BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:34 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 46500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55908.35 | 9873.85 | 0 | - | 0 | 0 | 40 | |||||||||
| 23 Apr | 56305.00 | 9873.85 | 0 | - | 0 | 0 | 40 | |||||||||
| 22 Apr | 57124.45 | 9873.85 | 0 | - | 0 | 0 | 40 | |||||||||
| 21 Apr | 57371.45 | 9873.85 | 0 | - | 0 | 0 | 40 | |||||||||
| 20 Apr | 56582.35 | 9873.85 | 0 | - | 0 | 0 | 40 | |||||||||
| 17 Apr | 56565.70 | 9873.85 | 0 | - | 0 | 0 | 40 | |||||||||
| 16 Apr | 56086.40 | 9873.85 | 0 | 40.94 | 0 | 0 | 40 | |||||||||
| 15 Apr | 56301.95 | 9873.85 | 1389.25 | 40.94 | 5 | -2 | 40 | |||||||||
| 13 Apr | 55605.05 | 8484.6 | 0 | 41.74 | 0 | 0 | 42 | |||||||||
| 10 Apr | 55912.75 | 8484.6 | 0 | 43.49 | 0 | 0 | 42 | |||||||||
| 9 Apr | 54821.70 | 8484.6 | -965.3999999999996 | 43.49 | 33 | -20 | 42 | |||||||||
| 8 Apr | 55703.90 | 9450 | 3024.4 | 42.76 | 1 | 0 | 63 | |||||||||
| 7 Apr | 52716.25 | 6423.2 | 31.95 | - | 2 | 0 | 62 | |||||||||
| 6 Apr | 52609.10 | 6391.25 | 1383.25 | 26.19 | 4 | -1 | 62 | |||||||||
| 2 Apr | 51548.75 | 5008 | -607.9 | 21.94 | 39 | 29 | 63 | |||||||||
| 1 Apr | 51448.65 | 5620.1 | 1040.35 | 33.74 | 370 | -291 | 35 | |||||||||
| 30 Mar | 50275.35 | 4724.7 | -2031.85 | 34.26 | 67 | 33 | 326 | |||||||||
| 27 Mar | 52274.60 | 6756.55 | 766 | 42.4 | 23 | -11 | 293 | |||||||||
| 25 Mar | 53708.10 | 5881.1 | -1787.7 | - | 0 | 0 | 304 | |||||||||
| 24 Mar | 52605.65 | 5881.1 | -1787.7 | - | 0 | 0 | 304 | |||||||||
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| 23 Mar | 51437.75 | 5881.1 | -1787.7 | 36.3 | 250 | 187 | 304 | |||||||||
| 20 Mar | 53427.05 | 7500 | -21.6 | 24.8 | 143 | 91 | 118 | |||||||||
| 19 Mar | 53451.00 | 7519.95 | -916.4 | 23.26 | 11 | 8 | 26 | |||||||||
| 18 Mar | 55326.05 | 8436.35 | -248.85 | - | 0 | 0 | 18 | |||||||||
| 17 Mar | 54876.00 | 8436.35 | -248.85 | 27.54 | 4 | 2 | 16 | |||||||||
| 16 Mar | 54413.40 | 8627.3 | -4790.75 | 37.5 | 14 | 13 | 13 | |||||||||
For Nifty Bank - strike price 46500 expiring on 28APR2026
Delta for 46500 CE is -
Historical price for 46500 CE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 9873.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 9873.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 9873.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 9873.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 9873.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 9873.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 9873.85, which was 0 lower than the previous day. The implied volatity was 40.94, the open interest changed by 0 which decreased total open position to 40
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 9873.85, which was 1389.25 higher than the previous day. The implied volatity was 40.94, the open interest changed by -2 which decreased total open position to 40
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 8484.6, which was 0 lower than the previous day. The implied volatity was 41.74, the open interest changed by 0 which decreased total open position to 42
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 8484.6, which was 0 lower than the previous day. The implied volatity was 43.49, the open interest changed by 0 which decreased total open position to 42
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 8484.6, which was -965.3999999999996 lower than the previous day. The implied volatity was 43.49, the open interest changed by -20 which decreased total open position to 42
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 9450, which was 3024.4 higher than the previous day. The implied volatity was 42.76, the open interest changed by 0 which decreased total open position to 63
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 6423.2, which was 31.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 6391.25, which was 1383.25 higher than the previous day. The implied volatity was 26.19, the open interest changed by -1 which decreased total open position to 62
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 5008, which was -607.9 lower than the previous day. The implied volatity was 21.94, the open interest changed by 29 which increased total open position to 63
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 5620.1, which was 1040.35 higher than the previous day. The implied volatity was 33.74, the open interest changed by -291 which decreased total open position to 35
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 4724.7, which was -2031.85 lower than the previous day. The implied volatity was 34.26, the open interest changed by 33 which increased total open position to 326
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 6756.55, which was 766 higher than the previous day. The implied volatity was 42.4, the open interest changed by -11 which decreased total open position to 293
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 5881.1, which was -1787.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 304
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 5881.1, which was -1787.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 304
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 5881.1, which was -1787.7 lower than the previous day. The implied volatity was 36.3, the open interest changed by 187 which increased total open position to 304
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 7500, which was -21.6 lower than the previous day. The implied volatity was 24.8, the open interest changed by 91 which increased total open position to 118
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 7519.95, which was -916.4 lower than the previous day. The implied volatity was 23.26, the open interest changed by 8 which increased total open position to 26
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 8436.35, which was -248.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 8436.35, which was -248.85 lower than the previous day. The implied volatity was 27.54, the open interest changed by 2 which increased total open position to 16
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 8627.3, which was -4790.75 lower than the previous day. The implied volatity was 37.5, the open interest changed by 13 which increased total open position to 13
| BANKNIFTY 28-Apr-2026 (4d) 46500 PE | |||||||
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Delta: 0
Vega: 0
Theta: 4.41
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55908.35 | 2.1 | -0.6999999999999997 | 58.84 | 802 | 13 | 3,222 |
| 23 Apr | 56305.00 | 2.5 | -0.25 | 56.42 | 2,557 | -218 | 3,224 |
| 22 Apr | 57124.45 | 3.2 | -0.75 | 56.52 | 4,069 | -1,015 | 3,460 |
| 21 Apr | 57371.45 | 3.35 | -2.6999999999999997 | 53.76 | 4,884 | -449 | 4,498 |
| 20 Apr | 56582.35 | 6.15 | 1.2000000000000002 | 50.57 | 3,516 | 319 | 4,954 |
| 17 Apr | 56565.70 | 4.8 | -4.000000000000001 | 42.43 | 3,082 | -34 | 4,643 |
| 16 Apr | 56086.40 | 8 | -3.4499999999999993 | 41.18 | 3,677 | -251 | 4,682 |
| 15 Apr | 56301.95 | 11.45 | -17.150000000000002 | 42.1 | 8,349 | 333 | 4,938 |
| 13 Apr | 55605.05 | 28.5 | -2.3500000000000014 | 42.04 | 5,211 | 1,002 | 4,485 |
| 10 Apr | 55912.75 | 30.3 | -25.7 | 40 | 3,417 | -29 | 3,450 |
| 9 Apr | 54821.70 | 54.4 | 7.449999999999996 | 38.98 | 5,556 | 168 | 3,480 |
| 8 Apr | 55703.90 | 43.4 | -155.85 | 40.43 | 10,029 | -1,921 | 3,312 |
| 7 Apr | 52716.25 | 198 | -38.9 | 40.6 | 6,606 | 72 | 5,241 |
| 6 Apr | 52609.10 | 231.85 | -107.95 | 40.87 | 11,950 | -1,128 | 5,175 |
| 2 Apr | 51548.75 | 326.3 | 28.2 | 37.29 | 16,129 | 242 | 6,333 |
| 1 Apr | 51448.65 | 296.8 | -259.6 | 35.44 | 15,602 | -856 | 6,106 |
| 30 Mar | 50275.35 | 533.3 | 147.4 | 36.46 | 12,579 | 2,922 | 6,860 |
| 27 Mar | 52274.60 | 399 | 188 | 39.38 | 3,945 | 1,992 | 3,949 |
| 25 Mar | 53708.10 | 211 | -75.85 | 36.31 | 3,625 | 1,418 | 1,948 |
| 24 Mar | 52605.65 | 286.85 | 43.15 | 35.61 | 487 | 476 | 519 |
| 23 Mar | 51437.75 | 243.7 | 218.4 | 29.12 | 42 | 9 | 10 |
| 20 Mar | 53427.05 | 25.3 | 24.8 | 22.19 | 1 | 0 | 0 |
| 19 Mar | 53451.00 | 0.5 | 0 | 9.98 | 0 | 0 | 0 |
| 18 Mar | 55326.05 | 0.5 | 0 | 11.99 | 0 | 0 | 0 |
| 17 Mar | 54876.00 | 0.5 | 0 | 10.94 | 0 | 0 | 0 |
| 16 Mar | 54413.40 | 0.5 | 0 | 10.33 | 0 | 0 | 0 |
For Nifty Bank - strike price 46500 expiring on 28APR2026
Delta for 46500 PE is 0
Historical price for 46500 PE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 2.1, which was -0.6999999999999997 lower than the previous day. The implied volatity was 58.84, the open interest changed by 13 which increased total open position to 3222
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 2.5, which was -0.25 lower than the previous day. The implied volatity was 56.42, the open interest changed by -218 which decreased total open position to 3224
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 3.2, which was -0.75 lower than the previous day. The implied volatity was 56.52, the open interest changed by -1015 which decreased total open position to 3460
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 3.35, which was -2.6999999999999997 lower than the previous day. The implied volatity was 53.76, the open interest changed by -449 which decreased total open position to 4498
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 6.15, which was 1.2000000000000002 higher than the previous day. The implied volatity was 50.57, the open interest changed by 319 which increased total open position to 4954
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 4.8, which was -4.000000000000001 lower than the previous day. The implied volatity was 42.43, the open interest changed by -34 which decreased total open position to 4643
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 8, which was -3.4499999999999993 lower than the previous day. The implied volatity was 41.18, the open interest changed by -251 which decreased total open position to 4682
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 11.45, which was -17.150000000000002 lower than the previous day. The implied volatity was 42.1, the open interest changed by 333 which increased total open position to 4938
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 28.5, which was -2.3500000000000014 lower than the previous day. The implied volatity was 42.04, the open interest changed by 1002 which increased total open position to 4485
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 30.3, which was -25.7 lower than the previous day. The implied volatity was 40, the open interest changed by -29 which decreased total open position to 3450
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 54.4, which was 7.449999999999996 higher than the previous day. The implied volatity was 38.98, the open interest changed by 168 which increased total open position to 3480
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 43.4, which was -155.85 lower than the previous day. The implied volatity was 40.43, the open interest changed by -1921 which decreased total open position to 3312
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 198, which was -38.9 lower than the previous day. The implied volatity was 40.6, the open interest changed by 72 which increased total open position to 5241
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 231.85, which was -107.95 lower than the previous day. The implied volatity was 40.87, the open interest changed by -1128 which decreased total open position to 5175
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 326.3, which was 28.2 higher than the previous day. The implied volatity was 37.29, the open interest changed by 242 which increased total open position to 6333
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 296.8, which was -259.6 lower than the previous day. The implied volatity was 35.44, the open interest changed by -856 which decreased total open position to 6106
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 533.3, which was 147.4 higher than the previous day. The implied volatity was 36.46, the open interest changed by 2922 which increased total open position to 6860
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 399, which was 188 higher than the previous day. The implied volatity was 39.38, the open interest changed by 1992 which increased total open position to 3949
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 211, which was -75.85 lower than the previous day. The implied volatity was 36.31, the open interest changed by 1418 which increased total open position to 1948
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 286.85, which was 43.15 higher than the previous day. The implied volatity was 35.61, the open interest changed by 476 which increased total open position to 519
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 243.7, which was 218.4 higher than the previous day. The implied volatity was 29.12, the open interest changed by 9 which increased total open position to 10
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 25.3, which was 24.8 higher than the previous day. The implied volatity was 22.19, the open interest changed by 0 which decreased total open position to 0
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 0.5, 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 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 11.99, the open interest changed by 0 which decreased total open position to 0
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 10.94, the open interest changed by 0 which decreased total open position to 0
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 10.33, the open interest changed by 0 which decreased total open position to 0
