BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:38 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 50500 CE | ||||||||||||||||
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Delta: 0.95
Vega: 0.06
Theta: -41.32
Gamma: 0.00003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55875.55 | 5536.6 | -281.09999999999945 | 57.48 | 49 | -14 | 2,864 | |||||||||
| 23 Apr | 56305.00 | 5817.7 | -851.5 | 32.4 | 59 | 0 | 2,879 | |||||||||
| 22 Apr | 57124.45 | 6669.2 | -209.5 | 38.26 | 20 | 0 | 2,879 | |||||||||
| 21 Apr | 57371.45 | 6884.55 | 842.1500000000005 | 38.5 | 266 | -93 | 2,879 | |||||||||
| 20 Apr | 56582.35 | 6052.05 | -99.80000000000018 | 36.77 | 23 | -7 | 2,972 | |||||||||
| 17 Apr | 56565.70 | 6152 | 452 | 23.34 | 27 | -15 | 2,985 | |||||||||
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| 16 Apr | 56086.40 | 5700 | -216.5 | 32.41 | 52 | -5 | 3,000 | |||||||||
| 15 Apr | 56301.95 | 5897.45 | 447.4499999999998 | 31.63 | 13 | -1 | 3,006 | |||||||||
| 13 Apr | 55605.05 | 5450 | -201.64999999999964 | 34.9 | 23 | 2 | 3,008 | |||||||||
| 10 Apr | 55912.75 | 5690.65 | 929.8499999999995 | 32.16 | 78 | -21 | 3,006 | |||||||||
| 9 Apr | 54821.70 | 4737 | -792.8999999999996 | 32 | 513 | -301 | 3,028 | |||||||||
| 8 Apr | 55703.90 | 5610.05 | 2518.05 | 27.53 | 809 | -136 | 3,329 | |||||||||
| 7 Apr | 52716.25 | 3094 | -70.65 | 31.07 | 1,000 | -347 | 3,466 | |||||||||
| 6 Apr | 52609.10 | 3157.8 | 714.2 | 33.86 | 2,609 | -387 | 3,865 | |||||||||
| 2 Apr | 51548.75 | 2497.2 | 101.05 | 31.26 | 32,601 | 2,047 | 4,262 | |||||||||
| 1 Apr | 51448.65 | 2399.05 | 455.25 | 29.37 | 6,122 | -1,000 | 2,224 | |||||||||
| 30 Mar | 50275.35 | 2010 | -1236.35 | 32.83 | 7,543 | 3,001 | 3,062 | |||||||||
| 27 Mar | 52274.60 | 3246.35 | -1086.25 | 31.14 | 35 | 9 | 60 | |||||||||
| 25 Mar | 53708.10 | 4332.6 | 823.3 | 31.71 | 26 | 0 | 50 | |||||||||
| 24 Mar | 52605.65 | 3509.3 | 308.75 | 28.91 | 94 | 14 | 49 | |||||||||
| 23 Mar | 51437.75 | 3200.55 | -1378.85 | 38.05 | 56 | 18 | 35 | |||||||||
| 20 Mar | 53427.05 | 4579.4 | 472.7 | 36.32 | 9 | 4 | 14 | |||||||||
| 19 Mar | 53451.00 | 4106.7 | -1381.7 | 23.44 | 18 | 5 | 9 | |||||||||
| 18 Mar | 55326.05 | 5488.4 | 523.1 | 20.26 | 1 | 0 | 4 | |||||||||
| 17 Mar | 54876.00 | 4965.3 | 267.4 | 16.06 | 4 | 0 | 4 | |||||||||
| 16 Mar | 54413.40 | 4697.9 | -1860.95 | 23.44 | 3 | 0 | 2 | |||||||||
| 13 Mar | 53757.85 | 6558.85 | -2937.7 | - | 0 | 0 | 2 | |||||||||
| 12 Mar | 55100.95 | 6558.85 | -2937.7 | - | 0 | 0 | 2 | |||||||||
| 11 Mar | 55735.75 | 6558.85 | -2937.7 | 35.44 | 2 | 1 | 1 | |||||||||
For Nifty Bank - strike price 50500 expiring on 28APR2026
Delta for 50500 CE is 0.95
Historical price for 50500 CE is as follows
On 24 Apr BANKNIFTY was trading at 55875.55. The strike last trading price was 5536.6, which was -281.09999999999945 lower than the previous day. The implied volatity was 57.48, the open interest changed by -14 which decreased total open position to 2864
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 5817.7, which was -851.5 lower than the previous day. The implied volatity was 32.4, the open interest changed by 0 which decreased total open position to 2879
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 6669.2, which was -209.5 lower than the previous day. The implied volatity was 38.26, the open interest changed by 0 which decreased total open position to 2879
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 6884.55, which was 842.1500000000005 higher than the previous day. The implied volatity was 38.5, the open interest changed by -93 which decreased total open position to 2879
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 6052.05, which was -99.80000000000018 lower than the previous day. The implied volatity was 36.77, the open interest changed by -7 which decreased total open position to 2972
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 6152, which was 452 higher than the previous day. The implied volatity was 23.34, the open interest changed by -15 which decreased total open position to 2985
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 5700, which was -216.5 lower than the previous day. The implied volatity was 32.41, the open interest changed by -5 which decreased total open position to 3000
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 5897.45, which was 447.4499999999998 higher than the previous day. The implied volatity was 31.63, the open interest changed by -1 which decreased total open position to 3006
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 5450, which was -201.64999999999964 lower than the previous day. The implied volatity was 34.9, the open interest changed by 2 which increased total open position to 3008
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 5690.65, which was 929.8499999999995 higher than the previous day. The implied volatity was 32.16, the open interest changed by -21 which decreased total open position to 3006
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 4737, which was -792.8999999999996 lower than the previous day. The implied volatity was 32, the open interest changed by -301 which decreased total open position to 3028
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 5610.05, which was 2518.05 higher than the previous day. The implied volatity was 27.53, the open interest changed by -136 which decreased total open position to 3329
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 3094, which was -70.65 lower than the previous day. The implied volatity was 31.07, the open interest changed by -347 which decreased total open position to 3466
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 3157.8, which was 714.2 higher than the previous day. The implied volatity was 33.86, the open interest changed by -387 which decreased total open position to 3865
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 2497.2, which was 101.05 higher than the previous day. The implied volatity was 31.26, the open interest changed by 2047 which increased total open position to 4262
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 2399.05, which was 455.25 higher than the previous day. The implied volatity was 29.37, the open interest changed by -1000 which decreased total open position to 2224
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 2010, which was -1236.35 lower than the previous day. The implied volatity was 32.83, the open interest changed by 3001 which increased total open position to 3062
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 3246.35, which was -1086.25 lower than the previous day. The implied volatity was 31.14, the open interest changed by 9 which increased total open position to 60
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 4332.6, which was 823.3 higher than the previous day. The implied volatity was 31.71, the open interest changed by 0 which decreased total open position to 50
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 3509.3, which was 308.75 higher than the previous day. The implied volatity was 28.91, the open interest changed by 14 which increased total open position to 49
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 3200.55, which was -1378.85 lower than the previous day. The implied volatity was 38.05, the open interest changed by 18 which increased total open position to 35
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 4579.4, which was 472.7 higher than the previous day. The implied volatity was 36.32, the open interest changed by 4 which increased total open position to 14
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 4106.7, which was -1381.7 lower than the previous day. The implied volatity was 23.44, the open interest changed by 5 which increased total open position to 9
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 5488.4, which was 523.1 higher than the previous day. The implied volatity was 20.26, the open interest changed by 0 which decreased total open position to 4
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 4965.3, which was 267.4 higher than the previous day. The implied volatity was 16.06, the open interest changed by 0 which decreased total open position to 4
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 4697.9, which was -1860.95 lower than the previous day. The implied volatity was 23.44, the open interest changed by 0 which decreased total open position to 2
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 6558.85, which was -2937.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 6558.85, which was -2937.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 6558.85, which was -2937.7 lower than the previous day. The implied volatity was 35.44, the open interest changed by 1 which increased total open position to 1
| BANKNIFTY 28-Apr-2026 (4d) 50500 PE | |||||||
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Delta: -0.01
Vega: 0.01
Theta: 3.15
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55875.55 | 4.35 | -1 | 37.08 | 5,225 | 286 | 6,351 |
| 23 Apr | 56305.00 | 5.05 | -1.0499999999999998 | 36.55 | 6,110 | -832 | 6,059 |
| 22 Apr | 57124.45 | 6 | -3.3000000000000007 | 38.2 | 12,270 | -3,390 | 6,911 |
| 21 Apr | 57371.45 | 9.9 | -10.950000000000001 | 38.82 | 21,798 | 2,541 | 9,604 |
| 20 Apr | 56582.35 | 23.1 | 3.8000000000000007 | 37.19 | 20,876 | 798 | 7,035 |
| 17 Apr | 56565.70 | 19.7 | -22.000000000000004 | 31.43 | 15,320 | 588 | 6,237 |
| 16 Apr | 56086.40 | 42.55 | -13.050000000000004 | 31.58 | 12,096 | -402 | 5,649 |
| 15 Apr | 56301.95 | 55.3 | -80.25000000000001 | 33.02 | 11,881 | 743 | 6,128 |
| 13 Apr | 55605.05 | 133.5 | 19.849999999999994 | 34.06 | 10,753 | 172 | 5,405 |
| 10 Apr | 55912.75 | 114.55 | -86.64999999999999 | 31.62 | 8,023 | -131 | 5,316 |
| 9 Apr | 54821.70 | 195.7 | 51.54999999999998 | 30.25 | 9,854 | -249 | 5,448 |
| 8 Apr | 55703.90 | 137.4 | -588.65 | 31.5 | 18,107 | -956 | 5,692 |
| 7 Apr | 52716.25 | 731.15 | -43.65 | 34.46 | 10,744 | 706 | 6,476 |
| 6 Apr | 52609.10 | 794.95 | -351.6 | 34.46 | 15,675 | 5 | 5,662 |
| 2 Apr | 51548.75 | 1135.8 | 25.75 | 32.44 | 37,152 | 1,621 | 5,673 |
| 1 Apr | 51448.65 | 1096.25 | -681 | 30.93 | 17,599 | -939 | 4,057 |
| 30 Mar | 50275.35 | 1712 | 592.45 | 32.92 | 14,281 | 2,846 | 4,970 |
| 27 Mar | 52274.60 | 1139 | 461.4 | 34.54 | 2,121 | -152 | 2,125 |
| 25 Mar | 53708.10 | 670.5 | -308.45 | 31.44 | 3,055 | 630 | 2,236 |
| 24 Mar | 52605.65 | 940.15 | -570.9 | 31.79 | 1,754 | 318 | 1,622 |
| 23 Mar | 51437.75 | 1565 | 793.9 | 34.76 | 4,793 | 811 | 1,264 |
| 20 Mar | 53427.05 | 773.4 | 236.2 | 30.68 | 1,839 | 442 | 452 |
| 19 Mar | 53451.00 | 537.2 | 519.45 | 26.7 | 10 | 9 | 9 |
| 18 Mar | 55326.05 | 17.75 | 0 | 6.55 | 0 | 0 | 0 |
| 17 Mar | 54876.00 | 17.75 | 0 | 6.01 | 0 | 0 | 0 |
| 16 Mar | 54413.40 | 17.75 | 0 | 5.33 | 0 | 0 | 0 |
| 13 Mar | 53757.85 | 17.75 | 0 | 4.65 | 0 | 0 | 0 |
| 12 Mar | 55100.95 | 17.75 | 0 | 6.04 | 0 | 0 | 0 |
| 11 Mar | 55735.75 | 17.75 | 0 | 6.52 | 0 | 0 | 0 |
For Nifty Bank - strike price 50500 expiring on 28APR2026
Delta for 50500 PE is -0.01
Historical price for 50500 PE is as follows
On 24 Apr BANKNIFTY was trading at 55875.55. The strike last trading price was 4.35, which was -1 lower than the previous day. The implied volatity was 37.08, the open interest changed by 286 which increased total open position to 6351
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 5.05, which was -1.0499999999999998 lower than the previous day. The implied volatity was 36.55, the open interest changed by -832 which decreased total open position to 6059
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 6, which was -3.3000000000000007 lower than the previous day. The implied volatity was 38.2, the open interest changed by -3390 which decreased total open position to 6911
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 9.9, which was -10.950000000000001 lower than the previous day. The implied volatity was 38.82, the open interest changed by 2541 which increased total open position to 9604
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 23.1, which was 3.8000000000000007 higher than the previous day. The implied volatity was 37.19, the open interest changed by 798 which increased total open position to 7035
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 19.7, which was -22.000000000000004 lower than the previous day. The implied volatity was 31.43, the open interest changed by 588 which increased total open position to 6237
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 42.55, which was -13.050000000000004 lower than the previous day. The implied volatity was 31.58, the open interest changed by -402 which decreased total open position to 5649
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 55.3, which was -80.25000000000001 lower than the previous day. The implied volatity was 33.02, the open interest changed by 743 which increased total open position to 6128
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 133.5, which was 19.849999999999994 higher than the previous day. The implied volatity was 34.06, the open interest changed by 172 which increased total open position to 5405
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 114.55, which was -86.64999999999999 lower than the previous day. The implied volatity was 31.62, the open interest changed by -131 which decreased total open position to 5316
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 195.7, which was 51.54999999999998 higher than the previous day. The implied volatity was 30.25, the open interest changed by -249 which decreased total open position to 5448
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 137.4, which was -588.65 lower than the previous day. The implied volatity was 31.5, the open interest changed by -956 which decreased total open position to 5692
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 731.15, which was -43.65 lower than the previous day. The implied volatity was 34.46, the open interest changed by 706 which increased total open position to 6476
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 794.95, which was -351.6 lower than the previous day. The implied volatity was 34.46, the open interest changed by 5 which increased total open position to 5662
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 1135.8, which was 25.75 higher than the previous day. The implied volatity was 32.44, the open interest changed by 1621 which increased total open position to 5673
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 1096.25, which was -681 lower than the previous day. The implied volatity was 30.93, the open interest changed by -939 which decreased total open position to 4057
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 1712, which was 592.45 higher than the previous day. The implied volatity was 32.92, the open interest changed by 2846 which increased total open position to 4970
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 1139, which was 461.4 higher than the previous day. The implied volatity was 34.54, the open interest changed by -152 which decreased total open position to 2125
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 670.5, which was -308.45 lower than the previous day. The implied volatity was 31.44, the open interest changed by 630 which increased total open position to 2236
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 940.15, which was -570.9 lower than the previous day. The implied volatity was 31.79, the open interest changed by 318 which increased total open position to 1622
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 1565, which was 793.9 higher than the previous day. The implied volatity was 34.76, the open interest changed by 811 which increased total open position to 1264
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 773.4, which was 236.2 higher than the previous day. The implied volatity was 30.68, the open interest changed by 442 which increased total open position to 452
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 537.2, which was 519.45 higher than the previous day. The implied volatity was 26.7, the open interest changed by 9 which increased total open position to 9
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 17.75, which was 0 lower than the previous day. The implied volatity was 6.55, 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 17.75, which was 0 lower than the previous day. The implied volatity was 6.01, 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 17.75, which was 0 lower than the previous day. The implied volatity was 5.33, 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 17.75, which was 0 lower than the previous day. The implied volatity was 4.65, 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 17.75, which was 0 lower than the previous day. The implied volatity was 6.04, 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 17.75, which was 0 lower than the previous day. The implied volatity was 6.52, the open interest changed by 0 which decreased total open position to 0
