BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:33 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 45300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.99
Vega: 0.02
Theta: -15.22
Gamma: 0.00001
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55917.55 | 10666 | -3933.2999999999993 | 83.69 | 2 | 1 | 1 | |||||||||
| 23 Apr | 56305.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 57124.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 57371.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 56582.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 56565.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 56086.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 56301.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 55605.05 | 0 | 0 | 43.96 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 10 Apr | 55912.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 54821.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 55703.90 | 14599.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 52716.25 | 14599.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 52609.10 | 14599.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 51548.75 | 14599.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 51448.65 | 14599.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 50275.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 52274.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 53708.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 52605.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 45300 expiring on 28APR2026
Delta for 45300 CE is 0.99
Historical price for 45300 CE is as follows
On 24 Apr BANKNIFTY was trading at 55917.55. The strike last trading price was 10666, which was -3933.2999999999993 lower than the previous day. The implied volatity was 83.69, 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 0, which was 0 lower 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 0, which was 0 lower 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 0, which was 0 lower 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 0, which was 0 lower 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 0, which was 0 lower 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 0, which was 0 lower 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 0, which was 0 lower 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 0, which was 0 lower than the previous day. The implied volatity was 43.96, the open interest changed by 0 which decreased total open position to 0
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 14599.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 14599.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 14599.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 14599.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 14599.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, 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, which was 0 lower than the previous day. The implied volatity was -, 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, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28-Apr-2026 (4d) 45300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0
Theta: 4.74
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55917.55 | 1.6 | -1.1 | 65.2 | 173 | 32 | 435 |
| 23 Apr | 56305.00 | 1.4 | -0.25 | 60.15 | 419 | 177 | 395 |
| 22 Apr | 57124.45 | 1.65 | -2.5000000000000004 | 59.28 | 30 | -6 | 218 |
| 21 Apr | 57371.45 | 5.45 | 0.6000000000000005 | 62.76 | 87 | -22 | 224 |
| 20 Apr | 56582.35 | 5.3 | 2.15 | 55.54 | 134 | 64 | 250 |
| 17 Apr | 56565.70 | 3.05 | -4.25 | 45.32 | 130 | -3 | 190 |
| 16 Apr | 56086.40 | 7.95 | -0.9999999999999991 | 46.25 | 351 | 156 | 191 |
| 15 Apr | 56301.95 | 9 | -11.7 | 45.85 | 198 | 9 | 36 |
| 13 Apr | 55605.05 | 16.25 | -5.949999999999999 | 43.77 | 49 | 17 | 28 |
| 10 Apr | 55912.75 | 22.55 | 22.400000000000002 | 42.99 | 134 | 7 | 7 |
| 9 Apr | 54821.70 | 0 | 0 | 18.88 | 0 | 0 | 0 |
| 8 Apr | 55703.90 | 0.15 | 0 | 19.39 | 0 | 0 | 0 |
| 7 Apr | 52716.25 | 0.15 | 0 | 14.33 | 0 | 0 | 0 |
| 6 Apr | 52609.10 | 0.15 | 0 | 13.95 | 0 | 0 | 0 |
| 2 Apr | 51548.75 | 0.15 | 0 | 11.28 | 0 | 0 | 0 |
| 1 Apr | 51448.65 | 0.15 | 0 | 11.07 | 0 | 0 | 0 |
| 30 Mar | 50275.35 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 52274.60 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 53708.10 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 52605.65 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 45300 expiring on 28APR2026
Delta for 45300 PE is 0
Historical price for 45300 PE is as follows
On 24 Apr BANKNIFTY was trading at 55917.55. The strike last trading price was 1.6, which was -1.1 lower than the previous day. The implied volatity was 65.2, the open interest changed by 32 which increased total open position to 435
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 60.15, the open interest changed by 177 which increased total open position to 395
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1.65, which was -2.5000000000000004 lower than the previous day. The implied volatity was 59.28, the open interest changed by -6 which decreased total open position to 218
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 5.45, which was 0.6000000000000005 higher than the previous day. The implied volatity was 62.76, the open interest changed by -22 which decreased total open position to 224
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 5.3, which was 2.15 higher than the previous day. The implied volatity was 55.54, the open interest changed by 64 which increased total open position to 250
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 3.05, which was -4.25 lower than the previous day. The implied volatity was 45.32, the open interest changed by -3 which decreased total open position to 190
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 7.95, which was -0.9999999999999991 lower than the previous day. The implied volatity was 46.25, the open interest changed by 156 which increased total open position to 191
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 9, which was -11.7 lower than the previous day. The implied volatity was 45.85, the open interest changed by 9 which increased total open position to 36
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 16.25, which was -5.949999999999999 lower than the previous day. The implied volatity was 43.77, the open interest changed by 17 which increased total open position to 28
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 22.55, which was 22.400000000000002 higher than the previous day. The implied volatity was 42.99, the open interest changed by 7 which increased total open position to 7
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 18.88, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 19.39, the open interest changed by 0 which decreased total open position to 0
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 14.33, the open interest changed by 0 which decreased total open position to 0
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 13.95, the open interest changed by 0 which decreased total open position to 0
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 11.28, the open interest changed by 0 which decreased total open position to 0
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 11.07, the open interest changed by 0 which decreased total open position to 0
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, 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, which was 0 lower than the previous day. The implied volatity was -, 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, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
