BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
13 Apr 2026 04:10 PM IST
| BANKNIFTY 28-Apr-2026 (14d) 45500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.99
Vega: 0.04
Theta: 0.86
Gamma: 0.00001
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Apr | 55605.05 | 9447.05 | 0 | 44.57 | 0 | 0 | 7 | |||||||||
| 10 Apr | 55912.75 | 9447.05 | 0 | 44.9 | 0 | 0 | 7 | |||||||||
| 9 Apr | 54821.70 | 9447.05 | 3019.3999999999996 | 44.9 | 24 | -19 | 12 | |||||||||
| 8 Apr | 55703.90 | 6427.65 | -33.2 | - | 0 | 0 | 31 | |||||||||
| 7 Apr | 52716.25 | 6427.65 | -33.2 | - | 0 | 0 | 31 | |||||||||
| 6 Apr | 52609.10 | 6427.65 | -33.2 | - | 0 | 0 | 31 | |||||||||
| 2 Apr | 51548.75 | 6427.65 | -33.2 | 26.51 | 62 | -5 | 32 | |||||||||
| 1 Apr | 51448.65 | 6460.85 | 857.8 | 30.92 | 185 | -114 | 38 | |||||||||
| 30 Mar | 50275.35 | 5668.9 | -2009.25 | 38.1 | 14 | 7 | 152 | |||||||||
| 27 Mar | 52274.60 | 7678.15 | -240.7 | 45.08 | 5 | 0 | 145 | |||||||||
| 25 Mar | 53708.10 | 7918.85 | -6483.55 | - | 0 | 0 | 145 | |||||||||
|
|
||||||||||||||||
| 24 Mar | 52605.65 | 7918.85 | -6483.55 | 38.04 | 151 | 146 | 146 | |||||||||
For Nifty Bank - strike price 45500 expiring on 28APR2026
Delta for 45500 CE is 0.99
Historical price for 45500 CE is as follows
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 9447.05, which was 0 lower than the previous day. The implied volatity was 44.57, the open interest changed by 0 which decreased total open position to 7
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 9447.05, which was 0 lower than the previous day. The implied volatity was 44.9, the open interest changed by 0 which decreased total open position to 7
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 9447.05, which was 3019.3999999999996 higher than the previous day. The implied volatity was 44.9, the open interest changed by -19 which decreased total open position to 12
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 6427.65, which was -33.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 6427.65, which was -33.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 6427.65, which was -33.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 6427.65, which was -33.2 lower than the previous day. The implied volatity was 26.51, the open interest changed by -5 which decreased total open position to 32
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 6460.85, which was 857.8 higher than the previous day. The implied volatity was 30.92, the open interest changed by -114 which decreased total open position to 38
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 5668.9, which was -2009.25 lower than the previous day. The implied volatity was 38.1, the open interest changed by 7 which increased total open position to 152
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 7678.15, which was -240.7 lower than the previous day. The implied volatity was 45.08, the open interest changed by 0 which decreased total open position to 145
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 7918.85, which was -6483.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 145
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 7918.85, which was -6483.55 lower than the previous day. The implied volatity was 38.04, the open interest changed by 146 which increased total open position to 146
| BANKNIFTY 28-Apr-2026 (14d) 45500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.03
Theta: 2.34
Gamma: 0.00001
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Apr | 55605.05 | 17.15 | -5 | 43.28 | 2,900 | 98 | 1,402 |
| 10 Apr | 55912.75 | 22.25 | -18.450000000000003 | 42.13 | 1,995 | -3 | 1,304 |
| 9 Apr | 54821.70 | 41.45 | 5.900000000000006 | 41.34 | 2,287 | -75 | 1,307 |
| 8 Apr | 55703.90 | 33.5 | -107.85 | 42.71 | 6,398 | -115 | 1,383 |
| 7 Apr | 52716.25 | 142.15 | -30.85 | 42.25 | 3,061 | 495 | 1,507 |
| 6 Apr | 52609.10 | 175.75 | -69 | 42.91 | 5,713 | 183 | 1,038 |
| 2 Apr | 51548.75 | 235.7 | 168.95 | 38.67 | 2,453 | 716 | 865 |
| 1 Apr | 51448.65 | 66.75 | 66.55 | 28.36 | 296 | 147 | 147 |
| 30 Mar | 50275.35 | 0.2 | 0 | 8.56 | 0 | 0 | 0 |
| 27 Mar | 52274.60 | 0.2 | 0 | 11.1 | 0 | 0 | 0 |
| 25 Mar | 53708.10 | 0.2 | 0 | 12.35 | 0 | 0 | 0 |
| 24 Mar | 52605.65 | 0.2 | 0 | 10.72 | 0 | 0 | 0 |
For Nifty Bank - strike price 45500 expiring on 28APR2026
Delta for 45500 PE is -0.01
Historical price for 45500 PE is as follows
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 17.15, which was -5 lower than the previous day. The implied volatity was 43.28, the open interest changed by 98 which increased total open position to 1402
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 22.25, which was -18.450000000000003 lower than the previous day. The implied volatity was 42.13, the open interest changed by -3 which decreased total open position to 1304
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 41.45, which was 5.900000000000006 higher than the previous day. The implied volatity was 41.34, the open interest changed by -75 which decreased total open position to 1307
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 33.5, which was -107.85 lower than the previous day. The implied volatity was 42.71, the open interest changed by -115 which decreased total open position to 1383
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 142.15, which was -30.85 lower than the previous day. The implied volatity was 42.25, the open interest changed by 495 which increased total open position to 1507
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 175.75, which was -69 lower than the previous day. The implied volatity was 42.91, the open interest changed by 183 which increased total open position to 1038
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 235.7, which was 168.95 higher than the previous day. The implied volatity was 38.67, the open interest changed by 716 which increased total open position to 865
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 66.75, which was 66.55 higher than the previous day. The implied volatity was 28.36, the open interest changed by 147 which increased total open position to 147
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 8.56, 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 0.2, which was 0 lower than the previous day. The implied volatity was 11.1, 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 0.2, which was 0 lower than the previous day. The implied volatity was 12.35, 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 0.2, which was 0 lower than the previous day. The implied volatity was 10.72, the open interest changed by 0 which decreased total open position to 0
