BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:34 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 46800 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0.03
Theta: -26.69
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55908.35 | 9368.45 | 2839.3500000000004 | 80.51 | 2 | 0 | 1 | |||||||||
| 23 Apr | 56305.00 | 6529.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 22 Apr | 57124.45 | 6529.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 21 Apr | 57371.45 | 6529.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 20 Apr | 56582.35 | 6529.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 17 Apr | 56565.70 | 6529.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 16 Apr | 56086.40 | 6529.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 15 Apr | 56301.95 | 6529.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 13 Apr | 55605.05 | 6529.1 | 0 | 2.15 | 0 | 0 | 1 | |||||||||
| 10 Apr | 55912.75 | 6529.1 | 0 | - | 0 | 0 | 1 | |||||||||
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| 9 Apr | 54821.70 | 6529.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 8 Apr | 55703.90 | 6529.1 | -6593.75 | - | 0 | 0 | 1 | |||||||||
| 7 Apr | 52716.25 | 6529.1 | -6593.75 | - | 0 | 0 | 1 | |||||||||
| 6 Apr | 52609.10 | 6529.1 | -6593.75 | - | 0 | 0 | 1 | |||||||||
| 2 Apr | 51548.75 | 6529.1 | -6593.75 | - | 0 | 0 | 1 | |||||||||
| 1 Apr | 51448.65 | 6529.1 | -6593.75 | - | 0 | 0 | 1 | |||||||||
| 30 Mar | 50275.35 | 6529.1 | -6593.75 | - | 0 | 0 | 1 | |||||||||
| 27 Mar | 52274.60 | 6529.1 | -6593.75 | 42.87 | 1 | 0 | 0 | |||||||||
| 25 Mar | 53708.10 | 13122.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 52605.65 | 13122.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 46800 expiring on 28APR2026
Delta for 46800 CE is 0.98
Historical price for 46800 CE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 9368.45, which was 2839.3500000000004 higher than the previous day. The implied volatity was 80.51, the open interest changed by 0 which decreased total open position to 1
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 6529.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 6529.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 6529.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 6529.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 6529.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 6529.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 6529.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 6529.1, which was 0 lower than the previous day. The implied volatity was 2.15, 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 6529.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 6529.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 6529.1, which was -6593.75 lower 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 6529.1, which was -6593.75 lower 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 6529.1, which was -6593.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 6529.1, which was -6593.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 6529.1, which was -6593.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 6529.1, which was -6593.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 6529.1, which was -6593.75 lower than the previous day. The implied volatity was 42.87, 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 13122.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 13122.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 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
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) 46800 PE | |||||||
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Delta: 0
Vega: 0.01
Theta: 3.28
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55908.35 | 3.3 | 1.2999999999999998 | 59.76 | 5 | -2 | 17 |
| 23 Apr | 56305.00 | 2.5 | -0.5499999999999998 | 54.62 | 123 | 1 | 19 |
| 22 Apr | 57124.45 | 2.9 | -3.1999999999999997 | 54.43 | 11 | 2 | 19 |
| 21 Apr | 57371.45 | 6.1 | 0.04999999999999982 | 55.02 | 11 | 1 | 17 |
| 20 Apr | 56582.35 | 6.05 | -0.7000000000000002 | 48.92 | 3 | 0 | 16 |
| 17 Apr | 56565.70 | 6.75 | -4.15 | 42.11 | 35 | 7 | 16 |
| 16 Apr | 56086.40 | 10.9 | -1.3499999999999996 | 41.42 | 22 | -9 | 9 |
| 15 Apr | 56301.95 | 12.25 | 11.55 | 41.19 | 19 | 17 | 17 |
| 13 Apr | 55605.05 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 55912.75 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 54821.70 | 0 | 0 | 15.49 | 0 | 0 | 0 |
| 8 Apr | 55703.90 | 0.7 | 0 | 16.79 | 0 | 0 | 0 |
| 7 Apr | 52716.25 | 0.7 | 0 | 11.42 | 0 | 0 | 0 |
| 6 Apr | 52609.10 | 0.7 | 0 | 11.08 | 0 | 0 | 0 |
| 2 Apr | 51548.75 | 0.7 | 0 | 8.53 | 0 | 0 | 0 |
| 1 Apr | 51448.65 | 0.7 | 0 | 8.36 | 0 | 0 | 0 |
| 30 Mar | 50275.35 | 0.7 | 0 | 6.55 | 0 | 0 | 0 |
| 27 Mar | 52274.60 | 0.7 | 0 | 8.89 | 0 | 0 | 0 |
| 25 Mar | 53708.10 | 0.7 | 0 | 10.23 | 0 | 0 | 0 |
| 24 Mar | 52605.65 | 0.7 | 0 | 9.04 | 0 | 0 | 0 |
| 23 Mar | 51437.75 | 0.7 | 0 | 7.39 | 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 46800 expiring on 28APR2026
Delta for 46800 PE is 0
Historical price for 46800 PE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 3.3, which was 1.2999999999999998 higher than the previous day. The implied volatity was 59.76, the open interest changed by -2 which decreased total open position to 17
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 2.5, which was -0.5499999999999998 lower than the previous day. The implied volatity was 54.62, the open interest changed by 1 which increased total open position to 19
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 2.9, which was -3.1999999999999997 lower than the previous day. The implied volatity was 54.43, the open interest changed by 2 which increased total open position to 19
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 6.1, which was 0.04999999999999982 higher than the previous day. The implied volatity was 55.02, the open interest changed by 1 which increased total open position to 17
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 6.05, which was -0.7000000000000002 lower than the previous day. The implied volatity was 48.92, the open interest changed by 0 which decreased total open position to 16
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 6.75, which was -4.15 lower than the previous day. The implied volatity was 42.11, the open interest changed by 7 which increased total open position to 16
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 10.9, which was -1.3499999999999996 lower than the previous day. The implied volatity was 41.42, the open interest changed by -9 which decreased total open position to 9
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 12.25, which was 11.55 higher than the previous day. The implied volatity was 41.19, the open interest changed by 17 which increased total open position to 17
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 15.49, 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 0.7, which was 0 lower than the previous day. The implied volatity was 16.79, 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 0.7, which was 0 lower than the previous day. The implied volatity was 11.42, 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 0.7, which was 0 lower than the previous day. The implied volatity was 11.08, 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 0.7, which was 0 lower than the previous day. The implied volatity was 8.53, 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 0.7, which was 0 lower than the previous day. The implied volatity was 8.36, 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 0.7, which was 0 lower than the previous day. The implied volatity was 6.55, 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 0.7, which was 0 lower than the previous day. The implied volatity was 8.89, 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 0.7, which was 0 lower than the previous day. The implied volatity was 10.23, 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 0.7, which was 0 lower than the previous day. The implied volatity was 9.04, 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 0.7, which was 0 lower than the previous day. The implied volatity was 7.39, 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
