BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:32 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 46400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.97
Vega: 0.05
Theta: -47.06
Gamma: 0.00001
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55936.40 | 9754.8 | 3973.949999999999 | 94.14 | 2 | 0 | 7 | |||||||||
| 23 Apr | 56305.00 | 5780.85 | 0 | - | 0 | 0 | 7 | |||||||||
| 22 Apr | 57124.45 | 5780.85 | 0 | - | 0 | 0 | 7 | |||||||||
| 21 Apr | 57371.45 | 5780.85 | 0 | - | 0 | 0 | 7 | |||||||||
| 20 Apr | 56582.35 | 5780.85 | 0 | - | 0 | 0 | 7 | |||||||||
| 17 Apr | 56565.70 | 5780.85 | 0 | - | 0 | 0 | 7 | |||||||||
| 16 Apr | 56086.40 | 5780.85 | 0 | - | 0 | 0 | 7 | |||||||||
| 15 Apr | 56301.95 | 5780.85 | 0 | - | 0 | 0 | 7 | |||||||||
| 13 Apr | 55605.05 | 5780.85 | 0 | 46.33 | 0 | 0 | 7 | |||||||||
| 10 Apr | 55912.75 | 5780.85 | 0 | - | 0 | 0 | 7 | |||||||||
| 9 Apr | 54821.70 | 5780.85 | 0 | - | 0 | 0 | 7 | |||||||||
| 8 Apr | 55703.90 | 5780.85 | 990.45 | - | 0 | 0 | 7 | |||||||||
|
|
||||||||||||||||
| 7 Apr | 52716.25 | 5780.85 | 990.45 | - | 0 | 0 | 7 | |||||||||
| 6 Apr | 52609.10 | 5780.85 | 990.45 | - | 0 | 0 | 7 | |||||||||
| 2 Apr | 51548.75 | 5780.85 | 990.45 | - | 0 | 0 | 7 | |||||||||
| 1 Apr | 51448.65 | 5780.85 | 990.45 | 36.6 | 225 | -178 | 7 | |||||||||
| 30 Mar | 50275.35 | 4803.9 | -2215.8 | 34.22 | 33 | 6 | 185 | |||||||||
| 27 Mar | 52274.60 | 7019.7 | 610.05 | 47.42 | 14 | 0 | 180 | |||||||||
| 25 Mar | 53708.10 | 6409.65 | -7106.85 | - | 0 | 0 | 180 | |||||||||
| 24 Mar | 52605.65 | 6409.65 | -7106.85 | 23.13 | 183 | 178 | 178 | |||||||||
| 23 Mar | 51437.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 53427.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 46400 expiring on 28APR2026
Delta for 46400 CE is 0.97
Historical price for 46400 CE is as follows
On 24 Apr BANKNIFTY was trading at 55936.40. The strike last trading price was 9754.8, which was 3973.949999999999 higher than the previous day. The implied volatity was 94.14, the open interest changed by 0 which decreased total open position to 7
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 5780.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 5780.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 5780.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 5780.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 5780.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 5780.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 5780.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 5780.85, which was 0 lower than the previous day. The implied volatity was 46.33, the open interest changed by 0 which decreased total open position to 7
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 5780.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 5780.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 5780.85, which was 990.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 5780.85, which was 990.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 5780.85, which was 990.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 5780.85, which was 990.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 5780.85, which was 990.45 higher than the previous day. The implied volatity was 36.6, the open interest changed by -178 which decreased total open position to 7
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 4803.9, which was -2215.8 lower than the previous day. The implied volatity was 34.22, the open interest changed by 6 which increased total open position to 185
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 7019.7, which was 610.05 higher than the previous day. The implied volatity was 47.42, the open interest changed by 0 which decreased total open position to 180
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 6409.65, which was -7106.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 180
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 6409.65, which was -7106.85 lower than the previous day. The implied volatity was 23.13, the open interest changed by 178 which increased total open position to 178
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) 46400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55936.40 | 4.6 | 4.6 | - | 0 | 0 | 19 |
| 23 Apr | 56305.00 | 4.6 | 4.6 | - | 0 | 0 | 19 |
| 22 Apr | 57124.45 | 4.6 | 4.6 | 55.9 | 0 | 0 | 19 |
| 21 Apr | 57371.45 | 4.6 | -0.6500000000000004 | 55.9 | 19 | 0 | 19 |
| 20 Apr | 56582.35 | 5.25 | 0.25 | 51.26 | 2 | 0 | 21 |
| 17 Apr | 56565.70 | 4 | -6.800000000000001 | 41.97 | 75 | 15 | 21 |
| 16 Apr | 56086.40 | 10.8 | -2.1999999999999993 | 42.72 | 10 | 2 | 7 |
| 15 Apr | 56301.95 | 13 | -49.35 | 42.83 | 7 | 3 | 4 |
| 13 Apr | 55605.05 | 62.35 | 62.35 | 38.94 | 0 | 0 | 1 |
| 10 Apr | 55912.75 | 62.35 | 62.35 | - | 0 | 0 | 1 |
| 9 Apr | 54821.70 | 62.35 | 62.35 | - | 0 | 0 | 1 |
| 8 Apr | 55703.90 | 62.35 | 61.9 | - | 0 | 0 | 1 |
| 7 Apr | 52716.25 | 62.35 | 61.9 | - | 0 | 0 | 1 |
| 6 Apr | 52609.10 | 62.35 | 61.9 | 30.78 | 1 | 0 | 0 |
| 2 Apr | 51548.75 | 0.45 | 0 | 9.15 | 0 | 0 | 0 |
| 1 Apr | 51448.65 | 0.45 | 0 | 8.97 | 0 | 0 | 0 |
| 30 Mar | 50275.35 | 0.45 | 0 | 7.12 | 0 | 0 | 0 |
| 27 Mar | 52274.60 | 0.45 | 0 | 9.44 | 0 | 0 | 0 |
| 25 Mar | 53708.10 | 0.45 | 0 | 10.71 | 0 | 0 | 0 |
| 24 Mar | 52605.65 | 0.45 | 0 | 9.58 | 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 46400 expiring on 28APR2026
Delta for 46400 PE is -
Historical price for 46400 PE is as follows
On 24 Apr BANKNIFTY was trading at 55936.40. The strike last trading price was 4.6, which was 4.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 4.6, which was 4.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 4.6, which was 4.6 higher than the previous day. The implied volatity was 55.9, the open interest changed by 0 which decreased total open position to 19
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 4.6, which was -0.6500000000000004 lower than the previous day. The implied volatity was 55.9, the open interest changed by 0 which decreased total open position to 19
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 5.25, which was 0.25 higher than the previous day. The implied volatity was 51.26, the open interest changed by 0 which decreased total open position to 21
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 4, which was -6.800000000000001 lower than the previous day. The implied volatity was 41.97, the open interest changed by 15 which increased total open position to 21
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 10.8, which was -2.1999999999999993 lower than the previous day. The implied volatity was 42.72, the open interest changed by 2 which increased total open position to 7
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 13, which was -49.35 lower than the previous day. The implied volatity was 42.83, the open interest changed by 3 which increased total open position to 4
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 62.35, which was 62.35 higher than the previous day. The implied volatity was 38.94, 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 62.35, which was 62.35 higher 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 62.35, which was 62.35 higher 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 62.35, which was 61.9 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 62.35, which was 61.9 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 62.35, which was 61.9 higher than the previous day. The implied volatity was 30.78, 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 0.45, which was 0 lower than the previous day. The implied volatity was 9.15, 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 0.45, which was 0 lower than the previous day. The implied volatity was 8.97, 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 0.45, which was 0 lower than the previous day. The implied volatity was 7.12, 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 0.45, which was 0 lower than the previous day. The implied volatity was 9.44, 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 0.45, which was 0 lower than the previous day. The implied volatity was 10.71, 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 0.45, which was 0 lower than the previous day. The implied volatity was 9.58, 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
