BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
12 May 2025 04:13 PM IST
| BANKNIFTY 29MAY2025 62000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 3.74
Theta: -2.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 May | 55382.85 | 10.7 | -0.7 | 21.89 | 51,075 | -1,113 | 23,416 | |||
| 9 May | 53595.25 | 12.4 | -0.65 | 25.73 | 43,098 | 2,165 | 24,529 | |||
| 8 May | 54365.65 | 11.75 | -0.7 | 23.51 | 40,574 | 131 | 22,490 | |||
| 7 May | 54610.90 | 12.1 | -2.45 | 21.57 | 35,058 | 2,134 | 22,234 | |||
| 6 May | 54271.40 | 13.6 | -1.7 | 22.67 | 46,164 | 3,256 | 20,037 | |||
| 5 May | 54919.50 | 14.95 | -3.6 | 20.39 | 39,623 | 3,060 | 16,788 | |||
| 2 May | 55115.35 | 17.95 | -3.2 | 19.20 | 33,464 | -1,605 | 13,835 | |||
| 30 Apr | 55087.15 | 20.05 | -3.2 | 19.00 | 41,309 | 122 | 15,487 | |||
| 29 Apr | 55391.25 | 22.85 | -1.6 | 18.11 | 47,902 | 2,759 | 15,444 | |||
| 28 Apr | 55432.80 | 24.9 | 2.05 | 17.72 | 49,055 | 103 | 12,852 | |||
| 25 Apr | 54664.05 | 22.1 | -6.9 | 18.62 | 45,793 | 4,956 | 12,791 | |||
| 24 Apr | 55201.40 | 30 | -10.85 | 17.76 | 10,729 | 2,878 | 7,817 | |||
| 23 Apr | 55370.05 | 41.45 | 3.35 | 18.01 | 9,471 | 1,668 | 4,992 | |||
| 22 Apr | 55647.20 | 37.15 | 8.65 | 16.64 | 7,863 | 1,055 | 3,384 | |||
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| 21 Apr | 55304.50 | 28.05 | 6.8 | 16.36 | 7,737 | 2,355 | 2,355 | |||
For Nifty Bank - strike price 62000 expiring on 29MAY2025
Delta for 62000 CE is 0.01
Historical price for 62000 CE is as follows
On 12 May BANKNIFTY was trading at 55382.85. The strike last trading price was 10.7, which was -0.7 lower than the previous day. The implied volatity was 21.89, the open interest changed by -1113 which decreased total open position to 23416
On 9 May BANKNIFTY was trading at 53595.25. The strike last trading price was 12.4, which was -0.65 lower than the previous day. The implied volatity was 25.73, the open interest changed by 2165 which increased total open position to 24529
On 8 May BANKNIFTY was trading at 54365.65. The strike last trading price was 11.75, which was -0.7 lower than the previous day. The implied volatity was 23.51, the open interest changed by 131 which increased total open position to 22490
On 7 May BANKNIFTY was trading at 54610.90. The strike last trading price was 12.1, which was -2.45 lower than the previous day. The implied volatity was 21.57, the open interest changed by 2134 which increased total open position to 22234
On 6 May BANKNIFTY was trading at 54271.40. The strike last trading price was 13.6, which was -1.7 lower than the previous day. The implied volatity was 22.67, the open interest changed by 3256 which increased total open position to 20037
On 5 May BANKNIFTY was trading at 54919.50. The strike last trading price was 14.95, which was -3.6 lower than the previous day. The implied volatity was 20.39, the open interest changed by 3060 which increased total open position to 16788
On 2 May BANKNIFTY was trading at 55115.35. The strike last trading price was 17.95, which was -3.2 lower than the previous day. The implied volatity was 19.20, the open interest changed by -1605 which decreased total open position to 13835
On 30 Apr BANKNIFTY was trading at 55087.15. The strike last trading price was 20.05, which was -3.2 lower than the previous day. The implied volatity was 19.00, the open interest changed by 122 which increased total open position to 15487
On 29 Apr BANKNIFTY was trading at 55391.25. The strike last trading price was 22.85, which was -1.6 lower than the previous day. The implied volatity was 18.11, the open interest changed by 2759 which increased total open position to 15444
On 28 Apr BANKNIFTY was trading at 55432.80. The strike last trading price was 24.9, which was 2.05 higher than the previous day. The implied volatity was 17.72, the open interest changed by 103 which increased total open position to 12852
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 22.1, which was -6.9 lower than the previous day. The implied volatity was 18.62, the open interest changed by 4956 which increased total open position to 12791
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 30, which was -10.85 lower than the previous day. The implied volatity was 17.76, the open interest changed by 2878 which increased total open position to 7817
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 41.45, which was 3.35 higher than the previous day. The implied volatity was 18.01, the open interest changed by 1668 which increased total open position to 4992
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 37.15, which was 8.65 higher than the previous day. The implied volatity was 16.64, the open interest changed by 1055 which increased total open position to 3384
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 28.05, which was 6.8 higher than the previous day. The implied volatity was 16.36, the open interest changed by 2355 which increased total open position to 2355
| BANKNIFTY 29MAY2025 62000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 5.33
Theta: 12.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 May | 55382.85 | 6300 | -2030.2 | 23.47 | 55 | -16 | 78 |
| 9 May | 53595.25 | 8330.2 | 780.2 | 47.73 | 3 | 1 | 94 |
| 8 May | 54365.65 | 7550 | 205 | 27.58 | 17 | -1 | 92 |
| 7 May | 54610.90 | 7300 | 638 | 40.12 | 4 | -3 | 94 |
| 6 May | 54271.40 | 6662 | 0 | 0.00 | 0 | -8 | 0 |
| 5 May | 54919.50 | 6662 | -63.4 | - | 8 | -2 | 103 |
| 2 May | 55115.35 | 6770 | 510 | 33.45 | 20 | 6 | 106 |
| 30 Apr | 55087.15 | 6260 | 0 | 0.00 | 0 | 0 | 0 |
| 29 Apr | 55391.25 | 6260 | 0 | 0.00 | 0 | -23 | 0 |
| 28 Apr | 55432.80 | 6260 | -781.55 | 26.93 | 42 | -24 | 99 |
| 25 Apr | 54664.05 | 7041.55 | 350.65 | 27.35 | 18 | -2 | 122 |
| 24 Apr | 55201.40 | 6700 | 350 | 32.42 | 32 | 11 | 125 |
| 23 Apr | 55370.05 | 6350 | 199.9 | 26.80 | 19 | 6 | 112 |
| 22 Apr | 55647.20 | 6150.2 | -324.8 | 28.43 | 88 | 53 | 105 |
| 21 Apr | 55304.50 | 6475 | -5703.95 | 30.06 | 70 | 52 | 52 |
For Nifty Bank - strike price 62000 expiring on 29MAY2025
Delta for 62000 PE is -0.98
Historical price for 62000 PE is as follows
On 12 May BANKNIFTY was trading at 55382.85. The strike last trading price was 6300, which was -2030.2 lower than the previous day. The implied volatity was 23.47, the open interest changed by -16 which decreased total open position to 78
On 9 May BANKNIFTY was trading at 53595.25. The strike last trading price was 8330.2, which was 780.2 higher than the previous day. The implied volatity was 47.73, the open interest changed by 1 which increased total open position to 94
On 8 May BANKNIFTY was trading at 54365.65. The strike last trading price was 7550, which was 205 higher than the previous day. The implied volatity was 27.58, the open interest changed by -1 which decreased total open position to 92
On 7 May BANKNIFTY was trading at 54610.90. The strike last trading price was 7300, which was 638 higher than the previous day. The implied volatity was 40.12, the open interest changed by -3 which decreased total open position to 94
On 6 May BANKNIFTY was trading at 54271.40. The strike last trading price was 6662, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 5 May BANKNIFTY was trading at 54919.50. The strike last trading price was 6662, which was -63.4 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 103
On 2 May BANKNIFTY was trading at 55115.35. The strike last trading price was 6770, which was 510 higher than the previous day. The implied volatity was 33.45, the open interest changed by 6 which increased total open position to 106
On 30 Apr BANKNIFTY was trading at 55087.15. The strike last trading price was 6260, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Apr BANKNIFTY was trading at 55391.25. The strike last trading price was 6260, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -23 which decreased total open position to 0
On 28 Apr BANKNIFTY was trading at 55432.80. The strike last trading price was 6260, which was -781.55 lower than the previous day. The implied volatity was 26.93, the open interest changed by -24 which decreased total open position to 99
On 25 Apr BANKNIFTY was trading at 54664.05. The strike last trading price was 7041.55, which was 350.65 higher than the previous day. The implied volatity was 27.35, the open interest changed by -2 which decreased total open position to 122
On 24 Apr BANKNIFTY was trading at 55201.40. The strike last trading price was 6700, which was 350 higher than the previous day. The implied volatity was 32.42, the open interest changed by 11 which increased total open position to 125
On 23 Apr BANKNIFTY was trading at 55370.05. The strike last trading price was 6350, which was 199.9 higher than the previous day. The implied volatity was 26.80, the open interest changed by 6 which increased total open position to 112
On 22 Apr BANKNIFTY was trading at 55647.20. The strike last trading price was 6150.2, which was -324.8 lower than the previous day. The implied volatity was 28.43, the open interest changed by 53 which increased total open position to 105
On 21 Apr BANKNIFTY was trading at 55304.50. The strike last trading price was 6475, which was -5703.95 lower than the previous day. The implied volatity was 30.06, the open interest changed by 52 which increased total open position to 52
