was 17.38, the open interest changed by 66 which increased total open position to 1419


On 2 May BANKNIFTY was trading at 55115.35. The strike last trading price was 84, which was -19.8 lower than the previous day. The implied volatity was 16.86, the open interest changed by -322 which decreased total open position to 1358


On 30 Apr BANKNIFTY was trading at 55087.15. The strike last trading price was 99.45, which was -15.65 lower than the previous day. The implied volatity was 17.16, the open interest changed by 436 which increased total open position to 1707


On 29 Apr BANKNIFTY was trading at 55391.25. The strike last trading price was 111.95, which was -10.7 lower than the previous day. The implied volatity was 16.12, the open interest changed by 168 which increased total open position to 1283


On 28 Apr BANKNIFTY was trading at 55432.80. The strike last trading price was 125.75, which was 46.2 higher than the previous day. The implied volatity was 15.85, the open interest changed by 380 which increased total open position to 1101


On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 73.85, which was -20.8 lower than the previous day. The implied volatity was 15.80, the open interest changed by 452 which increased total open position to 714


On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 101.65, which was 30.25 higher than the previous day. The implied volatity was 14.88, the open interest changed by 242 which increased total open position to 242


On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 71.4, which was 0 lower than the previous day. The implied volatity was 4.15, 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 71.4, which was 0 lower than the previous day. The implied volatity was 3.77, 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 71.4, which was 0 lower than the previous day. The implied volatity was 4.07, 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 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 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


BANKNIFTY 29MAY2025 59300 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 May 55131.45 4033.6 0 0.00 0 0 0
9 May 53595.25 4033.6 0 0.00 0 0 0
8 May 54365.65 4033.6 0 0.00 0 0 0
7 May 54610.90 4033.6 0 0.00 0 0 0
6 May 54271.40 4033.6 0 0.00 0 0 0
5 May 54919.50 4033.6 0 0.00 0 0 0
2 May 55115.35 4033.6 0 0.00 0 2 0
30 Apr 55087.15 4033.6 13 19.43 2 0 1
29 Apr 55391.25 4020.6 0 0.00 0 0 0
28 Apr 55432.80 4020.6 0 0.00 0 0 0
25 Apr 54664.05 4020.6 0 0.00 0 0 0
24 Apr 55201.40 4020.6 0 0.00 0 0 0
23 Apr 55370.05 4020.6 0 0.00 0 0 0
22 Apr 55647.20 4020.6 0 0.00 0 1 0
21 Apr 55304.50 4020.6 -5556.35 25.21 3 0 0
17 Apr 54290.20 0 0 0.00 0 0 0
16 Apr 53117.75 0 0 0.00 0 0 0


For Nifty Bank - strike price 59300 expiring on 29MAY2025

Delta for 59300 PE is 0.00

Historical price for 59300 PE is as follows

On 12 May BANKNIFTY was trading at 55131.45. The strike last trading price was 4033.6, 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 May BANKNIFTY was trading at 53595.25. The strike last trading price was 4033.6, 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 4033.6, 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 4033.6, 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 6 May BANKNIFTY was trading at 54271.40. The strike last trading price was 4033.6, 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 5 May BANKNIFTY was trading at 54919.50. The strike last trading price was 4033.6, 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 May BANKNIFTY was trading at 55115.35. The strike last trading price was 4033.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 30 Apr BANKNIFTY was trading at 55087.15. The strike last trading price was 4033.6, which was 13 higher than the previous day. The implied volatity was 19.43, the open interest changed by 0 which decreased total open position to 1


On 29 Apr BANKNIFTY was trading at 55391.25. The strike last trading price was 4020.6, 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 Apr BANKNIFTY was trading at 55432.80. The strike last trading price was 4020.6, 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 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 4020.6, 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 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 4020.6, 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 4020.6, 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 4020.6, 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 4020.6, which was -5556.35 lower than the previous day. The implied volatity was 25.21, 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 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 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