BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:33 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 46000 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.05
Theta: -50.61
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55917.55 | 10055.7 | -322.2999999999993 | 98.77 | 19 | -3 | 227 | |||||||||
| 23 Apr | 56305.00 | 10378 | -931 | 79.26 | 35 | -8 | 230 | |||||||||
| 22 Apr | 57124.45 | 11309 | 0 | 57 | 0 | 0 | 238 | |||||||||
| 21 Apr | 57371.45 | 11309 | 677.2999999999993 | 57 | 1 | 0 | 237 | |||||||||
| 20 Apr | 56582.35 | 10631.7 | 125.20000000000073 | 52.62 | 4 | -2 | 239 | |||||||||
| 17 Apr | 56565.70 | 10506.5 | 401.5499999999993 | 44.59 | 1 | 0 | 242 | |||||||||
| 16 Apr | 56086.40 | 10104.95 | -489.14999999999964 | 43.32 | 6 | 0 | 242 | |||||||||
| 15 Apr | 56301.95 | 10594.1 | 846.8000000000011 | 44.51 | 10 | -3 | 246 | |||||||||
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| 13 Apr | 55605.05 | 9744.55 | -255.45000000000073 | 49.2 | 2 | 0 | 251 | |||||||||
| 10 Apr | 55912.75 | 10000 | 1068.6000000000004 | 41.64 | 6 | -4 | 251 | |||||||||
| 9 Apr | 54821.70 | 8931.4 | -943.25 | 45.82 | 16 | -1 | 260 | |||||||||
| 8 Apr | 55703.90 | 9873 | 2784.7 | 38.42 | 44 | -29 | 261 | |||||||||
| 7 Apr | 52716.25 | 7088.3 | 138.3 | 37.89 | 13 | -7 | 291 | |||||||||
| 6 Apr | 52609.10 | 6950 | 1010.3 | 34.72 | 20 | -5 | 300 | |||||||||
| 2 Apr | 51548.75 | 6023.2 | 58.5 | 31.72 | 266 | 85 | 306 | |||||||||
| 1 Apr | 51448.65 | 6019.3 | 930.85 | 31.89 | 321 | -125 | 222 | |||||||||
| 30 Mar | 50275.35 | 5131.3 | -1888.7 | 34.22 | 139 | 32 | 347 | |||||||||
| 27 Mar | 52274.60 | 7020 | -1361 | 37.11 | 111 | 41 | 312 | |||||||||
| 25 Mar | 53708.10 | 8381 | 1081 | 41.02 | 2 | 1 | 271 | |||||||||
| 24 Mar | 52605.65 | 7300 | 997.35 | 30.37 | 5 | -2 | 272 | |||||||||
| 23 Mar | 51437.75 | 6200 | -2580.9 | 33.46 | 142 | 100 | 274 | |||||||||
| 20 Mar | 53427.05 | 8780.9 | -5129.3 | 53.58 | 174 | 62 | 62 | |||||||||
For Nifty Bank - strike price 46000 expiring on 28APR2026
Delta for 46000 CE is 0.97
Historical price for 46000 CE is as follows
On 24 Apr BANKNIFTY was trading at 55917.55. The strike last trading price was 10055.7, which was -322.2999999999993 lower than the previous day. The implied volatity was 98.77, the open interest changed by -3 which decreased total open position to 227
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 10378, which was -931 lower than the previous day. The implied volatity was 79.26, the open interest changed by -8 which decreased total open position to 230
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 11309, which was 0 lower than the previous day. The implied volatity was 57, the open interest changed by 0 which decreased total open position to 238
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 11309, which was 677.2999999999993 higher than the previous day. The implied volatity was 57, the open interest changed by 0 which decreased total open position to 237
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 10631.7, which was 125.20000000000073 higher than the previous day. The implied volatity was 52.62, the open interest changed by -2 which decreased total open position to 239
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 10506.5, which was 401.5499999999993 higher than the previous day. The implied volatity was 44.59, the open interest changed by 0 which decreased total open position to 242
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 10104.95, which was -489.14999999999964 lower than the previous day. The implied volatity was 43.32, the open interest changed by 0 which decreased total open position to 242
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 10594.1, which was 846.8000000000011 higher than the previous day. The implied volatity was 44.51, the open interest changed by -3 which decreased total open position to 246
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 9744.55, which was -255.45000000000073 lower than the previous day. The implied volatity was 49.2, the open interest changed by 0 which decreased total open position to 251
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 10000, which was 1068.6000000000004 higher than the previous day. The implied volatity was 41.64, the open interest changed by -4 which decreased total open position to 251
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 8931.4, which was -943.25 lower than the previous day. The implied volatity was 45.82, the open interest changed by -1 which decreased total open position to 260
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 9873, which was 2784.7 higher than the previous day. The implied volatity was 38.42, the open interest changed by -29 which decreased total open position to 261
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 7088.3, which was 138.3 higher than the previous day. The implied volatity was 37.89, the open interest changed by -7 which decreased total open position to 291
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 6950, which was 1010.3 higher than the previous day. The implied volatity was 34.72, the open interest changed by -5 which decreased total open position to 300
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 6023.2, which was 58.5 higher than the previous day. The implied volatity was 31.72, the open interest changed by 85 which increased total open position to 306
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 6019.3, which was 930.85 higher than the previous day. The implied volatity was 31.89, the open interest changed by -125 which decreased total open position to 222
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 5131.3, which was -1888.7 lower than the previous day. The implied volatity was 34.22, the open interest changed by 32 which increased total open position to 347
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 7020, which was -1361 lower than the previous day. The implied volatity was 37.11, the open interest changed by 41 which increased total open position to 312
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 8381, which was 1081 higher than the previous day. The implied volatity was 41.02, the open interest changed by 1 which increased total open position to 271
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 7300, which was 997.35 higher than the previous day. The implied volatity was 30.37, the open interest changed by -2 which decreased total open position to 272
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 6200, which was -2580.9 lower than the previous day. The implied volatity was 33.46, the open interest changed by 100 which increased total open position to 274
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 8780.9, which was -5129.3 lower than the previous day. The implied volatity was 53.58, the open interest changed by 62 which increased total open position to 62
| BANKNIFTY 28-Apr-2026 (4d) 46000 PE | |||||||
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Delta: 0
Vega: 0
Theta: 4.47
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55917.55 | 1.95 | -0.55 | 61.69 | 503 | 35 | 5,093 |
| 23 Apr | 56305.00 | 2.5 | 0.04999999999999982 | 59.35 | 3,483 | -464 | 5,041 |
| 22 Apr | 57124.45 | 2.6 | -0.6499999999999999 | 58.09 | 2,939 | -324 | 5,505 |
| 21 Apr | 57371.45 | 2.55 | -3.1000000000000005 | 54.83 | 8,369 | -440 | 5,826 |
| 20 Apr | 56582.35 | 5.6 | 1.0499999999999998 | 52.53 | 5,612 | 352 | 6,262 |
| 17 Apr | 56565.70 | 4.6 | -3.9000000000000004 | 44.46 | 7,875 | 149 | 5,915 |
| 16 Apr | 56086.40 | 7.7 | -2.45 | 43.1 | 5,160 | -1,029 | 5,768 |
| 15 Apr | 56301.95 | 9.55 | -14.8 | 43.25 | 12,307 | -3,160 | 6,802 |
| 13 Apr | 55605.05 | 23.5 | -1.6999999999999993 | 43.01 | 17,631 | 1,978 | 10,000 |
| 10 Apr | 55912.75 | 24.75 | -22.15 | 40.79 | 10,284 | 1,754 | 8,018 |
| 9 Apr | 54821.70 | 47 | 6.100000000000001 | 40.1 | 8,468 | 184 | 6,262 |
| 8 Apr | 55703.90 | 41.75 | -128.1 | 42.17 | 21,828 | -2,591 | 6,094 |
| 7 Apr | 52716.25 | 160 | -42.1 | 40.96 | 16,637 | 452 | 8,290 |
| 6 Apr | 52609.10 | 202.2 | -84.3 | 41.91 | 22,237 | -267 | 7,871 |
| 2 Apr | 51548.75 | 269.9 | 19.25 | 37.64 | 36,055 | 4,095 | 8,168 |
| 1 Apr | 51448.65 | 250 | 21.45 | 36.07 | 22,254 | 3,990 | 4,112 |
| 30 Mar | 50275.35 | 228.55 | 228.25 | 29.6 | 122 | 117 | 117 |
| 27 Mar | 52274.60 | 0.3 | 0 | 9.98 | 0 | 0 | 0 |
| 25 Mar | 53708.10 | 0.3 | 0 | 11.72 | 0 | 0 | 0 |
| 24 Mar | 52605.65 | 0.3 | 0 | 10.09 | 0 | 0 | 0 |
| 23 Mar | 51437.75 | 0.3 | 0 | 8.48 | 0 | 0 | 0 |
| 20 Mar | 53427.05 | 0.3 | 0 | 10.45 | 0 | 0 | 0 |
For Nifty Bank - strike price 46000 expiring on 28APR2026
Delta for 46000 PE is 0
Historical price for 46000 PE is as follows
On 24 Apr BANKNIFTY was trading at 55917.55. The strike last trading price was 1.95, which was -0.55 lower than the previous day. The implied volatity was 61.69, the open interest changed by 35 which increased total open position to 5093
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 2.5, which was 0.04999999999999982 higher than the previous day. The implied volatity was 59.35, the open interest changed by -464 which decreased total open position to 5041
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 2.6, which was -0.6499999999999999 lower than the previous day. The implied volatity was 58.09, the open interest changed by -324 which decreased total open position to 5505
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 2.55, which was -3.1000000000000005 lower than the previous day. The implied volatity was 54.83, the open interest changed by -440 which decreased total open position to 5826
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 5.6, which was 1.0499999999999998 higher than the previous day. The implied volatity was 52.53, the open interest changed by 352 which increased total open position to 6262
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 4.6, which was -3.9000000000000004 lower than the previous day. The implied volatity was 44.46, the open interest changed by 149 which increased total open position to 5915
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 7.7, which was -2.45 lower than the previous day. The implied volatity was 43.1, the open interest changed by -1029 which decreased total open position to 5768
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 9.55, which was -14.8 lower than the previous day. The implied volatity was 43.25, the open interest changed by -3160 which decreased total open position to 6802
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 23.5, which was -1.6999999999999993 lower than the previous day. The implied volatity was 43.01, the open interest changed by 1978 which increased total open position to 10000
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 24.75, which was -22.15 lower than the previous day. The implied volatity was 40.79, the open interest changed by 1754 which increased total open position to 8018
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 47, which was 6.100000000000001 higher than the previous day. The implied volatity was 40.1, the open interest changed by 184 which increased total open position to 6262
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 41.75, which was -128.1 lower than the previous day. The implied volatity was 42.17, the open interest changed by -2591 which decreased total open position to 6094
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 160, which was -42.1 lower than the previous day. The implied volatity was 40.96, the open interest changed by 452 which increased total open position to 8290
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 202.2, which was -84.3 lower than the previous day. The implied volatity was 41.91, the open interest changed by -267 which decreased total open position to 7871
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 269.9, which was 19.25 higher than the previous day. The implied volatity was 37.64, the open interest changed by 4095 which increased total open position to 8168
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 250, which was 21.45 higher than the previous day. The implied volatity was 36.07, the open interest changed by 3990 which increased total open position to 4112
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 228.55, which was 228.25 higher than the previous day. The implied volatity was 29.6, the open interest changed by 117 which increased total open position to 117
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 9.98, 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 0.3, which was 0 lower than the previous day. The implied volatity was 11.72, 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 0.3, which was 0 lower than the previous day. The implied volatity was 10.09, the open interest changed by 0 which decreased total open position to 0
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 8.48, the open interest changed by 0 which decreased total open position to 0
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 10.45, the open interest changed by 0 which decreased total open position to 0
