BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:34 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 47000 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0.03
Theta: -31.29
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55908.35 | 9000 | -300 | 81.25 | 12 | -3 | 211 | |||||||||
| 23 Apr | 56305.00 | 9300 | -887 | 55.17 | 18 | -2 | 214 | |||||||||
| 22 Apr | 57124.45 | 10187 | -73 | 53.79 | 5 | 0 | 217 | |||||||||
| 21 Apr | 57371.45 | 10260 | 590.2999999999993 | 52.85 | 31 | -5 | 218 | |||||||||
| 20 Apr | 56582.35 | 9670 | 0.2999999999992724 | - | 0 | 0 | 223 | |||||||||
| 17 Apr | 56565.70 | 9670 | 395 | 48.56 | 3 | 0 | 223 | |||||||||
| 16 Apr | 56086.40 | 9200 | -247.20000000000073 | 49.6 | 27 | -18 | 223 | |||||||||
| 15 Apr | 56301.95 | 9447.2 | 697.25 | 41.71 | 7 | -3 | 241 | |||||||||
| 13 Apr | 55605.05 | 8750 | -170 | 39.81 | 8 | -3 | 244 | |||||||||
| 10 Apr | 55912.75 | 8920 | 964.3000000000002 | 38.92 | 5 | -1 | 248 | |||||||||
| 9 Apr | 54821.70 | 7955.7 | -918.6999999999998 | 42.48 | 18 | -11 | 252 | |||||||||
| 8 Apr | 55703.90 | 8874.4 | 2816 | 32.11 | 64 | -54 | 262 | |||||||||
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| 7 Apr | 52716.25 | 6030 | -84.55 | 28.09 | 183 | 85 | 316 | |||||||||
| 6 Apr | 52609.10 | 6125 | 947.6 | 39.44 | 52 | -33 | 231 | |||||||||
| 2 Apr | 51548.75 | 5150 | 37.5 | 32.08 | 146 | 43 | 264 | |||||||||
| 1 Apr | 51448.65 | 5119.95 | 815.2 | 31.28 | 545 | -241 | 221 | |||||||||
| 30 Mar | 50275.35 | 4320.05 | -1654.95 | 34.08 | 290 | 51 | 460 | |||||||||
| 27 Mar | 52274.60 | 6000 | -1383.55 | 31.72 | 77 | -35 | 409 | |||||||||
| 25 Mar | 53708.10 | 7383.55 | 896.85 | 36.53 | 7 | -5 | 444 | |||||||||
| 24 Mar | 52605.65 | 6550 | 1038 | 35.85 | 11 | 6 | 449 | |||||||||
| 23 Mar | 51437.75 | 5451.3 | -1759.9 | 35.57 | 258 | 252 | 444 | |||||||||
| 20 Mar | 53427.05 | 7200.1 | 161.7 | 32.87 | 54 | 30 | 176 | |||||||||
| 19 Mar | 53451.00 | 7133.6 | -1666.4 | 14.05 | 89 | 61 | 145 | |||||||||
| 18 Mar | 55326.05 | 8800 | 600 | 34.68 | 21 | 0 | 84 | |||||||||
| 17 Mar | 54876.00 | 8200 | -69.15 | 21.23 | 55 | 52 | 85 | |||||||||
| 16 Mar | 54413.40 | 8269.15 | -4656.9 | 39.77 | 33 | 26 | 26 | |||||||||
For Nifty Bank - strike price 47000 expiring on 28APR2026
Delta for 47000 CE is 0.98
Historical price for 47000 CE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 9000, which was -300 lower than the previous day. The implied volatity was 81.25, the open interest changed by -3 which decreased total open position to 211
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 9300, which was -887 lower than the previous day. The implied volatity was 55.17, the open interest changed by -2 which decreased total open position to 214
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 10187, which was -73 lower than the previous day. The implied volatity was 53.79, the open interest changed by 0 which decreased total open position to 217
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 10260, which was 590.2999999999993 higher than the previous day. The implied volatity was 52.85, the open interest changed by -5 which decreased total open position to 218
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 9670, which was 0.2999999999992724 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 223
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 9670, which was 395 higher than the previous day. The implied volatity was 48.56, the open interest changed by 0 which decreased total open position to 223
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 9200, which was -247.20000000000073 lower than the previous day. The implied volatity was 49.6, the open interest changed by -18 which decreased total open position to 223
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 9447.2, which was 697.25 higher than the previous day. The implied volatity was 41.71, the open interest changed by -3 which decreased total open position to 241
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 8750, which was -170 lower than the previous day. The implied volatity was 39.81, the open interest changed by -3 which decreased total open position to 244
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 8920, which was 964.3000000000002 higher than the previous day. The implied volatity was 38.92, the open interest changed by -1 which decreased total open position to 248
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 7955.7, which was -918.6999999999998 lower than the previous day. The implied volatity was 42.48, the open interest changed by -11 which decreased total open position to 252
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 8874.4, which was 2816 higher than the previous day. The implied volatity was 32.11, the open interest changed by -54 which decreased total open position to 262
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 6030, which was -84.55 lower than the previous day. The implied volatity was 28.09, the open interest changed by 85 which increased total open position to 316
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 6125, which was 947.6 higher than the previous day. The implied volatity was 39.44, the open interest changed by -33 which decreased total open position to 231
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 5150, which was 37.5 higher than the previous day. The implied volatity was 32.08, the open interest changed by 43 which increased total open position to 264
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 5119.95, which was 815.2 higher than the previous day. The implied volatity was 31.28, the open interest changed by -241 which decreased total open position to 221
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 4320.05, which was -1654.95 lower than the previous day. The implied volatity was 34.08, the open interest changed by 51 which increased total open position to 460
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 6000, which was -1383.55 lower than the previous day. The implied volatity was 31.72, the open interest changed by -35 which decreased total open position to 409
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 7383.55, which was 896.85 higher than the previous day. The implied volatity was 36.53, the open interest changed by -5 which decreased total open position to 444
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 6550, which was 1038 higher than the previous day. The implied volatity was 35.85, the open interest changed by 6 which increased total open position to 449
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 5451.3, which was -1759.9 lower than the previous day. The implied volatity was 35.57, the open interest changed by 252 which increased total open position to 444
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 7200.1, which was 161.7 higher than the previous day. The implied volatity was 32.87, the open interest changed by 30 which increased total open position to 176
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 7133.6, which was -1666.4 lower than the previous day. The implied volatity was 14.05, the open interest changed by 61 which increased total open position to 145
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 8800, which was 600 higher than the previous day. The implied volatity was 34.68, the open interest changed by 0 which decreased total open position to 84
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 8200, which was -69.15 lower than the previous day. The implied volatity was 21.23, the open interest changed by 52 which increased total open position to 85
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 8269.15, which was -4656.9 lower than the previous day. The implied volatity was 39.77, the open interest changed by 26 which increased total open position to 26
| BANKNIFTY 28-Apr-2026 (4d) 47000 PE | |||||||
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Delta: 0
Vega: 0
Theta: 4.08
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55908.35 | 2.5 | -0.3500000000000001 | 56.76 | 2,977 | -1,015 | 11,092 |
| 23 Apr | 56305.00 | 2.95 | -0.09999999999999964 | 54.45 | 9,929 | 2,235 | 12,166 |
| 22 Apr | 57124.45 | 2.95 | -1.2999999999999998 | 53.46 | 7,441 | -860 | 9,915 |
| 21 Apr | 57371.45 | 3.9 | -2.9 | 52.05 | 16,876 | 571 | 10,767 |
| 20 Apr | 56582.35 | 6.25 | 0.15000000000000036 | 48.17 | 12,306 | -372 | 10,192 |
| 17 Apr | 56565.70 | 6.25 | -4.1 | 41.65 | 13,686 | 1,369 | 10,566 |
| 16 Apr | 56086.40 | 9.5 | -4.65 | 39.88 | 9,187 | -1,030 | 9,197 |
| 15 Apr | 56301.95 | 12.75 | -22.700000000000003 | 40.55 | 28,538 | 1,102 | 10,226 |
| 13 Apr | 55605.05 | 34.05 | -1.8500000000000014 | 40.97 | 18,590 | 2,152 | 9,132 |
| 10 Apr | 55912.75 | 34.9 | -29.35 | 38.85 | 13,305 | 685 | 6,977 |
| 9 Apr | 54821.70 | 62.3 | 8.649999999999999 | 37.78 | 9,983 | -192 | 6,314 |
| 8 Apr | 55703.90 | 53 | -183.7 | 39.74 | 25,994 | -3,295 | 6,507 |
| 7 Apr | 52716.25 | 235.85 | -39.45 | 39.9 | 17,787 | 412 | 9,777 |
| 6 Apr | 52609.10 | 274.8 | -122.7 | 40.2 | 23,935 | -71 | 9,376 |
| 2 Apr | 51548.75 | 377.45 | 22.05 | 36.43 | 36,289 | 1,642 | 9,461 |
| 1 Apr | 51448.65 | 353.85 | -313.55 | 34.88 | 31,687 | -265 | 7,833 |
| 30 Mar | 50275.35 | 646.15 | 200.9 | 36.5 | 18,525 | 6,188 | 7,772 |
| 27 Mar | 52274.60 | 452 | 305.35 | 38.6 | 3,085 | 1,501 | 1,560 |
| 25 Mar | 53708.10 | 146.65 | 27.25 | 31.46 | 55 | 53 | 57 |
| 24 Mar | 52605.65 | 119.4 | 118.55 | 26.81 | 4 | 3 | 3 |
| 23 Mar | 51437.75 | 0.85 | 0 | 7.02 | 0 | 0 | 0 |
| 20 Mar | 53427.05 | 0.85 | 0 | 9.24 | 0 | 0 | 0 |
| 19 Mar | 53451.00 | 0.85 | 0 | 8.99 | 0 | 0 | 0 |
| 18 Mar | 55326.05 | 0.85 | 0 | 10.95 | 0 | 0 | 0 |
| 17 Mar | 54876.00 | 0.85 | 0 | 10.38 | 0 | 0 | 0 |
| 16 Mar | 54413.40 | 0.85 | 0 | 9.76 | 0 | 0 | 0 |
For Nifty Bank - strike price 47000 expiring on 28APR2026
Delta for 47000 PE is 0
Historical price for 47000 PE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 2.5, which was -0.3500000000000001 lower than the previous day. The implied volatity was 56.76, the open interest changed by -1015 which decreased total open position to 11092
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 2.95, which was -0.09999999999999964 lower than the previous day. The implied volatity was 54.45, the open interest changed by 2235 which increased total open position to 12166
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 2.95, which was -1.2999999999999998 lower than the previous day. The implied volatity was 53.46, the open interest changed by -860 which decreased total open position to 9915
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 3.9, which was -2.9 lower than the previous day. The implied volatity was 52.05, the open interest changed by 571 which increased total open position to 10767
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 6.25, which was 0.15000000000000036 higher than the previous day. The implied volatity was 48.17, the open interest changed by -372 which decreased total open position to 10192
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 6.25, which was -4.1 lower than the previous day. The implied volatity was 41.65, the open interest changed by 1369 which increased total open position to 10566
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 9.5, which was -4.65 lower than the previous day. The implied volatity was 39.88, the open interest changed by -1030 which decreased total open position to 9197
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 12.75, which was -22.700000000000003 lower than the previous day. The implied volatity was 40.55, the open interest changed by 1102 which increased total open position to 10226
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 34.05, which was -1.8500000000000014 lower than the previous day. The implied volatity was 40.97, the open interest changed by 2152 which increased total open position to 9132
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 34.9, which was -29.35 lower than the previous day. The implied volatity was 38.85, the open interest changed by 685 which increased total open position to 6977
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 62.3, which was 8.649999999999999 higher than the previous day. The implied volatity was 37.78, the open interest changed by -192 which decreased total open position to 6314
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 53, which was -183.7 lower than the previous day. The implied volatity was 39.74, the open interest changed by -3295 which decreased total open position to 6507
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 235.85, which was -39.45 lower than the previous day. The implied volatity was 39.9, the open interest changed by 412 which increased total open position to 9777
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 274.8, which was -122.7 lower than the previous day. The implied volatity was 40.2, the open interest changed by -71 which decreased total open position to 9376
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 377.45, which was 22.05 higher than the previous day. The implied volatity was 36.43, the open interest changed by 1642 which increased total open position to 9461
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 353.85, which was -313.55 lower than the previous day. The implied volatity was 34.88, the open interest changed by -265 which decreased total open position to 7833
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 646.15, which was 200.9 higher than the previous day. The implied volatity was 36.5, the open interest changed by 6188 which increased total open position to 7772
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 452, which was 305.35 higher than the previous day. The implied volatity was 38.6, the open interest changed by 1501 which increased total open position to 1560
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 146.65, which was 27.25 higher than the previous day. The implied volatity was 31.46, the open interest changed by 53 which increased total open position to 57
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 119.4, which was 118.55 higher than the previous day. The implied volatity was 26.81, the open interest changed by 3 which increased total open position to 3
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 7.02, 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 0.85, which was 0 lower than the previous day. The implied volatity was 9.24, 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 0.85, 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 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 10.95, 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 0.85, which was 0 lower than the previous day. The implied volatity was 10.38, 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 0.85, which was 0 lower than the previous day. The implied volatity was 9.76, the open interest changed by 0 which decreased total open position to 0
