BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Dec 2025 04:12 PM IST
| BANKNIFTY 27-JAN-2026 59500 CE | ||||||||||||||||
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Delta: 0.55
Vega: 71.44
Theta: -18.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 59183.60 | 766.2 | -130.35 | 9.30 | 12,345 | 2,303 | 42,869 | |||||||||
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| 23 Dec | 59299.55 | 891.75 | -17.45 | 9.67 | 5,848 | 614 | 40,602 | |||||||||
| 22 Dec | 59304.00 | 909.8 | 85.3 | 9.60 | 8,188 | -1,301 | 39,995 | |||||||||
| 19 Dec | 59069.20 | 820.8 | 37.05 | 9.47 | 7,256 | 2,243 | 42,299 | |||||||||
| 18 Dec | 58912.85 | 777.05 | -41.45 | 9.64 | 11,130 | 761 | 40,061 | |||||||||
| 17 Dec | 58926.75 | 833.95 | -62.3 | 9.84 | 12,107 | 2,035 | 39,274 | |||||||||
| 16 Dec | 59034.60 | 868.95 | -238.1 | 9.65 | 5,789 | 399 | 37,358 | |||||||||
| 15 Dec | 59461.80 | 1122.8 | 13.4 | 9.43 | 4,769 | 69 | 36,959 | |||||||||
| 12 Dec | 59389.95 | 1111.45 | 82.4 | 8.92 | 7,287 | -2,433 | 36,911 | |||||||||
| 11 Dec | 59209.85 | 1024.7 | 78.25 | 9.11 | 13,418 | 6,650 | 39,344 | |||||||||
| 10 Dec | 58960.40 | 930 | -166.15 | 9.74 | 6,815 | 2,882 | 32,744 | |||||||||
| 9 Dec | 59222.35 | 1107.6 | -30.9 | 9.62 | 23,482 | 18,319 | 29,750 | |||||||||
| 8 Dec | 59238.55 | 1098 | -385.75 | 9.77 | 14,675 | 10,239 | 11,235 | |||||||||
| 5 Dec | 59777.20 | 1491.8 | 212.45 | 9.26 | 1,392 | 180 | 1,000 | |||||||||
| 4 Dec | 59288.70 | 1275.4 | -53.75 | 10.13 | 626 | -6 | 837 | |||||||||
| 3 Dec | 59348.25 | 1360.35 | 26.45 | 10.26 | 575 | 72 | 844 | |||||||||
| 2 Dec | 59273.80 | 1338 | -161.4 | 9.90 | 573 | 143 | 771 | |||||||||
| 1 Dec | 59681.35 | 1463.1 | -132.5 | 8.40 | 254 | 36 | 628 | |||||||||
| 28 Nov | 59752.70 | 1617.05 | 36.2 | 9.32 | 358 | 69 | 593 | |||||||||
| 27 Nov | 59737.30 | 1606.2 | 144 | 8.73 | 501 | -3 | 527 | |||||||||
| 26 Nov | 59528.05 | 1480 | 383.7 | 9.00 | 507 | 62 | 529 | |||||||||
| 25 Nov | 58820.30 | 1056.75 | -130.8 | 9.08 | 658 | 242 | 467 | |||||||||
| 24 Nov | 58835.35 | 1090 | -105.95 | 9.72 | 143 | 49 | 227 | |||||||||
| 21 Nov | 58867.70 | 1200 | -240.45 | 9.65 | 367 | -78 | 182 | |||||||||
| 20 Nov | 59347.70 | 1454.3 | 75.8 | 8.94 | 285 | 180 | 262 | |||||||||
| 19 Nov | 59216.05 | 1417.85 | 177.85 | 9.31 | 61 | 11 | 82 | |||||||||
| 18 Nov | 58899.25 | 1240 | -17.8 | 9.67 | 4 | 0 | 71 | |||||||||
| 17 Nov | 58962.70 | 1281.15 | 263.15 | 9.12 | 44 | 16 | 70 | |||||||||
| 14 Nov | 58517.55 | 1018 | -22.3 | 8.56 | 10 | 9 | 53 | |||||||||
| 13 Nov | 58381.95 | 1040.3 | -9.7 | 9.39 | 20 | 3 | 44 | |||||||||
| 12 Nov | 58274.65 | 1050 | 80 | 10.20 | 9 | 5 | 38 | |||||||||
| 11 Nov | 58138.15 | 970 | 34.45 | 9.59 | 16 | 1 | 32 | |||||||||
| 10 Nov | 57937.55 | 935.55 | -856.8 | 10.28 | 42 | 29 | 29 | |||||||||
| 7 Nov | 57876.80 | 1792.35 | 0 | 0.27 | 0 | 0 | 0 | |||||||||
| 6 Nov | 57554.25 | 1792.35 | 0 | 0.53 | 0 | 0 | 0 | |||||||||
| 31 Oct | 57776.35 | 1792.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 59500 expiring on 27JAN2026
Delta for 59500 CE is 0.55
Historical price for 59500 CE is as follows
On 24 Dec BANKNIFTY was trading at 59183.60. The strike last trading price was 766.2, which was -130.35 lower than the previous day. The implied volatity was 9.30, the open interest changed by 2303 which increased total open position to 42869
On 23 Dec BANKNIFTY was trading at 59299.55. The strike last trading price was 891.75, which was -17.45 lower than the previous day. The implied volatity was 9.67, the open interest changed by 614 which increased total open position to 40602
On 22 Dec BANKNIFTY was trading at 59304.00. The strike last trading price was 909.8, which was 85.3 higher than the previous day. The implied volatity was 9.60, the open interest changed by -1301 which decreased total open position to 39995
On 19 Dec BANKNIFTY was trading at 59069.20. The strike last trading price was 820.8, which was 37.05 higher than the previous day. The implied volatity was 9.47, the open interest changed by 2243 which increased total open position to 42299
On 18 Dec BANKNIFTY was trading at 58912.85. The strike last trading price was 777.05, which was -41.45 lower than the previous day. The implied volatity was 9.64, the open interest changed by 761 which increased total open position to 40061
On 17 Dec BANKNIFTY was trading at 58926.75. The strike last trading price was 833.95, which was -62.3 lower than the previous day. The implied volatity was 9.84, the open interest changed by 2035 which increased total open position to 39274
On 16 Dec BANKNIFTY was trading at 59034.60. The strike last trading price was 868.95, which was -238.1 lower than the previous day. The implied volatity was 9.65, the open interest changed by 399 which increased total open position to 37358
On 15 Dec BANKNIFTY was trading at 59461.80. The strike last trading price was 1122.8, which was 13.4 higher than the previous day. The implied volatity was 9.43, the open interest changed by 69 which increased total open position to 36959
On 12 Dec BANKNIFTY was trading at 59389.95. The strike last trading price was 1111.45, which was 82.4 higher than the previous day. The implied volatity was 8.92, the open interest changed by -2433 which decreased total open position to 36911
On 11 Dec BANKNIFTY was trading at 59209.85. The strike last trading price was 1024.7, which was 78.25 higher than the previous day. The implied volatity was 9.11, the open interest changed by 6650 which increased total open position to 39344
On 10 Dec BANKNIFTY was trading at 58960.40. The strike last trading price was 930, which was -166.15 lower than the previous day. The implied volatity was 9.74, the open interest changed by 2882 which increased total open position to 32744
On 9 Dec BANKNIFTY was trading at 59222.35. The strike last trading price was 1107.6, which was -30.9 lower than the previous day. The implied volatity was 9.62, the open interest changed by 18319 which increased total open position to 29750
On 8 Dec BANKNIFTY was trading at 59238.55. The strike last trading price was 1098, which was -385.75 lower than the previous day. The implied volatity was 9.77, the open interest changed by 10239 which increased total open position to 11235
On 5 Dec BANKNIFTY was trading at 59777.20. The strike last trading price was 1491.8, which was 212.45 higher than the previous day. The implied volatity was 9.26, the open interest changed by 180 which increased total open position to 1000
On 4 Dec BANKNIFTY was trading at 59288.70. The strike last trading price was 1275.4, which was -53.75 lower than the previous day. The implied volatity was 10.13, the open interest changed by -6 which decreased total open position to 837
On 3 Dec BANKNIFTY was trading at 59348.25. The strike last trading price was 1360.35, which was 26.45 higher than the previous day. The implied volatity was 10.26, the open interest changed by 72 which increased total open position to 844
On 2 Dec BANKNIFTY was trading at 59273.80. The strike last trading price was 1338, which was -161.4 lower than the previous day. The implied volatity was 9.90, the open interest changed by 143 which increased total open position to 771
On 1 Dec BANKNIFTY was trading at 59681.35. The strike last trading price was 1463.1, which was -132.5 lower than the previous day. The implied volatity was 8.40, the open interest changed by 36 which increased total open position to 628
On 28 Nov BANKNIFTY was trading at 59752.70. The strike last trading price was 1617.05, which was 36.2 higher than the previous day. The implied volatity was 9.32, the open interest changed by 69 which increased total open position to 593
On 27 Nov BANKNIFTY was trading at 59737.30. The strike last trading price was 1606.2, which was 144 higher than the previous day. The implied volatity was 8.73, the open interest changed by -3 which decreased total open position to 527
On 26 Nov BANKNIFTY was trading at 59528.05. The strike last trading price was 1480, which was 383.7 higher than the previous day. The implied volatity was 9.00, the open interest changed by 62 which increased total open position to 529
On 25 Nov BANKNIFTY was trading at 58820.30. The strike last trading price was 1056.75, which was -130.8 lower than the previous day. The implied volatity was 9.08, the open interest changed by 242 which increased total open position to 467
On 24 Nov BANKNIFTY was trading at 58835.35. The strike last trading price was 1090, which was -105.95 lower than the previous day. The implied volatity was 9.72, the open interest changed by 49 which increased total open position to 227
On 21 Nov BANKNIFTY was trading at 58867.70. The strike last trading price was 1200, which was -240.45 lower than the previous day. The implied volatity was 9.65, the open interest changed by -78 which decreased total open position to 182
On 20 Nov BANKNIFTY was trading at 59347.70. The strike last trading price was 1454.3, which was 75.8 higher than the previous day. The implied volatity was 8.94, the open interest changed by 180 which increased total open position to 262
On 19 Nov BANKNIFTY was trading at 59216.05. The strike last trading price was 1417.85, which was 177.85 higher than the previous day. The implied volatity was 9.31, the open interest changed by 11 which increased total open position to 82
On 18 Nov BANKNIFTY was trading at 58899.25. The strike last trading price was 1240, which was -17.8 lower than the previous day. The implied volatity was 9.67, the open interest changed by 0 which decreased total open position to 71
On 17 Nov BANKNIFTY was trading at 58962.70. The strike last trading price was 1281.15, which was 263.15 higher than the previous day. The implied volatity was 9.12, the open interest changed by 16 which increased total open position to 70
On 14 Nov BANKNIFTY was trading at 58517.55. The strike last trading price was 1018, which was -22.3 lower than the previous day. The implied volatity was 8.56, the open interest changed by 9 which increased total open position to 53
On 13 Nov BANKNIFTY was trading at 58381.95. The strike last trading price was 1040.3, which was -9.7 lower than the previous day. The implied volatity was 9.39, the open interest changed by 3 which increased total open position to 44
On 12 Nov BANKNIFTY was trading at 58274.65. The strike last trading price was 1050, which was 80 higher than the previous day. The implied volatity was 10.20, the open interest changed by 5 which increased total open position to 38
On 11 Nov BANKNIFTY was trading at 58138.15. The strike last trading price was 970, which was 34.45 higher than the previous day. The implied volatity was 9.59, the open interest changed by 1 which increased total open position to 32
On 10 Nov BANKNIFTY was trading at 57937.55. The strike last trading price was 935.55, which was -856.8 lower than the previous day. The implied volatity was 10.28, the open interest changed by 29 which increased total open position to 29
On 7 Nov BANKNIFTY was trading at 57876.80. The strike last trading price was 1792.35, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BANKNIFTY was trading at 57554.25. The strike last trading price was 1792.35, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BANKNIFTY was trading at 57776.35. The strike last trading price was 1792.35, 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 27JAN2026 59500 PE | |||||||
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Delta: -0.45
Vega: 71.51
Theta: -3.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 59183.60 | 646.6 | 54.6 | 10.24 | 13,457 | 786 | 45,406 |
| 23 Dec | 59299.55 | 590 | -15.2 | 10.27 | 5,715 | 301 | 44,703 |
| 22 Dec | 59304.00 | 603.15 | -106.1 | 10.44 | 6,818 | 284 | 44,404 |
| 19 Dec | 59069.20 | 705.85 | -108.9 | 10.30 | 19,580 | 12,066 | 45,127 |
| 18 Dec | 58912.85 | 828.4 | 19.8 | 10.98 | 22,336 | 13,632 | 33,061 |
| 17 Dec | 58926.75 | 780.4 | 15.55 | 10.63 | 11,196 | 4,012 | 19,429 |
| 16 Dec | 59034.60 | 805 | 178.55 | 11.26 | 5,100 | -2 | 15,568 |
| 15 Dec | 59461.80 | 622.5 | -25.6 | 11.18 | 3,434 | 671 | 15,572 |
| 12 Dec | 59389.95 | 641.75 | -86.75 | 11.09 | 4,964 | 1,039 | 14,912 |
| 11 Dec | 59209.85 | 728.55 | -155.35 | 11.17 | 9,170 | 6,069 | 13,872 |
| 10 Dec | 58960.40 | 902.15 | 157.05 | 11.71 | 3,072 | 130 | 7,852 |
| 9 Dec | 59222.35 | 744.75 | -9.4 | 11.34 | 7,480 | 5,235 | 7,686 |
| 8 Dec | 59238.55 | 785.55 | 189.95 | 11.50 | 2,945 | 1,387 | 2,406 |
| 5 Dec | 59777.20 | 588 | -178.35 | 11.61 | 1,919 | 89 | 1,021 |
| 4 Dec | 59288.70 | 825.55 | 76.45 | 12.40 | 515 | 71 | 928 |
| 3 Dec | 59348.25 | 741.25 | -53.25 | 11.78 | 1,062 | -65 | 867 |
| 2 Dec | 59273.80 | 784 | 55.9 | 12.17 | 1,376 | 204 | 949 |
| 1 Dec | 59681.35 | 738 | 44.2 | 13.06 | 753 | 31 | 748 |
| 28 Nov | 59752.70 | 685 | -40.75 | 12.45 | 524 | 23 | 685 |
| 27 Nov | 59737.30 | 717.6 | -111.95 | 12.90 | 840 | 134 | 621 |
| 26 Nov | 59528.05 | 819.75 | -276.65 | 13.06 | 711 | 312 | 483 |
| 25 Nov | 58820.30 | 1082 | -2.4 | 12.75 | 38 | 10 | 172 |
| 24 Nov | 58835.35 | 1122.45 | 23.85 | 12.86 | 96 | 27 | 162 |
| 21 Nov | 58867.70 | 1105.35 | 235.35 | 13.08 | 121 | 55 | 135 |
| 20 Nov | 59347.70 | 870 | -103.15 | 12.75 | 92 | 55 | 80 |
| 19 Nov | 59216.05 | 966 | -1212.75 | 13.12 | 34 | 25 | 25 |
| 18 Nov | 58899.25 | 2178.75 | 0 | 0.46 | 0 | 0 | 0 |
| 17 Nov | 58962.70 | 2178.75 | 0 | 0.57 | 0 | 0 | 0 |
| 14 Nov | 58517.55 | 2178.75 | 0 | 0.22 | 0 | 0 | 0 |
| 13 Nov | 58381.95 | 2178.75 | 0 | 0.10 | 0 | 0 | 0 |
| 12 Nov | 58274.65 | 2178.75 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 58138.15 | 2178.75 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 57937.55 | 2178.75 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 57876.80 | 2178.75 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 57554.25 | 2178.75 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 57776.35 | 2178.75 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 59500 expiring on 27JAN2026
Delta for 59500 PE is -0.45
Historical price for 59500 PE is as follows
On 24 Dec BANKNIFTY was trading at 59183.60. The strike last trading price was 646.6, which was 54.6 higher than the previous day. The implied volatity was 10.24, the open interest changed by 786 which increased total open position to 45406
On 23 Dec BANKNIFTY was trading at 59299.55. The strike last trading price was 590, which was -15.2 lower than the previous day. The implied volatity was 10.27, the open interest changed by 301 which increased total open position to 44703
On 22 Dec BANKNIFTY was trading at 59304.00. The strike last trading price was 603.15, which was -106.1 lower than the previous day. The implied volatity was 10.44, the open interest changed by 284 which increased total open position to 44404
On 19 Dec BANKNIFTY was trading at 59069.20. The strike last trading price was 705.85, which was -108.9 lower than the previous day. The implied volatity was 10.30, the open interest changed by 12066 which increased total open position to 45127
On 18 Dec BANKNIFTY was trading at 58912.85. The strike last trading price was 828.4, which was 19.8 higher than the previous day. The implied volatity was 10.98, the open interest changed by 13632 which increased total open position to 33061
On 17 Dec BANKNIFTY was trading at 58926.75. The strike last trading price was 780.4, which was 15.55 higher than the previous day. The implied volatity was 10.63, the open interest changed by 4012 which increased total open position to 19429
On 16 Dec BANKNIFTY was trading at 59034.60. The strike last trading price was 805, which was 178.55 higher than the previous day. The implied volatity was 11.26, the open interest changed by -2 which decreased total open position to 15568
On 15 Dec BANKNIFTY was trading at 59461.80. The strike last trading price was 622.5, which was -25.6 lower than the previous day. The implied volatity was 11.18, the open interest changed by 671 which increased total open position to 15572
On 12 Dec BANKNIFTY was trading at 59389.95. The strike last trading price was 641.75, which was -86.75 lower than the previous day. The implied volatity was 11.09, the open interest changed by 1039 which increased total open position to 14912
On 11 Dec BANKNIFTY was trading at 59209.85. The strike last trading price was 728.55, which was -155.35 lower than the previous day. The implied volatity was 11.17, the open interest changed by 6069 which increased total open position to 13872
On 10 Dec BANKNIFTY was trading at 58960.40. The strike last trading price was 902.15, which was 157.05 higher than the previous day. The implied volatity was 11.71, the open interest changed by 130 which increased total open position to 7852
On 9 Dec BANKNIFTY was trading at 59222.35. The strike last trading price was 744.75, which was -9.4 lower than the previous day. The implied volatity was 11.34, the open interest changed by 5235 which increased total open position to 7686
On 8 Dec BANKNIFTY was trading at 59238.55. The strike last trading price was 785.55, which was 189.95 higher than the previous day. The implied volatity was 11.50, the open interest changed by 1387 which increased total open position to 2406
On 5 Dec BANKNIFTY was trading at 59777.20. The strike last trading price was 588, which was -178.35 lower than the previous day. The implied volatity was 11.61, the open interest changed by 89 which increased total open position to 1021
On 4 Dec BANKNIFTY was trading at 59288.70. The strike last trading price was 825.55, which was 76.45 higher than the previous day. The implied volatity was 12.40, the open interest changed by 71 which increased total open position to 928
On 3 Dec BANKNIFTY was trading at 59348.25. The strike last trading price was 741.25, which was -53.25 lower than the previous day. The implied volatity was 11.78, the open interest changed by -65 which decreased total open position to 867
On 2 Dec BANKNIFTY was trading at 59273.80. The strike last trading price was 784, which was 55.9 higher than the previous day. The implied volatity was 12.17, the open interest changed by 204 which increased total open position to 949
On 1 Dec BANKNIFTY was trading at 59681.35. The strike last trading price was 738, which was 44.2 higher than the previous day. The implied volatity was 13.06, the open interest changed by 31 which increased total open position to 748
On 28 Nov BANKNIFTY was trading at 59752.70. The strike last trading price was 685, which was -40.75 lower than the previous day. The implied volatity was 12.45, the open interest changed by 23 which increased total open position to 685
On 27 Nov BANKNIFTY was trading at 59737.30. The strike last trading price was 717.6, which was -111.95 lower than the previous day. The implied volatity was 12.90, the open interest changed by 134 which increased total open position to 621
On 26 Nov BANKNIFTY was trading at 59528.05. The strike last trading price was 819.75, which was -276.65 lower than the previous day. The implied volatity was 13.06, the open interest changed by 312 which increased total open position to 483
On 25 Nov BANKNIFTY was trading at 58820.30. The strike last trading price was 1082, which was -2.4 lower than the previous day. The implied volatity was 12.75, the open interest changed by 10 which increased total open position to 172
On 24 Nov BANKNIFTY was trading at 58835.35. The strike last trading price was 1122.45, which was 23.85 higher than the previous day. The implied volatity was 12.86, the open interest changed by 27 which increased total open position to 162
On 21 Nov BANKNIFTY was trading at 58867.70. The strike last trading price was 1105.35, which was 235.35 higher than the previous day. The implied volatity was 13.08, the open interest changed by 55 which increased total open position to 135
On 20 Nov BANKNIFTY was trading at 59347.70. The strike last trading price was 870, which was -103.15 lower than the previous day. The implied volatity was 12.75, the open interest changed by 55 which increased total open position to 80
On 19 Nov BANKNIFTY was trading at 59216.05. The strike last trading price was 966, which was -1212.75 lower than the previous day. The implied volatity was 13.12, the open interest changed by 25 which increased total open position to 25
On 18 Nov BANKNIFTY was trading at 58899.25. The strike last trading price was 2178.75, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0
On 17 Nov BANKNIFTY was trading at 58962.70. The strike last trading price was 2178.75, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BANKNIFTY was trading at 58517.55. The strike last trading price was 2178.75, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BANKNIFTY was trading at 58381.95. The strike last trading price was 2178.75, which was 0 lower than the previous day. The implied volatity was 0.10, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BANKNIFTY was trading at 58274.65. The strike last trading price was 2178.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BANKNIFTY was trading at 58138.15. The strike last trading price was 2178.75, 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 10 Nov BANKNIFTY was trading at 57937.55. The strike last trading price was 2178.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BANKNIFTY was trading at 57876.80. The strike last trading price was 2178.75, 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 6 Nov BANKNIFTY was trading at 57554.25. The strike last trading price was 2178.75, 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 31 Oct BANKNIFTY was trading at 57776.35. The strike last trading price was 2178.75, 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































































































































































































































