BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:34 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 46600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.97
Vega: 0.04
Theta: -38.46
Gamma: 0.00001
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55908.35 | 9442.9 | -665.2000000000007 | 87.67 | 2 | 0 | 12 | |||||||||
| 23 Apr | 56305.00 | 10108.1 | 0 | - | 0 | 0 | 12 | |||||||||
| 22 Apr | 57124.45 | 10108.1 | 0 | - | 0 | 0 | 12 | |||||||||
| 21 Apr | 57371.45 | 10108.1 | 0 | 49.92 | 0 | 0 | 12 | |||||||||
|
|
||||||||||||||||
| 20 Apr | 56582.35 | 10108.1 | 4565.700000000001 | 49.92 | 2 | 1 | 13 | |||||||||
| 17 Apr | 56565.70 | 5542.4 | 0 | - | 0 | 0 | 12 | |||||||||
| 16 Apr | 56086.40 | 5542.4 | 0 | - | 0 | 0 | 12 | |||||||||
| 15 Apr | 56301.95 | 5542.4 | 0 | - | 0 | 0 | 12 | |||||||||
| 13 Apr | 55605.05 | 5542.4 | 0 | 22.45 | 0 | 0 | 12 | |||||||||
| 10 Apr | 55912.75 | 5542.4 | 0 | - | 0 | 0 | 12 | |||||||||
| 9 Apr | 54821.70 | 5542.4 | 0 | - | 0 | 0 | 12 | |||||||||
| 8 Apr | 55703.90 | 5542.4 | 889.5 | - | 0 | 0 | 12 | |||||||||
| 7 Apr | 52716.25 | 5542.4 | 889.5 | - | 0 | 0 | 12 | |||||||||
| 6 Apr | 52609.10 | 5542.4 | 889.5 | - | 0 | 0 | 12 | |||||||||
| 2 Apr | 51548.75 | 5542.4 | 889.5 | - | 0 | 0 | 12 | |||||||||
| 1 Apr | 51448.65 | 5542.4 | 889.5 | 34.16 | 259 | -225 | 13 | |||||||||
| 30 Mar | 50275.35 | 4737.5 | -2225.1 | 36.74 | 50 | 3 | 238 | |||||||||
| 27 Mar | 52274.60 | 6962.6 | -6357.05 | - | 0 | 0 | 235 | |||||||||
| 25 Mar | 53708.10 | 6962.6 | -6357.05 | - | 0 | 0 | 235 | |||||||||
| 24 Mar | 52605.65 | 6962.6 | -6357.05 | 38.11 | 240 | 236 | 236 | |||||||||
| 23 Mar | 51437.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 53427.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 53451.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 55326.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 54876.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 54413.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 46600 expiring on 28APR2026
Delta for 46600 CE is 0.97
Historical price for 46600 CE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 9442.9, which was -665.2000000000007 lower than the previous day. The implied volatity was 87.67, the open interest changed by 0 which decreased total open position to 12
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 10108.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 10108.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 10108.1, which was 0 lower than the previous day. The implied volatity was 49.92, the open interest changed by 0 which decreased total open position to 12
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 10108.1, which was 4565.700000000001 higher than the previous day. The implied volatity was 49.92, the open interest changed by 1 which increased total open position to 13
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 5542.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 5542.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 5542.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 5542.4, which was 0 lower than the previous day. The implied volatity was 22.45, the open interest changed by 0 which decreased total open position to 12
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 5542.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 5542.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 5542.4, which was 889.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 5542.4, which was 889.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 5542.4, which was 889.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 5542.4, which was 889.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 5542.4, which was 889.5 higher than the previous day. The implied volatity was 34.16, the open interest changed by -225 which decreased total open position to 13
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 4737.5, which was -2225.1 lower than the previous day. The implied volatity was 36.74, the open interest changed by 3 which increased total open position to 238
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 6962.6, which was -6357.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 235
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 6962.6, which was -6357.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 235
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 6962.6, which was -6357.05 lower than the previous day. The implied volatity was 38.11, the open interest changed by 236 which increased total open position to 236
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
On 19 Mar BANKNIFTY was trading at 53451.00. 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 18 Mar BANKNIFTY was trading at 55326.05. 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
On 17 Mar BANKNIFTY was trading at 54876.00. 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 16 Mar BANKNIFTY was trading at 54413.40. 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
| BANKNIFTY 28-Apr-2026 (4d) 46600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0
Theta: 4.21
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55908.35 | 2.3 | -0.15000000000000036 | 58.97 | 5 | 2 | 43 |
| 23 Apr | 56305.00 | 2.45 | 2.45 | 55.14 | 0 | 0 | 41 |
| 22 Apr | 57124.45 | 2.45 | -2 | 55.14 | 4 | 1 | 41 |
| 21 Apr | 57371.45 | 4.45 | -1.8499999999999996 | 54.43 | 7 | 2 | 43 |
| 20 Apr | 56582.35 | 6.3 | 1.2999999999999998 | 50.05 | 51 | 5 | 48 |
| 17 Apr | 56565.70 | 4 | -6.6 | 41.16 | 66 | -5 | 32 |
| 16 Apr | 56086.40 | 10.6 | -3 | 43.68 | 56 | 32 | 37 |
| 15 Apr | 56301.95 | 10.55 | 10 | 41.26 | 26 | 6 | 6 |
| 13 Apr | 55605.05 | 0 | 0 | 22.46 | 0 | 0 | 0 |
| 10 Apr | 55912.75 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 54821.70 | 0 | 0 | 15.77 | 0 | 0 | 0 |
| 8 Apr | 55703.90 | 0.55 | 0 | 17.05 | 0 | 0 | 0 |
| 7 Apr | 52716.25 | 0.55 | 0 | 11.74 | 0 | 0 | 0 |
| 6 Apr | 52609.10 | 0.55 | 0 | 11.4 | 0 | 0 | 0 |
| 2 Apr | 51548.75 | 0.55 | 0 | 8.84 | 0 | 0 | 0 |
| 1 Apr | 51448.65 | 0.55 | 0 | 8.66 | 0 | 0 | 0 |
| 30 Mar | 50275.35 | 0.55 | 0 | 6.86 | 0 | 0 | 0 |
| 27 Mar | 52274.60 | 0.55 | 0 | 9.09 | 0 | 0 | 0 |
| 25 Mar | 53708.10 | 0.55 | 0 | 10.48 | 0 | 0 | 0 |
| 24 Mar | 52605.65 | 0.55 | 0 | 9.32 | 0 | 0 | 0 |
| 23 Mar | 51437.75 | 0.55 | 0 | 7.67 | 0 | 0 | 0 |
| 20 Mar | 53427.05 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 53451.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 55326.05 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 54876.00 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 54413.40 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 46600 expiring on 28APR2026
Delta for 46600 PE is 0
Historical price for 46600 PE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 2.3, which was -0.15000000000000036 lower than the previous day. The implied volatity was 58.97, the open interest changed by 2 which increased total open position to 43
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 2.45, which was 2.45 higher than the previous day. The implied volatity was 55.14, the open interest changed by 0 which decreased total open position to 41
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 2.45, which was -2 lower than the previous day. The implied volatity was 55.14, the open interest changed by 1 which increased total open position to 41
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 4.45, which was -1.8499999999999996 lower than the previous day. The implied volatity was 54.43, the open interest changed by 2 which increased total open position to 43
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 6.3, which was 1.2999999999999998 higher than the previous day. The implied volatity was 50.05, the open interest changed by 5 which increased total open position to 48
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 4, which was -6.6 lower than the previous day. The implied volatity was 41.16, the open interest changed by -5 which decreased total open position to 32
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 10.6, which was -3 lower than the previous day. The implied volatity was 43.68, the open interest changed by 32 which increased total open position to 37
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 10.55, which was 10 higher than the previous day. The implied volatity was 41.26, the open interest changed by 6 which increased total open position to 6
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 22.46, 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 15.77, 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 0.55, which was 0 lower than the previous day. The implied volatity was 17.05, 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 0.55, which was 0 lower than the previous day. The implied volatity was 11.74, 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 0.55, which was 0 lower than the previous day. The implied volatity was 11.4, 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 0.55, which was 0 lower than the previous day. The implied volatity was 8.84, 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 0.55, which was 0 lower than the previous day. The implied volatity was 8.66, 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 0.55, which was 0 lower than the previous day. The implied volatity was 6.86, 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 0.55, which was 0 lower than the previous day. The implied volatity was 9.09, 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 0.55, which was 0 lower than the previous day. The implied volatity was 10.48, 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 0.55, which was 0 lower than the previous day. The implied volatity was 9.32, 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 0.55, which was 0 lower than the previous day. The implied volatity was 7.67, 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
On 19 Mar BANKNIFTY was trading at 53451.00. 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 18 Mar BANKNIFTY was trading at 55326.05. 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
On 17 Mar BANKNIFTY was trading at 54876.00. 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 16 Mar BANKNIFTY was trading at 54413.40. 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
