BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:34 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 50100 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.06
Theta: -37.02
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55908.35 | 5920.1 | -343.4499999999998 | 58.69 | 1 | 0 | 1,011 | |||||||||
| 23 Apr | 56305.00 | 6267.1 | -1023 | 48.96 | 3 | 0 | 1,011 | |||||||||
| 22 Apr | 57124.45 | 7290.1 | 0 | 40.42 | 0 | 0 | 1,011 | |||||||||
| 21 Apr | 57371.45 | 7290.1 | 640.1000000000004 | 40.42 | 2 | 0 | 1,011 | |||||||||
| 20 Apr | 56582.35 | 6650 | 200 | 37.54 | 2 | 0 | 1,012 | |||||||||
| 17 Apr | 56565.70 | 6450 | -156.89999999999964 | 36.02 | 10 | -2 | 1,014 | |||||||||
| 16 Apr | 56086.40 | 6606.9 | 268.09999999999945 | 41.11 | 1 | 0 | 1,016 | |||||||||
| 15 Apr | 56301.95 | 6338.8 | 588.8000000000002 | 36.39 | 5 | 0 | 1,016 | |||||||||
| 13 Apr | 55605.05 | 5750 | -275.85000000000036 | 34.42 | 7 | 0 | 1,021 | |||||||||
| 10 Apr | 55912.75 | 6030.35 | 556.5500000000002 | 30.48 | 37 | 0 | 1,021 | |||||||||
| 9 Apr | 54821.70 | 5473.8 | -445.39999999999964 | 33.18 | 10 | -1 | 1,021 | |||||||||
| 8 Apr | 55703.90 | 5937.3 | 2587.65 | 33.7 | 166 | -17 | 1,022 | |||||||||
| 7 Apr | 52716.25 | 3337.6 | -184.45 | 29.58 | 105 | -5 | 1,098 | |||||||||
| 6 Apr | 52609.10 | 3491.3 | 756.7 | 35.08 | 270 | -76 | 1,104 | |||||||||
| 2 Apr | 51548.75 | 2700.95 | 36.9 | 30.28 | 14,419 | 405 | 1,188 | |||||||||
| 1 Apr | 51448.65 | 2697.95 | 527.75 | 30.21 | 2,389 | 57 | 785 | |||||||||
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| 30 Mar | 50275.35 | 2244.25 | -1300.2 | 33.3 | 1,216 | 585 | 593 | |||||||||
| 27 Mar | 52274.60 | 3544.45 | -431.5 | 31.66 | 8 | 4 | 7 | |||||||||
| 25 Mar | 53708.10 | 3975.95 | -899.15 | - | 0 | 0 | 3 | |||||||||
| 24 Mar | 52605.65 | 3975.95 | -899.15 | 32.42 | 7 | 3 | 4 | |||||||||
| 23 Mar | 51437.75 | 4875.1 | -415 | - | 0 | 0 | 1 | |||||||||
| 20 Mar | 53427.05 | 4875.1 | -415 | - | 0 | 0 | 1 | |||||||||
| 19 Mar | 53451.00 | 4875.1 | -415 | 32.88 | 6 | 2 | 3 | |||||||||
| 18 Mar | 55326.05 | 5290.1 | -4595.65 | - | 0 | 0 | 1 | |||||||||
| 17 Mar | 54876.00 | 5290.1 | -4595.65 | - | 2 | 0 | 1 | |||||||||
| 16 Mar | 54413.40 | 5290.1 | -4595.65 | 29.46 | 2 | 1 | 1 | |||||||||
| 13 Mar | 53757.85 | 9885.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 55100.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 55735.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 50100 expiring on 28APR2026
Delta for 50100 CE is 0.96
Historical price for 50100 CE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 5920.1, which was -343.4499999999998 lower than the previous day. The implied volatity was 58.69, the open interest changed by 0 which decreased total open position to 1011
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 6267.1, which was -1023 lower than the previous day. The implied volatity was 48.96, the open interest changed by 0 which decreased total open position to 1011
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 7290.1, which was 0 lower than the previous day. The implied volatity was 40.42, the open interest changed by 0 which decreased total open position to 1011
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 7290.1, which was 640.1000000000004 higher than the previous day. The implied volatity was 40.42, the open interest changed by 0 which decreased total open position to 1011
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 6650, which was 200 higher than the previous day. The implied volatity was 37.54, the open interest changed by 0 which decreased total open position to 1012
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 6450, which was -156.89999999999964 lower than the previous day. The implied volatity was 36.02, the open interest changed by -2 which decreased total open position to 1014
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 6606.9, which was 268.09999999999945 higher than the previous day. The implied volatity was 41.11, the open interest changed by 0 which decreased total open position to 1016
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 6338.8, which was 588.8000000000002 higher than the previous day. The implied volatity was 36.39, the open interest changed by 0 which decreased total open position to 1016
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 5750, which was -275.85000000000036 lower than the previous day. The implied volatity was 34.42, the open interest changed by 0 which decreased total open position to 1021
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 6030.35, which was 556.5500000000002 higher than the previous day. The implied volatity was 30.48, the open interest changed by 0 which decreased total open position to 1021
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 5473.8, which was -445.39999999999964 lower than the previous day. The implied volatity was 33.18, the open interest changed by -1 which decreased total open position to 1021
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 5937.3, which was 2587.65 higher than the previous day. The implied volatity was 33.7, the open interest changed by -17 which decreased total open position to 1022
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 3337.6, which was -184.45 lower than the previous day. The implied volatity was 29.58, the open interest changed by -5 which decreased total open position to 1098
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 3491.3, which was 756.7 higher than the previous day. The implied volatity was 35.08, the open interest changed by -76 which decreased total open position to 1104
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 2700.95, which was 36.9 higher than the previous day. The implied volatity was 30.28, the open interest changed by 405 which increased total open position to 1188
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 2697.95, which was 527.75 higher than the previous day. The implied volatity was 30.21, the open interest changed by 57 which increased total open position to 785
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 2244.25, which was -1300.2 lower than the previous day. The implied volatity was 33.3, the open interest changed by 585 which increased total open position to 593
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 3544.45, which was -431.5 lower than the previous day. The implied volatity was 31.66, the open interest changed by 4 which increased total open position to 7
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 3975.95, which was -899.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 3975.95, which was -899.15 lower than the previous day. The implied volatity was 32.42, the open interest changed by 3 which increased total open position to 4
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 4875.1, which was -415 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 4875.1, which was -415 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 4875.1, which was -415 lower than the previous day. The implied volatity was 32.88, the open interest changed by 2 which increased total open position to 3
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 5290.1, which was -4595.65 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 5290.1, which was -4595.65 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 5290.1, which was -4595.65 lower than the previous day. The implied volatity was 29.46, the open interest changed by 1 which increased total open position to 1
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 9885.75, 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 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 11 Mar BANKNIFTY was trading at 55735.75. 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
| BANKNIFTY 28-Apr-2026 (4d) 50100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.01
Theta: 3.36
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55908.35 | 4 | -1.1500000000000004 | 39.32 | 136 | 2 | 1,937 |
| 23 Apr | 56305.00 | 5.45 | -0.20000000000000018 | 39.26 | 482 | -58 | 1,933 |
| 22 Apr | 57124.45 | 5 | -4.050000000000001 | 39.45 | 461 | 59 | 1,995 |
| 21 Apr | 57371.45 | 8.85 | -8.200000000000001 | 40.29 | 366 | 139 | 1,937 |
| 20 Apr | 56582.35 | 20.1 | 3.3500000000000014 | 38.58 | 897 | 37 | 1,810 |
| 17 Apr | 56565.70 | 20.1 | -15.299999999999997 | 33.49 | 900 | 133 | 1,758 |
| 16 Apr | 56086.40 | 38.3 | -10.450000000000003 | 33.05 | 978 | -276 | 1,623 |
| 15 Apr | 56301.95 | 47.65 | -69.19999999999999 | 33.96 | 887 | 159 | 1,885 |
| 13 Apr | 55605.05 | 113.4 | 15.300000000000011 | 34.76 | 1,561 | -1 | 1,696 |
| 10 Apr | 55912.75 | 97.85 | -78.85 | 32.35 | 816 | 2 | 1,680 |
| 9 Apr | 54821.70 | 172.85 | 46.55 | 31.19 | 1,304 | -149 | 1,686 |
| 8 Apr | 55703.90 | 125.1 | -514.65 | 32.61 | 3,725 | -454 | 1,841 |
| 7 Apr | 52716.25 | 649.7 | -41.4 | 35.19 | 1,917 | -8 | 2,303 |
| 6 Apr | 52609.10 | 704 | -318.15 | 35.06 | 3,360 | -139 | 2,289 |
| 2 Apr | 51548.75 | 959 | -29.35 | 31.86 | 24,482 | 1,276 | 2,437 |
| 1 Apr | 51448.65 | 985.65 | -625.15 | 31.5 | 4,512 | 247 | 1,163 |
| 30 Mar | 50275.35 | 1511.5 | 1498.4 | 32.66 | 1,571 | 770 | 770 |
| 27 Mar | 52274.60 | 13.1 | 0 | 3.93 | 0 | 0 | 0 |
| 25 Mar | 53708.10 | 13.1 | 0 | 5.56 | 0 | 0 | 0 |
| 24 Mar | 52605.65 | 13.1 | 0 | 4.34 | 0 | 0 | 0 |
| 23 Mar | 51437.75 | 13.1 | 0 | 2.7 | 0 | 0 | 0 |
| 20 Mar | 53427.05 | 13.1 | 0 | 5.04 | 0 | 0 | 0 |
| 19 Mar | 53451.00 | 13.1 | 0 | 5.25 | 0 | 0 | 0 |
| 18 Mar | 55326.05 | 13.1 | 0 | 7.33 | 0 | 0 | 0 |
| 17 Mar | 54876.00 | 13.1 | 0 | 6.44 | 0 | 0 | 0 |
| 16 Mar | 54413.40 | 13.1 | 0 | 5.8 | 0 | 0 | 0 |
| 13 Mar | 53757.85 | 13.1 | 0 | 5.11 | 0 | 0 | 0 |
| 12 Mar | 55100.95 | 13.1 | 0 | 6.48 | 0 | 0 | 0 |
| 11 Mar | 55735.75 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 50100 expiring on 28APR2026
Delta for 50100 PE is -0.01
Historical price for 50100 PE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 4, which was -1.1500000000000004 lower than the previous day. The implied volatity was 39.32, the open interest changed by 2 which increased total open position to 1937
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 5.45, which was -0.20000000000000018 lower than the previous day. The implied volatity was 39.26, the open interest changed by -58 which decreased total open position to 1933
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 5, which was -4.050000000000001 lower than the previous day. The implied volatity was 39.45, the open interest changed by 59 which increased total open position to 1995
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 8.85, which was -8.200000000000001 lower than the previous day. The implied volatity was 40.29, the open interest changed by 139 which increased total open position to 1937
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 20.1, which was 3.3500000000000014 higher than the previous day. The implied volatity was 38.58, the open interest changed by 37 which increased total open position to 1810
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 20.1, which was -15.299999999999997 lower than the previous day. The implied volatity was 33.49, the open interest changed by 133 which increased total open position to 1758
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 38.3, which was -10.450000000000003 lower than the previous day. The implied volatity was 33.05, the open interest changed by -276 which decreased total open position to 1623
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 47.65, which was -69.19999999999999 lower than the previous day. The implied volatity was 33.96, the open interest changed by 159 which increased total open position to 1885
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 113.4, which was 15.300000000000011 higher than the previous day. The implied volatity was 34.76, the open interest changed by -1 which decreased total open position to 1696
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 97.85, which was -78.85 lower than the previous day. The implied volatity was 32.35, the open interest changed by 2 which increased total open position to 1680
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 172.85, which was 46.55 higher than the previous day. The implied volatity was 31.19, the open interest changed by -149 which decreased total open position to 1686
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 125.1, which was -514.65 lower than the previous day. The implied volatity was 32.61, the open interest changed by -454 which decreased total open position to 1841
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 649.7, which was -41.4 lower than the previous day. The implied volatity was 35.19, the open interest changed by -8 which decreased total open position to 2303
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 704, which was -318.15 lower than the previous day. The implied volatity was 35.06, the open interest changed by -139 which decreased total open position to 2289
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 959, which was -29.35 lower than the previous day. The implied volatity was 31.86, the open interest changed by 1276 which increased total open position to 2437
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 985.65, which was -625.15 lower than the previous day. The implied volatity was 31.5, the open interest changed by 247 which increased total open position to 1163
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 1511.5, which was 1498.4 higher than the previous day. The implied volatity was 32.66, the open interest changed by 770 which increased total open position to 770
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 3.93, 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 13.1, which was 0 lower than the previous day. The implied volatity was 5.56, 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 13.1, which was 0 lower than the previous day. The implied volatity was 4.34, 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 13.1, which was 0 lower than the previous day. The implied volatity was 2.7, 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 13.1, which was 0 lower than the previous day. The implied volatity was 5.04, 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 13.1, which was 0 lower than the previous day. The implied volatity was 5.25, 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 13.1, which was 0 lower than the previous day. The implied volatity was 7.33, 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 13.1, which was 0 lower than the previous day. The implied volatity was 6.44, 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 13.1, which was 0 lower than the previous day. The implied volatity was 5.8, 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 13.1, which was 0 lower than the previous day. The implied volatity was 5.11, 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 13.1, which was 0 lower than the previous day. The implied volatity was 6.48, 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 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
