[--[65.84.65.76]--]

BANKNIFTY

Nifty Bank
59389.95 +180.10 (0.30%)
L: 59224.85 H: 59545.7

Back to Option Chain


Historical option data for BANKNIFTY

12 Dec 2025 04:12 PM IST
BANKNIFTY 30-DEC-2025 65000 CE
Delta: 0.01
Vega: 3.76
Theta: -1.91
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 59389.95 8 -1.35 16.60 6,792 -1,199 8,602
11 Dec 59209.85 8.6 -3.35 16.78 8,417 -560 9,807
10 Dec 58960.40 11.6 0.8 17.67 10,483 618 10,434
9 Dec 59222.35 10.2 -1.85 16.21 10,215 -156 9,795
8 Dec 59238.55 12 1.2 16.31 8,783 -829 9,950
5 Dec 59777.20 10.85 -0.95 13.50 16,019 368 10,779
4 Dec 59288.70 11.35 -0.75 14.42 8,165 136 10,423
3 Dec 59348.25 11.8 -0.95 13.98 10,050 -95 10,299
2 Dec 59273.80 12.5 -0.95 13.86 10,093 112 10,446
1 Dec 59681.35 12.8 -1.9 12.76 16,886 643 10,358
28 Nov 59752.70 14 -1.1 12.13 8,760 -246 9,718
27 Nov 59737.30 15.15 0.65 11.98 16,030 2,235 9,958
26 Nov 59528.05 14.05 0 12.18 14,905 2,794 7,664
25 Nov 58820.30 13.85 -4.25 13.47 4,522 895 4,865
24 Nov 58835.35 19 -0.45 14.03 3,990 1,451 3,981
21 Nov 58867.70 19.1 -2.05 13.17 1,784 499 2,516
20 Nov 59347.70 21.85 1.75 12.18 1,049 264 2,015
19 Nov 59216.05 20.25 -1.25 12.13 1,223 403 1,742
18 Nov 58899.25 20.65 -5.6 12.77 596 141 1,340
17 Nov 58962.70 25.4 2.6 12.74 934 332 1,231
14 Nov 58517.55 22.6 0.85 12.86 550 229 899
13 Nov 58381.95 21.5 1.05 12.88 539 147 667
12 Nov 58274.65 20 0.25 12.92 292 160 518
11 Nov 58138.15 20.5 -2.4 12.96 319 87 357
10 Nov 57937.55 23.5 -1.45 13.55 363 185 272
7 Nov 57876.80 24.75 0.25 13.15 113 37 87
6 Nov 57554.25 24.5 -46 13.60 91 50 50
4 Nov 57827.05 70.5 0 5.65 0 0 0
3 Nov 58101.45 70.5 0 5.30 0 0 0
31 Oct 57776.35 70.5 0 - 0 0 0
30 Oct 58031.10 70.5 0 5.12 0 0 0
29 Oct 58385.25 70.5 0 4.77 0 0 0


For Nifty Bank - strike price 65000 expiring on 30DEC2025

Delta for 65000 CE is 0.01

Historical price for 65000 CE is as follows

On 12 Dec BANKNIFTY was trading at 59389.95. The strike last trading price was 8, which was -1.35 lower than the previous day. The implied volatity was 16.60, the open interest changed by -1199 which decreased total open position to 8602


On 11 Dec BANKNIFTY was trading at 59209.85. The strike last trading price was 8.6, which was -3.35 lower than the previous day. The implied volatity was 16.78, the open interest changed by -560 which decreased total open position to 9807


On 10 Dec BANKNIFTY was trading at 58960.40. The strike last trading price was 11.6, which was 0.8 higher than the previous day. The implied volatity was 17.67, the open interest changed by 618 which increased total open position to 10434


On 9 Dec BANKNIFTY was trading at 59222.35. The strike last trading price was 10.2, which was -1.85 lower than the previous day. The implied volatity was 16.21, the open interest changed by -156 which decreased total open position to 9795


On 8 Dec BANKNIFTY was trading at 59238.55. The strike last trading price was 12, which was 1.2 higher than the previous day. The implied volatity was 16.31, the open interest changed by -829 which decreased total open position to 9950


On 5 Dec BANKNIFTY was trading at 59777.20. The strike last trading price was 10.85, which was -0.95 lower than the previous day. The implied volatity was 13.50, the open interest changed by 368 which increased total open position to 10779


On 4 Dec BANKNIFTY was trading at 59288.70. The strike last trading price was 11.35, which was -0.75 lower than the previous day. The implied volatity was 14.42, the open interest changed by 136 which increased total open position to 10423


On 3 Dec BANKNIFTY was trading at 59348.25. The strike last trading price was 11.8, which was -0.95 lower than the previous day. The implied volatity was 13.98, the open interest changed by -95 which decreased total open position to 10299


On 2 Dec BANKNIFTY was trading at 59273.80. The strike last trading price was 12.5, which was -0.95 lower than the previous day. The implied volatity was 13.86, the open interest changed by 112 which increased total open position to 10446


On 1 Dec BANKNIFTY was trading at 59681.35. The strike last trading price was 12.8, which was -1.9 lower than the previous day. The implied volatity was 12.76, the open interest changed by 643 which increased total open position to 10358


On 28 Nov BANKNIFTY was trading at 59752.70. The strike last trading price was 14, which was -1.1 lower than the previous day. The implied volatity was 12.13, the open interest changed by -246 which decreased total open position to 9718


On 27 Nov BANKNIFTY was trading at 59737.30. The strike last trading price was 15.15, which was 0.65 higher than the previous day. The implied volatity was 11.98, the open interest changed by 2235 which increased total open position to 9958


On 26 Nov BANKNIFTY was trading at 59528.05. The strike last trading price was 14.05, which was 0 lower than the previous day. The implied volatity was 12.18, the open interest changed by 2794 which increased total open position to 7664


On 25 Nov BANKNIFTY was trading at 58820.30. The strike last trading price was 13.85, which was -4.25 lower than the previous day. The implied volatity was 13.47, the open interest changed by 895 which increased total open position to 4865


On 24 Nov BANKNIFTY was trading at 58835.35. The strike last trading price was 19, which was -0.45 lower than the previous day. The implied volatity was 14.03, the open interest changed by 1451 which increased total open position to 3981


On 21 Nov BANKNIFTY was trading at 58867.70. The strike last trading price was 19.1, which was -2.05 lower than the previous day. The implied volatity was 13.17, the open interest changed by 499 which increased total open position to 2516


On 20 Nov BANKNIFTY was trading at 59347.70. The strike last trading price was 21.85, which was 1.75 higher than the previous day. The implied volatity was 12.18, the open interest changed by 264 which increased total open position to 2015


On 19 Nov BANKNIFTY was trading at 59216.05. The strike last trading price was 20.25, which was -1.25 lower than the previous day. The implied volatity was 12.13, the open interest changed by 403 which increased total open position to 1742


On 18 Nov BANKNIFTY was trading at 58899.25. The strike last trading price was 20.65, which was -5.6 lower than the previous day. The implied volatity was 12.77, the open interest changed by 141 which increased total open position to 1340


On 17 Nov BANKNIFTY was trading at 58962.70. The strike last trading price was 25.4, which was 2.6 higher than the previous day. The implied volatity was 12.74, the open interest changed by 332 which increased total open position to 1231


On 14 Nov BANKNIFTY was trading at 58517.55. The strike last trading price was 22.6, which was 0.85 higher than the previous day. The implied volatity was 12.86, the open interest changed by 229 which increased total open position to 899


On 13 Nov BANKNIFTY was trading at 58381.95. The strike last trading price was 21.5, which was 1.05 higher than the previous day. The implied volatity was 12.88, the open interest changed by 147 which increased total open position to 667


On 12 Nov BANKNIFTY was trading at 58274.65. The strike last trading price was 20, which was 0.25 higher than the previous day. The implied volatity was 12.92, the open interest changed by 160 which increased total open position to 518


On 11 Nov BANKNIFTY was trading at 58138.15. The strike last trading price was 20.5, which was -2.4 lower than the previous day. The implied volatity was 12.96, the open interest changed by 87 which increased total open position to 357


On 10 Nov BANKNIFTY was trading at 57937.55. The strike last trading price was 23.5, which was -1.45 lower than the previous day. The implied volatity was 13.55, the open interest changed by 185 which increased total open position to 272


On 7 Nov BANKNIFTY was trading at 57876.80. The strike last trading price was 24.75, which was 0.25 higher than the previous day. The implied volatity was 13.15, the open interest changed by 37 which increased total open position to 87


On 6 Nov BANKNIFTY was trading at 57554.25. The strike last trading price was 24.5, which was -46 lower than the previous day. The implied volatity was 13.60, the open interest changed by 50 which increased total open position to 50


On 4 Nov BANKNIFTY was trading at 57827.05. The strike last trading price was 70.5, which was 0 lower than the previous day. The implied volatity was 5.65, the open interest changed by 0 which decreased total open position to 0


On 3 Nov BANKNIFTY was trading at 58101.45. The strike last trading price was 70.5, which was 0 lower than the previous day. The implied volatity was 5.30, 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 70.5, 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 Oct BANKNIFTY was trading at 58031.10. The strike last trading price was 70.5, which was 0 lower than the previous day. The implied volatity was 5.12, the open interest changed by 0 which decreased total open position to 0


On 29 Oct BANKNIFTY was trading at 58385.25. The strike last trading price was 70.5, which was 0 lower than the previous day. The implied volatity was 4.77, the open interest changed by 0 which decreased total open position to 0


BANKNIFTY 30DEC2025 65000 PE
Delta: -0.95
Vega: 14.25
Theta: 7.63
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 59389.95 5350 -155 23.36 11 -6 764
11 Dec 59209.85 5520 -215 22.99 17 -2 771
10 Dec 58960.40 5735 295.95 16.72 54 9 772
9 Dec 59222.35 5441.55 51.4 18.87 18 9 764
8 Dec 59238.55 5463.75 515.3 12.98 100 37 754
5 Dec 59777.20 4950 -379.7 21.30 35 2 713
4 Dec 59288.70 5312.95 54.05 18.50 11 1 711
3 Dec 59348.25 5200 -88.85 17.04 49 7 711
2 Dec 59273.80 5275 230.45 20.88 25 -4 701
1 Dec 59681.35 5087.25 173.35 24.96 29 0 706
28 Nov 59752.70 4917.85 10.35 21.21 25 2 703
27 Nov 59737.30 4900 -269 21.48 112 45 700
26 Nov 59528.05 5150 -633.35 22.75 94 22 654
25 Nov 58820.30 5780 121.1 22.96 121 95 629
24 Nov 58835.35 5817.4 124.85 22.10 334 293 534
21 Nov 58867.70 5725 546.75 22.93 121 111 239
20 Nov 59347.70 5178.25 -181.3 20.07 31 18 127
19 Nov 59216.05 5347.25 -247.75 21.52 107 104 108
18 Nov 58899.25 5590 -471.2 19.41 3 2 3
17 Nov 58962.70 6061.2 -17 - 0 0 0
14 Nov 58517.55 6061.2 -17 - 0 0 0
13 Nov 58381.95 6061.2 -17 22.21 2 1 2
12 Nov 58274.65 6078.2 -139.5 18.72 1 0 2
11 Nov 58138.15 6217.55 -119.4 21.22 2 0 4
10 Nov 57937.55 6336.95 -49 18.07 1 0 5
7 Nov 57876.80 6385.95 18.65 20.72 1 0 6
6 Nov 57554.25 6367.3 232 - 0 0 0
4 Nov 57827.05 6367.3 232 - 0 0 0
3 Nov 58101.45 6367.3 232 - 0 1 0
31 Oct 57776.35 6367.3 232 - 1 0 5
30 Oct 58031.10 6135.3 269.35 19.72 1 0 4
29 Oct 58385.25 5865.95 -678.6 20.18 3 0 1


For Nifty Bank - strike price 65000 expiring on 30DEC2025

Delta for 65000 PE is -0.95

Historical price for 65000 PE is as follows

On 12 Dec BANKNIFTY was trading at 59389.95. The strike last trading price was 5350, which was -155 lower than the previous day. The implied volatity was 23.36, the open interest changed by -6 which decreased total open position to 764


On 11 Dec BANKNIFTY was trading at 59209.85. The strike last trading price was 5520, which was -215 lower than the previous day. The implied volatity was 22.99, the open interest changed by -2 which decreased total open position to 771


On 10 Dec BANKNIFTY was trading at 58960.40. The strike last trading price was 5735, which was 295.95 higher than the previous day. The implied volatity was 16.72, the open interest changed by 9 which increased total open position to 772


On 9 Dec BANKNIFTY was trading at 59222.35. The strike last trading price was 5441.55, which was 51.4 higher than the previous day. The implied volatity was 18.87, the open interest changed by 9 which increased total open position to 764


On 8 Dec BANKNIFTY was trading at 59238.55. The strike last trading price was 5463.75, which was 515.3 higher than the previous day. The implied volatity was 12.98, the open interest changed by 37 which increased total open position to 754


On 5 Dec BANKNIFTY was trading at 59777.20. The strike last trading price was 4950, which was -379.7 lower than the previous day. The implied volatity was 21.30, the open interest changed by 2 which increased total open position to 713


On 4 Dec BANKNIFTY was trading at 59288.70. The strike last trading price was 5312.95, which was 54.05 higher than the previous day. The implied volatity was 18.50, the open interest changed by 1 which increased total open position to 711


On 3 Dec BANKNIFTY was trading at 59348.25. The strike last trading price was 5200, which was -88.85 lower than the previous day. The implied volatity was 17.04, the open interest changed by 7 which increased total open position to 711


On 2 Dec BANKNIFTY was trading at 59273.80. The strike last trading price was 5275, which was 230.45 higher than the previous day. The implied volatity was 20.88, the open interest changed by -4 which decreased total open position to 701


On 1 Dec BANKNIFTY was trading at 59681.35. The strike last trading price was 5087.25, which was 173.35 higher than the previous day. The implied volatity was 24.96, the open interest changed by 0 which decreased total open position to 706


On 28 Nov BANKNIFTY was trading at 59752.70. The strike last trading price was 4917.85, which was 10.35 higher than the previous day. The implied volatity was 21.21, the open interest changed by 2 which increased total open position to 703


On 27 Nov BANKNIFTY was trading at 59737.30. The strike last trading price was 4900, which was -269 lower than the previous day. The implied volatity was 21.48, the open interest changed by 45 which increased total open position to 700


On 26 Nov BANKNIFTY was trading at 59528.05. The strike last trading price was 5150, which was -633.35 lower than the previous day. The implied volatity was 22.75, the open interest changed by 22 which increased total open position to 654


On 25 Nov BANKNIFTY was trading at 58820.30. The strike last trading price was 5780, which was 121.1 higher than the previous day. The implied volatity was 22.96, the open interest changed by 95 which increased total open position to 629


On 24 Nov BANKNIFTY was trading at 58835.35. The strike last trading price was 5817.4, which was 124.85 higher than the previous day. The implied volatity was 22.10, the open interest changed by 293 which increased total open position to 534


On 21 Nov BANKNIFTY was trading at 58867.70. The strike last trading price was 5725, which was 546.75 higher than the previous day. The implied volatity was 22.93, the open interest changed by 111 which increased total open position to 239


On 20 Nov BANKNIFTY was trading at 59347.70. The strike last trading price was 5178.25, which was -181.3 lower than the previous day. The implied volatity was 20.07, the open interest changed by 18 which increased total open position to 127


On 19 Nov BANKNIFTY was trading at 59216.05. The strike last trading price was 5347.25, which was -247.75 lower than the previous day. The implied volatity was 21.52, the open interest changed by 104 which increased total open position to 108


On 18 Nov BANKNIFTY was trading at 58899.25. The strike last trading price was 5590, which was -471.2 lower than the previous day. The implied volatity was 19.41, the open interest changed by 2 which increased total open position to 3


On 17 Nov BANKNIFTY was trading at 58962.70. The strike last trading price was 6061.2, which was -17 lower than the previous day. The implied volatity was -, 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 6061.2, which was -17 lower than the previous day. The implied volatity was -, 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 6061.2, which was -17 lower than the previous day. The implied volatity was 22.21, the open interest changed by 1 which increased total open position to 2


On 12 Nov BANKNIFTY was trading at 58274.65. The strike last trading price was 6078.2, which was -139.5 lower than the previous day. The implied volatity was 18.72, the open interest changed by 0 which decreased total open position to 2


On 11 Nov BANKNIFTY was trading at 58138.15. The strike last trading price was 6217.55, which was -119.4 lower than the previous day. The implied volatity was 21.22, the open interest changed by 0 which decreased total open position to 4


On 10 Nov BANKNIFTY was trading at 57937.55. The strike last trading price was 6336.95, which was -49 lower than the previous day. The implied volatity was 18.07, the open interest changed by 0 which decreased total open position to 5


On 7 Nov BANKNIFTY was trading at 57876.80. The strike last trading price was 6385.95, which was 18.65 higher than the previous day. The implied volatity was 20.72, the open interest changed by 0 which decreased total open position to 6


On 6 Nov BANKNIFTY was trading at 57554.25. The strike last trading price was 6367.3, which was 232 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov BANKNIFTY was trading at 57827.05. The strike last trading price was 6367.3, which was 232 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov BANKNIFTY was trading at 58101.45. The strike last trading price was 6367.3, which was 232 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 31 Oct BANKNIFTY was trading at 57776.35. The strike last trading price was 6367.3, which was 232 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 30 Oct BANKNIFTY was trading at 58031.10. The strike last trading price was 6135.3, which was 269.35 higher than the previous day. The implied volatity was 19.72, the open interest changed by 0 which decreased total open position to 4


On 29 Oct BANKNIFTY was trading at 58385.25. The strike last trading price was 5865.95, which was -678.6 lower than the previous day. The implied volatity was 20.18, the open interest changed by 0 which decreased total open position to 1