BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:33 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 45000 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.05
Theta: -60.28
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55917.55 | 11045 | -286.5499999999993 | 112.62 | 55 | -5 | 824 | |||||||||
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| 23 Apr | 56305.00 | 11345.9 | -805.8000000000011 | 78.18 | 33 | -2 | 830 | |||||||||
| 22 Apr | 57124.45 | 12151.7 | 655.7000000000007 | 77.26 | 15 | -6 | 832 | |||||||||
| 21 Apr | 57371.45 | 11496 | 0 | - | 0 | 0 | 838 | |||||||||
| 20 Apr | 56582.35 | 11496 | 0 | - | 0 | 0 | 838 | |||||||||
| 17 Apr | 56565.70 | 11496 | 363.60000000000036 | 47.25 | 5 | 1 | 839 | |||||||||
| 16 Apr | 56086.40 | 11105 | -265 | 46.25 | 18 | 3 | 836 | |||||||||
| 15 Apr | 56301.95 | 11370 | 1674 | 43.17 | 11 | -4 | 834 | |||||||||
| 13 Apr | 55605.05 | 9696 | -1304 | 45.69 | 22 | -1 | 838 | |||||||||
| 10 Apr | 55912.75 | 11000 | 1041.6499999999996 | 43.13 | 4 | 0 | 839 | |||||||||
| 9 Apr | 54821.70 | 10000 | -836.8999999999996 | 38 | 13 | -1 | 839 | |||||||||
| 8 Apr | 55703.90 | 10899 | 2999.55 | 37.69 | 160 | -39 | 841 | |||||||||
| 7 Apr | 52716.25 | 7872.75 | 53.75 | 29.65 | 243 | 79 | 881 | |||||||||
| 6 Apr | 52609.10 | 8020 | 1117.95 | 44.64 | 313 | -87 | 801 | |||||||||
| 2 Apr | 51548.75 | 6864.4 | 4.05 | 26.93 | 890 | 254 | 888 | |||||||||
| 1 Apr | 51448.65 | 6865.8 | 925.95 | 22.73 | 305 | 104 | 633 | |||||||||
| 30 Mar | 50275.35 | 6068.05 | -1629.4 | 37.36 | 529 | -52 | 530 | |||||||||
| 27 Mar | 52274.60 | 7650 | -1815 | 23.47 | 492 | 424 | 576 | |||||||||
| 25 Mar | 53708.10 | 9465 | 1115.2 | 48.68 | 3 | 0 | 151 | |||||||||
| 24 Mar | 52605.65 | 8449.6 | -6445.1 | 41.52 | 281 | 152 | 152 | |||||||||
For Nifty Bank - strike price 45000 expiring on 28APR2026
Delta for 45000 CE is 0.97
Historical price for 45000 CE is as follows
On 24 Apr BANKNIFTY was trading at 55917.55. The strike last trading price was 11045, which was -286.5499999999993 lower than the previous day. The implied volatity was 112.62, the open interest changed by -5 which decreased total open position to 824
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 11345.9, which was -805.8000000000011 lower than the previous day. The implied volatity was 78.18, the open interest changed by -2 which decreased total open position to 830
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 12151.7, which was 655.7000000000007 higher than the previous day. The implied volatity was 77.26, the open interest changed by -6 which decreased total open position to 832
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 11496, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 838
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 11496, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 838
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 11496, which was 363.60000000000036 higher than the previous day. The implied volatity was 47.25, the open interest changed by 1 which increased total open position to 839
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 11105, which was -265 lower than the previous day. The implied volatity was 46.25, the open interest changed by 3 which increased total open position to 836
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 11370, which was 1674 higher than the previous day. The implied volatity was 43.17, the open interest changed by -4 which decreased total open position to 834
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 9696, which was -1304 lower than the previous day. The implied volatity was 45.69, the open interest changed by -1 which decreased total open position to 838
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 11000, which was 1041.6499999999996 higher than the previous day. The implied volatity was 43.13, the open interest changed by 0 which decreased total open position to 839
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 10000, which was -836.8999999999996 lower than the previous day. The implied volatity was 38, the open interest changed by -1 which decreased total open position to 839
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 10899, which was 2999.55 higher than the previous day. The implied volatity was 37.69, the open interest changed by -39 which decreased total open position to 841
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 7872.75, which was 53.75 higher than the previous day. The implied volatity was 29.65, the open interest changed by 79 which increased total open position to 881
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 8020, which was 1117.95 higher than the previous day. The implied volatity was 44.64, the open interest changed by -87 which decreased total open position to 801
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 6864.4, which was 4.05 higher than the previous day. The implied volatity was 26.93, the open interest changed by 254 which increased total open position to 888
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 6865.8, which was 925.95 higher than the previous day. The implied volatity was 22.73, the open interest changed by 104 which increased total open position to 633
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 6068.05, which was -1629.4 lower than the previous day. The implied volatity was 37.36, the open interest changed by -52 which decreased total open position to 530
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 7650, which was -1815 lower than the previous day. The implied volatity was 23.47, the open interest changed by 424 which increased total open position to 576
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 9465, which was 1115.2 higher than the previous day. The implied volatity was 48.68, the open interest changed by 0 which decreased total open position to 151
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 8449.6, which was -6445.1 lower than the previous day. The implied volatity was 41.52, the open interest changed by 152 which increased total open position to 152
| BANKNIFTY 28-Apr-2026 (4d) 45000 PE | |||||||
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Delta: 0
Vega: 0
Theta: 4.91
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55917.55 | 1.4 | -0.25 | 66 | 1,373 | -302 | 5,252 |
| 23 Apr | 56305.00 | 1.05 | -0.6499999999999999 | 60.44 | 3,010 | -425 | 5,520 |
| 22 Apr | 57124.45 | 1.5 | -0.9500000000000002 | 60.42 | 1,109 | -175 | 5,965 |
| 21 Apr | 57371.45 | 2.15 | -2.2500000000000004 | 58.88 | 3,488 | 397 | 6,162 |
| 20 Apr | 56582.35 | 4.6 | 2.1499999999999995 | 56.39 | 5,373 | -1,645 | 5,768 |
| 17 Apr | 56565.70 | 2.5 | -4.3 | 45.88 | 5,965 | 1,011 | 7,413 |
| 16 Apr | 56086.40 | 5.9 | -2.4499999999999993 | 46 | 4,281 | -46 | 6,410 |
| 15 Apr | 56301.95 | 8.65 | -9.1 | 46.89 | 6,601 | -1,260 | 6,456 |
| 13 Apr | 55605.05 | 17.4 | -1.5 | 45.44 | 14,745 | 784 | 7,586 |
| 10 Apr | 55912.75 | 17.95 | -18.099999999999998 | 42.84 | 16,558 | -923 | 6,803 |
| 9 Apr | 54821.70 | 36.3 | 4.599999999999998 | 42.52 | 10,779 | -292 | 7,726 |
| 8 Apr | 55703.90 | 31 | -89.6 | 44.17 | 23,396 | 319 | 8,017 |
| 7 Apr | 52716.25 | 121.35 | -25.9 | 43.16 | 18,013 | -1,061 | 7,609 |
| 6 Apr | 52609.10 | 146.55 | -56.7 | 43.5 | 22,159 | 168 | 8,672 |
| 2 Apr | 51548.75 | 201.65 | 27.45 | 39.45 | 31,273 | 3,434 | 8,593 |
| 1 Apr | 51448.65 | 172 | -81.55 | 37.12 | 20,953 | 4,395 | 5,167 |
| 30 Mar | 50275.35 | 253.55 | 233.1 | 34.76 | 772 | 752 | 754 |
| 27 Mar | 52274.60 | 20.45 | 20.35 | 25.18 | 2 | 0 | 0 |
| 25 Mar | 53708.10 | 0.1 | 0 | 12.97 | 0 | 0 | 0 |
| 24 Mar | 52605.65 | 0.1 | 0 | 11.85 | 0 | 0 | 0 |
For Nifty Bank - strike price 45000 expiring on 28APR2026
Delta for 45000 PE is 0
Historical price for 45000 PE is as follows
On 24 Apr BANKNIFTY was trading at 55917.55. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 66, the open interest changed by -302 which decreased total open position to 5252
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1.05, which was -0.6499999999999999 lower than the previous day. The implied volatity was 60.44, the open interest changed by -425 which decreased total open position to 5520
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1.5, which was -0.9500000000000002 lower than the previous day. The implied volatity was 60.42, the open interest changed by -175 which decreased total open position to 5965
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 2.15, which was -2.2500000000000004 lower than the previous day. The implied volatity was 58.88, the open interest changed by 397 which increased total open position to 6162
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 4.6, which was 2.1499999999999995 higher than the previous day. The implied volatity was 56.39, the open interest changed by -1645 which decreased total open position to 5768
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 2.5, which was -4.3 lower than the previous day. The implied volatity was 45.88, the open interest changed by 1011 which increased total open position to 7413
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 5.9, which was -2.4499999999999993 lower than the previous day. The implied volatity was 46, the open interest changed by -46 which decreased total open position to 6410
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 8.65, which was -9.1 lower than the previous day. The implied volatity was 46.89, the open interest changed by -1260 which decreased total open position to 6456
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 17.4, which was -1.5 lower than the previous day. The implied volatity was 45.44, the open interest changed by 784 which increased total open position to 7586
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 17.95, which was -18.099999999999998 lower than the previous day. The implied volatity was 42.84, the open interest changed by -923 which decreased total open position to 6803
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 36.3, which was 4.599999999999998 higher than the previous day. The implied volatity was 42.52, the open interest changed by -292 which decreased total open position to 7726
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 31, which was -89.6 lower than the previous day. The implied volatity was 44.17, the open interest changed by 319 which increased total open position to 8017
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 121.35, which was -25.9 lower than the previous day. The implied volatity was 43.16, the open interest changed by -1061 which decreased total open position to 7609
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 146.55, which was -56.7 lower than the previous day. The implied volatity was 43.5, the open interest changed by 168 which increased total open position to 8672
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 201.65, which was 27.45 higher than the previous day. The implied volatity was 39.45, the open interest changed by 3434 which increased total open position to 8593
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 172, which was -81.55 lower than the previous day. The implied volatity was 37.12, the open interest changed by 4395 which increased total open position to 5167
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 253.55, which was 233.1 higher than the previous day. The implied volatity was 34.76, the open interest changed by 752 which increased total open position to 754
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 20.45, which was 20.35 higher than the previous day. The implied volatity was 25.18, the open interest changed by 0 which decreased total open position to 0
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 12.97, the open interest changed by 0 which decreased total open position to 0
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 11.85, the open interest changed by 0 which decreased total open position to 0
