[--[65.84.65.76]--]

BANKNIFTY

Nifty Bank
55903.05 -401.95 (-0.71%)
L: 55850.2 H: 56460.5

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Historical option data for BANKNIFTY

24 Apr 2026 01:33 PM IST
BANKNIFTY 28-Apr-2026 (4d) 46200 CE
Delta: 0.94
Vega: 0.07
Theta: -93.53
Gamma: 0.00002
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 55917.55 9935.3 -3778.050000000001 115.23 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 39.63 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 13713.35 0 - 0 0 0
7 Apr 52716.25 13713.35 0 - 0 0 0
6 Apr 52609.10 13713.35 0 - 0 0 0
2 Apr 51548.75 13713.35 0 - 0 0 0
1 Apr 51448.65 13713.35 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
23 Mar 51437.75 0 0 - 0 0 0
20 Mar 53427.05 0 0 - 0 0 0


For Nifty Bank - strike price 46200 expiring on 28APR2026

Delta for 46200 CE is 0.94

Historical price for 46200 CE is as follows

On 24 Apr BANKNIFTY was trading at 55917.55. The strike last trading price was 9935.3, which was -3778.050000000001 lower than the previous day. The implied volatity was 115.23, 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 39.63, 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 13713.35, 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 13713.35, 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 13713.35, 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 13713.35, 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 13713.35, 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


On 23 Mar BANKNIFTY was trading at 51437.75. 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 20 Mar BANKNIFTY was trading at 53427.05. 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


BANKNIFTY 28-Apr-2026 (4d) 46200 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 55917.55 4 0 - 0 0 31
23 Apr 56305.00 4 0 - 0 0 31
22 Apr 57124.45 4 0 55.99 0 0 31
21 Apr 57371.45 4 -0.40000000000000036 55.99 2 0 31
20 Apr 56582.35 4.15 -0.25 - 0 0 31
17 Apr 56565.70 4.15 -4.5 42.98 49 0 31
16 Apr 56086.40 8.5 -3 42.72 75 30 32
15 Apr 56301.95 11.5 -38.75 43.84 5 1 2
13 Apr 55605.05 50.25 0 39.61 0 0 1
10 Apr 55912.75 50.25 0 - 0 0 1
9 Apr 54821.70 50.25 0 - 0 0 1
8 Apr 55703.90 50.25 49.9 - 0 0 1
7 Apr 52716.25 50.25 49.9 - 0 0 1
6 Apr 52609.10 50.25 49.9 30.39 1 0 0
2 Apr 51548.75 0.35 0 9.46 0 0 0
1 Apr 51448.65 0.35 0 9.27 0 0 0
30 Mar 50275.35 0.35 0 7.49 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
23 Mar 51437.75 0 0 - 0 0 0
20 Mar 53427.05 0 0 - 0 0 0


For Nifty Bank - strike price 46200 expiring on 28APR2026

Delta for 46200 PE is -

Historical price for 46200 PE is as follows

On 24 Apr BANKNIFTY was trading at 55917.55. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31


On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31


On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 55.99, the open interest changed by 0 which decreased total open position to 31


On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 4, which was -0.40000000000000036 lower than the previous day. The implied volatity was 55.99, the open interest changed by 0 which decreased total open position to 31


On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 4.15, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31


On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 4.15, which was -4.5 lower than the previous day. The implied volatity was 42.98, the open interest changed by 0 which decreased total open position to 31


On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 8.5, which was -3 lower than the previous day. The implied volatity was 42.72, the open interest changed by 30 which increased total open position to 32


On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 11.5, which was -38.75 lower than the previous day. The implied volatity was 43.84, the open interest changed by 1 which increased total open position to 2


On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 50.25, which was 0 lower than the previous day. The implied volatity was 39.61, the open interest changed by 0 which decreased total open position to 1


On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 50.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 50.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 50.25, which was 49.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 50.25, which was 49.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 50.25, which was 49.9 higher than the previous day. The implied volatity was 30.39, 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 0.35, which was 0 lower than the previous day. The implied volatity was 9.46, 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 0.35, which was 0 lower than the previous day. The implied volatity was 9.27, 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 0.35, which was 0 lower than the previous day. The implied volatity was 7.49, 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


On 23 Mar BANKNIFTY was trading at 51437.75. 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 20 Mar BANKNIFTY was trading at 53427.05. 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