BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:33 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 45900 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.04
Theta: -39.96
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55917.55 | 10081.05 | -769.9000000000015 | 94.69 | 2 | 0 | 16 | |||||||||
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| 23 Apr | 56305.00 | 10850.95 | 0 | - | 0 | 0 | 16 | |||||||||
| 22 Apr | 57124.45 | 10850.95 | 0 | - | 0 | 0 | 16 | |||||||||
| 21 Apr | 57371.45 | 10850.95 | 0 | 52.53 | 0 | 0 | 16 | |||||||||
| 20 Apr | 56582.35 | 10850.95 | 5712.450000000001 | 52.53 | 2 | 1 | 17 | |||||||||
| 17 Apr | 56565.70 | 5138.5 | 0 | - | 0 | 0 | 16 | |||||||||
| 16 Apr | 56086.40 | 5138.5 | 0 | - | 0 | 0 | 16 | |||||||||
| 15 Apr | 56301.95 | 5138.5 | 0 | - | 0 | 0 | 16 | |||||||||
| 13 Apr | 55605.05 | 5138.5 | 0 | 2.38 | 0 | 0 | 16 | |||||||||
| 10 Apr | 55912.75 | 5138.5 | 0 | - | 0 | 0 | 16 | |||||||||
| 9 Apr | 54821.70 | 5138.5 | 0 | - | 0 | 0 | 16 | |||||||||
| 8 Apr | 55703.90 | 5138.5 | -8870.15 | - | 0 | 0 | 16 | |||||||||
| 7 Apr | 52716.25 | 5138.5 | -8870.15 | - | 0 | 0 | 16 | |||||||||
| 6 Apr | 52609.10 | 5138.5 | -8870.15 | - | 0 | 0 | 16 | |||||||||
| 2 Apr | 51548.75 | 5138.5 | -8870.15 | 8.7 | 16 | 10 | 10 | |||||||||
| 1 Apr | 51448.65 | 14008.65 | 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 45900 expiring on 28APR2026
Delta for 45900 CE is 0.97
Historical price for 45900 CE is as follows
On 24 Apr BANKNIFTY was trading at 55917.55. The strike last trading price was 10081.05, which was -769.9000000000015 lower than the previous day. The implied volatity was 94.69, the open interest changed by 0 which decreased total open position to 16
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 10850.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 10850.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 10850.95, which was 0 lower than the previous day. The implied volatity was 52.53, the open interest changed by 0 which decreased total open position to 16
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 10850.95, which was 5712.450000000001 higher than the previous day. The implied volatity was 52.53, the open interest changed by 1 which increased total open position to 17
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 5138.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 5138.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 5138.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 5138.5, which was 0 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 16
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 5138.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 5138.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 5138.5, which was -8870.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 5138.5, which was -8870.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 5138.5, which was -8870.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 5138.5, which was -8870.15 lower than the previous day. The implied volatity was 8.7, the open interest changed by 10 which increased total open position to 10
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 14008.65, 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) 45900 PE | |||||||
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Delta: 0
Vega: 0
Theta: 4.86
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55917.55 | 1.6 | -0.9499999999999997 | 61.44 | 61 | 6 | 75 |
| 23 Apr | 56305.00 | 2.55 | -0.20000000000000018 | 59.9 | 9 | 0 | 69 |
| 22 Apr | 57124.45 | 2.8 | -1.4500000000000002 | 58.92 | 12 | -4 | 71 |
| 21 Apr | 57371.45 | 5.55 | 0.04999999999999982 | 59.7 | 19 | -4 | 74 |
| 20 Apr | 56582.35 | 5.55 | 1.4500000000000002 | 52.9 | 334 | 38 | 78 |
| 17 Apr | 56565.70 | 4.2 | -3.95 | 44.35 | 78 | 9 | 35 |
| 16 Apr | 56086.40 | 7.95 | -2.3 | 43.64 | 236 | -15 | 35 |
| 15 Apr | 56301.95 | 9.6 | 9.35 | 43.69 | 886 | 50 | 50 |
| 13 Apr | 55605.05 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 55912.75 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 54821.70 | 0 | 0 | 17.43 | 0 | 0 | 0 |
| 8 Apr | 55703.90 | 0.25 | 0 | 17.91 | 0 | 0 | 0 |
| 7 Apr | 52716.25 | 0.25 | 0 | 12.83 | 0 | 0 | 0 |
| 6 Apr | 52609.10 | 0.25 | 0 | 12.45 | 0 | 0 | 0 |
| 2 Apr | 51548.75 | 0.25 | 0 | 9.91 | 0 | 0 | 0 |
| 1 Apr | 51448.65 | 0.25 | 0 | 9.72 | 0 | 0 | 0 |
| 30 Mar | 50275.35 | 0.25 | 0 | 7.95 | 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 45900 expiring on 28APR2026
Delta for 45900 PE is 0
Historical price for 45900 PE is as follows
On 24 Apr BANKNIFTY was trading at 55917.55. The strike last trading price was 1.6, which was -0.9499999999999997 lower than the previous day. The implied volatity was 61.44, the open interest changed by 6 which increased total open position to 75
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 2.55, which was -0.20000000000000018 lower than the previous day. The implied volatity was 59.9, the open interest changed by 0 which decreased total open position to 69
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 2.8, which was -1.4500000000000002 lower than the previous day. The implied volatity was 58.92, the open interest changed by -4 which decreased total open position to 71
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 5.55, which was 0.04999999999999982 higher than the previous day. The implied volatity was 59.7, the open interest changed by -4 which decreased total open position to 74
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 5.55, which was 1.4500000000000002 higher than the previous day. The implied volatity was 52.9, the open interest changed by 38 which increased total open position to 78
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 4.2, which was -3.95 lower than the previous day. The implied volatity was 44.35, the open interest changed by 9 which increased total open position to 35
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 7.95, which was -2.3 lower than the previous day. The implied volatity was 43.64, the open interest changed by -15 which decreased total open position to 35
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 9.6, which was 9.35 higher than the previous day. The implied volatity was 43.69, the open interest changed by 50 which increased total open position to 50
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 17.43, 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 0.25, which was 0 lower than the previous day. The implied volatity was 17.91, 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 0.25, which was 0 lower than the previous day. The implied volatity was 12.83, 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 0.25, which was 0 lower than the previous day. The implied volatity was 12.45, 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 0.25, which was 0 lower than the previous day. The implied volatity was 9.91, 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 0.25, which was 0 lower than the previous day. The implied volatity was 9.72, 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 0.25, which was 0 lower than the previous day. The implied volatity was 7.95, 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
