BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 04:10 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 43000 CE | ||||||||||||||||
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Delta: 0.92
Vega: 0.09
Theta: -184.7
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 56089.75 | 13535.6 | 1500.8500000000004 | 182.99 | 2 | 1 | 1 | |||||||||
| 23 Apr | 56305.00 | 12034.75 | 12034.75 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 57124.45 | 12034.75 | 12034.75 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 57371.45 | 12034.75 | 12034.75 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 56582.35 | 12034.75 | 12034.75 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 56565.70 | 12034.75 | 12034.75 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 56086.40 | 12034.75 | 12034.75 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 56301.95 | 12034.75 | 12034.75 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 55605.05 | 12034.75 | 3439.75 | 50.12 | 1 | 0 | 1 | |||||||||
| 10 Apr | 55912.75 | 8595 | 0 | - | 0 | 0 | 1 | |||||||||
| 9 Apr | 54821.70 | 8595 | 0 | - | 0 | 0 | 1 | |||||||||
| 8 Apr | 55703.90 | 8595 | -8269 | - | 0 | 0 | 1 | |||||||||
| 7 Apr | 52716.25 | 8595 | -8269 | - | 0 | 0 | 1 | |||||||||
| 6 Apr | 52609.10 | 8595 | -8269 | - | 0 | 0 | 1 | |||||||||
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| 2 Apr | 51548.75 | 8595 | -8269 | 87.24 | 2 | 1 | 1 | |||||||||
For Nifty Bank - strike price 43000 expiring on 28APR2026
Delta for 43000 CE is 0.92
Historical price for 43000 CE is as follows
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 13535.6, which was 1500.8500000000004 higher than the previous day. The implied volatity was 182.99, the open interest changed by 1 which increased total open position to 1
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 12034.75, which was 12034.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 12034.75, which was 12034.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 12034.75, which was 12034.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 12034.75, which was 12034.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 12034.75, which was 12034.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 12034.75, which was 12034.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 12034.75, which was 12034.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 12034.75, which was 3439.75 higher than the previous day. The implied volatity was 50.12, the open interest changed by 0 which decreased total open position to 1
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 8595, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 8595, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 8595, which was -8269 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 8595, which was -8269 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 8595, which was -8269 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 8595, which was -8269 lower than the previous day. The implied volatity was 87.24, the open interest changed by 1 which increased total open position to 1
| BANKNIFTY 28-Apr-2026 (4d) 43000 PE | |||||||
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Delta: 0
Vega: 0
Theta: 5.41
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 56089.75 | 0.7 | -0.3500000000000001 | 75.89 | 1,022 | -16 | 3,715 |
| 23 Apr | 56305.00 | 0.9 | -0.4999999999999999 | 70.81 | 1,725 | -1 | 3,731 |
| 22 Apr | 57124.45 | 1.45 | 0 | 70.69 | 829 | -18 | 3,734 |
| 21 Apr | 57371.45 | 1.45 | -0.9000000000000001 | 66.68 | 2,266 | 71 | 3,757 |
| 20 Apr | 56582.35 | 2.2 | 0.4500000000000002 | 61.87 | 2,354 | -308 | 3,699 |
| 17 Apr | 56565.70 | 1.55 | -1.95 | 51.88 | 3,152 | 268 | 3,989 |
| 16 Apr | 56086.40 | 3.3 | -1.4500000000000002 | 51.45 | 1,488 | 6 | 3,721 |
| 15 Apr | 56301.95 | 4.8 | -4.6000000000000005 | 52.02 | 4,093 | -323 | 3,715 |
| 13 Apr | 55605.05 | 9.4 | -1.5 | 50.11 | 6,365 | -245 | 4,044 |
| 10 Apr | 55912.75 | 9.5 | -10.95 | 46.93 | 5,316 | -472 | 4,280 |
| 9 Apr | 54821.70 | 19.35 | 0.5 | 46.57 | 5,003 | 320 | 4,748 |
| 8 Apr | 55703.90 | 19.5 | -41.3 | 48.93 | 11,254 | 2,974 | 4,434 |
| 7 Apr | 52716.25 | 61.2 | 41.1 | 46.4 | 3,489 | 1,368 | 1,385 |
| 6 Apr | 52609.10 | 20.1 | 20.05 | 37.95 | 17 | 15 | 15 |
| 2 Apr | 51548.75 | 0.05 | 0 | 15.14 | 0 | 0 | 0 |
For Nifty Bank - strike price 43000 expiring on 28APR2026
Delta for 43000 PE is 0
Historical price for 43000 PE is as follows
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 0.7, which was -0.3500000000000001 lower than the previous day. The implied volatity was 75.89, the open interest changed by -16 which decreased total open position to 3715
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 0.9, which was -0.4999999999999999 lower than the previous day. The implied volatity was 70.81, the open interest changed by -1 which decreased total open position to 3731
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 70.69, the open interest changed by -18 which decreased total open position to 3734
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 1.45, which was -0.9000000000000001 lower than the previous day. The implied volatity was 66.68, the open interest changed by 71 which increased total open position to 3757
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 2.2, which was 0.4500000000000002 higher than the previous day. The implied volatity was 61.87, the open interest changed by -308 which decreased total open position to 3699
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1.55, which was -1.95 lower than the previous day. The implied volatity was 51.88, the open interest changed by 268 which increased total open position to 3989
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 3.3, which was -1.4500000000000002 lower than the previous day. The implied volatity was 51.45, the open interest changed by 6 which increased total open position to 3721
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 4.8, which was -4.6000000000000005 lower than the previous day. The implied volatity was 52.02, the open interest changed by -323 which decreased total open position to 3715
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 9.4, which was -1.5 lower than the previous day. The implied volatity was 50.11, the open interest changed by -245 which decreased total open position to 4044
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 9.5, which was -10.95 lower than the previous day. The implied volatity was 46.93, the open interest changed by -472 which decreased total open position to 4280
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 19.35, which was 0.5 higher than the previous day. The implied volatity was 46.57, the open interest changed by 320 which increased total open position to 4748
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 19.5, which was -41.3 lower than the previous day. The implied volatity was 48.93, the open interest changed by 2974 which increased total open position to 4434
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 61.2, which was 41.1 higher than the previous day. The implied volatity was 46.4, the open interest changed by 1368 which increased total open position to 1385
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 20.1, which was 20.05 higher than the previous day. The implied volatity was 37.95, the open interest changed by 15 which increased total open position to 15
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 15.14, the open interest changed by 0 which decreased total open position to 0
