BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
01 Apr 2026 04:12 PM IST
| BANKNIFTY 28-Apr-2026 (26d) 45000 CE | ||||||||||||||||
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Delta: 0.99
Vega: 3.61
Theta: -13.62
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 | |||||||||
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| 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 0.99
Historical price for 45000 CE is as follows
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 (26d) 45000 PE | |||||||
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Delta: -0.07
Vega: 19.13
Theta: -12.09
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.07
Historical price for 45000 PE is as follows
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
