BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:32 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 45400 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0.1
Theta: -167.89
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55936.40 | 10967.3 | -3533.550000000001 | 149.75 | 1 | 0 | 0 | |||||||||
| 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 | - | 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 | 14500.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 52716.25 | 14500.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 52609.10 | 14500.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 51548.75 | 14500.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 51448.65 | 14500.85 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 45400 expiring on 28APR2026
Delta for 45400 CE is 0.91
Historical price for 45400 CE is as follows
On 24 Apr BANKNIFTY was trading at 55936.40. The strike last trading price was 10967.3, which was -3533.550000000001 lower than the previous day. The implied volatity was 149.75, the open interest changed by 0 which decreased total open position to 0
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 -, 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 14500.85, 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 14500.85, 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 14500.85, 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 14500.85, 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 14500.85, 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) 45400 PE | |||||||
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Delta: 0
Vega: 0
Theta: 5.57
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55936.40 | 0.9 | -0.7499999999999999 | 61.34 | 23 | 20 | 63 |
| 23 Apr | 56305.00 | 1.65 | 0 | 60.92 | 1 | 0 | 44 |
| 22 Apr | 57124.45 | 1.65 | -2.1 | 59.21 | 1 | 0 | 45 |
| 21 Apr | 57371.45 | 3.75 | -0.25 | 59.76 | 42 | 11 | 47 |
| 20 Apr | 56582.35 | 4.5 | 1.2000000000000002 | 54.23 | 32 | 30 | 37 |
| 17 Apr | 56565.70 | 3.3 | 3.15 | 45.45 | 33 | 2 | 2 |
| 16 Apr | 56086.40 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 56301.95 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 55605.05 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 55912.75 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 54821.70 | 0 | 0 | 18.86 | 0 | 0 | 0 |
| 8 Apr | 55703.90 | 0.15 | 0 | 19.28 | 0 | 0 | 0 |
| 7 Apr | 52716.25 | 0.15 | 0 | 14.18 | 0 | 0 | 0 |
| 6 Apr | 52609.10 | 0.15 | 0 | 13.21 | 0 | 0 | 0 |
| 2 Apr | 51548.75 | 0.15 | 0 | 11.13 | 0 | 0 | 0 |
| 1 Apr | 51448.65 | 0.15 | 0 | 10.92 | 0 | 0 | 0 |
| 30 Mar | 50275.35 | 0.15 | 0 | 8.71 | 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 45400 expiring on 28APR2026
Delta for 45400 PE is 0
Historical price for 45400 PE is as follows
On 24 Apr BANKNIFTY was trading at 55936.40. The strike last trading price was 0.9, which was -0.7499999999999999 lower than the previous day. The implied volatity was 61.34, the open interest changed by 20 which increased total open position to 63
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 60.92, the open interest changed by 0 which decreased total open position to 44
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1.65, which was -2.1 lower than the previous day. The implied volatity was 59.21, the open interest changed by 0 which decreased total open position to 45
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 3.75, which was -0.25 lower than the previous day. The implied volatity was 59.76, the open interest changed by 11 which increased total open position to 47
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 4.5, which was 1.2000000000000002 higher than the previous day. The implied volatity was 54.23, the open interest changed by 30 which increased total open position to 37
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 3.3, which was 3.15 higher than the previous day. The implied volatity was 45.45, the open interest changed by 2 which increased total open position to 2
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 -, 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 18.86, 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 19.28, 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 14.18, 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 13.21, 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 11.13, 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 10.92, 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 0.15, which was 0 lower than the previous day. The implied volatity was 8.71, 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
