BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:32 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 46700 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.04
Theta: -42.78
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55936.40 | 9614.85 | -713.1000000000004 | 90.64 | 2 | 0 | 10 | |||||||||
| 23 Apr | 56305.00 | 10327.95 | 0 | - | 0 | 0 | 10 | |||||||||
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| 22 Apr | 57124.45 | 10327.95 | 0 | - | 0 | 0 | 10 | |||||||||
| 21 Apr | 57371.45 | 10327.95 | 0 | 50.01 | 0 | 0 | 10 | |||||||||
| 20 Apr | 56582.35 | 10327.95 | 4966.700000000001 | 50.01 | 3 | 1 | 12 | |||||||||
| 17 Apr | 56565.70 | 5361.25 | 0 | - | 0 | 0 | 11 | |||||||||
| 16 Apr | 56086.40 | 5361.25 | 0 | - | 0 | 0 | 11 | |||||||||
| 15 Apr | 56301.95 | 5361.25 | 0 | - | 0 | 0 | 11 | |||||||||
| 13 Apr | 55605.05 | 5361.25 | 0 | - | 0 | 0 | 11 | |||||||||
| 10 Apr | 55912.75 | 5361.25 | 0 | - | 0 | 0 | 11 | |||||||||
| 9 Apr | 54821.70 | 5361.25 | 0 | - | 0 | 0 | 11 | |||||||||
| 8 Apr | 55703.90 | 5361.25 | 812.45 | - | 0 | 0 | 11 | |||||||||
| 7 Apr | 52716.25 | 5361.25 | 812.45 | - | 0 | 0 | 11 | |||||||||
| 6 Apr | 52609.10 | 5361.25 | 812.45 | - | 0 | 0 | 11 | |||||||||
| 2 Apr | 51548.75 | 5361.25 | 812.45 | 29.89 | 1 | 0 | 12 | |||||||||
| 1 Apr | 51448.65 | 4569.55 | -1931.15 | - | 0 | 0 | 12 | |||||||||
| 30 Mar | 50275.35 | 4569.55 | -1931.15 | 34.36 | 12 | 3 | 10 | |||||||||
| 27 Mar | 52274.60 | 6500.7 | -6720.55 | - | 0 | 0 | 7 | |||||||||
| 25 Mar | 53708.10 | 6500.7 | -6720.55 | - | 0 | 0 | 7 | |||||||||
| 24 Mar | 52605.65 | 6500.7 | -6720.55 | 18.93 | 7 | 6 | 6 | |||||||||
| 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 46700 expiring on 28APR2026
Delta for 46700 CE is 0.97
Historical price for 46700 CE is as follows
On 24 Apr BANKNIFTY was trading at 55936.40. The strike last trading price was 9614.85, which was -713.1000000000004 lower than the previous day. The implied volatity was 90.64, the open interest changed by 0 which decreased total open position to 10
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 10327.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 10327.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 10327.95, which was 0 lower than the previous day. The implied volatity was 50.01, the open interest changed by 0 which decreased total open position to 10
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 10327.95, which was 4966.700000000001 higher than the previous day. The implied volatity was 50.01, the open interest changed by 1 which increased total open position to 12
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 5361.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 5361.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 5361.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 5361.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 5361.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 5361.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 5361.25, which was 812.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 5361.25, which was 812.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 5361.25, which was 812.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 5361.25, which was 812.45 higher than the previous day. The implied volatity was 29.89, 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 4569.55, which was -1931.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 4569.55, which was -1931.15 lower than the previous day. The implied volatity was 34.36, the open interest changed by 3 which increased total open position to 10
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 6500.7, which was -6720.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 6500.7, which was -6720.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 6500.7, which was -6720.55 lower than the previous day. The implied volatity was 18.93, the open interest changed by 6 which increased total open position to 6
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) 46700 PE | |||||||
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Delta: 0
Vega: 0.01
Theta: 3.39
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55936.40 | 3.2 | -0.7999999999999998 | 60.04 | 4 | 0 | 23 |
| 23 Apr | 56305.00 | 4 | 4 | - | 0 | 0 | 23 |
| 22 Apr | 57124.45 | 4 | 4 | 53.43 | 0 | 0 | 23 |
| 21 Apr | 57371.45 | 4 | -3.4000000000000004 | 53.43 | 15 | -3 | 26 |
| 20 Apr | 56582.35 | 7.4 | 2 | 50.47 | 20 | 17 | 27 |
| 17 Apr | 56565.70 | 5.1 | -4.25 | 41.78 | 29 | 0 | 10 |
| 16 Apr | 56086.40 | 9.35 | -3.6500000000000004 | 41.24 | 15 | 7 | 11 |
| 15 Apr | 56301.95 | 13 | 12.4 | 41.91 | 33 | 4 | 4 |
| 13 Apr | 55605.05 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 55912.75 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 54821.70 | 0 | 0 | 15.63 | 0 | 0 | 0 |
| 8 Apr | 55703.90 | 0.6 | 0 | 16.92 | 0 | 0 | 0 |
| 7 Apr | 52716.25 | 0.6 | 0 | 11.58 | 0 | 0 | 0 |
| 6 Apr | 52609.10 | 0.6 | 0 | 11.22 | 0 | 0 | 0 |
| 2 Apr | 51548.75 | 0.6 | 0 | 8.69 | 0 | 0 | 0 |
| 1 Apr | 51448.65 | 0.6 | 0 | 8.51 | 0 | 0 | 0 |
| 30 Mar | 50275.35 | 0.6 | 0 | 6.71 | 0 | 0 | 0 |
| 27 Mar | 52274.60 | 0.6 | 0 | 8.99 | 0 | 0 | 0 |
| 25 Mar | 53708.10 | 0.6 | 0 | 10.35 | 0 | 0 | 0 |
| 24 Mar | 52605.65 | 0.6 | 0 | 9.19 | 0 | 0 | 0 |
| 23 Mar | 51437.75 | 0.6 | 0 | 7.53 | 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 46700 expiring on 28APR2026
Delta for 46700 PE is 0
Historical price for 46700 PE is as follows
On 24 Apr BANKNIFTY was trading at 55936.40. The strike last trading price was 3.2, which was -0.7999999999999998 lower than the previous day. The implied volatity was 60.04, the open interest changed by 0 which decreased total open position to 23
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 4, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 4, which was 4 higher than the previous day. The implied volatity was 53.43, the open interest changed by 0 which decreased total open position to 23
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 4, which was -3.4000000000000004 lower than the previous day. The implied volatity was 53.43, the open interest changed by -3 which decreased total open position to 26
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 7.4, which was 2 higher than the previous day. The implied volatity was 50.47, the open interest changed by 17 which increased total open position to 27
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 5.1, which was -4.25 lower than the previous day. The implied volatity was 41.78, the open interest changed by 0 which decreased total open position to 10
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 9.35, which was -3.6500000000000004 lower than the previous day. The implied volatity was 41.24, the open interest changed by 7 which increased total open position to 11
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 13, which was 12.4 higher than the previous day. The implied volatity was 41.91, the open interest changed by 4 which increased total open position to 4
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 -, 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 15.63, 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 0.6, which was 0 lower than the previous day. The implied volatity was 16.92, 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 0.6, which was 0 lower than the previous day. The implied volatity was 11.58, 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 0.6, which was 0 lower than the previous day. The implied volatity was 11.22, 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 0.6, which was 0 lower than the previous day. The implied volatity was 8.69, 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 0.6, which was 0 lower than the previous day. The implied volatity was 8.51, 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 0.6, which was 0 lower than the previous day. The implied volatity was 6.71, 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 0.6, which was 0 lower than the previous day. The implied volatity was 8.99, 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 0.6, which was 0 lower than the previous day. The implied volatity was 10.35, 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 0.6, which was 0 lower than the previous day. The implied volatity was 9.19, 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 0.6, which was 0 lower than the previous day. The implied volatity was 7.53, 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
