BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
15 Apr 2026 04:10 PM IST
| BANKNIFTY 28-Apr-2026 (12d) 49000 CE | ||||||||||||||||
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Delta: 1
Vega: 0.01
Theta: -1.65
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 15 Apr | 56301.95 | 7380 | 544 | 28.44 | 28 | -18 | 612 | |||||||||
| 13 Apr | 55605.05 | 6836 | -211.80000000000018 | 32.14 | 16 | -4 | 630 | |||||||||
| 10 Apr | 55912.75 | 7076.6 | 902.6500000000005 | 34.73 | 74 | 6 | 634 | |||||||||
| 9 Apr | 54821.70 | 6150 | -837.75 | 37.68 | 90 | -20 | 629 | |||||||||
| 8 Apr | 55703.90 | 7109.75 | 2804.8 | 34.49 | 264 | -187 | 649 | |||||||||
| 7 Apr | 52716.25 | 4252.2 | -130.9 | 30.27 | 481 | 31 | 836 | |||||||||
| 6 Apr | 52609.10 | 4374.05 | 858.5 | 36.52 | 411 | -64 | 811 | |||||||||
| 2 Apr | 51548.75 | 3528 | 67.7 | 31.65 | 2,050 | 432 | 917 | |||||||||
| 1 Apr | 51448.65 | 3465 | 633.4 | 30.02 | 416 | -28 | 485 | |||||||||
| 30 Mar | 50275.35 | 2903.75 | -1387.35 | 33.74 | 851 | 364 | 507 | |||||||||
| 27 Mar | 52274.60 | 4270 | -1360 | 29.84 | 100 | 57 | 134 | |||||||||
| 25 Mar | 53708.10 | 5630 | 735.6 | 34.69 | 7 | -1 | 76 | |||||||||
| 24 Mar | 52605.65 | 4894.4 | 904.3 | 34.73 | 76 | 32 | 73 | |||||||||
| 23 Mar | 51437.75 | 3983.8 | -6977.35 | 35.59 | 84 | 41 | 41 | |||||||||
| 20 Mar | 53427.05 | 10961.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 53451.00 | 10961.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 55326.05 | 10961.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 54876.00 | 10961.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 54413.40 | 10961.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 53757.85 | 10961.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 55100.95 | 10961.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 55735.75 | 10961.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 49000 expiring on 28APR2026
Delta for 49000 CE is 1
Historical price for 49000 CE is as follows
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 7380, which was 544 higher than the previous day. The implied volatity was 28.44, the open interest changed by -18 which decreased total open position to 612
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 6836, which was -211.80000000000018 lower than the previous day. The implied volatity was 32.14, the open interest changed by -4 which decreased total open position to 630
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 7076.6, which was 902.6500000000005 higher than the previous day. The implied volatity was 34.73, the open interest changed by 6 which increased total open position to 634
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 6150, which was -837.75 lower than the previous day. The implied volatity was 37.68, the open interest changed by -20 which decreased total open position to 629
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 7109.75, which was 2804.8 higher than the previous day. The implied volatity was 34.49, the open interest changed by -187 which decreased total open position to 649
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 4252.2, which was -130.9 lower than the previous day. The implied volatity was 30.27, the open interest changed by 31 which increased total open position to 836
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 4374.05, which was 858.5 higher than the previous day. The implied volatity was 36.52, the open interest changed by -64 which decreased total open position to 811
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 3528, which was 67.7 higher than the previous day. The implied volatity was 31.65, the open interest changed by 432 which increased total open position to 917
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 3465, which was 633.4 higher than the previous day. The implied volatity was 30.02, the open interest changed by -28 which decreased total open position to 485
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 2903.75, which was -1387.35 lower than the previous day. The implied volatity was 33.74, the open interest changed by 364 which increased total open position to 507
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 4270, which was -1360 lower than the previous day. The implied volatity was 29.84, the open interest changed by 57 which increased total open position to 134
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 5630, which was 735.6 higher than the previous day. The implied volatity was 34.69, the open interest changed by -1 which decreased total open position to 76
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 4894.4, which was 904.3 higher than the previous day. The implied volatity was 34.73, the open interest changed by 32 which increased total open position to 73
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 3983.8, which was -6977.35 lower than the previous day. The implied volatity was 35.59, the open interest changed by 41 which increased total open position to 41
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 10961.15, 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 10961.15, 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 10961.15, 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 10961.15, 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 10961.15, 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 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 10961.15, 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 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 10961.15, 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 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 10961.15, 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 (12d) 49000 PE | |||||||
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Delta: -0.02
Vega: 0.05
Theta: -0.04
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Apr | 56301.95 | 28.9 | -48.15 | 36.21 | 22,338 | -1,173 | 8,699 |
| 13 Apr | 55605.05 | 75.5 | 6.950000000000003 | 37.07 | 19,042 | 488 | 9,919 |
| 10 Apr | 55912.75 | 69 | -50.25 | 34.8 | 18,505 | -966 | 9,499 |
| 9 Apr | 54821.70 | 116.75 | 24.299999999999997 | 33.38 | 21,044 | 1,485 | 10,461 |
| 8 Apr | 55703.90 | 91.05 | -361.65 | 35.14 | 36,278 | -2,206 | 9,011 |
| 7 Apr | 52716.25 | 458.3 | -40.8 | 36.89 | 18,543 | 360 | 11,058 |
| 6 Apr | 52609.10 | 510.95 | -219.45 | 37 | 32,498 | 1,052 | 10,776 |
| 2 Apr | 51548.75 | 706.3 | 7.4 | 33.75 | 33,796 | 1,068 | 9,765 |
| 1 Apr | 51448.65 | 693 | -500.05 | 32.68 | 32,423 | 741 | 8,709 |
| 30 Mar | 50275.35 | 1144 | 372.2 | 34.28 | 17,349 | 3,850 | 7,860 |
| 27 Mar | 52274.60 | 773.05 | 331.85 | 36.2 | 3,966 | 915 | 3,954 |
| 25 Mar | 53708.10 | 427.05 | -72.85 | 32.94 | 6,800 | 2,989 | 3,033 |
| 24 Mar | 52605.65 | 499.9 | 494.55 | 30.58 | 44 | 41 | 41 |
| 23 Mar | 51437.75 | 5.35 | 0 | 4.1 | 0 | 0 | 0 |
| 20 Mar | 53427.05 | 5.35 | 0 | 6.71 | 0 | 0 | 0 |
| 19 Mar | 53451.00 | 5.35 | 0 | 6.9 | 0 | 0 | 0 |
| 18 Mar | 55326.05 | 5.35 | 0 | 8.65 | 0 | 0 | 0 |
| 17 Mar | 54876.00 | 5.35 | 0 | 8.1 | 0 | 0 | 0 |
| 16 Mar | 54413.40 | 5.35 | 0 | 7.4 | 0 | 0 | 0 |
| 13 Mar | 53757.85 | 5.35 | 0 | 6.33 | 0 | 0 | 0 |
| 12 Mar | 55100.95 | 5.35 | 0 | 8.04 | 0 | 0 | 0 |
| 11 Mar | 55735.75 | 5.35 | 0 | 8.5 | 0 | 0 | 0 |
For Nifty Bank - strike price 49000 expiring on 28APR2026
Delta for 49000 PE is -0.02
Historical price for 49000 PE is as follows
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 28.9, which was -48.15 lower than the previous day. The implied volatity was 36.21, the open interest changed by -1173 which decreased total open position to 8699
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 75.5, which was 6.950000000000003 higher than the previous day. The implied volatity was 37.07, the open interest changed by 488 which increased total open position to 9919
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 69, which was -50.25 lower than the previous day. The implied volatity was 34.8, the open interest changed by -966 which decreased total open position to 9499
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 116.75, which was 24.299999999999997 higher than the previous day. The implied volatity was 33.38, the open interest changed by 1485 which increased total open position to 10461
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 91.05, which was -361.65 lower than the previous day. The implied volatity was 35.14, the open interest changed by -2206 which decreased total open position to 9011
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 458.3, which was -40.8 lower than the previous day. The implied volatity was 36.89, the open interest changed by 360 which increased total open position to 11058
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 510.95, which was -219.45 lower than the previous day. The implied volatity was 37, the open interest changed by 1052 which increased total open position to 10776
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 706.3, which was 7.4 higher than the previous day. The implied volatity was 33.75, the open interest changed by 1068 which increased total open position to 9765
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 693, which was -500.05 lower than the previous day. The implied volatity was 32.68, the open interest changed by 741 which increased total open position to 8709
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 1144, which was 372.2 higher than the previous day. The implied volatity was 34.28, the open interest changed by 3850 which increased total open position to 7860
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 773.05, which was 331.85 higher than the previous day. The implied volatity was 36.2, the open interest changed by 915 which increased total open position to 3954
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 427.05, which was -72.85 lower than the previous day. The implied volatity was 32.94, the open interest changed by 2989 which increased total open position to 3033
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 499.9, which was 494.55 higher than the previous day. The implied volatity was 30.58, the open interest changed by 41 which increased total open position to 41
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 5.35, which was 0 lower than the previous day. The implied volatity was 4.1, 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 5.35, 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 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 5.35, which was 0 lower than the previous day. The implied volatity was 6.9, 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 5.35, which was 0 lower than the previous day. The implied volatity was 8.65, 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 5.35, which was 0 lower than the previous day. The implied volatity was 8.1, 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 5.35, which was 0 lower than the previous day. The implied volatity was 7.4, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 5.35, which was 0 lower than the previous day. The implied volatity was 6.33, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 5.35, which was 0 lower than the previous day. The implied volatity was 8.04, the open interest changed by 0 which decreased total open position to 0
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 5.35, which was 0 lower than the previous day. The implied volatity was 8.5, the open interest changed by 0 which decreased total open position to 0
