BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:36 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 50400 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.04
Theta: -22.45
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55916.70 | 5610.75 | -332.60000000000036 | 49.99 | 7 | -6 | 905 | |||||||||
| 23 Apr | 56305.00 | 5943.35 | -877.8499999999995 | 37.48 | 3 | 0 | 911 | |||||||||
| 22 Apr | 57124.45 | 6818.05 | 418.0500000000002 | 30.57 | 11 | -7 | 911 | |||||||||
| 21 Apr | 57371.45 | 6400 | 0 | 36.53 | 0 | 0 | 918 | |||||||||
| 20 Apr | 56582.35 | 6400 | 396.5 | 36.53 | 1 | 0 | 919 | |||||||||
| 17 Apr | 56565.70 | 6003.5 | -256.8000000000002 | 31.96 | 2 | 0 | 919 | |||||||||
| 16 Apr | 56086.40 | 6260.3 | 256.25 | 34.04 | 12 | 0 | 919 | |||||||||
| 15 Apr | 56301.95 | 6004.05 | 532.0500000000002 | 26.24 | 20 | -1 | 919 | |||||||||
| 13 Apr | 55605.05 | 5472 | -275.6999999999998 | 34.02 | 7 | -3 | 921 | |||||||||
| 10 Apr | 55912.75 | 5750.4 | 1019.3499999999995 | 28.8 | 7 | -5 | 925 | |||||||||
| 9 Apr | 54821.70 | 4731.05 | -925.75 | 34.11 | 26 | -17 | 930 | |||||||||
| 8 Apr | 55703.90 | 5673 | 2495.7 | 24.64 | 81 | -17 | 949 | |||||||||
| 7 Apr | 52716.25 | 3151.85 | -142.1 | 30.68 | 81 | -17 | 966 | |||||||||
| 6 Apr | 52609.10 | 3275.45 | 778.15 | 34.99 | 317 | -147 | 983 | |||||||||
| 2 Apr | 51548.75 | 2523.85 | 60.25 | 30.57 | 9,964 | 640 | 1,134 | |||||||||
| 1 Apr | 51448.65 | 2479 | 476.35 | 29.44 | 2,943 | -996 | 494 | |||||||||
| 30 Mar | 50275.35 | 2080 | -1201.15 | 33.17 | 2,677 | 1,470 | 1,498 | |||||||||
| 27 Mar | 52274.60 | 3281.15 | -1154.7 | 30.54 | 1 | 0 | 28 | |||||||||
| 25 Mar | 53708.10 | 4435.85 | 855 | 32.32 | 32 | 15 | 28 | |||||||||
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| 24 Mar | 52605.65 | 3580.85 | -718.3 | 28.93 | 6 | -1 | 12 | |||||||||
| 23 Mar | 51437.75 | 4246 | 46.85 | - | 0 | 0 | 13 | |||||||||
| 20 Mar | 53427.05 | 4246 | 46.85 | 28.9 | 8 | 5 | 13 | |||||||||
| 19 Mar | 53451.00 | 4174.95 | -2518.9 | 23.16 | 11 | 7 | 8 | |||||||||
| 18 Mar | 55326.05 | 6693.85 | -2899.9 | - | 0 | 0 | 1 | |||||||||
| 17 Mar | 54876.00 | 6693.85 | -2899.9 | - | 0 | 0 | 1 | |||||||||
| 16 Mar | 54413.40 | 6693.85 | -2899.9 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 53757.85 | 6693.85 | -2899.9 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 55100.95 | 6693.85 | -2899.9 | - | 0 | 0 | 1 | |||||||||
| 11 Mar | 55735.75 | 6693.85 | -2899.9 | 36.53 | 1 | 0 | 0 | |||||||||
For Nifty Bank - strike price 50400 expiring on 28APR2026
Delta for 50400 CE is 0.97
Historical price for 50400 CE is as follows
On 24 Apr BANKNIFTY was trading at 55916.70. The strike last trading price was 5610.75, which was -332.60000000000036 lower than the previous day. The implied volatity was 49.99, the open interest changed by -6 which decreased total open position to 905
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 5943.35, which was -877.8499999999995 lower than the previous day. The implied volatity was 37.48, the open interest changed by 0 which decreased total open position to 911
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 6818.05, which was 418.0500000000002 higher than the previous day. The implied volatity was 30.57, the open interest changed by -7 which decreased total open position to 911
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 6400, which was 0 lower than the previous day. The implied volatity was 36.53, the open interest changed by 0 which decreased total open position to 918
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 6400, which was 396.5 higher than the previous day. The implied volatity was 36.53, the open interest changed by 0 which decreased total open position to 919
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 6003.5, which was -256.8000000000002 lower than the previous day. The implied volatity was 31.96, the open interest changed by 0 which decreased total open position to 919
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 6260.3, which was 256.25 higher than the previous day. The implied volatity was 34.04, the open interest changed by 0 which decreased total open position to 919
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 6004.05, which was 532.0500000000002 higher than the previous day. The implied volatity was 26.24, the open interest changed by -1 which decreased total open position to 919
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 5472, which was -275.6999999999998 lower than the previous day. The implied volatity was 34.02, the open interest changed by -3 which decreased total open position to 921
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 5750.4, which was 1019.3499999999995 higher than the previous day. The implied volatity was 28.8, the open interest changed by -5 which decreased total open position to 925
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 4731.05, which was -925.75 lower than the previous day. The implied volatity was 34.11, the open interest changed by -17 which decreased total open position to 930
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 5673, which was 2495.7 higher than the previous day. The implied volatity was 24.64, the open interest changed by -17 which decreased total open position to 949
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 3151.85, which was -142.1 lower than the previous day. The implied volatity was 30.68, the open interest changed by -17 which decreased total open position to 966
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 3275.45, which was 778.15 higher than the previous day. The implied volatity was 34.99, the open interest changed by -147 which decreased total open position to 983
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 2523.85, which was 60.25 higher than the previous day. The implied volatity was 30.57, the open interest changed by 640 which increased total open position to 1134
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 2479, which was 476.35 higher than the previous day. The implied volatity was 29.44, the open interest changed by -996 which decreased total open position to 494
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 2080, which was -1201.15 lower than the previous day. The implied volatity was 33.17, the open interest changed by 1470 which increased total open position to 1498
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 3281.15, which was -1154.7 lower than the previous day. The implied volatity was 30.54, the open interest changed by 0 which decreased total open position to 28
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 4435.85, which was 855 higher than the previous day. The implied volatity was 32.32, the open interest changed by 15 which increased total open position to 28
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 3580.85, which was -718.3 lower than the previous day. The implied volatity was 28.93, the open interest changed by -1 which decreased total open position to 12
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 4246, which was 46.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 4246, which was 46.85 higher than the previous day. The implied volatity was 28.9, the open interest changed by 5 which increased total open position to 13
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 4174.95, which was -2518.9 lower than the previous day. The implied volatity was 23.16, the open interest changed by 7 which increased total open position to 8
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 6693.85, which was -2899.9 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 6693.85, which was -2899.9 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 6693.85, which was -2899.9 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 6693.85, which was -2899.9 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 6693.85, which was -2899.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 6693.85, which was -2899.9 lower than the previous day. The implied volatity was 36.53, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28-Apr-2026 (4d) 50400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.01
Theta: 3.53
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55916.70 | 3.9 | -1.4 | 37.77 | 489 | -119 | 1,466 |
| 23 Apr | 56305.00 | 4.95 | -1.5999999999999996 | 36.91 | 684 | 253 | 1,585 |
| 22 Apr | 57124.45 | 6.75 | -3.4499999999999993 | 39.2 | 286 | -21 | 1,333 |
| 21 Apr | 57371.45 | 9.6 | -11.549999999999999 | 39.2 | 463 | 26 | 1,292 |
| 20 Apr | 56582.35 | 23.35 | 4 | 37.8 | 420 | 18 | 1,264 |
| 17 Apr | 56565.70 | 20.55 | -19.499999999999996 | 32.21 | 921 | -39 | 1,236 |
| 16 Apr | 56086.40 | 42.05 | -9.25 | 32.15 | 457 | 9 | 1,273 |
| 15 Apr | 56301.95 | 50.9 | -79.25 | 32.94 | 878 | 24 | 1,251 |
| 13 Apr | 55605.05 | 125.5 | 16.25 | 34.08 | 1,160 | -12 | 1,227 |
| 10 Apr | 55912.75 | 107 | -87 | 31.59 | 571 | -64 | 1,239 |
| 9 Apr | 54821.70 | 191.8 | 51.900000000000006 | 30.58 | 1,121 | -42 | 1,294 |
| 8 Apr | 55703.90 | 137.55 | -570.2 | 31.96 | 2,650 | -275 | 1,441 |
| 7 Apr | 52716.25 | 703.8 | -48.9 | 34.5 | 1,811 | 103 | 1,701 |
| 6 Apr | 52609.10 | 744.15 | -362.75 | 33.97 | 3,073 | 10 | 1,595 |
| 2 Apr | 51548.75 | 1057.35 | -25.7 | 31.65 | 11,794 | 789 | 1,579 |
| 1 Apr | 51448.65 | 1073.5 | -661.45 | 31.12 | 5,531 | -588 | 790 |
| 30 Mar | 50275.35 | 1650 | 1633.55 | 32.68 | 2,740 | 1,289 | 1,289 |
| 27 Mar | 52274.60 | 16.45 | 0 | 3.67 | 0 | 0 | 0 |
| 25 Mar | 53708.10 | 16.45 | 0 | 5.17 | 0 | 0 | 0 |
| 24 Mar | 52605.65 | 16.45 | 0 | 3.92 | 0 | 0 | 0 |
| 23 Mar | 51437.75 | 16.45 | 0 | 2.27 | 0 | 0 | 0 |
| 20 Mar | 53427.05 | 16.45 | 0 | 4.66 | 0 | 0 | 0 |
| 19 Mar | 53451.00 | 16.45 | 0 | 4.87 | 0 | 0 | 0 |
| 18 Mar | 55326.05 | 16.45 | 0 | 6.97 | 0 | 0 | 0 |
| 17 Mar | 54876.00 | 16.45 | 0 | 6.13 | 0 | 0 | 0 |
| 16 Mar | 54413.40 | 16.45 | 0 | 5.44 | 0 | 0 | 0 |
| 13 Mar | 53757.85 | 16.45 | 0 | 4.76 | 0 | 0 | 0 |
| 12 Mar | 55100.95 | 16.45 | 0 | 6.15 | 0 | 0 | 0 |
| 11 Mar | 55735.75 | 16.45 | 0 | 6.64 | 0 | 0 | 0 |
For Nifty Bank - strike price 50400 expiring on 28APR2026
Delta for 50400 PE is -0.01
Historical price for 50400 PE is as follows
On 24 Apr BANKNIFTY was trading at 55916.70. The strike last trading price was 3.9, which was -1.4 lower than the previous day. The implied volatity was 37.77, the open interest changed by -119 which decreased total open position to 1466
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 4.95, which was -1.5999999999999996 lower than the previous day. The implied volatity was 36.91, the open interest changed by 253 which increased total open position to 1585
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 6.75, which was -3.4499999999999993 lower than the previous day. The implied volatity was 39.2, the open interest changed by -21 which decreased total open position to 1333
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 9.6, which was -11.549999999999999 lower than the previous day. The implied volatity was 39.2, the open interest changed by 26 which increased total open position to 1292
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 23.35, which was 4 higher than the previous day. The implied volatity was 37.8, the open interest changed by 18 which increased total open position to 1264
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 20.55, which was -19.499999999999996 lower than the previous day. The implied volatity was 32.21, the open interest changed by -39 which decreased total open position to 1236
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 42.05, which was -9.25 lower than the previous day. The implied volatity was 32.15, the open interest changed by 9 which increased total open position to 1273
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 50.9, which was -79.25 lower than the previous day. The implied volatity was 32.94, the open interest changed by 24 which increased total open position to 1251
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 125.5, which was 16.25 higher than the previous day. The implied volatity was 34.08, the open interest changed by -12 which decreased total open position to 1227
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 107, which was -87 lower than the previous day. The implied volatity was 31.59, the open interest changed by -64 which decreased total open position to 1239
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 191.8, which was 51.900000000000006 higher than the previous day. The implied volatity was 30.58, the open interest changed by -42 which decreased total open position to 1294
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 137.55, which was -570.2 lower than the previous day. The implied volatity was 31.96, the open interest changed by -275 which decreased total open position to 1441
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 703.8, which was -48.9 lower than the previous day. The implied volatity was 34.5, the open interest changed by 103 which increased total open position to 1701
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 744.15, which was -362.75 lower than the previous day. The implied volatity was 33.97, the open interest changed by 10 which increased total open position to 1595
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 1057.35, which was -25.7 lower than the previous day. The implied volatity was 31.65, the open interest changed by 789 which increased total open position to 1579
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 1073.5, which was -661.45 lower than the previous day. The implied volatity was 31.12, the open interest changed by -588 which decreased total open position to 790
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 1650, which was 1633.55 higher than the previous day. The implied volatity was 32.68, the open interest changed by 1289 which increased total open position to 1289
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 3.67, 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 16.45, which was 0 lower than the previous day. The implied volatity was 5.17, 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 16.45, which was 0 lower than the previous day. The implied volatity was 3.92, 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 16.45, which was 0 lower than the previous day. The implied volatity was 2.27, 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 16.45, which was 0 lower than the previous day. The implied volatity was 4.66, 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 16.45, which was 0 lower than the previous day. The implied volatity was 4.87, 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 16.45, which was 0 lower than the previous day. The implied volatity was 6.97, 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 16.45, which was 0 lower than the previous day. The implied volatity was 6.13, 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 16.45, which was 0 lower than the previous day. The implied volatity was 5.44, 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 16.45, which was 0 lower than the previous day. The implied volatity was 4.76, 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 16.45, which was 0 lower than the previous day. The implied volatity was 6.15, 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 16.45, which was 0 lower than the previous day. The implied volatity was 6.64, the open interest changed by 0 which decreased total open position to 0
