BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
12 Dec 2025 04:12 PM IST
| BANKNIFTY 30-DEC-2025 65000 CE | ||||||||||||||||
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Delta: 0.01
Vega: 3.76
Theta: -1.91
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.95
Vega: 14.25
Theta: 7.63
Gamma: 0.00
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| 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































































































































































































































