BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Feb 2026 04:13 PM IST
| BANKNIFTY 24-FEB-2026 60800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 21.52
Theta: -41.74
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 61172.00 | 532.8 | 228.8 | 11.08 | 1,72,783 | -2,342 | 7,332 | |||||||||
| 19 Feb | 60739.55 | 265.8 | -556.6 | 10.47 | 49,822 | 5,114 | 9,694 | |||||||||
| 18 Feb | 61550.80 | 814.55 | 239.15 | 6.31 | 26,803 | -2,570 | 5,125 | |||||||||
| 17 Feb | 61174.00 | 567.05 | 43.9 | 8.33 | 1,32,533 | -4,863 | 8,060 | |||||||||
| 16 Feb | 60949.10 | 556 | 297.65 | 10.29 | 1,39,538 | -4,821 | 13,093 | |||||||||
| 13 Feb | 60186.65 | 246.7 | -188.25 | 10.39 | 59,769 | -88 | 18,033 | |||||||||
| 12 Feb | 60739.75 | 429 | -26.45 | 8.09 | 1,52,108 | 6,375 | 18,129 | |||||||||
| 11 Feb | 60745.35 | 463.35 | 28.55 | 8.35 | 77,316 | 1,901 | 11,741 | |||||||||
| 10 Feb | 60626.40 | 424 | -60.9 | 8.95 | 84,229 | 3,407 | 9,843 | |||||||||
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| 9 Feb | 60669.35 | 475 | 134.45 | 8.45 | 48,025 | 2,215 | 6,435 | |||||||||
| 6 Feb | 60120.55 | 336.95 | -60.9 | 9.5 | 20,574 | 401 | 4,246 | |||||||||
| 5 Feb | 60063.65 | 390.95 | -105.1 | 10.57 | 14,873 | 50 | 3,848 | |||||||||
| 4 Feb | 60238.15 | 492.1 | 22.5 | 11.35 | 26,692 | 924 | 3,798 | |||||||||
| 3 Feb | 60041.30 | 469.1 | 299 | 11.64 | 17,458 | 561 | 2,882 | |||||||||
| 2 Feb | 58619.00 | 168.15 | -36.1 | 13.05 | 9,461 | 436 | 2,348 | |||||||||
| 1 Feb | 58417.20 | 189.95 | -289.05 | 14.38 | 17,586 | 166 | 1,912 | |||||||||
| 30 Jan | 59610.45 | 467.35 | -109.95 | 13.02 | 11,223 | 73 | 1,787 | |||||||||
| 29 Jan | 59957.85 | 590.05 | 126.8 | 12 | 16,312 | 534 | 1,699 | |||||||||
| 28 Jan | 59598.80 | 454 | -13.05 | 12.13 | 8,362 | 447 | 1,166 | |||||||||
| 27 Jan | 59205.45 | 472.3 | 191.6 | 13.25 | 2,251 | 531 | 742 | |||||||||
| 23 Jan | 58473.10 | 277.3 | -182.6 | 12.82 | 452 | -19 | 212 | |||||||||
| 22 Jan | 59200.10 | 458 | 110.3 | 12.08 | 301 | 19 | 230 | |||||||||
| 21 Jan | 58800.30 | 338.45 | -142.85 | 12.31 | 454 | 2 | 212 | |||||||||
| 20 Jan | 59404.20 | 474.4 | -137.3 | 11.23 | 249 | 79 | 210 | |||||||||
| 19 Jan | 59891.35 | 602.7 | -196.65 | 10.31 | 275 | 4 | 121 | |||||||||
| 16 Jan | 60095.15 | 800.45 | 153.35 | 10.55 | 353 | -10 | 152 | |||||||||
| 14 Jan | 59580.15 | 649.6 | -9.5 | 11.23 | 103 | -7 | 161 | |||||||||
| 13 Jan | 59578.80 | 651.75 | -8.3 | 11.17 | 266 | 39 | 168 | |||||||||
| 12 Jan | 59450.50 | 660.7 | 77.55 | 11.14 | 224 | 3 | 129 | |||||||||
| 9 Jan | 59251.55 | 589.65 | -148.8 | 10.94 | 116 | 12 | 79 | |||||||||
| 8 Jan | 59686.50 | 740 | -26.95 | 10.54 | 66 | 9 | 67 | |||||||||
| 7 Jan | 59990.85 | 766.95 | -124.5 | 8.98 | 22 | 4 | 59 | |||||||||
| 6 Jan | 60118.40 | 891.45 | 60.5 | 9.54 | 44 | 11 | 56 | |||||||||
| 5 Jan | 60044.20 | 830.95 | -69.05 | 8.91 | 55 | 38 | 43 | |||||||||
| 2 Jan | 60150.95 | 900 | 120.85 | 8.4 | 2 | 0 | 5 | |||||||||
| 1 Jan | 59711.55 | 779.15 | -674.7 | - | 0 | 0 | 5 | |||||||||
| 31 Dec | 59581.85 | 779.15 | -674.7 | 9.83 | 5 | 4 | 4 | |||||||||
| 30 Dec | 59171.25 | 1453.85 | 0 | 0.63 | 0 | 0 | 0 | |||||||||
| 29 Dec | 58932.35 | 1453.85 | 0 | 0.92 | 0 | 0 | 0 | |||||||||
| 26 Dec | 59011.35 | 1453.85 | 0 | 0.81 | 0 | 0 | 0 | |||||||||
| 24 Dec | 59183.60 | 1453.85 | 0 | 0.62 | 0 | 0 | 0 | |||||||||
| 23 Dec | 59299.55 | 1453.85 | 0 | 0.47 | 0 | 0 | 0 | |||||||||
| 22 Dec | 59304.00 | 1453.85 | 0 | 0.47 | 0 | 0 | 0 | |||||||||
| 19 Dec | 59069.20 | 1453.85 | 0 | 0.61 | 0 | 0 | 0 | |||||||||
| 18 Dec | 58912.85 | 1453.85 | 0 | 0.72 | 0 | 0 | 0 | |||||||||
| 17 Dec | 58926.75 | 1453.85 | 0 | 0.66 | 0 | 0 | 0 | |||||||||
| 16 Dec | 59034.60 | 1453.85 | 0 | 0.58 | 0 | 0 | 0 | |||||||||
| 15 Dec | 59461.80 | 1453.85 | 0 | 0.18 | 0 | 0 | 0 | |||||||||
| 12 Dec | 59389.95 | 1453.85 | 0 | 0.17 | 0 | 0 | 0 | |||||||||
| 11 Dec | 59209.85 | 1453.85 | 0 | 0.34 | 0 | 0 | 0 | |||||||||
| 10 Dec | 58960.40 | 1453.85 | 0 | 0.56 | 0 | 0 | 0 | |||||||||
| 9 Dec | 59222.35 | 1453.85 | 0 | 0.29 | 0 | 0 | 0 | |||||||||
| 8 Dec | 59238.55 | 1453.85 | 0 | 0.33 | 0 | 0 | 0 | |||||||||
| 5 Dec | 59777.20 | 1453.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 59288.70 | 1453.85 | 0 | 0.15 | 0 | 0 | 0 | |||||||||
| 3 Dec | 59348.25 | 1453.85 | 0 | 0.07 | 0 | 0 | 0 | |||||||||
| 2 Dec | 59273.80 | 1453.85 | 0 | 0.06 | 0 | 0 | 0 | |||||||||
| 1 Dec | 59681.35 | 1453.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 59752.70 | 1453.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 59737.30 | 1453.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 60800 expiring on 24FEB2026
Delta for 60800 CE is 0.72
Historical price for 60800 CE is as follows
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 532.8, which was 228.8 higher than the previous day. The implied volatity was 11.08, the open interest changed by -2342 which decreased total open position to 7332
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 265.8, which was -556.6 lower than the previous day. The implied volatity was 10.47, the open interest changed by 5114 which increased total open position to 9694
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 814.55, which was 239.15 higher than the previous day. The implied volatity was 6.31, the open interest changed by -2570 which decreased total open position to 5125
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 567.05, which was 43.9 higher than the previous day. The implied volatity was 8.33, the open interest changed by -4863 which decreased total open position to 8060
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 556, which was 297.65 higher than the previous day. The implied volatity was 10.29, the open interest changed by -4821 which decreased total open position to 13093
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 246.7, which was -188.25 lower than the previous day. The implied volatity was 10.39, the open interest changed by -88 which decreased total open position to 18033
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 429, which was -26.45 lower than the previous day. The implied volatity was 8.09, the open interest changed by 6375 which increased total open position to 18129
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 463.35, which was 28.55 higher than the previous day. The implied volatity was 8.35, the open interest changed by 1901 which increased total open position to 11741
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 424, which was -60.9 lower than the previous day. The implied volatity was 8.95, the open interest changed by 3407 which increased total open position to 9843
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 475, which was 134.45 higher than the previous day. The implied volatity was 8.45, the open interest changed by 2215 which increased total open position to 6435
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 336.95, which was -60.9 lower than the previous day. The implied volatity was 9.5, the open interest changed by 401 which increased total open position to 4246
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 390.95, which was -105.1 lower than the previous day. The implied volatity was 10.57, the open interest changed by 50 which increased total open position to 3848
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 492.1, which was 22.5 higher than the previous day. The implied volatity was 11.35, the open interest changed by 924 which increased total open position to 3798
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 469.1, which was 299 higher than the previous day. The implied volatity was 11.64, the open interest changed by 561 which increased total open position to 2882
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 168.15, which was -36.1 lower than the previous day. The implied volatity was 13.05, the open interest changed by 436 which increased total open position to 2348
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 189.95, which was -289.05 lower than the previous day. The implied volatity was 14.38, the open interest changed by 166 which increased total open position to 1912
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 467.35, which was -109.95 lower than the previous day. The implied volatity was 13.02, the open interest changed by 73 which increased total open position to 1787
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 590.05, which was 126.8 higher than the previous day. The implied volatity was 12, the open interest changed by 534 which increased total open position to 1699
On 28 Jan BANKNIFTY was trading at 59598.80. The strike last trading price was 454, which was -13.05 lower than the previous day. The implied volatity was 12.13, the open interest changed by 447 which increased total open position to 1166
On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 472.3, which was 191.6 higher than the previous day. The implied volatity was 13.25, the open interest changed by 531 which increased total open position to 742
On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 277.3, which was -182.6 lower than the previous day. The implied volatity was 12.82, the open interest changed by -19 which decreased total open position to 212
On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 458, which was 110.3 higher than the previous day. The implied volatity was 12.08, the open interest changed by 19 which increased total open position to 230
On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 338.45, which was -142.85 lower than the previous day. The implied volatity was 12.31, the open interest changed by 2 which increased total open position to 212
On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 474.4, which was -137.3 lower than the previous day. The implied volatity was 11.23, the open interest changed by 79 which increased total open position to 210
On 19 Jan BANKNIFTY was trading at 59891.35. The strike last trading price was 602.7, which was -196.65 lower than the previous day. The implied volatity was 10.31, the open interest changed by 4 which increased total open position to 121
On 16 Jan BANKNIFTY was trading at 60095.15. The strike last trading price was 800.45, which was 153.35 higher than the previous day. The implied volatity was 10.55, the open interest changed by -10 which decreased total open position to 152
On 14 Jan BANKNIFTY was trading at 59580.15. The strike last trading price was 649.6, which was -9.5 lower than the previous day. The implied volatity was 11.23, the open interest changed by -7 which decreased total open position to 161
On 13 Jan BANKNIFTY was trading at 59578.80. The strike last trading price was 651.75, which was -8.3 lower than the previous day. The implied volatity was 11.17, the open interest changed by 39 which increased total open position to 168
On 12 Jan BANKNIFTY was trading at 59450.50. The strike last trading price was 660.7, which was 77.55 higher than the previous day. The implied volatity was 11.14, the open interest changed by 3 which increased total open position to 129
On 9 Jan BANKNIFTY was trading at 59251.55. The strike last trading price was 589.65, which was -148.8 lower than the previous day. The implied volatity was 10.94, the open interest changed by 12 which increased total open position to 79
On 8 Jan BANKNIFTY was trading at 59686.50. The strike last trading price was 740, which was -26.95 lower than the previous day. The implied volatity was 10.54, the open interest changed by 9 which increased total open position to 67
On 7 Jan BANKNIFTY was trading at 59990.85. The strike last trading price was 766.95, which was -124.5 lower than the previous day. The implied volatity was 8.98, the open interest changed by 4 which increased total open position to 59
On 6 Jan BANKNIFTY was trading at 60118.40. The strike last trading price was 891.45, which was 60.5 higher than the previous day. The implied volatity was 9.54, the open interest changed by 11 which increased total open position to 56
On 5 Jan BANKNIFTY was trading at 60044.20. The strike last trading price was 830.95, which was -69.05 lower than the previous day. The implied volatity was 8.91, the open interest changed by 38 which increased total open position to 43
On 2 Jan BANKNIFTY was trading at 60150.95. The strike last trading price was 900, which was 120.85 higher than the previous day. The implied volatity was 8.4, the open interest changed by 0 which decreased total open position to 5
On 1 Jan BANKNIFTY was trading at 59711.55. The strike last trading price was 779.15, which was -674.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 31 Dec BANKNIFTY was trading at 59581.85. The strike last trading price was 779.15, which was -674.7 lower than the previous day. The implied volatity was 9.83, the open interest changed by 4 which increased total open position to 4
On 30 Dec BANKNIFTY was trading at 59171.25. The strike last trading price was 1453.85, which was 0 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
On 29 Dec BANKNIFTY was trading at 58932.35. The strike last trading price was 1453.85, which was 0 lower than the previous day. The implied volatity was 0.92, the open interest changed by 0 which decreased total open position to 0
On 26 Dec BANKNIFTY was trading at 59011.35. The strike last trading price was 1453.85, which was 0 lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0
On 24 Dec BANKNIFTY was trading at 59183.60. The strike last trading price was 1453.85, which was 0 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0
On 23 Dec BANKNIFTY was trading at 59299.55. The strike last trading price was 1453.85, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0
On 22 Dec BANKNIFTY was trading at 59304.00. The strike last trading price was 1453.85, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0
On 19 Dec BANKNIFTY was trading at 59069.20. The strike last trading price was 1453.85, which was 0 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0
On 18 Dec BANKNIFTY was trading at 58912.85. The strike last trading price was 1453.85, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
On 17 Dec BANKNIFTY was trading at 58926.75. The strike last trading price was 1453.85, which was 0 lower than the previous day. The implied volatity was 0.66, 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 1453.85, which was 0 lower than the previous day. The implied volatity was 0.58, 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 1453.85, which was 0 lower than the previous day. The implied volatity was 0.18, 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 1453.85, which was 0 lower than the previous day. The implied volatity was 0.17, 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 1453.85, which was 0 lower than the previous day. The implied volatity was 0.34, 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 1453.85, which was 0 lower than the previous day. The implied volatity was 0.56, 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 1453.85, which was 0 lower than the previous day. The implied volatity was 0.29, 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 1453.85, which was 0 lower than the previous day. The implied volatity was 0.33, 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 1453.85, 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 1453.85, which was 0 lower than the previous day. The implied volatity was 0.15, 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 1453.85, which was 0 lower than the previous day. The implied volatity was 0.07, 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 1453.85, which was 0 lower than the previous day. The implied volatity was 0.06, 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 1453.85, 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 1453.85, 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 1453.85, 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 60800 PE | |||||||
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Delta: -0.31
Vega: 22.59
Theta: -31.89
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 61172.00 | 169 | -190.05 | 13.15 | 2,56,439 | 2,618 | 12,905 |
| 19 Feb | 60739.55 | 426.45 | 285 | 13.9 | 1,32,743 | -2,324 | 10,505 |
| 18 Feb | 61550.80 | 141.05 | -136 | 13.85 | 70,416 | 150 | 13,380 |
| 17 Feb | 61174.00 | 275.45 | -95.4 | 13.98 | 1,06,539 | -1,135 | 13,438 |
| 16 Feb | 60949.10 | 345 | -365.5 | 13.67 | 70,260 | 7,233 | 14,737 |
| 13 Feb | 60186.65 | 775.7 | 336.3 | 12.47 | 42,486 | -4,451 | 7,554 |
| 12 Feb | 60739.75 | 442.15 | -12.2 | 11.25 | 1,53,932 | 3,859 | 12,005 |
| 11 Feb | 60745.35 | 443.3 | -89.9 | 11.31 | 69,539 | 2,119 | 8,181 |
| 10 Feb | 60626.40 | 543.55 | -30.25 | 11.5 | 67,321 | 2,281 | 6,057 |
| 9 Feb | 60669.35 | 569.3 | -329.6 | 12.71 | 34,892 | 2,765 | 3,777 |
| 6 Feb | 60120.55 | 907.15 | -24.35 | 13.03 | 2,012 | -13 | 1,038 |
| 5 Feb | 60063.65 | 947.95 | 56.2 | 12.91 | 2,230 | 206 | 1,052 |
| 4 Feb | 60238.15 | 896 | -177.1 | 12.87 | 2,466 | 280 | 866 |
| 3 Feb | 60041.30 | 1085.65 | -1287 | 14.33 | 831 | 152 | 600 |
| 2 Feb | 58619.00 | 2372.65 | 52.6 | 21.18 | 18 | 0 | 448 |
| 1 Feb | 58417.20 | 2357.45 | 998.3 | 16.77 | 154 | 53 | 448 |
| 30 Jan | 59610.45 | 1380.95 | 201.35 | 14.72 | 460 | 20 | 396 |
| 29 Jan | 59957.85 | 1163.35 | -233.95 | 14.94 | 352 | 67 | 377 |
| 28 Jan | 59598.80 | 1395 | -131.4 | 14.52 | 94 | 16 | 309 |
| 27 Jan | 59205.45 | 1532.45 | -589 | 14.6 | 229 | 77 | 297 |
| 23 Jan | 58473.10 | 2221.65 | 638.35 | 15.95 | 442 | -83 | 220 |
| 22 Jan | 59200.10 | 1594.8 | -304.2 | 14.24 | 239 | 24 | 172 |
| 21 Jan | 58800.30 | 1899 | 452.65 | 13.6 | 15 | -4 | 149 |
| 20 Jan | 59404.20 | 1487.35 | 291.85 | 13.65 | 169 | -2 | 153 |
| 19 Jan | 59891.35 | 1203 | 127.25 | 13.37 | 111 | 30 | 155 |
| 16 Jan | 60095.15 | 1094 | -234.45 | 13.6 | 310 | 109 | 126 |
| 14 Jan | 59580.15 | 1328.45 | -44.7 | 12.87 | 8 | 0 | 19 |
| 13 Jan | 59578.80 | 1373.15 | 9.25 | 13.22 | 6 | 0 | 0 |
| 12 Jan | 59450.50 | 1363.9 | 13.9 | - | 0 | 0 | 19 |
| 9 Jan | 59251.55 | 1363.9 | 13.9 | 10.99 | 4 | -2 | 19 |
| 8 Jan | 59686.50 | 1350 | 225.2 | 13.63 | 11 | 0 | 20 |
| 7 Jan | 59990.85 | 1120 | 20 | 12.76 | 7 | -1 | 19 |
| 6 Jan | 60118.40 | 1100 | -20.3 | 13.13 | 4 | 2 | 20 |
| 5 Jan | 60044.20 | 1120.3 | -1397.05 | 13.1 | 29 | 18 | 18 |
| 2 Jan | 60150.95 | 2517.35 | 0 | 0.28 | 0 | 0 | 0 |
| 1 Jan | 59711.55 | 2517.35 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 59581.85 | 2517.35 | 0 | - | 0 | 0 | 0 |
| 30 Dec | 59171.25 | 2517.35 | 0 | - | 0 | 0 | 0 |
| 29 Dec | 58932.35 | 2517.35 | 0 | - | 0 | 0 | 0 |
| 26 Dec | 59011.35 | 2517.35 | 0 | - | 0 | 0 | 0 |
| 24 Dec | 59183.60 | 2517.35 | 0 | - | 0 | 0 | 0 |
| 23 Dec | 59299.55 | 2517.35 | 0 | - | 0 | 0 | 0 |
| 22 Dec | 59304.00 | 2517.35 | 0 | - | 0 | 0 | 0 |
| 19 Dec | 59069.20 | 2517.35 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 58912.85 | 2517.35 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 58926.75 | 2517.35 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 59034.60 | 2517.35 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 59461.80 | 2517.35 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 59389.95 | 2517.35 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 59209.85 | 2517.35 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 58960.40 | 2517.35 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 59222.35 | 2517.35 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 59238.55 | 2517.35 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 59777.20 | 2517.35 | 0 | 0.24 | 0 | 0 | 0 |
| 4 Dec | 59288.70 | 2517.35 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 59348.25 | 2517.35 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 59273.80 | 2517.35 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 59681.35 | 2517.35 | 0 | 0.26 | 0 | 0 | 0 |
| 28 Nov | 59752.70 | 2517.35 | 0 | 0.33 | 0 | 0 | 0 |
| 27 Nov | 59737.30 | 2517.35 | 0 | 0.36 | 0 | 0 | 0 |
For Nifty Bank - strike price 60800 expiring on 24FEB2026
Delta for 60800 PE is -0.31
Historical price for 60800 PE is as follows
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 169, which was -190.05 lower than the previous day. The implied volatity was 13.15, the open interest changed by 2618 which increased total open position to 12905
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 426.45, which was 285 higher than the previous day. The implied volatity was 13.9, the open interest changed by -2324 which decreased total open position to 10505
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 141.05, which was -136 lower than the previous day. The implied volatity was 13.85, the open interest changed by 150 which increased total open position to 13380
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 275.45, which was -95.4 lower than the previous day. The implied volatity was 13.98, the open interest changed by -1135 which decreased total open position to 13438
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 345, which was -365.5 lower than the previous day. The implied volatity was 13.67, the open interest changed by 7233 which increased total open position to 14737
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 775.7, which was 336.3 higher than the previous day. The implied volatity was 12.47, the open interest changed by -4451 which decreased total open position to 7554
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 442.15, which was -12.2 lower than the previous day. The implied volatity was 11.25, the open interest changed by 3859 which increased total open position to 12005
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 443.3, which was -89.9 lower than the previous day. The implied volatity was 11.31, the open interest changed by 2119 which increased total open position to 8181
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 543.55, which was -30.25 lower than the previous day. The implied volatity was 11.5, the open interest changed by 2281 which increased total open position to 6057
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 569.3, which was -329.6 lower than the previous day. The implied volatity was 12.71, the open interest changed by 2765 which increased total open position to 3777
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 907.15, which was -24.35 lower than the previous day. The implied volatity was 13.03, the open interest changed by -13 which decreased total open position to 1038
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 947.95, which was 56.2 higher than the previous day. The implied volatity was 12.91, the open interest changed by 206 which increased total open position to 1052
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 896, which was -177.1 lower than the previous day. The implied volatity was 12.87, the open interest changed by 280 which increased total open position to 866
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 1085.65, which was -1287 lower than the previous day. The implied volatity was 14.33, the open interest changed by 152 which increased total open position to 600
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 2372.65, which was 52.6 higher than the previous day. The implied volatity was 21.18, the open interest changed by 0 which decreased total open position to 448
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 2357.45, which was 998.3 higher than the previous day. The implied volatity was 16.77, the open interest changed by 53 which increased total open position to 448
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 1380.95, which was 201.35 higher than the previous day. The implied volatity was 14.72, the open interest changed by 20 which increased total open position to 396
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 1163.35, which was -233.95 lower than the previous day. The implied volatity was 14.94, the open interest changed by 67 which increased total open position to 377
On 28 Jan BANKNIFTY was trading at 59598.80. The strike last trading price was 1395, which was -131.4 lower than the previous day. The implied volatity was 14.52, the open interest changed by 16 which increased total open position to 309
On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 1532.45, which was -589 lower than the previous day. The implied volatity was 14.6, the open interest changed by 77 which increased total open position to 297
On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 2221.65, which was 638.35 higher than the previous day. The implied volatity was 15.95, the open interest changed by -83 which decreased total open position to 220
On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 1594.8, which was -304.2 lower than the previous day. The implied volatity was 14.24, the open interest changed by 24 which increased total open position to 172
On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 1899, which was 452.65 higher than the previous day. The implied volatity was 13.6, the open interest changed by -4 which decreased total open position to 149
On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 1487.35, which was 291.85 higher than the previous day. The implied volatity was 13.65, the open interest changed by -2 which decreased total open position to 153
On 19 Jan BANKNIFTY was trading at 59891.35. The strike last trading price was 1203, which was 127.25 higher than the previous day. The implied volatity was 13.37, the open interest changed by 30 which increased total open position to 155
On 16 Jan BANKNIFTY was trading at 60095.15. The strike last trading price was 1094, which was -234.45 lower than the previous day. The implied volatity was 13.6, the open interest changed by 109 which increased total open position to 126
On 14 Jan BANKNIFTY was trading at 59580.15. The strike last trading price was 1328.45, which was -44.7 lower than the previous day. The implied volatity was 12.87, the open interest changed by 0 which decreased total open position to 19
On 13 Jan BANKNIFTY was trading at 59578.80. The strike last trading price was 1373.15, which was 9.25 higher than the previous day. The implied volatity was 13.22, the open interest changed by 0 which decreased total open position to 0
On 12 Jan BANKNIFTY was trading at 59450.50. The strike last trading price was 1363.9, which was 13.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 9 Jan BANKNIFTY was trading at 59251.55. The strike last trading price was 1363.9, which was 13.9 higher than the previous day. The implied volatity was 10.99, the open interest changed by -2 which decreased total open position to 19
On 8 Jan BANKNIFTY was trading at 59686.50. The strike last trading price was 1350, which was 225.2 higher than the previous day. The implied volatity was 13.63, the open interest changed by 0 which decreased total open position to 20
On 7 Jan BANKNIFTY was trading at 59990.85. The strike last trading price was 1120, which was 20 higher than the previous day. The implied volatity was 12.76, the open interest changed by -1 which decreased total open position to 19
On 6 Jan BANKNIFTY was trading at 60118.40. The strike last trading price was 1100, which was -20.3 lower than the previous day. The implied volatity was 13.13, the open interest changed by 2 which increased total open position to 20
On 5 Jan BANKNIFTY was trading at 60044.20. The strike last trading price was 1120.3, which was -1397.05 lower than the previous day. The implied volatity was 13.1, the open interest changed by 18 which increased total open position to 18
On 2 Jan BANKNIFTY was trading at 60150.95. The strike last trading price was 2517.35, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0
On 1 Jan BANKNIFTY was trading at 59711.55. The strike last trading price was 2517.35, 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
On 31 Dec BANKNIFTY was trading at 59581.85. The strike last trading price was 2517.35, 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
On 30 Dec BANKNIFTY was trading at 59171.25. The strike last trading price was 2517.35, 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
On 29 Dec BANKNIFTY was trading at 58932.35. The strike last trading price was 2517.35, 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
On 26 Dec BANKNIFTY was trading at 59011.35. The strike last trading price was 2517.35, 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
On 24 Dec BANKNIFTY was trading at 59183.60. The strike last trading price was 2517.35, 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
On 23 Dec BANKNIFTY was trading at 59299.55. The strike last trading price was 2517.35, 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
On 22 Dec BANKNIFTY was trading at 59304.00. The strike last trading price was 2517.35, 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
On 19 Dec BANKNIFTY was trading at 59069.20. The strike last trading price was 2517.35, 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
On 18 Dec BANKNIFTY was trading at 58912.85. The strike last trading price was 2517.35, 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
On 17 Dec BANKNIFTY was trading at 58926.75. The strike last trading price was 2517.35, 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
On 16 Dec BANKNIFTY was trading at 59034.60. The strike last trading price was 2517.35, 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
On 15 Dec BANKNIFTY was trading at 59461.80. The strike last trading price was 2517.35, 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
On 12 Dec BANKNIFTY was trading at 59389.95. The strike last trading price was 2517.35, 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
On 11 Dec BANKNIFTY was trading at 59209.85. The strike last trading price was 2517.35, 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
On 10 Dec BANKNIFTY was trading at 58960.40. The strike last trading price was 2517.35, 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
On 9 Dec BANKNIFTY was trading at 59222.35. The strike last trading price was 2517.35, 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
On 8 Dec BANKNIFTY was trading at 59238.55. The strike last trading price was 2517.35, 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
On 5 Dec BANKNIFTY was trading at 59777.20. The strike last trading price was 2517.35, which was 0 lower than the previous day. The implied volatity was 0.24, 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 2517.35, 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
On 3 Dec BANKNIFTY was trading at 59348.25. The strike last trading price was 2517.35, 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
On 2 Dec BANKNIFTY was trading at 59273.80. The strike last trading price was 2517.35, 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
On 1 Dec BANKNIFTY was trading at 59681.35. The strike last trading price was 2517.35, which was 0 lower than the previous day. The implied volatity was 0.26, 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 2517.35, which was 0 lower than the previous day. The implied volatity was 0.33, 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 2517.35, which was 0 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0
