BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
30 Mar 2026 04:12 PM IST
| BANKNIFTY 28-Apr-2026 (27d) 44000 CE | ||||||||||||||||
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Delta: 0.93
Vega: 18.13
Theta: -21.94
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 50275.35 | 6900 | -1900 | 34.94 | 299 | 226 | 327 | |||||||||
| 27 Mar | 52274.60 | 8800 | -661.6 | 33.88 | 42 | 4 | 101 | |||||||||
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| 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 0.93
Historical price for 44000 CE is as follows
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 (27d) 44000 PE | |||||||
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Delta: -0.09
Vega: 22.36
Theta: -13.77
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.09
Historical price for 44000 PE is as follows
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
