BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:34 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 50000 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.05
Theta: -36.79
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55908.35 | 6000 | -303.0500000000002 | 59.6 | 133 | -50 | 4,260 | |||||||||
| 23 Apr | 56305.00 | 6345.05 | -806.6499999999996 | 46.75 | 324 | -24 | 4,313 | |||||||||
| 22 Apr | 57124.45 | 7160 | -233.5 | 40.46 | 130 | -44 | 4,341 | |||||||||
| 21 Apr | 57371.45 | 7386.85 | 786.8500000000004 | 40.46 | 277 | -123 | 4,386 | |||||||||
| 20 Apr | 56582.35 | 6541.95 | -99.5 | 38.15 | 572 | -345 | 4,510 | |||||||||
| 17 Apr | 56565.70 | 6650 | 477.14999999999964 | 23.95 | 338 | -22 | 4,856 | |||||||||
| 16 Apr | 56086.40 | 6172.7 | -254.19999999999982 | 33.1 | 143 | -22 | 4,880 | |||||||||
| 15 Apr | 56301.95 | 6405.85 | 600.4000000000005 | 34.67 | 316 | -43 | 4,904 | |||||||||
| 13 Apr | 55605.05 | 5785.2 | -317.0500000000002 | 32.61 | 1,933 | -978 | 4,949 | |||||||||
| 10 Apr | 55912.75 | 6116.45 | 910.0500000000002 | 28.32 | 381 | -37 | 5,927 | |||||||||
| 9 Apr | 54821.70 | 5181.35 | -800.2999999999993 | 32.6 | 750 | -73 | 5,968 | |||||||||
| 8 Apr | 55703.90 | 6030 | 2530.1 | 32.1 | 2,966 | -1,118 | 6,057 | |||||||||
| 7 Apr | 52716.25 | 3450 | -82.85 | 30.57 | 2,335 | 241 | 7,255 | |||||||||
| 6 Apr | 52609.10 | 3533 | 774.5 | 34.32 | 7,694 | -225 | 7,046 | |||||||||
| 2 Apr | 51548.75 | 2835.5 | 104.05 | 31.7 | 33,207 | 2,298 | 7,280 | |||||||||
| 1 Apr | 51448.65 | 2748.15 | 508 | 29.69 | 7,407 | -18 | 4,986 | |||||||||
| 30 Mar | 50275.35 | 2340 | -1191.95 | 34.11 | 10,005 | 2,910 | 4,877 | |||||||||
| 27 Mar | 52274.60 | 3497.85 | -1143.05 | 29.34 | 1,571 | 507 | 1,962 | |||||||||
| 25 Mar | 53708.10 | 4598 | 682.45 | 28.86 | 1,705 | -316 | 1,451 | |||||||||
| 24 Mar | 52605.65 | 4003.45 | 752.9 | 31.58 | 3,005 | -335 | 1,786 | |||||||||
| 23 Mar | 51437.75 | 3140 | -1434.95 | 32.15 | 3,452 | 1,814 | 2,122 | |||||||||
| 20 Mar | 53427.05 | 4600 | 55.4 | 29.94 | 184 | 50 | 307 | |||||||||
| 19 Mar | 53451.00 | 4800 | -1203.35 | 29.88 | 206 | 78 | 259 | |||||||||
| 18 Mar | 55326.05 | 5950 | 260.95 | 20.1 | 73 | 36 | 180 | |||||||||
| 17 Mar | 54876.00 | 5701 | 290.75 | 26.59 | 42 | -1 | 142 | |||||||||
| 16 Mar | 54413.40 | 5382.2 | 501.95 | 29.73 | 76 | 21 | 144 | |||||||||
| 13 Mar | 53757.85 | 4900 | -1125 | 27.08 | 145 | 99 | 118 | |||||||||
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| 12 Mar | 55100.95 | 6025 | -575 | 25.19 | 22 | 17 | 18 | |||||||||
| 11 Mar | 55735.75 | 6600 | -3383.25 | 27.21 | 1 | 0 | 0 | |||||||||
For Nifty Bank - strike price 50000 expiring on 28APR2026
Delta for 50000 CE is 0.96
Historical price for 50000 CE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 6000, which was -303.0500000000002 lower than the previous day. The implied volatity was 59.6, the open interest changed by -50 which decreased total open position to 4260
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 6345.05, which was -806.6499999999996 lower than the previous day. The implied volatity was 46.75, the open interest changed by -24 which decreased total open position to 4313
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 7160, which was -233.5 lower than the previous day. The implied volatity was 40.46, the open interest changed by -44 which decreased total open position to 4341
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 7386.85, which was 786.8500000000004 higher than the previous day. The implied volatity was 40.46, the open interest changed by -123 which decreased total open position to 4386
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 6541.95, which was -99.5 lower than the previous day. The implied volatity was 38.15, the open interest changed by -345 which decreased total open position to 4510
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 6650, which was 477.14999999999964 higher than the previous day. The implied volatity was 23.95, the open interest changed by -22 which decreased total open position to 4856
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 6172.7, which was -254.19999999999982 lower than the previous day. The implied volatity was 33.1, the open interest changed by -22 which decreased total open position to 4880
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 6405.85, which was 600.4000000000005 higher than the previous day. The implied volatity was 34.67, the open interest changed by -43 which decreased total open position to 4904
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 5785.2, which was -317.0500000000002 lower than the previous day. The implied volatity was 32.61, the open interest changed by -978 which decreased total open position to 4949
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 6116.45, which was 910.0500000000002 higher than the previous day. The implied volatity was 28.32, the open interest changed by -37 which decreased total open position to 5927
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 5181.35, which was -800.2999999999993 lower than the previous day. The implied volatity was 32.6, the open interest changed by -73 which decreased total open position to 5968
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 6030, which was 2530.1 higher than the previous day. The implied volatity was 32.1, the open interest changed by -1118 which decreased total open position to 6057
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 3450, which was -82.85 lower than the previous day. The implied volatity was 30.57, the open interest changed by 241 which increased total open position to 7255
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 3533, which was 774.5 higher than the previous day. The implied volatity was 34.32, the open interest changed by -225 which decreased total open position to 7046
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 2835.5, which was 104.05 higher than the previous day. The implied volatity was 31.7, the open interest changed by 2298 which increased total open position to 7280
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 2748.15, which was 508 higher than the previous day. The implied volatity was 29.69, the open interest changed by -18 which decreased total open position to 4986
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 2340, which was -1191.95 lower than the previous day. The implied volatity was 34.11, the open interest changed by 2910 which increased total open position to 4877
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 3497.85, which was -1143.05 lower than the previous day. The implied volatity was 29.34, the open interest changed by 507 which increased total open position to 1962
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 4598, which was 682.45 higher than the previous day. The implied volatity was 28.86, the open interest changed by -316 which decreased total open position to 1451
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 4003.45, which was 752.9 higher than the previous day. The implied volatity was 31.58, the open interest changed by -335 which decreased total open position to 1786
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 3140, which was -1434.95 lower than the previous day. The implied volatity was 32.15, the open interest changed by 1814 which increased total open position to 2122
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 4600, which was 55.4 higher than the previous day. The implied volatity was 29.94, the open interest changed by 50 which increased total open position to 307
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 4800, which was -1203.35 lower than the previous day. The implied volatity was 29.88, the open interest changed by 78 which increased total open position to 259
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 5950, which was 260.95 higher than the previous day. The implied volatity was 20.1, the open interest changed by 36 which increased total open position to 180
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 5701, which was 290.75 higher than the previous day. The implied volatity was 26.59, the open interest changed by -1 which decreased total open position to 142
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 5382.2, which was 501.95 higher than the previous day. The implied volatity was 29.73, the open interest changed by 21 which increased total open position to 144
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 4900, which was -1125 lower than the previous day. The implied volatity was 27.08, the open interest changed by 99 which increased total open position to 118
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 6025, which was -575 lower than the previous day. The implied volatity was 25.19, the open interest changed by 17 which increased total open position to 18
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 6600, which was -3383.25 lower than the previous day. The implied volatity was 27.21, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28-Apr-2026 (4d) 50000 PE | |||||||
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Delta: 0
Vega: 0.01
Theta: 3.72
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55908.35 | 3.55 | -1.25 | 39.53 | 15,254 | 1,249 | 19,968 |
| 23 Apr | 56305.00 | 4.4 | -1.0999999999999996 | 38.98 | 17,507 | -2,993 | 18,713 |
| 22 Apr | 57124.45 | 5.6 | -2.5 | 40.54 | 21,969 | -2,447 | 21,690 |
| 21 Apr | 57371.45 | 8.3 | -8.75 | 40.58 | 44,728 | 1,494 | 24,006 |
| 20 Apr | 56582.35 | 18.9 | 2.849999999999998 | 38.78 | 59,766 | 1,396 | 22,700 |
| 17 Apr | 56565.70 | 15.5 | -16.9 | 32.66 | 40,891 | -111 | 21,322 |
| 16 Apr | 56086.40 | 32.7 | -12.599999999999994 | 32.7 | 34,893 | 895 | 21,454 |
| 15 Apr | 56301.95 | 45 | -67.8 | 34.15 | 38,432 | -136 | 20,519 |
| 13 Apr | 55605.05 | 110.35 | 14.199999999999989 | 35.08 | 39,897 | 738 | 20,720 |
| 10 Apr | 55912.75 | 97 | -70.69999999999999 | 32.69 | 29,609 | 2,387 | 19,973 |
| 9 Apr | 54821.70 | 167.55 | 42.900000000000006 | 31.48 | 35,574 | -359 | 17,662 |
| 8 Apr | 55703.90 | 120 | -502.05 | 32.75 | 62,514 | -2,192 | 18,045 |
| 7 Apr | 52716.25 | 629.05 | -42.7 | 35.33 | 31,690 | 1,477 | 20,272 |
| 6 Apr | 52609.10 | 680 | -312.95 | 35.14 | 42,141 | 1,170 | 18,834 |
| 2 Apr | 51548.75 | 954.5 | -1.35 | 32.47 | 71,319 | 4,791 | 17,592 |
| 1 Apr | 51448.65 | 947 | -603.35 | 31.56 | 49,746 | 1,045 | 12,853 |
| 30 Mar | 50275.35 | 1498 | 511.25 | 33.28 | 30,954 | 4,942 | 11,708 |
| 27 Mar | 52274.60 | 1005.75 | 414.9 | 35.14 | 12,639 | 2,353 | 6,666 |
| 25 Mar | 53708.10 | 586.05 | -297.55 | 32.11 | 12,313 | 1,078 | 4,327 |
| 24 Mar | 52605.65 | 895.4 | -468.8 | 33.73 | 8,205 | 873 | 3,268 |
| 23 Mar | 51437.75 | 1421.4 | 1126.5 | 35.69 | 5,753 | 2,363 | 2,400 |
| 20 Mar | 53427.05 | 294.9 | 282.8 | 22.78 | 37 | 32 | 32 |
| 19 Mar | 53451.00 | 12.1 | 0 | 5.37 | 0 | 0 | 0 |
| 18 Mar | 55326.05 | 12.1 | 0 | 7.45 | 0 | 0 | 0 |
| 17 Mar | 54876.00 | 12.1 | 0 | 6.9 | 0 | 0 | 0 |
| 16 Mar | 54413.40 | 12.1 | 0 | 5.92 | 0 | 0 | 0 |
| 13 Mar | 53757.85 | 12.1 | 0 | 5.22 | 0 | 0 | 0 |
| 12 Mar | 55100.95 | 12.1 | 0 | 6.6 | 0 | 0 | 0 |
| 11 Mar | 55735.75 | 12.1 | 0 | 7.4 | 0 | 0 | 0 |
For Nifty Bank - strike price 50000 expiring on 28APR2026
Delta for 50000 PE is 0
Historical price for 50000 PE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 3.55, which was -1.25 lower than the previous day. The implied volatity was 39.53, the open interest changed by 1249 which increased total open position to 19968
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 4.4, which was -1.0999999999999996 lower than the previous day. The implied volatity was 38.98, the open interest changed by -2993 which decreased total open position to 18713
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 5.6, which was -2.5 lower than the previous day. The implied volatity was 40.54, the open interest changed by -2447 which decreased total open position to 21690
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 8.3, which was -8.75 lower than the previous day. The implied volatity was 40.58, the open interest changed by 1494 which increased total open position to 24006
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 18.9, which was 2.849999999999998 higher than the previous day. The implied volatity was 38.78, the open interest changed by 1396 which increased total open position to 22700
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 15.5, which was -16.9 lower than the previous day. The implied volatity was 32.66, the open interest changed by -111 which decreased total open position to 21322
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 32.7, which was -12.599999999999994 lower than the previous day. The implied volatity was 32.7, the open interest changed by 895 which increased total open position to 21454
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 45, which was -67.8 lower than the previous day. The implied volatity was 34.15, the open interest changed by -136 which decreased total open position to 20519
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 110.35, which was 14.199999999999989 higher than the previous day. The implied volatity was 35.08, the open interest changed by 738 which increased total open position to 20720
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 97, which was -70.69999999999999 lower than the previous day. The implied volatity was 32.69, the open interest changed by 2387 which increased total open position to 19973
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 167.55, which was 42.900000000000006 higher than the previous day. The implied volatity was 31.48, the open interest changed by -359 which decreased total open position to 17662
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 120, which was -502.05 lower than the previous day. The implied volatity was 32.75, the open interest changed by -2192 which decreased total open position to 18045
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 629.05, which was -42.7 lower than the previous day. The implied volatity was 35.33, the open interest changed by 1477 which increased total open position to 20272
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 680, which was -312.95 lower than the previous day. The implied volatity was 35.14, the open interest changed by 1170 which increased total open position to 18834
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 954.5, which was -1.35 lower than the previous day. The implied volatity was 32.47, the open interest changed by 4791 which increased total open position to 17592
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 947, which was -603.35 lower than the previous day. The implied volatity was 31.56, the open interest changed by 1045 which increased total open position to 12853
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 1498, which was 511.25 higher than the previous day. The implied volatity was 33.28, the open interest changed by 4942 which increased total open position to 11708
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 1005.75, which was 414.9 higher than the previous day. The implied volatity was 35.14, the open interest changed by 2353 which increased total open position to 6666
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 586.05, which was -297.55 lower than the previous day. The implied volatity was 32.11, the open interest changed by 1078 which increased total open position to 4327
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 895.4, which was -468.8 lower than the previous day. The implied volatity was 33.73, the open interest changed by 873 which increased total open position to 3268
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 1421.4, which was 1126.5 higher than the previous day. The implied volatity was 35.69, the open interest changed by 2363 which increased total open position to 2400
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 294.9, which was 282.8 higher than the previous day. The implied volatity was 22.78, the open interest changed by 32 which increased total open position to 32
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 12.1, which was 0 lower than the previous day. The implied volatity was 5.37, 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 12.1, which was 0 lower than the previous day. The implied volatity was 7.45, 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 12.1, 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 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 12.1, which was 0 lower than the previous day. The implied volatity was 5.92, 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 12.1, which was 0 lower than the previous day. The implied volatity was 5.22, 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 12.1, which was 0 lower than the previous day. The implied volatity was 6.6, 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 12.1, 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
