BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 04:10 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 49500 CE | ||||||||||||||||
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Delta: 0.94
Vega: 0.07
Theta: -58.11
Gamma: 0.00003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 56089.75 | 6531.85 | -304.0499999999993 | 72.06 | 1 | 0 | 571 | |||||||||
| 23 Apr | 56305.00 | 6835.9 | -1064.1000000000004 | 48.77 | 146 | -1 | 571 | |||||||||
| 22 Apr | 57124.45 | 7900 | 97.19999999999982 | 43.1 | 1 | 0 | 572 | |||||||||
| 21 Apr | 57371.45 | 7802.8 | 602.8000000000002 | 42.61 | 8 | -1 | 572 | |||||||||
| 20 Apr | 56582.35 | 7200 | 230 | 39.57 | 1 | 0 | 573 | |||||||||
| 17 Apr | 56565.70 | 6970 | 319 | 34.19 | 2 | 0 | 573 | |||||||||
| 16 Apr | 56086.40 | 6651 | -269.9499999999998 | 31.27 | 6 | -4 | 573 | |||||||||
| 15 Apr | 56301.95 | 6920.95 | 651.5500000000002 | 32.31 | 4 | -1 | 578 | |||||||||
| 13 Apr | 55605.05 | 6260.2 | -308.40000000000055 | 36.32 | 36 | -26 | 579 | |||||||||
| 10 Apr | 55912.75 | 6603.8 | 1011.5500000000002 | 24.99 | 401 | -106 | 612 | |||||||||
| 9 Apr | 54821.70 | 5592.25 | -915 | 34.81 | 95 | -75 | 718 | |||||||||
| 8 Apr | 55703.90 | 6508.35 | 2628.35 | 34.09 | 349 | -6 | 809 | |||||||||
| 7 Apr | 52716.25 | 3880 | -102.3 | 31.63 | 66 | 0 | 814 | |||||||||
| 6 Apr | 52609.10 | 3980.15 | 834.8 | 36.28 | 390 | 101 | 830 | |||||||||
| 2 Apr | 51548.75 | 3147.35 | 77.35 | 31.15 | 1,594 | 444 | 741 | |||||||||
| 1 Apr | 51448.65 | 3080 | 517.5 | 29.53 | 573 | -24 | 298 | |||||||||
| 30 Mar | 50275.35 | 2560 | -1390 | 32.91 | 483 | 293 | 320 | |||||||||
| 27 Mar | 52274.60 | 3950 | -1086.2 | 31.19 | 27 | 18 | 26 | |||||||||
| 25 Mar | 53708.10 | 5036.2 | 719.85 | 29.89 | 3 | 1 | 8 | |||||||||
| 24 Mar | 52605.65 | 4404.2 | 580.1 | 32.29 | 5 | 3 | 6 | |||||||||
| 23 Mar | 51437.75 | 3824.1 | -1272.35 | 38.52 | 2 | 0 | 3 | |||||||||
| 20 Mar | 53427.05 | 5092.9 | -1607.1 | - | 0 | 0 | 3 | |||||||||
| 19 Mar | 53451.00 | 5092.9 | -1607.1 | 27.49 | 2 | 0 | 1 | |||||||||
| 18 Mar | 55326.05 | 6700 | -3771.6 | - | 0 | 0 | 1 | |||||||||
| 17 Mar | 54876.00 | 6700 | -3771.6 | - | 0 | 0 | 1 | |||||||||
| 16 Mar | 54413.40 | 6700 | -3771.6 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 53757.85 | 6700 | -3771.6 | - | 0 | 0 | 1 | |||||||||
| 12 Mar | 55100.95 | 6700 | -3771.6 | 31.6 | 2 | 1 | 1 | |||||||||
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| 11 Mar | 55735.75 | 10471.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 49500 expiring on 28APR2026
Delta for 49500 CE is 0.94
Historical price for 49500 CE is as follows
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 6531.85, which was -304.0499999999993 lower than the previous day. The implied volatity was 72.06, the open interest changed by 0 which decreased total open position to 571
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 6835.9, which was -1064.1000000000004 lower than the previous day. The implied volatity was 48.77, the open interest changed by -1 which decreased total open position to 571
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 7900, which was 97.19999999999982 higher than the previous day. The implied volatity was 43.1, the open interest changed by 0 which decreased total open position to 572
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 7802.8, which was 602.8000000000002 higher than the previous day. The implied volatity was 42.61, the open interest changed by -1 which decreased total open position to 572
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 7200, which was 230 higher than the previous day. The implied volatity was 39.57, the open interest changed by 0 which decreased total open position to 573
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 6970, which was 319 higher than the previous day. The implied volatity was 34.19, the open interest changed by 0 which decreased total open position to 573
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 6651, which was -269.9499999999998 lower than the previous day. The implied volatity was 31.27, the open interest changed by -4 which decreased total open position to 573
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 6920.95, which was 651.5500000000002 higher than the previous day. The implied volatity was 32.31, the open interest changed by -1 which decreased total open position to 578
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 6260.2, which was -308.40000000000055 lower than the previous day. The implied volatity was 36.32, the open interest changed by -26 which decreased total open position to 579
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 6603.8, which was 1011.5500000000002 higher than the previous day. The implied volatity was 24.99, the open interest changed by -106 which decreased total open position to 612
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 5592.25, which was -915 lower than the previous day. The implied volatity was 34.81, the open interest changed by -75 which decreased total open position to 718
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 6508.35, which was 2628.35 higher than the previous day. The implied volatity was 34.09, the open interest changed by -6 which decreased total open position to 809
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 3880, which was -102.3 lower than the previous day. The implied volatity was 31.63, the open interest changed by 0 which decreased total open position to 814
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 3980.15, which was 834.8 higher than the previous day. The implied volatity was 36.28, the open interest changed by 101 which increased total open position to 830
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 3147.35, which was 77.35 higher than the previous day. The implied volatity was 31.15, the open interest changed by 444 which increased total open position to 741
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 3080, which was 517.5 higher than the previous day. The implied volatity was 29.53, the open interest changed by -24 which decreased total open position to 298
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 2560, which was -1390 lower than the previous day. The implied volatity was 32.91, the open interest changed by 293 which increased total open position to 320
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 3950, which was -1086.2 lower than the previous day. The implied volatity was 31.19, the open interest changed by 18 which increased total open position to 26
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 5036.2, which was 719.85 higher than the previous day. The implied volatity was 29.89, the open interest changed by 1 which increased total open position to 8
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 4404.2, which was 580.1 higher than the previous day. The implied volatity was 32.29, the open interest changed by 3 which increased total open position to 6
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 3824.1, which was -1272.35 lower than the previous day. The implied volatity was 38.52, the open interest changed by 0 which decreased total open position to 3
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 5092.9, which was -1607.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 5092.9, which was -1607.1 lower than the previous day. The implied volatity was 27.49, the open interest changed by 0 which decreased total open position to 1
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 6700, which was -3771.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 6700, which was -3771.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 6700, which was -3771.6 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 6700, which was -3771.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 6700, which was -3771.6 lower than the previous day. The implied volatity was 31.6, the open interest changed by 1 which increased total open position to 1
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 10471.6, 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) 49500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.01
Theta: 2.4
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 56089.75 | 4.8 | 0.2999999999999998 | 45.52 | 6,476 | 193 | 3,129 |
| 23 Apr | 56305.00 | 4.2 | -0.9500000000000002 | 41.68 | 5,940 | -566 | 2,937 |
| 22 Apr | 57124.45 | 5.35 | -1.6500000000000004 | 43.08 | 6,089 | -917 | 3,509 |
| 21 Apr | 57371.45 | 7.3 | -6.6000000000000005 | 42.54 | 16,755 | -3,821 | 4,410 |
| 20 Apr | 56582.35 | 15.15 | 2 | 40.21 | 24,183 | 2,419 | 8,102 |
| 17 Apr | 56565.70 | 10.65 | -14.999999999999998 | 33.15 | 15,162 | 583 | 5,682 |
| 16 Apr | 56086.40 | 27.25 | -9.149999999999999 | 34.08 | 10,827 | 1,113 | 5,099 |
| 15 Apr | 56301.95 | 35.6 | -56.74999999999999 | 35.13 | 9,363 | 588 | 3,974 |
| 13 Apr | 55605.05 | 91.65 | 10.600000000000009 | 36.19 | 7,660 | 427 | 3,406 |
| 10 Apr | 55912.75 | 82.25 | -58.400000000000006 | 33.82 | 5,183 | 333 | 2,987 |
| 9 Apr | 54821.70 | 140.7 | 34.19999999999999 | 32.45 | 6,327 | -169 | 2,666 |
| 8 Apr | 55703.90 | 102.45 | -430.4 | 33.81 | 12,584 | -837 | 2,834 |
| 7 Apr | 52716.25 | 537.85 | -42.2 | 36.12 | 9,871 | 229 | 3,721 |
| 6 Apr | 52609.10 | 582.25 | -272.2 | 35.87 | 12,759 | 229 | 3,577 |
| 2 Apr | 51548.75 | 839.3 | 21 | 33.48 | 12,736 | 526 | 3,350 |
| 1 Apr | 51448.65 | 818.65 | -555.85 | 32.28 | 15,304 | 615 | 2,828 |
| 30 Mar | 50275.35 | 1334.6 | 466.7 | 34.21 | 5,660 | 1,901 | 2,157 |
| 27 Mar | 52274.60 | 881.6 | 532.05 | 35.64 | 920 | 245 | 249 |
| 25 Mar | 53708.10 | 349.55 | 341.45 | 28.62 | 4 | 3 | 3 |
| 24 Mar | 52605.65 | 8.1 | 0 | 5.15 | 0 | 0 | 0 |
| 23 Mar | 51437.75 | 8.1 | 0 | 3.41 | 0 | 0 | 0 |
| 20 Mar | 53427.05 | 8.1 | 0 | 5.79 | 0 | 0 | 0 |
| 19 Mar | 53451.00 | 8.1 | 0 | 5.99 | 0 | 0 | 0 |
| 18 Mar | 55326.05 | 8.1 | 0 | 8.06 | 0 | 0 | 0 |
| 17 Mar | 54876.00 | 8.1 | 0 | 7.51 | 0 | 0 | 0 |
| 16 Mar | 54413.40 | 8.1 | 0 | 6.5 | 0 | 0 | 0 |
| 13 Mar | 53757.85 | 8.1 | 0 | 5.81 | 0 | 0 | 0 |
| 12 Mar | 55100.95 | 8.1 | 0 | 7.46 | 0 | 0 | 0 |
| 11 Mar | 55735.75 | 8.1 | 0 | 7.95 | 0 | 0 | 0 |
For Nifty Bank - strike price 49500 expiring on 28APR2026
Delta for 49500 PE is -0.01
Historical price for 49500 PE is as follows
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 4.8, which was 0.2999999999999998 higher than the previous day. The implied volatity was 45.52, the open interest changed by 193 which increased total open position to 3129
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 4.2, which was -0.9500000000000002 lower than the previous day. The implied volatity was 41.68, the open interest changed by -566 which decreased total open position to 2937
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 5.35, which was -1.6500000000000004 lower than the previous day. The implied volatity was 43.08, the open interest changed by -917 which decreased total open position to 3509
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 7.3, which was -6.6000000000000005 lower than the previous day. The implied volatity was 42.54, the open interest changed by -3821 which decreased total open position to 4410
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 15.15, which was 2 higher than the previous day. The implied volatity was 40.21, the open interest changed by 2419 which increased total open position to 8102
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 10.65, which was -14.999999999999998 lower than the previous day. The implied volatity was 33.15, the open interest changed by 583 which increased total open position to 5682
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 27.25, which was -9.149999999999999 lower than the previous day. The implied volatity was 34.08, the open interest changed by 1113 which increased total open position to 5099
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 35.6, which was -56.74999999999999 lower than the previous day. The implied volatity was 35.13, the open interest changed by 588 which increased total open position to 3974
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 91.65, which was 10.600000000000009 higher than the previous day. The implied volatity was 36.19, the open interest changed by 427 which increased total open position to 3406
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 82.25, which was -58.400000000000006 lower than the previous day. The implied volatity was 33.82, the open interest changed by 333 which increased total open position to 2987
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 140.7, which was 34.19999999999999 higher than the previous day. The implied volatity was 32.45, the open interest changed by -169 which decreased total open position to 2666
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 102.45, which was -430.4 lower than the previous day. The implied volatity was 33.81, the open interest changed by -837 which decreased total open position to 2834
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 537.85, which was -42.2 lower than the previous day. The implied volatity was 36.12, the open interest changed by 229 which increased total open position to 3721
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 582.25, which was -272.2 lower than the previous day. The implied volatity was 35.87, the open interest changed by 229 which increased total open position to 3577
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 839.3, which was 21 higher than the previous day. The implied volatity was 33.48, the open interest changed by 526 which increased total open position to 3350
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 818.65, which was -555.85 lower than the previous day. The implied volatity was 32.28, the open interest changed by 615 which increased total open position to 2828
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 1334.6, which was 466.7 higher than the previous day. The implied volatity was 34.21, the open interest changed by 1901 which increased total open position to 2157
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 881.6, which was 532.05 higher than the previous day. The implied volatity was 35.64, the open interest changed by 245 which increased total open position to 249
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 349.55, which was 341.45 higher than the previous day. The implied volatity was 28.62, the open interest changed by 3 which increased total open position to 3
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 5.15, 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 8.1, which was 0 lower than the previous day. The implied volatity was 3.41, 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 8.1, which was 0 lower than the previous day. The implied volatity was 5.79, 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 8.1, which was 0 lower than the previous day. The implied volatity was 5.99, 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 8.1, which was 0 lower than the previous day. The implied volatity was 8.06, 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 8.1, which was 0 lower than the previous day. The implied volatity was 7.51, 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 8.1, which was 0 lower than the previous day. The implied volatity was 6.5, 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 8.1, which was 0 lower than the previous day. The implied volatity was 5.81, 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 8.1, which was 0 lower than the previous day. The implied volatity was 7.46, 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 8.1, which was 0 lower than the previous day. The implied volatity was 7.95, the open interest changed by 0 which decreased total open position to 0
