BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
21 Dec 2025 11:59 PM IST
| BANKNIFTY 27-JAN-2026 59500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
|
||||||||||||||||
| 21 Dec | 59069.20 | 820.8 | 37.05 | - | 7,256 | 1,240 | 42,299 | |||||||||
| 20 Dec | 59069.20 | 820.8 | 37.05 | - | 7,256 | 1,240 | 42,299 | |||||||||
| 14 Dec | 59389.95 | 1111.45 | 82.4 | - | 7,287 | -2,454 | 36,911 | |||||||||
| 13 Dec | 59389.95 | 1111.45 | 82.4 | - | 7,287 | -2,454 | 36,911 | |||||||||
| 7 Dec | 59777.20 | 1491.8 | 212.45 | - | 1,392 | 176 | 1,000 | |||||||||
| 5 Dec | 59777.20 | 1491.8 | 212.45 | 9.26 | 1,392 | 180 | 1,000 | |||||||||
| 30 Nov | 59752.70 | 1617.05 | 36.2 | - | 358 | 68 | 593 | |||||||||
| 29 Nov | 59752.70 | 1617.05 | 36.2 | - | 358 | 68 | 593 | |||||||||
| 26 Nov | 59528.05 | 1480 | 383.7 | - | 507 | 62 | 529 | |||||||||
| 23 Nov | 58867.70 | 1200 | -240.45 | - | 367 | -82 | 182 | |||||||||
| 22 Nov | 58867.70 | 1200 | -240.45 | - | 367 | -82 | 182 | |||||||||
| 16 Nov | 58517.55 | 1018 | -22.3 | - | 10 | 10 | 53 | |||||||||
| 15 Nov | 58517.55 | 1018 | -22.3 | - | 10 | 10 | 53 | |||||||||
| 14 Nov | 58517.55 | 1018 | -22.3 | - | 10 | 9 | 53 | |||||||||
| 13 Nov | 58381.95 | 1040.3 | -9.7 | - | 20 | 3 | 44 | |||||||||
| 12 Nov | 58138.15 | 970 | 34.45 | - | 16 | 1 | 32 | |||||||||
| 9 Nov | 57876.80 | 1792.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Nov | 57876.80 | 1792.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Nov | 57776.35 | 1792.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Nov | 57776.35 | 1792.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 59500 expiring on 27JAN2026
Delta for 59500 CE is -
Historical price for 59500 CE is as follows
On 21 Dec BANKNIFTY was trading at 59069.20. The strike last trading price was 820.8, which was 37.05 higher than the previous day. The implied volatity was -, the open interest changed by 1240 which increased total open position to 42299
On 20 Dec BANKNIFTY was trading at 59069.20. The strike last trading price was 820.8, which was 37.05 higher than the previous day. The implied volatity was -, the open interest changed by 1240 which increased total open position to 42299
On 14 Dec BANKNIFTY was trading at 59389.95. The strike last trading price was 1111.45, which was 82.4 higher than the previous day. The implied volatity was -, the open interest changed by -2454 which decreased total open position to 36911
On 13 Dec BANKNIFTY was trading at 59389.95. The strike last trading price was 1111.45, which was 82.4 higher than the previous day. The implied volatity was -, the open interest changed by -2454 which decreased total open position to 36911
On 7 Dec BANKNIFTY was trading at 59777.20. The strike last trading price was 1491.8, which was 212.45 higher than the previous day. The implied volatity was -, the open interest changed by 176 which increased total open position to 1000
On 5 Dec BANKNIFTY was trading at 59777.20. The strike last trading price was 1491.8, which was 212.45 higher than the previous day. The implied volatity was 9.26, the open interest changed by 180 which increased total open position to 1000
On 30 Nov BANKNIFTY was trading at 59752.70. The strike last trading price was 1617.05, which was 36.2 higher than the previous day. The implied volatity was -, the open interest changed by 68 which increased total open position to 593
On 29 Nov BANKNIFTY was trading at 59752.70. The strike last trading price was 1617.05, which was 36.2 higher than the previous day. The implied volatity was -, the open interest changed by 68 which increased total open position to 593
On 26 Nov BANKNIFTY was trading at 59528.05. The strike last trading price was 1480, which was 383.7 higher than the previous day. The implied volatity was -, the open interest changed by 62 which increased total open position to 529
On 23 Nov BANKNIFTY was trading at 58867.70. The strike last trading price was 1200, which was -240.45 lower than the previous day. The implied volatity was -, the open interest changed by -82 which decreased total open position to 182
On 22 Nov BANKNIFTY was trading at 58867.70. The strike last trading price was 1200, which was -240.45 lower than the previous day. The implied volatity was -, the open interest changed by -82 which decreased total open position to 182
On 16 Nov BANKNIFTY was trading at 58517.55. The strike last trading price was 1018, which was -22.3 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 53
On 15 Nov BANKNIFTY was trading at 58517.55. The strike last trading price was 1018, which was -22.3 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 53
On 14 Nov BANKNIFTY was trading at 58517.55. The strike last trading price was 1018, which was -22.3 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 53
On 13 Nov BANKNIFTY was trading at 58381.95. The strike last trading price was 1040.3, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 44
On 12 Nov BANKNIFTY was trading at 58138.15. The strike last trading price was 970, which was 34.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 32
On 9 Nov BANKNIFTY was trading at 57876.80. The strike last trading price was 1792.35, 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 Nov BANKNIFTY was trading at 57876.80. The strike last trading price was 1792.35, 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 Nov BANKNIFTY was trading at 57776.35. The strike last trading price was 1792.35, 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 Nov BANKNIFTY was trading at 57776.35. The strike last trading price was 1792.35, 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
| BANKNIFTY 27JAN2026 59500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Dec | 59069.20 | 705.85 | -108.9 | - | 19,580 | 11,059 | 45,127 |
| 20 Dec | 59069.20 | 705.85 | -108.9 | - | 19,580 | 11,059 | 45,127 |
| 14 Dec | 59389.95 | 641.75 | -86.75 | - | 4,964 | 1,028 | 14,912 |
| 13 Dec | 59389.95 | 641.75 | -86.75 | - | 4,964 | 1,028 | 14,912 |
| 7 Dec | 59777.20 | 588 | -178.35 | - | 1,919 | 87 | 1,021 |
| 5 Dec | 59777.20 | 588 | -178.35 | 11.61 | 1,919 | 89 | 1,021 |
| 30 Nov | 59752.70 | 685 | -40.75 | - | 524 | 55 | 685 |
| 29 Nov | 59752.70 | 685 | -40.75 | - | 524 | 55 | 685 |
| 26 Nov | 59528.05 | 819.75 | -276.65 | - | 711 | 312 | 483 |
| 23 Nov | 58867.70 | 1105.35 | 235.35 | - | 121 | 55 | 135 |
| 22 Nov | 58867.70 | 1105.35 | 235.35 | - | 121 | 55 | 135 |
| 16 Nov | 58517.55 | 2178.75 | 0 | - | 0 | 0 | 0 |
| 15 Nov | 58517.55 | 2178.75 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 58517.55 | 2178.75 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 58381.95 | 2178.75 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 58138.15 | 2178.75 | 0 | - | 0 | 0 | 0 |
| 9 Nov | 57876.80 | 2178.75 | 0 | - | 0 | 0 | 0 |
| 8 Nov | 57876.80 | 2178.75 | 0 | - | 0 | 0 | 0 |
| 2 Nov | 57776.35 | 2178.75 | 0 | - | 0 | 0 | 0 |
| 1 Nov | 57776.35 | 2178.75 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 59500 expiring on 27JAN2026
Delta for 59500 PE is -
Historical price for 59500 PE is as follows
On 21 Dec BANKNIFTY was trading at 59069.20. The strike last trading price was 705.85, which was -108.9 lower than the previous day. The implied volatity was -, the open interest changed by 11059 which increased total open position to 45127
On 20 Dec BANKNIFTY was trading at 59069.20. The strike last trading price was 705.85, which was -108.9 lower than the previous day. The implied volatity was -, the open interest changed by 11059 which increased total open position to 45127
On 14 Dec BANKNIFTY was trading at 59389.95. The strike last trading price was 641.75, which was -86.75 lower than the previous day. The implied volatity was -, the open interest changed by 1028 which increased total open position to 14912
On 13 Dec BANKNIFTY was trading at 59389.95. The strike last trading price was 641.75, which was -86.75 lower than the previous day. The implied volatity was -, the open interest changed by 1028 which increased total open position to 14912
On 7 Dec BANKNIFTY was trading at 59777.20. The strike last trading price was 588, which was -178.35 lower than the previous day. The implied volatity was -, the open interest changed by 87 which increased total open position to 1021
On 5 Dec BANKNIFTY was trading at 59777.20. The strike last trading price was 588, which was -178.35 lower than the previous day. The implied volatity was 11.61, the open interest changed by 89 which increased total open position to 1021
On 30 Nov BANKNIFTY was trading at 59752.70. The strike last trading price was 685, which was -40.75 lower than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 685
On 29 Nov BANKNIFTY was trading at 59752.70. The strike last trading price was 685, which was -40.75 lower than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 685
On 26 Nov BANKNIFTY was trading at 59528.05. The strike last trading price was 819.75, which was -276.65 lower than the previous day. The implied volatity was -, the open interest changed by 312 which increased total open position to 483
On 23 Nov BANKNIFTY was trading at 58867.70. The strike last trading price was 1105.35, which was 235.35 higher than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 135
On 22 Nov BANKNIFTY was trading at 58867.70. The strike last trading price was 1105.35, which was 235.35 higher than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 135
On 16 Nov BANKNIFTY was trading at 58517.55. The strike last trading price was 2178.75, 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 Nov BANKNIFTY was trading at 58517.55. The strike last trading price was 2178.75, 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 14 Nov BANKNIFTY was trading at 58517.55. The strike last trading price was 2178.75, 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 13 Nov BANKNIFTY was trading at 58381.95. The strike last trading price was 2178.75, 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 Nov BANKNIFTY was trading at 58138.15. The strike last trading price was 2178.75, 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 Nov BANKNIFTY was trading at 57876.80. The strike last trading price was 2178.75, 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 Nov BANKNIFTY was trading at 57876.80. The strike last trading price was 2178.75, 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 Nov BANKNIFTY was trading at 57776.35. The strike last trading price was 2178.75, 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 Nov BANKNIFTY was trading at 57776.35. The strike last trading price was 2178.75, 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































































































































































































































