BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
13 Apr 2026 04:10 PM IST
| BANKNIFTY 28-Apr-2026 (13d) 47100 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0.06
Theta: 0.27
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Apr | 55605.05 | 4202.2 | 0 | 39.23 | 0 | 0 | 22 | |||||||||
| 10 Apr | 55912.75 | 4202.2 | 0 | - | 0 | 0 | 22 | |||||||||
| 9 Apr | 54821.70 | 4202.2 | 0 | - | 0 | 0 | 22 | |||||||||
| 8 Apr | 55703.90 | 4202.2 | -8625.45 | - | 0 | 0 | 22 | |||||||||
| 7 Apr | 52716.25 | 4202.2 | -8625.45 | - | 0 | 0 | 22 | |||||||||
| 6 Apr | 52609.10 | 4202.2 | -8625.45 | - | 0 | 0 | 22 | |||||||||
| 2 Apr | 51548.75 | 4202.2 | -8625.45 | 19.24 | 22 | 20 | 20 | |||||||||
| 1 Apr | 51448.65 | 12827.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 50275.35 | 12827.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 52274.60 | 12827.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 53708.10 | 12827.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 52605.65 | 12827.65 | 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 | |||||||||
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| 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 47100 expiring on 28APR2026
Delta for 47100 CE is 0.98
Historical price for 47100 CE is as follows
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 4202.2, which was 0 lower than the previous day. The implied volatity was 39.23, the open interest changed by 0 which decreased total open position to 22
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 4202.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 4202.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 4202.2, which was -8625.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 4202.2, which was -8625.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 4202.2, which was -8625.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 4202.2, which was -8625.45 lower than the previous day. The implied volatity was 19.24, the open interest changed by 20 which increased total open position to 20
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 12827.65, 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 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 12827.65, 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 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 12827.65, 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 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 12827.65, 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 12827.65, 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 (13d) 47100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.05
Theta: -0.35
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Apr | 55605.05 | 33.35 | -4.100000000000001 | 40.4 | 1,270 | 27 | 651 |
| 10 Apr | 55912.75 | 34.65 | -31.9 | 38.4 | 380 | 37 | 623 |
| 9 Apr | 54821.70 | 68.5 | 14.450000000000003 | 37.98 | 494 | -16 | 584 |
| 8 Apr | 55703.90 | 53.5 | -195.05 | 39.4 | 1,851 | -364 | 608 |
| 7 Apr | 52716.25 | 244.45 | -36.8 | 39.74 | 1,535 | -28 | 968 |
| 6 Apr | 52609.10 | 285 | -129.35 | 40.1 | 3,030 | 14 | 998 |
| 2 Apr | 51548.75 | 394.9 | 27.1 | 36.46 | 4,057 | 351 | 984 |
| 1 Apr | 51448.65 | 366.7 | 112.2 | 34.77 | 3,307 | 632 | 635 |
| 30 Mar | 50275.35 | 343.25 | 342.35 | 27.97 | 3 | 2 | 2 |
| 27 Mar | 52274.60 | 0.9 | 0 | 8.44 | 0 | 0 | 0 |
| 25 Mar | 53708.10 | 0.9 | 0 | 9.84 | 0 | 0 | 0 |
| 24 Mar | 52605.65 | 0.9 | 0 | 8.66 | 0 | 0 | 0 |
| 23 Mar | 51437.75 | 0.9 | 0 | 6.98 | 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 47100 expiring on 28APR2026
Delta for 47100 PE is -0.02
Historical price for 47100 PE is as follows
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 33.35, which was -4.100000000000001 lower than the previous day. The implied volatity was 40.4, the open interest changed by 27 which increased total open position to 651
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 34.65, which was -31.9 lower than the previous day. The implied volatity was 38.4, the open interest changed by 37 which increased total open position to 623
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 68.5, which was 14.450000000000003 higher than the previous day. The implied volatity was 37.98, the open interest changed by -16 which decreased total open position to 584
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 53.5, which was -195.05 lower than the previous day. The implied volatity was 39.4, the open interest changed by -364 which decreased total open position to 608
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 244.45, which was -36.8 lower than the previous day. The implied volatity was 39.74, the open interest changed by -28 which decreased total open position to 968
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 285, which was -129.35 lower than the previous day. The implied volatity was 40.1, the open interest changed by 14 which increased total open position to 998
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 394.9, which was 27.1 higher than the previous day. The implied volatity was 36.46, the open interest changed by 351 which increased total open position to 984
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 366.7, which was 112.2 higher than the previous day. The implied volatity was 34.77, the open interest changed by 632 which increased total open position to 635
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 343.25, which was 342.35 higher than the previous day. The implied volatity was 27.97, the open interest changed by 2 which increased total open position to 2
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 8.44, 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 0.9, which was 0 lower than the previous day. The implied volatity was 9.84, 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 0.9, 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 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 6.98, 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
