BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
12 May 2025 04:13 PM IST
| BANKNIFTY 29MAY2025 59400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 12.26
Theta: -7.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 May | 55382.85 | 44 | 21.15 | 18.03 | 11,140 | 79 | 1,793 | |||
| 9 May | 53595.25 | 24.5 | -5.9 | 20.75 | 2,220 | -111 | 1,714 | |||
| 8 May | 54365.65 | 27 | -10.2 | 18.93 | 5,064 | 287 | 1,832 | |||
| 7 May | 54610.90 | 33 | -4.95 | 17.39 | 4,400 | -185 | 1,547 | |||
| 6 May | 54271.40 | 35.85 | -21.95 | 18.73 | 4,273 | 112 | 1,747 | |||
| 5 May | 54919.50 | 57.75 | -22.7 | 17.45 | 4,816 | 606 | 1,640 | |||
| 2 May | 55115.35 | 76 | -21.7 | 16.79 | 8,074 | 77 | 1,025 | |||
| 30 Apr | 55087.15 | 91.95 | -16.05 | 17.15 | 7,280 | -70 | 959 | |||
| 29 Apr | 55391.25 | 107.2 | -8.65 | 16.27 | 7,882 | 475 | 1,054 | |||
| 28 Apr | 55432.80 | 122.65 | 47.15 | 16.12 | 8,023 | 308 | 591 | |||
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| 25 Apr | 54664.05 | 71.1 | -21.65 | 15.96 | 4,213 | 247 | 282 | |||
| 24 Apr | 55201.40 | 97.6 | 29.2 | 15.02 | 61 | 33 | 33 | |||
| 23 Apr | 55370.05 | 68.4 | 0 | 4.32 | 0 | 0 | 0 | |||
| 22 Apr | 55647.20 | 68.4 | 0 | 3.89 | 0 | 0 | 0 | |||
| 21 Apr | 55304.50 | 0 | 0 | 0.00 | 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 59400 expiring on 29MAY2025
Delta for 59400 CE is 0.05
Historical price for 59400 CE is as follows
On 12 May BANKNIFTY was trading at 55382.85. The strike last trading price was 44, which was 21.15 higher than the previous day. The implied volatity was 18.03, the open interest changed by 79 which increased total open position to 1793
On 9 May BANKNIFTY was trading at 53595.25. The strike last trading price was 24.5, which was -5.9 lower than the previous day. The implied volatity was 20.75, the open interest changed by -111 which decreased total open position to 1714
On 8 May BANKNIFTY was trading at 54365.65. The strike last trading price was 27, which was -10.2 lower than the previous day. The implied volatity was 18.93, the open interest changed by 287 which increased total open position to 1832
On 7 May BANKNIFTY was trading at 54610.90. The strike last trading price was 33, which was -4.95 lower than the previous day. The implied volatity was 17.39, the open interest changed by -185 which decreased total open position to 1547
On 6 May BANKNIFTY was trading at 54271.40. The strike last trading price was 35.85, which was -21.95 lower than the previous day. The implied volatity was 18.73, the open interest changed by 112 which increased total open position to 1747
On 5 May BANKNIFTY was trading at 54919.50. The strike last trading price was 57.75, which was -22.7 lower than the previous day. The implied volatity was 17.45, the open interest changed by 606 which increased total open position to 1640
On 2 May BANKNIFTY was trading at 55115.35. The strike last trading price was 76, which was -21.7 lower than the previous day. The implied volatity was 16.79, the open interest changed by 77 which increased total open position to 1025
On 30 Apr BANKNIFTY was trading at 55087.15. The strike last trading price was 91.95, which was -16.05 lower than the previous day. The implied volatity was 17.15, the open interest changed by -70 which decreased total open position to 959
On 29 Apr BANKNIFTY was trading at 55391.25. The strike last trading price was 107.2, which was -8.65 lower than the previous day. The implied volatity was 16.27, the open interest changed by 475 which increased total open position to 1054
On 28 Apr BANKNIFTY was trading at 55432.80. The strike last trading price was 122.65, which was 47.15 higher than the previous day. The implied volatity was 16.12, the open interest changed by 308 which increased total open position to 591
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 71.1, which was -21.65 lower than the previous day. The implied volatity was 15.96, the open interest changed by 247 which increased total open position to 282
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 97.6, which was 29.2 higher than the previous day. The implied volatity was 15.02, the open interest changed by 33 which increased total open position to 33
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 68.4, which was 0 lower than the previous day. The implied volatity was 4.32, 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 68.4, which was 0 lower than the previous day. The implied volatity was 3.89, 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 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 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 59400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 May | 55382.85 | 4126.4 | 0 | 0.00 | 0 | 0 | 0 |
| 9 May | 53595.25 | 4126.4 | 0 | 0.00 | 0 | 0 | 0 |
| 8 May | 54365.65 | 4126.4 | 0 | 0.00 | 0 | 0 | 0 |
| 7 May | 54610.90 | 4126.4 | 0 | 0.00 | 0 | 0 | 0 |
| 6 May | 54271.40 | 4126.4 | 0 | 0.00 | 0 | 0 | 0 |
| 5 May | 54919.50 | 4126.4 | 0 | 0.00 | 0 | 0 | 0 |
| 2 May | 55115.35 | 4126.4 | 0 | 0.00 | 0 | 2 | 0 |
| 30 Apr | 55087.15 | 4126.4 | 228.1 | 19.54 | 2 | 0 | 1 |
| 29 Apr | 55391.25 | 3898.3 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Apr | 55432.80 | 3898.3 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Apr | 54664.05 | 3898.3 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Apr | 55201.40 | 3898.3 | 0 | 0.00 | 0 | 1 | 0 |
| 23 Apr | 55370.05 | 3898.3 | -5773.9 | 21.46 | 1 | 0 | 0 |
| 22 Apr | 55647.20 | 9672.2 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 55304.50 | 0 | 0 | 0.00 | 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 59400 expiring on 29MAY2025
Delta for 59400 PE is 0.00
Historical price for 59400 PE is as follows
On 12 May BANKNIFTY was trading at 55382.85. The strike last trading price was 4126.4, 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 4126.4, 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 4126.4, 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 4126.4, 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 4126.4, 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 4126.4, 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 4126.4, 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 4126.4, which was 228.1 higher than the previous day. The implied volatity was 19.54, 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 3898.3, 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 3898.3, 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 3898.3, 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 3898.3, 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 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 3898.3, which was -5773.9 lower than the previous day. The implied volatity was 21.46, 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 9672.2, 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 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 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
