BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:36 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 50600 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.04
Theta: -22.74
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55916.70 | 5390.1 | -159.84999999999945 | 48.51 | 1 | 0 | 656 | |||||||||
| 23 Apr | 56305.00 | 5645.2 | -1104.8000000000002 | 35.72 | 55 | 0 | 665 | |||||||||
| 22 Apr | 57124.45 | 6750 | 0 | 38.42 | 0 | 0 | 665 | |||||||||
| 21 Apr | 57371.45 | 6750 | 280.39999999999964 | 38.42 | 4 | 0 | 665 | |||||||||
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| 20 Apr | 56582.35 | 6469.6 | 838.9500000000007 | 37.05 | 11 | 0 | 665 | |||||||||
| 17 Apr | 56565.70 | 5630.65 | -142.80000000000018 | 28.07 | 1 | 0 | 665 | |||||||||
| 16 Apr | 56086.40 | 5773.45 | -18.300000000000182 | 30.26 | 13 | -1 | 665 | |||||||||
| 15 Apr | 56301.95 | 5791.75 | 415.6999999999998 | 25.35 | 8 | -2 | 669 | |||||||||
| 13 Apr | 55605.05 | 5376.05 | 0 | 32.89 | 0 | 0 | 671 | |||||||||
| 10 Apr | 55912.75 | 5376.05 | 777.3500000000004 | 26.37 | 61 | 51 | 673 | |||||||||
| 9 Apr | 54821.70 | 4496.65 | -925.5 | 26.57 | 77 | -52 | 621 | |||||||||
| 8 Apr | 55703.90 | 5412 | 2353.4 | 31.32 | 43 | -8 | 674 | |||||||||
| 7 Apr | 52716.25 | 2997.9 | -90.2 | 30.48 | 151 | -48 | 683 | |||||||||
| 6 Apr | 52609.10 | 3120.8 | 777.15 | 34.59 | 324 | -43 | 731 | |||||||||
| 2 Apr | 51548.75 | 2426.55 | 94 | 31.16 | 6,713 | 299 | 776 | |||||||||
| 1 Apr | 51448.65 | 2342.9 | 446.55 | 29.22 | 882 | 67 | 477 | |||||||||
| 30 Mar | 50275.35 | 1966.25 | -1189.7 | 32.92 | 3,204 | 380 | 403 | |||||||||
| 27 Mar | 52274.60 | 3155.95 | -1010.6 | 30.69 | 2 | 0 | 24 | |||||||||
| 25 Mar | 53708.10 | 4160.9 | -282.75 | 29.69 | 3 | 0 | 24 | |||||||||
| 24 Mar | 52605.65 | 4443.65 | 422.8 | - | 0 | 0 | 24 | |||||||||
| 23 Mar | 51437.75 | 4443.65 | 422.8 | - | 0 | 0 | 24 | |||||||||
| 20 Mar | 53427.05 | 4443.65 | 422.8 | 35.15 | 4 | 2 | 24 | |||||||||
| 19 Mar | 53451.00 | 4020.8 | -1435.9 | 23.31 | 27 | 11 | 20 | |||||||||
| 18 Mar | 55326.05 | 5440 | -894.2 | 21.95 | 6 | 3 | 6 | |||||||||
| 17 Mar | 54876.00 | 6334.2 | -3065.25 | - | 0 | 0 | 3 | |||||||||
| 16 Mar | 54413.40 | 6334.2 | -3065.25 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 53757.85 | 6334.2 | -3065.25 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 55100.95 | 6334.2 | -3065.25 | - | 0 | 0 | 3 | |||||||||
| 11 Mar | 55735.75 | 6334.2 | -3065.25 | 32.59 | 3 | 1 | 1 | |||||||||
For Nifty Bank - strike price 50600 expiring on 28APR2026
Delta for 50600 CE is 0.97
Historical price for 50600 CE is as follows
On 24 Apr BANKNIFTY was trading at 55916.70. The strike last trading price was 5390.1, which was -159.84999999999945 lower than the previous day. The implied volatity was 48.51, the open interest changed by 0 which decreased total open position to 656
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 5645.2, which was -1104.8000000000002 lower than the previous day. The implied volatity was 35.72, the open interest changed by 0 which decreased total open position to 665
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 6750, which was 0 lower than the previous day. The implied volatity was 38.42, the open interest changed by 0 which decreased total open position to 665
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 6750, which was 280.39999999999964 higher than the previous day. The implied volatity was 38.42, the open interest changed by 0 which decreased total open position to 665
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 6469.6, which was 838.9500000000007 higher than the previous day. The implied volatity was 37.05, the open interest changed by 0 which decreased total open position to 665
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 5630.65, which was -142.80000000000018 lower than the previous day. The implied volatity was 28.07, the open interest changed by 0 which decreased total open position to 665
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 5773.45, which was -18.300000000000182 lower than the previous day. The implied volatity was 30.26, the open interest changed by -1 which decreased total open position to 665
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 5791.75, which was 415.6999999999998 higher than the previous day. The implied volatity was 25.35, the open interest changed by -2 which decreased total open position to 669
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 5376.05, which was 0 lower than the previous day. The implied volatity was 32.89, the open interest changed by 0 which decreased total open position to 671
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 5376.05, which was 777.3500000000004 higher than the previous day. The implied volatity was 26.37, the open interest changed by 51 which increased total open position to 673
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 4496.65, which was -925.5 lower than the previous day. The implied volatity was 26.57, the open interest changed by -52 which decreased total open position to 621
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 5412, which was 2353.4 higher than the previous day. The implied volatity was 31.32, the open interest changed by -8 which decreased total open position to 674
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 2997.9, which was -90.2 lower than the previous day. The implied volatity was 30.48, the open interest changed by -48 which decreased total open position to 683
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 3120.8, which was 777.15 higher than the previous day. The implied volatity was 34.59, the open interest changed by -43 which decreased total open position to 731
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 2426.55, which was 94 higher than the previous day. The implied volatity was 31.16, the open interest changed by 299 which increased total open position to 776
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 2342.9, which was 446.55 higher than the previous day. The implied volatity was 29.22, the open interest changed by 67 which increased total open position to 477
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 1966.25, which was -1189.7 lower than the previous day. The implied volatity was 32.92, the open interest changed by 380 which increased total open position to 403
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 3155.95, which was -1010.6 lower than the previous day. The implied volatity was 30.69, the open interest changed by 0 which decreased total open position to 24
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 4160.9, which was -282.75 lower than the previous day. The implied volatity was 29.69, the open interest changed by 0 which decreased total open position to 24
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 4443.65, which was 422.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 4443.65, which was 422.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 4443.65, which was 422.8 higher than the previous day. The implied volatity was 35.15, the open interest changed by 2 which increased total open position to 24
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 4020.8, which was -1435.9 lower than the previous day. The implied volatity was 23.31, the open interest changed by 11 which increased total open position to 20
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 5440, which was -894.2 lower than the previous day. The implied volatity was 21.95, the open interest changed by 3 which increased total open position to 6
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 6334.2, which was -3065.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 6334.2, which was -3065.25 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 6334.2, which was -3065.25 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 6334.2, which was -3065.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 6334.2, which was -3065.25 lower than the previous day. The implied volatity was 32.59, the open interest changed by 1 which increased total open position to 1
| BANKNIFTY 28-Apr-2026 (4d) 50600 PE | |||||||
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Delta: -0.01
Vega: 0.01
Theta: 3.32
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55916.70 | 4.2 | -0.5999999999999996 | 36.91 | 400 | 126 | 752 |
| 23 Apr | 56305.00 | 4.85 | -1.5 | 35.74 | 295 | 14 | 626 |
| 22 Apr | 57124.45 | 5.85 | -3.8499999999999996 | 37.42 | 291 | -51 | 612 |
| 21 Apr | 57371.45 | 9.8 | -11.3 | 38.24 | 297 | 56 | 668 |
| 20 Apr | 56582.35 | 19.3 | -2.25 | 35.66 | 489 | -9 | 615 |
| 17 Apr | 56565.70 | 20.95 | -22.900000000000002 | 31.37 | 246 | -21 | 611 |
| 16 Apr | 56086.40 | 43 | -16.15 | 31.38 | 355 | -59 | 633 |
| 15 Apr | 56301.95 | 59.15 | -81.69999999999999 | 32.94 | 953 | -70 | 691 |
| 13 Apr | 55605.05 | 134.3 | 17.000000000000014 | 33.57 | 782 | 9 | 763 |
| 10 Apr | 55912.75 | 118 | -88.75 | 31.32 | 470 | -82 | 757 |
| 9 Apr | 54821.70 | 206.7 | 59.64999999999998 | 30.19 | 1,016 | -89 | 835 |
| 8 Apr | 55703.90 | 143.05 | -608.55 | 31.34 | 1,664 | -129 | 924 |
| 7 Apr | 52716.25 | 754.45 | -41.1 | 34.32 | 1,642 | 10 | 1,063 |
| 6 Apr | 52609.10 | 806.75 | -366.25 | 34.03 | 3,094 | 41 | 1,068 |
| 2 Apr | 51548.75 | 1145.65 | 3.4 | 31.88 | 9,237 | 358 | 1,016 |
| 1 Apr | 51448.65 | 1140.1 | -691.95 | 30.9 | 2,160 | 156 | 655 |
| 30 Mar | 50275.35 | 1750 | 1730.9 | 32.5 | 1,100 | 496 | 496 |
| 27 Mar | 52274.60 | 19.1 | 0 | 3.25 | 0 | 0 | 0 |
| 25 Mar | 53708.10 | 19.1 | 0 | 4.9 | 0 | 0 | 0 |
| 24 Mar | 52605.65 | 19.1 | 0 | 3.63 | 0 | 0 | 0 |
| 23 Mar | 51437.75 | 19.1 | 0 | 1.98 | 0 | 0 | 0 |
| 20 Mar | 53427.05 | 19.1 | 0 | 4.4 | 0 | 0 | 0 |
| 19 Mar | 53451.00 | 19.1 | 0 | 4.6 | 0 | 0 | 0 |
| 18 Mar | 55326.05 | 19.1 | 0 | 6.44 | 0 | 0 | 0 |
| 17 Mar | 54876.00 | 19.1 | 0 | 5.9 | 0 | 0 | 0 |
| 16 Mar | 54413.40 | 19.1 | 0 | 5.21 | 0 | 0 | 0 |
| 13 Mar | 53757.85 | 19.1 | 0 | 4.53 | 0 | 0 | 0 |
| 12 Mar | 55100.95 | 19.1 | 0 | 5.94 | 0 | 0 | 0 |
| 11 Mar | 55735.75 | 19.1 | 0 | 6.43 | 0 | 0 | 0 |
For Nifty Bank - strike price 50600 expiring on 28APR2026
Delta for 50600 PE is -0.01
Historical price for 50600 PE is as follows
On 24 Apr BANKNIFTY was trading at 55916.70. The strike last trading price was 4.2, which was -0.5999999999999996 lower than the previous day. The implied volatity was 36.91, the open interest changed by 126 which increased total open position to 752
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 4.85, which was -1.5 lower than the previous day. The implied volatity was 35.74, the open interest changed by 14 which increased total open position to 626
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 5.85, which was -3.8499999999999996 lower than the previous day. The implied volatity was 37.42, the open interest changed by -51 which decreased total open position to 612
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 9.8, which was -11.3 lower than the previous day. The implied volatity was 38.24, the open interest changed by 56 which increased total open position to 668
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 19.3, which was -2.25 lower than the previous day. The implied volatity was 35.66, the open interest changed by -9 which decreased total open position to 615
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 20.95, which was -22.900000000000002 lower than the previous day. The implied volatity was 31.37, the open interest changed by -21 which decreased total open position to 611
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 43, which was -16.15 lower than the previous day. The implied volatity was 31.38, the open interest changed by -59 which decreased total open position to 633
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 59.15, which was -81.69999999999999 lower than the previous day. The implied volatity was 32.94, the open interest changed by -70 which decreased total open position to 691
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 134.3, which was 17.000000000000014 higher than the previous day. The implied volatity was 33.57, the open interest changed by 9 which increased total open position to 763
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 118, which was -88.75 lower than the previous day. The implied volatity was 31.32, the open interest changed by -82 which decreased total open position to 757
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 206.7, which was 59.64999999999998 higher than the previous day. The implied volatity was 30.19, the open interest changed by -89 which decreased total open position to 835
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 143.05, which was -608.55 lower than the previous day. The implied volatity was 31.34, the open interest changed by -129 which decreased total open position to 924
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 754.45, which was -41.1 lower than the previous day. The implied volatity was 34.32, the open interest changed by 10 which increased total open position to 1063
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 806.75, which was -366.25 lower than the previous day. The implied volatity was 34.03, the open interest changed by 41 which increased total open position to 1068
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 1145.65, which was 3.4 higher than the previous day. The implied volatity was 31.88, the open interest changed by 358 which increased total open position to 1016
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 1140.1, which was -691.95 lower than the previous day. The implied volatity was 30.9, the open interest changed by 156 which increased total open position to 655
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 1750, which was 1730.9 higher than the previous day. The implied volatity was 32.5, the open interest changed by 496 which increased total open position to 496
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 19.1, which was 0 lower than the previous day. The implied volatity was 3.25, 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 19.1, which was 0 lower than the previous day. The implied volatity was 4.9, 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 19.1, which was 0 lower than the previous day. The implied volatity was 3.63, 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 19.1, which was 0 lower than the previous day. The implied volatity was 1.98, 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 19.1, which was 0 lower than the previous day. The implied volatity was 4.4, 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 19.1, which was 0 lower than the previous day. The implied volatity was 4.6, 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 19.1, 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 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 19.1, which was 0 lower than the previous day. The implied volatity was 5.9, 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 19.1, which was 0 lower than the previous day. The implied volatity was 5.21, 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 19.1, which was 0 lower than the previous day. The implied volatity was 4.53, 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 19.1, which was 0 lower than the previous day. The implied volatity was 5.94, 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 19.1, which was 0 lower than the previous day. The implied volatity was 6.43, the open interest changed by 0 which decreased total open position to 0
