BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:33 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 44000 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.04
Theta: -53.73
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55917.55 | 12075 | -225 | 118.66 | 59 | -57 | 245 | |||||||||
| 23 Apr | 56305.00 | 12300 | -1096.8500000000004 | 68.15 | 41 | -36 | 303 | |||||||||
| 22 Apr | 57124.45 | 13396.85 | 93.45000000000073 | 106.6 | 16 | 4 | 340 | |||||||||
| 21 Apr | 57371.45 | 13303.4 | 287.39999999999964 | 64.38 | 12 | -10 | 335 | |||||||||
| 20 Apr | 56582.35 | 13016 | 642 | 60.25 | 3 | -1 | 346 | |||||||||
| 17 Apr | 56565.70 | 12373.95 | -0.049999999999272404 | - | 0 | 0 | 347 | |||||||||
| 16 Apr | 56086.40 | 12373.95 | -0.049999999999272404 | 49.92 | 0 | 0 | 347 | |||||||||
| 15 Apr | 56301.95 | 12373.95 | 566.25 | 49.92 | 7 | 0 | 348 | |||||||||
| 13 Apr | 55605.05 | 11807.7 | 904.1500000000015 | 53.63 | 14 | -12 | 349 | |||||||||
| 10 Apr | 55912.75 | 10903.55 | 0 | 42.11 | 0 | 0 | 361 | |||||||||
| 9 Apr | 54821.70 | 10903.55 | -839.4500000000007 | 42.11 | 12 | -8 | 361 | |||||||||
| 8 Apr | 55703.90 | 11751 | 2821.4 | 45.62 | 30 | -4 | 370 | |||||||||
| 7 Apr | 52716.25 | 8929.6 | 379.6 | 29.53 | 7 | 4 | 375 | |||||||||
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| 6 Apr | 52609.10 | 8550 | 864.85 | 32 | 8 | 2 | 370 | |||||||||
| 2 Apr | 51548.75 | 7685.15 | -74.95 | 0.4 | 67 | 16 | 367 | |||||||||
| 1 Apr | 51448.65 | 7766.95 | 976.2 | 25.95 | 136 | 23 | 350 | |||||||||
| 30 Mar | 50275.35 | 6900 | -1900 | 34.94 | 299 | 226 | 327 | |||||||||
| 27 Mar | 52274.60 | 8800 | -661.6 | 33.88 | 42 | 4 | 101 | |||||||||
| 25 Mar | 53708.10 | 9461.6 | -6417.7 | - | 0 | 0 | 97 | |||||||||
| 24 Mar | 52605.65 | 9461.6 | -6417.7 | 46.58 | 101 | 98 | 98 | |||||||||
For Nifty Bank - strike price 44000 expiring on 28APR2026
Delta for 44000 CE is 0.97
Historical price for 44000 CE is as follows
On 24 Apr BANKNIFTY was trading at 55917.55. The strike last trading price was 12075, which was -225 lower than the previous day. The implied volatity was 118.66, the open interest changed by -57 which decreased total open position to 245
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 12300, which was -1096.8500000000004 lower than the previous day. The implied volatity was 68.15, the open interest changed by -36 which decreased total open position to 303
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 13396.85, which was 93.45000000000073 higher than the previous day. The implied volatity was 106.6, the open interest changed by 4 which increased total open position to 340
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 13303.4, which was 287.39999999999964 higher than the previous day. The implied volatity was 64.38, the open interest changed by -10 which decreased total open position to 335
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 13016, which was 642 higher than the previous day. The implied volatity was 60.25, the open interest changed by -1 which decreased total open position to 346
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 12373.95, which was -0.049999999999272404 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 347
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 12373.95, which was -0.049999999999272404 lower than the previous day. The implied volatity was 49.92, the open interest changed by 0 which decreased total open position to 347
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 12373.95, which was 566.25 higher than the previous day. The implied volatity was 49.92, the open interest changed by 0 which decreased total open position to 348
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 11807.7, which was 904.1500000000015 higher than the previous day. The implied volatity was 53.63, the open interest changed by -12 which decreased total open position to 349
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 10903.55, which was 0 lower than the previous day. The implied volatity was 42.11, the open interest changed by 0 which decreased total open position to 361
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 10903.55, which was -839.4500000000007 lower than the previous day. The implied volatity was 42.11, the open interest changed by -8 which decreased total open position to 361
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 11751, which was 2821.4 higher than the previous day. The implied volatity was 45.62, the open interest changed by -4 which decreased total open position to 370
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 8929.6, which was 379.6 higher than the previous day. The implied volatity was 29.53, the open interest changed by 4 which increased total open position to 375
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 8550, which was 864.85 higher than the previous day. The implied volatity was 32, the open interest changed by 2 which increased total open position to 370
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 7685.15, which was -74.95 lower than the previous day. The implied volatity was 0.4, the open interest changed by 16 which increased total open position to 367
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 7766.95, which was 976.2 higher than the previous day. The implied volatity was 25.95, the open interest changed by 23 which increased total open position to 350
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 6900, which was -1900 lower than the previous day. The implied volatity was 34.94, the open interest changed by 226 which increased total open position to 327
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 8800, which was -661.6 lower than the previous day. The implied volatity was 33.88, the open interest changed by 4 which increased total open position to 101
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 9461.6, which was -6417.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 97
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 9461.6, which was -6417.7 lower than the previous day. The implied volatity was 46.58, the open interest changed by 98 which increased total open position to 98
| BANKNIFTY 28-Apr-2026 (4d) 44000 PE | |||||||
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Delta: 0
Vega: 0
Theta: 5.03
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55917.55 | 1.15 | -0.40000000000000013 | 71.11 | 833 | -463 | 5,744 |
| 23 Apr | 56305.00 | 1.55 | -0.1499999999999999 | 68.2 | 2,060 | -1,215 | 6,210 |
| 22 Apr | 57124.45 | 1.25 | -0.8999999999999999 | 64.57 | 836 | 77 | 7,431 |
| 21 Apr | 57371.45 | 1.9 | -1.8000000000000003 | 63.18 | 2,939 | -39 | 7,367 |
| 20 Apr | 56582.35 | 3.9 | 2 | 60.39 | 4,345 | -1,073 | 7,418 |
| 17 Apr | 56565.70 | 1.7 | -4.05 | 48.27 | 6,396 | 1,473 | 8,503 |
| 16 Apr | 56086.40 | 5.15 | -1.6499999999999995 | 49.51 | 3,125 | -159 | 7,030 |
| 15 Apr | 56301.95 | 6.95 | -6.1499999999999995 | 49.87 | 5,845 | -192 | 7,163 |
| 13 Apr | 55605.05 | 13.1 | -1.200000000000001 | 47.93 | 8,713 | -1,189 | 7,316 |
| 10 Apr | 55912.75 | 14 | -12.850000000000001 | 45.27 | 6,801 | -326 | 8,505 |
| 9 Apr | 54821.70 | 26.25 | 0.6499999999999986 | 44.48 | 7,782 | -147 | 8,831 |
| 8 Apr | 55703.90 | 24.25 | -61.55 | 46.48 | 22,985 | -3,269 | 8,980 |
| 7 Apr | 52716.25 | 86 | -24 | 44.74 | 19,182 | -1,315 | 12,163 |
| 6 Apr | 52609.10 | 109.65 | -36.45 | 45.43 | 31,128 | -2,125 | 13,480 |
| 2 Apr | 51548.75 | 142.25 | 21.1 | 40.7 | 48,812 | 4,056 | 15,646 |
| 1 Apr | 51448.65 | 120.05 | -115.45 | 38.41 | 38,688 | 3,652 | 11,615 |
| 30 Mar | 50275.35 | 230 | 121.1 | 38.98 | 17,232 | 6,980 | 7,702 |
| 27 Mar | 52274.60 | 108.9 | 66.95 | 37.36 | 428 | 422 | 716 |
| 25 Mar | 53708.10 | 41.95 | 20 | 34.01 | 34 | 32 | 292 |
| 24 Mar | 52605.65 | 21.95 | 21.9 | 28.31 | 260 | 200 | 200 |
For Nifty Bank - strike price 44000 expiring on 28APR2026
Delta for 44000 PE is 0
Historical price for 44000 PE is as follows
On 24 Apr BANKNIFTY was trading at 55917.55. The strike last trading price was 1.15, which was -0.40000000000000013 lower than the previous day. The implied volatity was 71.11, the open interest changed by -463 which decreased total open position to 5744
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1.55, which was -0.1499999999999999 lower than the previous day. The implied volatity was 68.2, the open interest changed by -1215 which decreased total open position to 6210
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1.25, which was -0.8999999999999999 lower than the previous day. The implied volatity was 64.57, the open interest changed by 77 which increased total open position to 7431
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 1.9, which was -1.8000000000000003 lower than the previous day. The implied volatity was 63.18, the open interest changed by -39 which decreased total open position to 7367
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 3.9, which was 2 higher than the previous day. The implied volatity was 60.39, the open interest changed by -1073 which decreased total open position to 7418
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1.7, which was -4.05 lower than the previous day. The implied volatity was 48.27, the open interest changed by 1473 which increased total open position to 8503
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 5.15, which was -1.6499999999999995 lower than the previous day. The implied volatity was 49.51, the open interest changed by -159 which decreased total open position to 7030
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 6.95, which was -6.1499999999999995 lower than the previous day. The implied volatity was 49.87, the open interest changed by -192 which decreased total open position to 7163
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 13.1, which was -1.200000000000001 lower than the previous day. The implied volatity was 47.93, the open interest changed by -1189 which decreased total open position to 7316
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 14, which was -12.850000000000001 lower than the previous day. The implied volatity was 45.27, the open interest changed by -326 which decreased total open position to 8505
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 26.25, which was 0.6499999999999986 higher than the previous day. The implied volatity was 44.48, the open interest changed by -147 which decreased total open position to 8831
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 24.25, which was -61.55 lower than the previous day. The implied volatity was 46.48, the open interest changed by -3269 which decreased total open position to 8980
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 86, which was -24 lower than the previous day. The implied volatity was 44.74, the open interest changed by -1315 which decreased total open position to 12163
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 109.65, which was -36.45 lower than the previous day. The implied volatity was 45.43, the open interest changed by -2125 which decreased total open position to 13480
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 142.25, which was 21.1 higher than the previous day. The implied volatity was 40.7, the open interest changed by 4056 which increased total open position to 15646
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 120.05, which was -115.45 lower than the previous day. The implied volatity was 38.41, the open interest changed by 3652 which increased total open position to 11615
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 230, which was 121.1 higher than the previous day. The implied volatity was 38.98, the open interest changed by 6980 which increased total open position to 7702
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 108.9, which was 66.95 higher than the previous day. The implied volatity was 37.36, the open interest changed by 422 which increased total open position to 716
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 41.95, which was 20 higher than the previous day. The implied volatity was 34.01, the open interest changed by 32 which increased total open position to 292
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 21.95, which was 21.9 higher than the previous day. The implied volatity was 28.31, the open interest changed by 200 which increased total open position to 200
