BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 04:10 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 45700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 0.09
Theta: -147.59
Gamma: 0.00002
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 56089.75 | 10754.15 | -3451.3500000000004 | 141.22 | 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 | 26.96 | 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 | 14205.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 52716.25 | 14205.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 52609.10 | 14205.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 51548.75 | 14205.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 51448.65 | 14205.5 | 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 45700 expiring on 28APR2026
Delta for 45700 CE is 0.92
Historical price for 45700 CE is as follows
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 10754.15, which was -3451.3500000000004 lower than the previous day. The implied volatity was 141.22, 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 26.96, 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 14205.5, 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 14205.5, 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 14205.5, 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 14205.5, 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 14205.5, 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) 45700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0
Theta: 3.05
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 56089.75 | 3.2 | 2.0500000000000003 | 68.34 | 1 | 0 | 11 |
| 23 Apr | 56305.00 | 1.15 | -3.2500000000000004 | 57.77 | 3 | 0 | 11 |
| 22 Apr | 57124.45 | 3.5 | -0.9000000000000004 | 57.96 | 0 | 0 | 11 |
| 21 Apr | 57371.45 | 3.5 | -2 | 57.96 | 23 | 10 | 11 |
| 20 Apr | 56582.35 | 7.45 | 7.25 | 55.66 | 27 | 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 | 27.01 | 0 | 0 | 0 |
| 10 Apr | 55912.75 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 54821.70 | 0 | 0 | 17.68 | 0 | 0 | 0 |
| 8 Apr | 55703.90 | 0.2 | 0 | 18.94 | 0 | 0 | 0 |
| 7 Apr | 52716.25 | 0.2 | 0 | 13.13 | 0 | 0 | 0 |
| 6 Apr | 52609.10 | 0.2 | 0 | 12.77 | 0 | 0 | 0 |
| 2 Apr | 51548.75 | 0.2 | 0 | 10.21 | 0 | 0 | 0 |
| 1 Apr | 51448.65 | 0.2 | 0 | 10.01 | 0 | 0 | 0 |
| 30 Mar | 50275.35 | 0.2 | 0 | 8.26 | 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 45700 expiring on 28APR2026
Delta for 45700 PE is 0
Historical price for 45700 PE is as follows
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 3.2, which was 2.0500000000000003 higher than the previous day. The implied volatity was 68.34, the open interest changed by 0 which decreased total open position to 11
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1.15, which was -3.2500000000000004 lower than the previous day. The implied volatity was 57.77, the open interest changed by 0 which decreased total open position to 11
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 3.5, which was -0.9000000000000004 lower than the previous day. The implied volatity was 57.96, the open interest changed by 0 which decreased total open position to 11
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 3.5, which was -2 lower than the previous day. The implied volatity was 57.96, the open interest changed by 10 which increased total open position to 11
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 7.45, which was 7.25 higher than the previous day. The implied volatity was 55.66, 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 27.01, 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 17.68, 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 0.2, which was 0 lower than the previous day. The implied volatity was 18.94, 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 0.2, which was 0 lower than the previous day. The implied volatity was 13.13, 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 0.2, which was 0 lower than the previous day. The implied volatity was 12.77, 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 0.2, which was 0 lower than the previous day. The implied volatity was 10.21, 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 0.2, which was 0 lower than the previous day. The implied volatity was 10.01, 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 0.2, which was 0 lower than the previous day. The implied volatity was 8.26, 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
