Historical option data for BANKNIFTY
20 May 2026 09:25 AM IST
| BANKNIFTY 26-May-2026 (6d) 61000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0.01
Theta: -1.73
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 52930.00 | 2.1 | -0.75 (-26.32%) | 37.33 | 1,110 | 244 | 14,013 | |||||||||
| 19 May | 53409.15 | 2.5 | -2.8 (-52.83%) | 33.84 | 10,929 | -1,470 | 13,764 | |||||||||
| 18 May | 53537.00 | 5.5 | -0.4 (-6.78%) | 33.95 | 13,468 | -4,182 | 15,228 | |||||||||
| 15 May | 53710.35 | 6.45 | -1.95 (-23.21%) | 28.88 | 18,279 | -601 | 19,374 | |||||||||
| 14 May | 54128.95 | 7.65 | -0.25 (-3.16%) | 26.67 | 29,161 | -836 | 19,975 | |||||||||
| 13 May | 53456.15 | 8 | -3.95 (-33.05%) | 0 | 23,269 | -5,596 | 20,806 | |||||||||
| 12 May | 53555.20 | 12 | -2.6 (-17.81%) | 0 | 23,482 | -2,574 | 26,421 | |||||||||
| 11 May | 54439.90 | 14.5 | -3.9 (-21.20%) | 0 | 41,665 | -1,037 | 29,002 | |||||||||
| 8 May | 55310.55 | 18.4 | -9.85 (-34.87%) | 20.41 | 42,423 | 10,257 | 30,065 | |||||||||
| 7 May | 56047.40 | 28.75 | -2.35 (-7.56%) | 18.65 | 33,506 | 1,487 | 19,817 | |||||||||
| 6 May | 55981.05 | 31.6 | 12.05 (61.64%) | 18.53 | 43,881 | -809 | 18,368 | |||||||||
| 5 May | 54547.05 | 16.6 | -10.75 (-39.31%) | 20.92 | 18,816 | 2,493 | 19,115 | |||||||||
| 4 May | 54878.50 | 28 | -3 (-9.68%) | 21 | 19,086 | 334 | 16,630 | |||||||||
| 30 Apr | 54863.35 | 32.7 | -0.95 (-2.82%) | 19.42 | 21,404 | 2,371 | 18,667 | |||||||||
| 29 Apr | 55403.60 | 32.15 | -8 (-19.93%) | 18 | 30,795 | 2,109 | 16,300 | |||||||||
| 28 Apr | 55400.35 | 42.35 | -27.4 (-39.28%) | 18.26 | 21,012 | 3,194 | 14,105 | |||||||||
| 27 Apr | 56264.30 | 71 | -11 (-13.41%) | 17.07 | 8,686 | 1,762 | 10,903 | |||||||||
| 24 Apr | 56089.75 | 82.25 | -4.9 (-5.62%) | 17.33 | 7,684 | 764 | 9,155 | |||||||||
| 23 Apr | 56305.00 | 88.45 | -56.3 (-38.89%) | 16.65 | 9,344 | 1,507 | 8,392 | |||||||||
| 22 Apr | 57124.45 | 143 | -13.85 (-8.83%) | 15.76 | 8,172 | -328 | 6,884 | |||||||||
| 21 Apr | 57371.45 | 161.85 | 43.35 (36.58%) | 15.29 | 9,591 | 1,155 | 7,218 | |||||||||
| 20 Apr | 56582.35 | 120 | 20.5 (20.60%) | 16.39 | 8,871 | -615 | 6,064 | |||||||||
| 17 Apr | 56565.70 | 103.15 | 15.7 (17.95%) | 14.83 | 6,320 | 763 | 6,680 | |||||||||
| 16 Apr | 56086.40 | 88.1 | -19.4 (-18.05%) | 15.74 | 7,119 | 1,518 | 5,927 | |||||||||
| 15 Apr | 56301.95 | 108 | 7.2 (7.14%) | 15.63 | 4,968 | 1,171 | 4,374 | |||||||||
| 13 Apr | 55605.05 | 98.8 | -53.5 (-35.13%) | 16.75 | 8,133 | 1,522 | 3,233 | |||||||||
| 10 Apr | 55912.75 | 155.15 | 33.3 (27.33%) | 17.02 | 2,612 | 537 | 1,710 | |||||||||
| 9 Apr | 54821.70 | 124.4 | -35.8 (-22.35%) | 18.9 | 1,600 | 164 | 1,177 | |||||||||
| 8 Apr | 55703.90 | 163 | 79.4 (94.98%) | 16.47 | 1,414 | 137 | 1,013 | |||||||||
| 7 Apr | 52716.25 | 78.25 | -14.6 (-15.72%) | 21.18 | 382 | -17 | 871 | |||||||||
| 6 Apr | 52609.10 | 99.95 | 14.1 (16.42%) | 22.3 | 270 | 14 | 888 | |||||||||
| 2 Apr | 51548.75 | 87.45 | -3.6 (-3.95%) | 23.22 | 428 | -1 | 874 | |||||||||
| 1 Apr | 51448.65 | 90.05 | -25.3 (-21.93%) | 23.21 | 432 | 207 | 893 | |||||||||
| 30 Mar | 50275.35 | 121.6 | -15.9 (-11.56%) | 26.94 | 382 | -76 | 692 | |||||||||
| 27 Mar | 52274.60 | 141.35 | -41.65 (-22.76%) | 22.16 | 534 | -89 | 773 | |||||||||
| 25 Mar | 53708.10 | 189.8 | 22.8 (13.65%) | 19.9 | 204 | 20 | 866 | |||||||||
| 24 Mar | 52605.65 | 167.45 | 13.4 (8.70%) | 21.42 | 223 | 69 | 848 | |||||||||
| 23 Mar | 51437.75 | 149.85 | -1.8 (-1.19%) | 23.81 | 374 | 2 | 779 | |||||||||
| 20 Mar | 53427.05 | 147.5 | -8.75 (-5.60%) | 18.36 | 305 | 30 | 792 | |||||||||
| 19 Mar | 53451.00 | 162.65 | -32 (-16.44%) | 18.11 | 135 | 21 | 762 | |||||||||
| 18 Mar | 55326.05 | 196.4 | -7.55 (-3.70%) | 14.78 | 247 | 41 | 765 | |||||||||
| 17 Mar | 54876.00 | 206.9 | -6.75 (-3.16%) | 16.05 | 109 | 23 | 739 | |||||||||
| 16 Mar | 54413.40 | 210.7 | 3.75 (1.81%) | 17.33 | 423 | 0 | 717 | |||||||||
| 13 Mar | 53757.85 | 192.3 | -67.45 (-25.97%) | 17.67 | 407 | 72 | 721 | |||||||||
| 12 Mar | 55100.95 | 268.95 | -68.25 (-20.24%) | 15.81 | 356 | -5 | 656 | |||||||||
| 11 Mar | 55735.75 | 332.4 | -143.85 (-30.20%) | 15.37 | 627 | 353 | 660 | |||||||||
| 10 Mar | 56950.80 | 496.95 | 8.55 (1.75%) | 13.83 | 298 | -57 | 310 | |||||||||
| 9 Mar | 56019.80 | 490 | -256.8 (-34.39%) | 16.46 | 678 | -36 | 382 | |||||||||
| 6 Mar | 57783.25 | 719.4 | -342.2 (-32.23%) | 13.33 | 277 | 57 | 416 | |||||||||
| 5 Mar | 59055.85 | 1015 | -51.9 (-4.86%) | 11.82 | 297 | -19 | 385 | |||||||||
| 4 Mar | 58755.25 | 1080 | -331.7 (-23.50%) | 13 | 292 | 61 | 409 | |||||||||
| 2 Mar | 59839.65 | 1405.7 | -299 (-17.54%) | 11.03 | 201 | 59 | 352 | |||||||||
| 27 Feb | 60529.00 | 1661.1 | -408.9 (-19.75%) | 9.58 | 363 | 154 | 292 | |||||||||
For Nifty Bank - strike price 61000 expiring on 26MAY2026
Delta for 61000 CE is 0
Historical price for 61000 CE is as follows
On 20 May BANKNIFTY was trading at 52930.00. The strike last trading price was 2.1, which was -0.75 lower than the previous day. The implied volatity was 37.33, the open interest changed by 244 which increased total open position to 14013
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 2.5, which was -2.8 lower than the previous day. The implied volatity was 33.84, the open interest changed by -1470 which decreased total open position to 13764
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 5.5, which was -0.4 lower than the previous day. The implied volatity was 33.95, the open interest changed by -4182 which decreased total open position to 15228
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 6.45, which was -1.95 lower than the previous day. The implied volatity was 28.88, the open interest changed by -601 which decreased total open position to 19374
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 7.65, which was -0.25 lower than the previous day. The implied volatity was 26.67, the open interest changed by -836 which decreased total open position to 19975
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 8, which was -3.95 lower than the previous day. The implied volatity was 0, the open interest changed by -5596 which decreased total open position to 20806
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 12, which was -2.6 lower than the previous day. The implied volatity was 0, the open interest changed by -2574 which decreased total open position to 26421
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 14.5, which was -3.9 lower than the previous day. The implied volatity was 0, the open interest changed by -1037 which decreased total open position to 29002
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 18.4, which was -9.85 lower than the previous day. The implied volatity was 20.41, the open interest changed by 10257 which increased total open position to 30065
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 28.75, which was -2.35 lower than the previous day. The implied volatity was 18.65, the open interest changed by 1487 which increased total open position to 19817
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 31.6, which was 12.05 higher than the previous day. The implied volatity was 18.53, the open interest changed by -809 which decreased total open position to 18368
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 16.6, which was -10.75 lower than the previous day. The implied volatity was 20.92, the open interest changed by 2493 which increased total open position to 19115
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 28, which was -3 lower than the previous day. The implied volatity was 21, the open interest changed by 334 which increased total open position to 16630
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 32.7, which was -0.95 lower than the previous day. The implied volatity was 19.42, the open interest changed by 2371 which increased total open position to 18667
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 32.15, which was -8 lower than the previous day. The implied volatity was 18, the open interest changed by 2109 which increased total open position to 16300
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 42.35, which was -27.4 lower than the previous day. The implied volatity was 18.26, the open interest changed by 3194 which increased total open position to 14105
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 71, which was -11 lower than the previous day. The implied volatity was 17.07, the open interest changed by 1762 which increased total open position to 10903
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 82.25, which was -4.9 lower than the previous day. The implied volatity was 17.33, the open interest changed by 764 which increased total open position to 9155
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 88.45, which was -56.3 lower than the previous day. The implied volatity was 16.65, the open interest changed by 1507 which increased total open position to 8392
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 143, which was -13.85 lower than the previous day. The implied volatity was 15.76, the open interest changed by -328 which decreased total open position to 6884
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 161.85, which was 43.35 higher than the previous day. The implied volatity was 15.29, the open interest changed by 1155 which increased total open position to 7218
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 120, which was 20.5 higher than the previous day. The implied volatity was 16.39, the open interest changed by -615 which decreased total open position to 6064
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 103.15, which was 15.7 higher than the previous day. The implied volatity was 14.83, the open interest changed by 763 which increased total open position to 6680
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 88.1, which was -19.4 lower than the previous day. The implied volatity was 15.74, the open interest changed by 1518 which increased total open position to 5927
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 108, which was 7.2 higher than the previous day. The implied volatity was 15.63, the open interest changed by 1171 which increased total open position to 4374
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 98.8, which was -53.5 lower than the previous day. The implied volatity was 16.75, the open interest changed by 1522 which increased total open position to 3233
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 155.15, which was 33.3 higher than the previous day. The implied volatity was 17.02, the open interest changed by 537 which increased total open position to 1710
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 124.4, which was -35.8 lower than the previous day. The implied volatity was 18.9, the open interest changed by 164 which increased total open position to 1177
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 163, which was 79.4 higher than the previous day. The implied volatity was 16.47, the open interest changed by 137 which increased total open position to 1013
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 78.25, which was -14.6 lower than the previous day. The implied volatity was 21.18, the open interest changed by -17 which decreased total open position to 871
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 99.95, which was 14.1 higher than the previous day. The implied volatity was 22.3, the open interest changed by 14 which increased total open position to 888
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 87.45, which was -3.6 lower than the previous day. The implied volatity was 23.22, the open interest changed by -1 which decreased total open position to 874
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 90.05, which was -25.3 lower than the previous day. The implied volatity was 23.21, the open interest changed by 207 which increased total open position to 893
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 121.6, which was -15.9 lower than the previous day. The implied volatity was 26.94, the open interest changed by -76 which decreased total open position to 692
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 141.35, which was -41.65 lower than the previous day. The implied volatity was 22.16, the open interest changed by -89 which decreased total open position to 773
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 189.8, which was 22.8 higher than the previous day. The implied volatity was 19.9, the open interest changed by 20 which increased total open position to 866
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 167.45, which was 13.4 higher than the previous day. The implied volatity was 21.42, the open interest changed by 69 which increased total open position to 848
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 149.85, which was -1.8 lower than the previous day. The implied volatity was 23.81, the open interest changed by 2 which increased total open position to 779
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 147.5, which was -8.75 lower than the previous day. The implied volatity was 18.36, the open interest changed by 30 which increased total open position to 792
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 162.65, which was -32 lower than the previous day. The implied volatity was 18.11, the open interest changed by 21 which increased total open position to 762
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 196.4, which was -7.55 lower than the previous day. The implied volatity was 14.78, the open interest changed by 41 which increased total open position to 765
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 206.9, which was -6.75 lower than the previous day. The implied volatity was 16.05, the open interest changed by 23 which increased total open position to 739
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 210.7, which was 3.75 higher than the previous day. The implied volatity was 17.33, the open interest changed by 0 which decreased total open position to 717
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 192.3, which was -67.45 lower than the previous day. The implied volatity was 17.67, the open interest changed by 72 which increased total open position to 721
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 268.95, which was -68.25 lower than the previous day. The implied volatity was 15.81, the open interest changed by -5 which decreased total open position to 656
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 332.4, which was -143.85 lower than the previous day. The implied volatity was 15.37, the open interest changed by 353 which increased total open position to 660
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 496.95, which was 8.55 higher than the previous day. The implied volatity was 13.83, the open interest changed by -57 which decreased total open position to 310
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 490, which was -256.8 lower than the previous day. The implied volatity was 16.46, the open interest changed by -36 which decreased total open position to 382
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 719.4, which was -342.2 lower than the previous day. The implied volatity was 13.33, the open interest changed by 57 which increased total open position to 416
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 1015, which was -51.9 lower than the previous day. The implied volatity was 11.82, the open interest changed by -19 which decreased total open position to 385
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 1080, which was -331.7 lower than the previous day. The implied volatity was 13, the open interest changed by 61 which increased total open position to 409
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 1405.7, which was -299 lower than the previous day. The implied volatity was 11.03, the open interest changed by 59 which increased total open position to 352
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 1661.1, which was -408.9 lower than the previous day. The implied volatity was 9.58, the open interest changed by 154 which increased total open position to 292
| BANKNIFTY 26-May-2026 (6d) 61000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.99
Vega: 0.02
Theta: 1.74
Gamma: 0.00001
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 52930.00 | 8021 | 516.75 (6.89%) | 45.34 | 5 | -3 | 1,991 |
| 19 May | 53409.15 | 7483 | 165.45 (2.26%) | 34.48 | 203 | -177 | 1,996 |
| 18 May | 53537.00 | 7250 | 74.55 (1.04%) | 34.14 | 211 | -181 | 2,174 |
| 15 May | 53710.35 | 7175 | 428.25 (6.35%) | 28.54 | 45 | -25 | 2,355 |
| 14 May | 54128.95 | 6669 | -382 (-5.42%) | 23.08 | 42 | -30 | 2,381 |
| 13 May | 53456.15 | 7051 | -161.6 (-2.24%) | 0 | 50 | -39 | 2,412 |
| 12 May | 53555.20 | 7131 | 767.55 (12.06%) | 0 | 135 | -17 | 2,452 |
| 11 May | 54439.90 | 6363.45 | 743.45 (13.23%) | 0 | 147 | 143 | 2,469 |
| 8 May | 55310.55 | 5620 | 957.15 (20.53%) | 21.04 | 32 | -9 | 2,325 |
| 7 May | 56047.40 | 4662.85 | 21.55 (0.46%) | 18.6 | 82 | 19 | 2,334 |
| 6 May | 55981.05 | 4599.3 | -1529.9 (-24.96%) | 18.77 | 102 | -7 | 2,313 |
| 5 May | 54547.05 | 6129.2 | 229.2 (3.88%) | 21.39 | 81 | -17 | 2,319 |
| 4 May | 54878.50 | 5900 | 153.2 (2.67%) | 20.98 | 74 | 52 | 2,326 |
| 30 Apr | 54863.35 | 5746.8 | 441.9 (8.33%) | 19.5 | 81 | 41 | 2,315 |
| 29 Apr | 55403.60 | 5410.15 | 290.9 (5.68%) | 18.08 | 188 | 66 | 2,273 |
| 28 Apr | 55400.35 | 5181.9 | 838.7 (19.31%) | 18.08 | 648 | 463 | 2,207 |
| 27 Apr | 56264.30 | 4340.85 | -195.15 (-4.30%) | 17.15 | 308 | 261 | 1,740 |
| 24 Apr | 56089.75 | 4473.65 | 87.3 (1.99%) | 17.4 | 270 | 226 | 1,478 |
| 23 Apr | 56305.00 | 4326.05 | 752.9 (21.07%) | 16.68 | 206 | 163 | 1,251 |
| 22 Apr | 57124.45 | 3605 | 201.95 (5.93%) | 10.65 | 473 | 286 | 1,085 |
| 21 Apr | 57371.45 | 3375 | -749.4 (-18.17%) | 11.11 | 472 | 229 | 800 |
| 20 Apr | 56582.35 | 4174.2 | 128.25 (3.17%) | 12.39 | 210 | 68 | 572 |
| 17 Apr | 56565.70 | 4033.15 | -317.75 (-7.30%) | 15.01 | 370 | 274 | 504 |
| 16 Apr | 56086.40 | 4350.9 | 77.7 (1.82%) | 15.45 | 95 | -13 | 229 |
| 15 Apr | 56301.95 | 4300 | -642.7 (-13.00%) | 15.7 | 114 | 40 | 242 |
| 13 Apr | 55605.05 | 4796.4 | -142.6 (-2.89%) | 16.82 | 80 | -36 | 202 |
| 10 Apr | 55912.75 | 4939 | -722.4 (-12.76%) | 15.16 | 16 | 13 | 237 |
| 9 Apr | 54821.70 | 5636 | 772.95 (15.89%) | 18.71 | 60 | -39 | 228 |
| 8 Apr | 55703.90 | 4830 | -3360 (-41.03%) | 21.46 | 40 | -32 | 265 |
| 7 Apr | 52716.25 | 8190 | 457.45 (5.92%) | 38.02 | 1 | 0 | 296 |
| 6 Apr | 52609.10 | 7736.75 | -1872.25 (-19.48%) | 24.42 | 9 | 0 | 296 |
| 2 Apr | 51548.75 | 9609 | 1142.05 (13.49%) | 46.33 | 4 | -1 | 297 |
| 1 Apr | 51448.65 | 8466.95 | -1497.4 (-15.03%) | 17.26 | 5 | 3 | 297 |
| 30 Mar | 50275.35 | 9914.5 | 2385.45 (31.68%) | 32 | 36 | -3 | 298 |
| 27 Mar | 52274.60 | 7529.05 | 1054.05 (16.28%) | 13.57 | 10 | 3 | 301 |
| 25 Mar | 53708.10 | 6475 | -1067.3 (-14.15%) | 19.95 | 3 | 2 | 298 |
| 24 Mar | 52605.65 | 7542.3 | -1207.7 (-13.80%) | 25.68 | 15 | 1 | 295 |
| 23 Mar | 51437.75 | 8750 | 1927.2 (28.25%) | 26.81 | 20 | -2 | 293 |
| 20 Mar | 53427.05 | 6868.3 | 68.3 (1.00%) | 24.73 | 3 | -2 | 295 |
| 19 Mar | 53451.00 | 6800 | 1950 (40.21%) | 26.68 | 8 | 3 | 297 |
| 18 Mar | 55326.05 | 4850 | -690.1 (-12.46%) | 17.04 | 58 | 19 | 302 |
| 17 Mar | 54876.00 | 5540.05 | -384.95 (-6.50%) | 21.84 | 47 | 28 | 292 |
| 16 Mar | 54413.40 | 5950 | -596.6 (-9.11%) | 21.22 | 44 | 25 | 268 |
| 13 Mar | 53757.85 | 6603.7 | 1442.55 (27.95%) | 24.83 | 20 | 5 | 244 |
| 12 Mar | 55100.95 | 5157.95 | 405.75 (8.54%) | 19.99 | 120 | 38 | 241 |
| 11 Mar | 55735.75 | 4778.3 | 1074.5 (29.01%) | 20.55 | 22 | -1 | 205 |
| 10 Mar | 56950.80 | 3703.8 | -1076.2 (-22.51%) | 19.24 | 31 | -3 | 206 |
| 9 Mar | 56019.80 | 4780 | 1780 (59.33%) | 23.45 | 49 | -14 | 212 |
| 6 Mar | 57783.25 | 3000 | 885.6 (41.88%) | 17.39 | 34 | 9 | 226 |
| 5 Mar | 59055.85 | 2195.1 | -121.25 (-5.23%) | 16.39 | 120 | -42 | 230 |
| 4 Mar | 58755.25 | 2416.75 | 811.55 (50.56%) | 17.34 | 189 | -22 | 281 |
| 2 Mar | 59839.65 | 1571 | 365.75 (30.35%) | 14.79 | 190 | 39 | 307 |
| 27 Feb | 60529.00 | 1227.25 | 250.05 (25.59%) | 14.06 | 432 | 151 | 267 |
For Nifty Bank - strike price 61000 expiring on 26MAY2026
Delta for 61000 PE is -0.99
Historical price for 61000 PE is as follows
On 20 May BANKNIFTY was trading at 52930.00. The strike last trading price was 8021, which was 516.75 higher than the previous day. The implied volatity was 45.34, the open interest changed by -3 which decreased total open position to 1991
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 7483, which was 165.45 higher than the previous day. The implied volatity was 34.48, the open interest changed by -177 which decreased total open position to 1996
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 7250, which was 74.55 higher than the previous day. The implied volatity was 34.14, the open interest changed by -181 which decreased total open position to 2174
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 7175, which was 428.25 higher than the previous day. The implied volatity was 28.54, the open interest changed by -25 which decreased total open position to 2355
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 6669, which was -382 lower than the previous day. The implied volatity was 23.08, the open interest changed by -30 which decreased total open position to 2381
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 7051, which was -161.6 lower than the previous day. The implied volatity was 0, the open interest changed by -39 which decreased total open position to 2412
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 7131, which was 767.55 higher than the previous day. The implied volatity was 0, the open interest changed by -17 which decreased total open position to 2452
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 6363.45, which was 743.45 higher than the previous day. The implied volatity was 0, the open interest changed by 143 which increased total open position to 2469
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 5620, which was 957.15 higher than the previous day. The implied volatity was 21.04, the open interest changed by -9 which decreased total open position to 2325
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 4662.85, which was 21.55 higher than the previous day. The implied volatity was 18.6, the open interest changed by 19 which increased total open position to 2334
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 4599.3, which was -1529.9 lower than the previous day. The implied volatity was 18.77, the open interest changed by -7 which decreased total open position to 2313
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 6129.2, which was 229.2 higher than the previous day. The implied volatity was 21.39, the open interest changed by -17 which decreased total open position to 2319
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 5900, which was 153.2 higher than the previous day. The implied volatity was 20.98, the open interest changed by 52 which increased total open position to 2326
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 5746.8, which was 441.9 higher than the previous day. The implied volatity was 19.5, the open interest changed by 41 which increased total open position to 2315
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 5410.15, which was 290.9 higher than the previous day. The implied volatity was 18.08, the open interest changed by 66 which increased total open position to 2273
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 5181.9, which was 838.7 higher than the previous day. The implied volatity was 18.08, the open interest changed by 463 which increased total open position to 2207
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 4340.85, which was -195.15 lower than the previous day. The implied volatity was 17.15, the open interest changed by 261 which increased total open position to 1740
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 4473.65, which was 87.3 higher than the previous day. The implied volatity was 17.4, the open interest changed by 226 which increased total open position to 1478
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 4326.05, which was 752.9 higher than the previous day. The implied volatity was 16.68, the open interest changed by 163 which increased total open position to 1251
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 3605, which was 201.95 higher than the previous day. The implied volatity was 10.65, the open interest changed by 286 which increased total open position to 1085
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 3375, which was -749.4 lower than the previous day. The implied volatity was 11.11, the open interest changed by 229 which increased total open position to 800
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 4174.2, which was 128.25 higher than the previous day. The implied volatity was 12.39, the open interest changed by 68 which increased total open position to 572
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 4033.15, which was -317.75 lower than the previous day. The implied volatity was 15.01, the open interest changed by 274 which increased total open position to 504
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 4350.9, which was 77.7 higher than the previous day. The implied volatity was 15.45, the open interest changed by -13 which decreased total open position to 229
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 4300, which was -642.7 lower than the previous day. The implied volatity was 15.7, the open interest changed by 40 which increased total open position to 242
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 4796.4, which was -142.6 lower than the previous day. The implied volatity was 16.82, the open interest changed by -36 which decreased total open position to 202
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 4939, which was -722.4 lower than the previous day. The implied volatity was 15.16, the open interest changed by 13 which increased total open position to 237
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 5636, which was 772.95 higher than the previous day. The implied volatity was 18.71, the open interest changed by -39 which decreased total open position to 228
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 4830, which was -3360 lower than the previous day. The implied volatity was 21.46, the open interest changed by -32 which decreased total open position to 265
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 8190, which was 457.45 higher than the previous day. The implied volatity was 38.02, the open interest changed by 0 which decreased total open position to 296
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 7736.75, which was -1872.25 lower than the previous day. The implied volatity was 24.42, the open interest changed by 0 which decreased total open position to 296
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 9609, which was 1142.05 higher than the previous day. The implied volatity was 46.33, the open interest changed by -1 which decreased total open position to 297
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 8466.95, which was -1497.4 lower than the previous day. The implied volatity was 17.26, the open interest changed by 3 which increased total open position to 297
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 9914.5, which was 2385.45 higher than the previous day. The implied volatity was 32, the open interest changed by -3 which decreased total open position to 298
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 7529.05, which was 1054.05 higher than the previous day. The implied volatity was 13.57, the open interest changed by 3 which increased total open position to 301
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 6475, which was -1067.3 lower than the previous day. The implied volatity was 19.95, the open interest changed by 2 which increased total open position to 298
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 7542.3, which was -1207.7 lower than the previous day. The implied volatity was 25.68, the open interest changed by 1 which increased total open position to 295
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 8750, which was 1927.2 higher than the previous day. The implied volatity was 26.81, the open interest changed by -2 which decreased total open position to 293
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 6868.3, which was 68.3 higher than the previous day. The implied volatity was 24.73, the open interest changed by -2 which decreased total open position to 295
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 6800, which was 1950 higher than the previous day. The implied volatity was 26.68, the open interest changed by 3 which increased total open position to 297
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 4850, which was -690.1 lower than the previous day. The implied volatity was 17.04, the open interest changed by 19 which increased total open position to 302
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 5540.05, which was -384.95 lower than the previous day. The implied volatity was 21.84, the open interest changed by 28 which increased total open position to 292
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 5950, which was -596.6 lower than the previous day. The implied volatity was 21.22, the open interest changed by 25 which increased total open position to 268
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 6603.7, which was 1442.55 higher than the previous day. The implied volatity was 24.83, the open interest changed by 5 which increased total open position to 244
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 5157.95, which was 405.75 higher than the previous day. The implied volatity was 19.99, the open interest changed by 38 which increased total open position to 241
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 4778.3, which was 1074.5 higher than the previous day. The implied volatity was 20.55, the open interest changed by -1 which decreased total open position to 205
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 3703.8, which was -1076.2 lower than the previous day. The implied volatity was 19.24, the open interest changed by -3 which decreased total open position to 206
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 4780, which was 1780 higher than the previous day. The implied volatity was 23.45, the open interest changed by -14 which decreased total open position to 212
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 3000, which was 885.6 higher than the previous day. The implied volatity was 17.39, the open interest changed by 9 which increased total open position to 226
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 2195.1, which was -121.25 lower than the previous day. The implied volatity was 16.39, the open interest changed by -42 which decreased total open position to 230
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 2416.75, which was 811.55 higher than the previous day. The implied volatity was 17.34, the open interest changed by -22 which decreased total open position to 281
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 1571, which was 365.75 higher than the previous day. The implied volatity was 14.79, the open interest changed by 39 which increased total open position to 307
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 1227.25, which was 250.05 higher than the previous day. The implied volatity was 14.06, the open interest changed by 151 which increased total open position to 267
