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Historical option data for BANKNIFTY

17 Jul 2026 04:10 PM
BANKNIFTY 28-Jul-2026 (11d) 46000 CE
Delta: 0
Vega: 0
Theta: 0
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
17 Jul 58521.40 11580 0 (0.00%) 0 1 0 732
16 Jul 57582.25 11580 30 (0.26%) 59.44 1 0 733
15 Jul 57757.85 11550 0 (0.00%) 0 2 0 733
14 Jul 57462.30 11550 -406.85 (-3.40%) 40.71 2 -1 734
13 Jul 58131.45 11956.85 0 (0.00%) 0 27 0 735
10 Jul 58045.90 11956.85 488 (4.26%) 37.27 27 20 728
9 Jul 57252.45 11468.85 731.85 (6.82%) 35.75 13 10 706
8 Jul 56742.60 10737 -1058.85 (-8.98%) 33.38 30 -18 703
7 Jul 58200.70 11795.85 0 (0.00%) 0 520 0 721
6 Jul 58291.50 11795.85 0 (0.00%) 0 520 0 721
3 Jul 57938.50 11795.85 0 (0.00%) 0 520 0 721
2 Jul 58031.65 11795.85 0 (0.00%) 0 520 0 721
1 Jul 58033.05 11795.85 0 (0.00%) 0 520 0 721
30 Jun 57542.90 11877.2 -90.35 (-0.75%) 32.8 520 418 716
29 Jun 57727.35 12052 -405.8 (-3.26%) 33.12 250 234 297
25 Jun 58177.05 12450.35 150.35 (1.22%) 29.21 24 20 67
24 Jun 58150.35 12300 842.1 (7.35%) 31.72 25 24 46
23 Jun 57183.75 11359.95 -792.1 (-6.52%) 31.28 19 18 21
22 Jun 57935.60 12152.05 2030 (20.06%) 31.02 3 1 1
19 Jun 57685.75 0 0 (0.00%) 0 0 0 0
18 Jun 57963.80 0 0 (0.00%) 0 0 0 0
17 Jun 57585.05 0 0 (0.00%) 0 0 0 0
16 Jun 57297.15 0 0 (0.00%) 0 0 0 0
15 Jun 57198.80 0 0 (0.00%) 0 0 0 0
12 Jun 56814.80 0 0 (0.00%) 0 0 0 0
11 Jun 55176.75 0 0 (0.00%) 0 0 0 0
10 Jun 55100.30 0 0 (0.00%) 0 0 0 0
9 Jun 55194.50 0 0 (0.00%) 0 0 0 0
8 Jun 54063.75 0 0 (0.00%) 0 0 0 0
5 Jun 54496.25 0 0 (0.00%) 0 0 0 0
4 Jun 54307.85 0 0 (0.00%) 0 0 0 0
3 Jun 54185.95 0 0 (0.00%) 0 0 0 0
2 Jun 53714.65 0 0 (0.00%) 0 0 0 0
1 Jun 53643.10 0 0 (0.00%) 0 0 0 0
29 May 54239.20 0 0 (0.00%) 0 0 0 0
27 May 54853.85 0 0 (0.00%) 0 0 0 0
26 May 55092.90 0 0 (0.00%) 0 0 0 0
25 May 55293.65 0 0 (0.00%) 0 0 0 0
22 May 54055.35 0 0 (0.00%) 0 0 0 0
21 May 53439.40 0 0 (0.00%) 0 0 0 0
20 May 53562.20 0 0 (0.00%) 0 0 0 0
19 May 53409.15 0 0 (0.00%) 0 0 0 0


For Nifty Bank - strike price 46000 expiring on 28JUL2026

Delta for 46000 CE is 0

Historical price for 46000 CE is as follows

On 17 Jul BANKNIFTY was trading at 58521.40. The strike last trading price was 11580, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 732


On 16 Jul BANKNIFTY was trading at 57582.25. The strike last trading price was 11580, which was 30 higher than the previous day. The implied volatity was 59.44, the open interest changed by 0 which decreased total open position to 733


On 15 Jul BANKNIFTY was trading at 57757.85. The strike last trading price was 11550, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 733


On 14 Jul BANKNIFTY was trading at 57462.30. The strike last trading price was 11550, which was -406.85 lower than the previous day. The implied volatity was 40.71, the open interest changed by -1 which decreased total open position to 734


On 13 Jul BANKNIFTY was trading at 58131.45. The strike last trading price was 11956.85, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 735


On 10 Jul BANKNIFTY was trading at 58045.90. The strike last trading price was 11956.85, which was 488 higher than the previous day. The implied volatity was 37.27, the open interest changed by 20 which increased total open position to 728


On 9 Jul BANKNIFTY was trading at 57252.45. The strike last trading price was 11468.85, which was 731.85 higher than the previous day. The implied volatity was 35.75, the open interest changed by 10 which increased total open position to 706


On 8 Jul BANKNIFTY was trading at 56742.60. The strike last trading price was 10737, which was -1058.85 lower than the previous day. The implied volatity was 33.38, the open interest changed by -18 which decreased total open position to 703


On 7 Jul BANKNIFTY was trading at 58200.70. The strike last trading price was 11795.85, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 721


On 6 Jul BANKNIFTY was trading at 58291.50. The strike last trading price was 11795.85, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 721


On 3 Jul BANKNIFTY was trading at 57938.50. The strike last trading price was 11795.85, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 721


On 2 Jul BANKNIFTY was trading at 58031.65. The strike last trading price was 11795.85, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 721


On 1 Jul BANKNIFTY was trading at 58033.05. The strike last trading price was 11795.85, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 721


On 30 Jun BANKNIFTY was trading at 57542.90. The strike last trading price was 11877.2, which was -90.35 lower than the previous day. The implied volatity was 32.8, the open interest changed by 418 which increased total open position to 716


On 29 Jun BANKNIFTY was trading at 57727.35. The strike last trading price was 12052, which was -405.8 lower than the previous day. The implied volatity was 33.12, the open interest changed by 234 which increased total open position to 297


On 25 Jun BANKNIFTY was trading at 58177.05. The strike last trading price was 12450.35, which was 150.35 higher than the previous day. The implied volatity was 29.21, the open interest changed by 20 which increased total open position to 67


On 24 Jun BANKNIFTY was trading at 58150.35. The strike last trading price was 12300, which was 842.1 higher than the previous day. The implied volatity was 31.72, the open interest changed by 24 which increased total open position to 46


On 23 Jun BANKNIFTY was trading at 57183.75. The strike last trading price was 11359.95, which was -792.1 lower than the previous day. The implied volatity was 31.28, the open interest changed by 18 which increased total open position to 21


On 22 Jun BANKNIFTY was trading at 57935.60. The strike last trading price was 12152.05, which was 2030 higher than the previous day. The implied volatity was 31.02, the open interest changed by 1 which increased total open position to 1


On 19 Jun BANKNIFTY was trading at 57685.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 18 Jun BANKNIFTY was trading at 57963.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


BANKNIFTY 28-Jul-2026 (11d) 46000 PE
Delta: 0
Vega: 0
Theta: 6.14
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
17 Jul 58521.40 1.45 -0.45 (-23.68%) 45.64 796 1 4,107
16 Jul 57582.25 1.8 -0.3 (-14.29%) 41.82 1,011 -114 4,106
15 Jul 57757.85 2.15 -0.7 (-24.56%) 41.23 3,800 774 4,220
14 Jul 57462.30 2.8 -0.65 (-18.84%) 39.97 1,871 899 3,446
13 Jul 58131.45 3.05 -0.8 (-20.78%) 40.84 801 81 2,547
10 Jul 58045.90 3.65 -1 (-21.51%) 37.89 1,579 134 2,468
9 Jul 57252.45 4.2 0 (0.00%) 35.63 2,131 75 2,331
8 Jul 56742.60 4.2 1.6 (61.54%) 33.57 2,159 -60 2,256
7 Jul 58200.70 2.65 -0.6 (-18.46%) 34.31 905 9 2,337
6 Jul 58291.50 3.35 -0.2 (-5.63%) 34.6 763 -45 2,328
3 Jul 57938.50 3.4 -1.35 (-28.42%) 31.98 1,899 -80 2,376
2 Jul 58031.65 4.65 -1.7 (-26.77%) 32.36 2,523 718 2,456
1 Jul 58033.05 6.25 -4.45 (-41.59%) 32.67 1,660 524 1,738
30 Jun 57542.90 8.7 -1.3 (-13.00%) 32.8 966 245 1,214
29 Jun 57727.35 11.3 1 (9.71%) 33.6 744 317 969
25 Jun 58177.05 11 -0.8 (-6.78%) 32.15 194 -4 650
24 Jun 58150.35 11.75 0.9 (8.29%) 31.92 279 34 654
23 Jun 57183.75 11 -1.15 (-9.47%) 29.11 137 14 621
22 Jun 57935.60 12 -2.3 (-16.08%) 30.63 189 27 608
19 Jun 57685.75 13.2 -1.7 (-11.41%) 29.42 273 45 591
18 Jun 57963.80 15.25 -3.45 (-18.45%) 30.14 243 3 547
17 Jun 57585.05 18.1 -3.75 (-17.16%) 29.65 178 20 546
16 Jun 57297.15 23 -1.65 (-6.69%) 29.74 295 -29 528
15 Jun 57198.80 25 -3.05 (-10.87%) 29.46 509 -7 558
12 Jun 56814.80 28.15 -12.2 (-30.24%) 28.32 524 68 568
11 Jun 55176.75 37.5 -1.45 (-3.72%) 26.04 142 35 502
10 Jun 55100.30 39 -7.95 (-16.93%) 25.72 494 -29 485
9 Jun 55194.50 46 -14 (-23.33%) 26.41 324 40 522
8 Jun 54063.75 63.2 17.4 (37.99%) 24.89 200 30 495
5 Jun 54496.25 45.55 -3.05 (-6.28%) 24.05 244 -98 466
4 Jun 54307.85 47.25 -11.7 (-19.85%) 23.57 78 -13 563
3 Jun 54185.95 58 -1.85 (-3.09%) 24.02 322 23 578
2 Jun 53714.65 62.1 -4.5 (-6.76%) 23.15 188 18 555
1 Jun 53643.10 69 12.2 (21.48%) 23.05 150 53 535
29 May 54239.20 56.8 11.4 (25.11%) 22.97 279 84 482
27 May 54853.85 46.9 -13 (-21.70%) 23.11 420 144 404
26 May 55092.90 60 0.7 (1.18%) 24.4 134 25 260
25 May 55293.65 55 -50.35 (-47.79%) 24.33 165 -8 264
22 May 54055.35 103.75 -47.2 (-31.27%) 24.28 181 89 271
21 May 53439.40 150.95 -23.05 (-13.25%) 24.56 151 132 182
20 May 53562.20 174.2 -5.8 (-3.22%) 25.56 141 43 54
19 May 53409.15 180 53.2 (41.96%) 25.25 9 7 9


For Nifty Bank - strike price 46000 expiring on 28JUL2026

Delta for 46000 PE is 0

Historical price for 46000 PE is as follows

On 17 Jul BANKNIFTY was trading at 58521.40. The strike last trading price was 1.45, which was -0.45 lower than the previous day. The implied volatity was 45.64, the open interest changed by 1 which increased total open position to 4107


On 16 Jul BANKNIFTY was trading at 57582.25. The strike last trading price was 1.8, which was -0.3 lower than the previous day. The implied volatity was 41.82, the open interest changed by -114 which decreased total open position to 4106


On 15 Jul BANKNIFTY was trading at 57757.85. The strike last trading price was 2.15, which was -0.7 lower than the previous day. The implied volatity was 41.23, the open interest changed by 774 which increased total open position to 4220


On 14 Jul BANKNIFTY was trading at 57462.30. The strike last trading price was 2.8, which was -0.65 lower than the previous day. The implied volatity was 39.97, the open interest changed by 899 which increased total open position to 3446


On 13 Jul BANKNIFTY was trading at 58131.45. The strike last trading price was 3.05, which was -0.8 lower than the previous day. The implied volatity was 40.84, the open interest changed by 81 which increased total open position to 2547


On 10 Jul BANKNIFTY was trading at 58045.90. The strike last trading price was 3.65, which was -1 lower than the previous day. The implied volatity was 37.89, the open interest changed by 134 which increased total open position to 2468


On 9 Jul BANKNIFTY was trading at 57252.45. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 35.63, the open interest changed by 75 which increased total open position to 2331


On 8 Jul BANKNIFTY was trading at 56742.60. The strike last trading price was 4.2, which was 1.6 higher than the previous day. The implied volatity was 33.57, the open interest changed by -60 which decreased total open position to 2256


On 7 Jul BANKNIFTY was trading at 58200.70. The strike last trading price was 2.65, which was -0.6 lower than the previous day. The implied volatity was 34.31, the open interest changed by 9 which increased total open position to 2337


On 6 Jul BANKNIFTY was trading at 58291.50. The strike last trading price was 3.35, which was -0.2 lower than the previous day. The implied volatity was 34.6, the open interest changed by -45 which decreased total open position to 2328


On 3 Jul BANKNIFTY was trading at 57938.50. The strike last trading price was 3.4, which was -1.35 lower than the previous day. The implied volatity was 31.98, the open interest changed by -80 which decreased total open position to 2376


On 2 Jul BANKNIFTY was trading at 58031.65. The strike last trading price was 4.65, which was -1.7 lower than the previous day. The implied volatity was 32.36, the open interest changed by 718 which increased total open position to 2456


On 1 Jul BANKNIFTY was trading at 58033.05. The strike last trading price was 6.25, which was -4.45 lower than the previous day. The implied volatity was 32.67, the open interest changed by 524 which increased total open position to 1738


On 30 Jun BANKNIFTY was trading at 57542.90. The strike last trading price was 8.7, which was -1.3 lower than the previous day. The implied volatity was 32.8, the open interest changed by 245 which increased total open position to 1214


On 29 Jun BANKNIFTY was trading at 57727.35. The strike last trading price was 11.3, which was 1 higher than the previous day. The implied volatity was 33.6, the open interest changed by 317 which increased total open position to 969


On 25 Jun BANKNIFTY was trading at 58177.05. The strike last trading price was 11, which was -0.8 lower than the previous day. The implied volatity was 32.15, the open interest changed by -4 which decreased total open position to 650


On 24 Jun BANKNIFTY was trading at 58150.35. The strike last trading price was 11.75, which was 0.9 higher than the previous day. The implied volatity was 31.92, the open interest changed by 34 which increased total open position to 654


On 23 Jun BANKNIFTY was trading at 57183.75. The strike last trading price was 11, which was -1.15 lower than the previous day. The implied volatity was 29.11, the open interest changed by 14 which increased total open position to 621


On 22 Jun BANKNIFTY was trading at 57935.60. The strike last trading price was 12, which was -2.3 lower than the previous day. The implied volatity was 30.63, the open interest changed by 27 which increased total open position to 608


On 19 Jun BANKNIFTY was trading at 57685.75. The strike last trading price was 13.2, which was -1.7 lower than the previous day. The implied volatity was 29.42, the open interest changed by 45 which increased total open position to 591


On 18 Jun BANKNIFTY was trading at 57963.80. The strike last trading price was 15.25, which was -3.45 lower than the previous day. The implied volatity was 30.14, the open interest changed by 3 which increased total open position to 547


On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 18.1, which was -3.75 lower than the previous day. The implied volatity was 29.65, the open interest changed by 20 which increased total open position to 546


On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 23, which was -1.65 lower than the previous day. The implied volatity was 29.74, the open interest changed by -29 which decreased total open position to 528


On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 25, which was -3.05 lower than the previous day. The implied volatity was 29.46, the open interest changed by -7 which decreased total open position to 558


On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 28.15, which was -12.2 lower than the previous day. The implied volatity was 28.32, the open interest changed by 68 which increased total open position to 568


On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 37.5, which was -1.45 lower than the previous day. The implied volatity was 26.04, the open interest changed by 35 which increased total open position to 502


On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 39, which was -7.95 lower than the previous day. The implied volatity was 25.72, the open interest changed by -29 which decreased total open position to 485


On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 46, which was -14 lower than the previous day. The implied volatity was 26.41, the open interest changed by 40 which increased total open position to 522


On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 63.2, which was 17.4 higher than the previous day. The implied volatity was 24.89, the open interest changed by 30 which increased total open position to 495


On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 45.55, which was -3.05 lower than the previous day. The implied volatity was 24.05, the open interest changed by -98 which decreased total open position to 466


On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 47.25, which was -11.7 lower than the previous day. The implied volatity was 23.57, the open interest changed by -13 which decreased total open position to 563


On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 58, which was -1.85 lower than the previous day. The implied volatity was 24.02, the open interest changed by 23 which increased total open position to 578


On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 62.1, which was -4.5 lower than the previous day. The implied volatity was 23.15, the open interest changed by 18 which increased total open position to 555


On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 69, which was 12.2 higher than the previous day. The implied volatity was 23.05, the open interest changed by 53 which increased total open position to 535


On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 56.8, which was 11.4 higher than the previous day. The implied volatity was 22.97, the open interest changed by 84 which increased total open position to 482


On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 46.9, which was -13 lower than the previous day. The implied volatity was 23.11, the open interest changed by 144 which increased total open position to 404


On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 60, which was 0.7 higher than the previous day. The implied volatity was 24.4, the open interest changed by 25 which increased total open position to 260


On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 55, which was -50.35 lower than the previous day. The implied volatity was 24.33, the open interest changed by -8 which decreased total open position to 264


On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 103.75, which was -47.2 lower than the previous day. The implied volatity was 24.28, the open interest changed by 89 which increased total open position to 271


On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 150.95, which was -23.05 lower than the previous day. The implied volatity was 24.56, the open interest changed by 132 which increased total open position to 182


On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 174.2, which was -5.8 lower than the previous day. The implied volatity was 25.56, the open interest changed by 43 which increased total open position to 54


On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 180, which was 53.2 higher than the previous day. The implied volatity was 25.25, the open interest changed by 7 which increased total open position to 9