[--[65.84.65.76]--]

BANKNIFTY

Nifty Bank
59183.6 -115.95 (-0.20%)
L: 59118.25 H: 59478.15

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Historical option data for BANKNIFTY

24 Dec 2025 04:12 PM IST
BANKNIFTY 27-JAN-2026 59500 CE
Delta: 0.55
Vega: 71.44
Theta: -18.47
Gamma: 0.00
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
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
Delta: -0.45
Vega: 71.51
Theta: -3.25
Gamma: 0.00
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