Historical option data for BANKNIFTY
18 Jun 2026 01:19 PM IST
| BANKNIFTY 30-Jun-2026 (12d) 51000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.99
Vega: 0.02
Theta: 4.59
Gamma: 0.00001
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 57889.55 | 6885 | 286.2 (4.34%) | 29.49 | 90 | 42 | 836 | |||||||||
| 17 Jun | 57585.05 | 6595.8 | 276 (4.37%) | 28.15 | 120 | 19 | 795 | |||||||||
| 16 Jun | 57297.15 | 6320 | 76.4 (1.22%) | 27.2 | 58 | -8 | 803 | |||||||||
| 15 Jun | 57198.80 | 6253.45 | 395.25 (6.75%) | 28 | 178 | -82 | 812 | |||||||||
| 12 Jun | 56814.80 | 5859.5 | 1542.45 (35.73%) | 25.72 | 318 | -92 | 895 | |||||||||
| 11 Jun | 55176.75 | 4338.9 | 130.1 (3.09%) | 15.83 | 328 | -55 | 987 | |||||||||
| 10 Jun | 55100.30 | 4250.5 | -202.65 (-4.55%) | 23.21 | 409 | -138 | 1,048 | |||||||||
| 9 Jun | 55194.50 | 4525 | 1135.7 (33.51%) | 24.63 | 544 | 125 | 1,186 | |||||||||
| 8 Jun | 54063.75 | 3370 | -572.6 (-14.52%) | 23.05 | 239 | -48 | 1,064 | |||||||||
| 5 Jun | 54496.25 | 3920.65 | 129.65 (3.42%) | 23.98 | 502 | -13 | 1,113 | |||||||||
| 4 Jun | 54307.85 | 3784.9 | 113.15 (3.08%) | 23.2 | 831 | -549 | 1,126 | |||||||||
| 3 Jun | 54185.95 | 3667.35 | 308.55 (9.19%) | 22.18 | 1,502 | 343 | 1,676 | |||||||||
| 2 Jun | 53714.65 | 3358.05 | 135.75 (4.21%) | 23.64 | 1,526 | 7 | 1,334 | |||||||||
| 1 Jun | 53643.10 | 3196.55 | -757.4 (-19.16%) | 21.65 | 1,075 | 487 | 1,329 | |||||||||
| 29 May | 54239.20 | 3941.45 | -359.75 (-8.36%) | 24.8 | 304 | 35 | 841 | |||||||||
| 27 May | 54853.85 | 4316.2 | -234.85 (-5.16%) | 21.16 | 66 | 8 | 805 | |||||||||
| 26 May | 55092.90 | 4600 | -132.35 (-2.80%) | 20.52 | 419 | 140 | 796 | |||||||||
| 25 May | 55293.65 | 4878.1 | 1127.8 (30.07%) | 23.4 | 225 | 99 | 657 | |||||||||
| 22 May | 54055.35 | 3813 | 600.35 (18.69%) | 21.47 | 217 | 133 | 558 | |||||||||
| 21 May | 53439.40 | 3238.9 | -188.3 (-5.49%) | 21.43 | 155 | 3 | 426 | |||||||||
| 20 May | 53562.20 | 3437.65 | 173.85 (5.33%) | 22.45 | 424 | 138 | 425 | |||||||||
| 19 May | 53409.15 | 3224.2 | -183.8 (-5.39%) | 21.18 | 133 | 89 | 288 | |||||||||
| 18 May | 53537.00 | 3450 | -162 (-4.49%) | 22.76 | 72 | 23 | 198 | |||||||||
| 15 May | 53710.35 | 3612 | -274.55 (-7.06%) | 21.24 | 37 | 12 | 176 | |||||||||
| 14 May | 54128.95 | 3829.05 | 396.15 (11.54%) | 20.65 | 37 | 11 | 159 | |||||||||
| 13 May | 53456.15 | 3463.55 | -1.4 (-0.04%) | 0 | 62 | -8 | 148 | |||||||||
| 12 May | 53555.20 | 3575.3 | -1063.15 (-22.92%) | 0 | 103 | 56 | 156 | |||||||||
| 11 May | 54439.90 | 4638.45 | -434.6 (-8.57%) | 0 | 2 | -1 | 99 | |||||||||
| 8 May | 55310.55 | 5073.05 | -566.65 (-10.05%) | 22.29 | 1 | 0 | 99 | |||||||||
| 7 May | 56047.40 | 5639.7 | 639.7 (12.79%) | 19.26 | 1 | 0 | 100 | |||||||||
| 6 May | 55981.05 | 5000 | 750 (17.65%) | 21.88 | 4 | 0 | 96 | |||||||||
| 5 May | 54547.05 | 4250 | -349.8 (-7.60%) | 20.99 | 15 | 0 | 98 | |||||||||
| 4 May | 54878.50 | 4599.8 | 54.8 (1.21%) | 19.56 | 3 | -10 | 97 | |||||||||
| 30 Apr | 54863.35 | 4545 | -1183.4 (-20.66%) | 21.04 | 13 | -9 | 98 | |||||||||
| 29 Apr | 55403.60 | 5728.4 | 298.4 (5.50%) | 19.37 | 6 | -5 | 108 | |||||||||
| 28 Apr | 55400.35 | 5430 | -370 (-6.38%) | 22.2 | 65 | 52 | 112 | |||||||||
| 27 Apr | 56264.30 | 5800 | 0 (0.00%) | 21.14 | 0 | 0 | 60 | |||||||||
| 24 Apr | 56089.75 | 5800 | -280.65 (-4.62%) | 21.14 | 3 | 1 | 61 | |||||||||
| 23 Apr | 56305.00 | 6080.65 | -819.35 (-11.87%) | 21.59 | 14 | 2 | 61 | |||||||||
| 22 Apr | 57124.45 | 6900 | 0 (0.00%) | 21.52 | 0 | 0 | 59 | |||||||||
| 21 Apr | 57371.45 | 6900 | 407.6 (6.28%) | 21.52 | 1 | 0 | 59 | |||||||||
| 20 Apr | 56582.35 | 6492.4 | 14.75 (0.23%) | 21.46 | 12 | -8 | 59 | |||||||||
| 17 Apr | 56565.70 | 6477.65 | 0 (0.00%) | - | 0 | 0 | 67 | |||||||||
| 16 Apr | 56086.40 | 6477.65 | 0 (0.00%) | 25.85 | 0 | 0 | 67 | |||||||||
| 15 Apr | 56301.95 | 6477.65 | 578.65 (9.81%) | 25.85 | 2 | 0 | 67 | |||||||||
| 13 Apr | 55605.05 | 5899 | 16.05 (0.27%) | 25.72 | 1 | 0 | 67 | |||||||||
| 10 Apr | 55912.75 | 5882.95 | 452.9 (8.34%) | 22.2 | 11 | 3 | 70 | |||||||||
| 9 Apr | 54821.70 | 5460.85 | -280.95 (-4.89%) | 26.48 | 18 | -1 | 69 | |||||||||
| 8 Apr | 55703.90 | 5825.15 | 1861.8 (46.98%) | 21.41 | 36 | -5 | 71 | |||||||||
| 7 Apr | 52716.25 | 3976.45 | 39.85 (1.01%) | 23.01 | 32 | 12 | 75 | |||||||||
| 6 Apr | 52609.10 | 3973.2 | 723.8 (22.27%) | 23.75 | 62 | 8 | 63 | |||||||||
| 2 Apr | 51548.75 | 3260.95 | -8.15 (-0.25%) | 22.58 | 88 | 24 | 60 | |||||||||
For Nifty Bank - strike price 51000 expiring on 30JUN2026
Delta for 51000 CE is 0.99
Historical price for 51000 CE is as follows
On 18 Jun BANKNIFTY was trading at 57889.55. The strike last trading price was 6885, which was 286.2 higher than the previous day. The implied volatity was 29.49, the open interest changed by 42 which increased total open position to 836
On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 6595.8, which was 276 higher than the previous day. The implied volatity was 28.15, the open interest changed by 19 which increased total open position to 795
On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 6320, which was 76.4 higher than the previous day. The implied volatity was 27.2, the open interest changed by -8 which decreased total open position to 803
On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 6253.45, which was 395.25 higher than the previous day. The implied volatity was 28, the open interest changed by -82 which decreased total open position to 812
On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 5859.5, which was 1542.45 higher than the previous day. The implied volatity was 25.72, the open interest changed by -92 which decreased total open position to 895
On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 4338.9, which was 130.1 higher than the previous day. The implied volatity was 15.83, the open interest changed by -55 which decreased total open position to 987
On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 4250.5, which was -202.65 lower than the previous day. The implied volatity was 23.21, the open interest changed by -138 which decreased total open position to 1048
On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 4525, which was 1135.7 higher than the previous day. The implied volatity was 24.63, the open interest changed by 125 which increased total open position to 1186
On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 3370, which was -572.6 lower than the previous day. The implied volatity was 23.05, the open interest changed by -48 which decreased total open position to 1064
On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 3920.65, which was 129.65 higher than the previous day. The implied volatity was 23.98, the open interest changed by -13 which decreased total open position to 1113
On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 3784.9, which was 113.15 higher than the previous day. The implied volatity was 23.2, the open interest changed by -549 which decreased total open position to 1126
On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 3667.35, which was 308.55 higher than the previous day. The implied volatity was 22.18, the open interest changed by 343 which increased total open position to 1676
On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 3358.05, which was 135.75 higher than the previous day. The implied volatity was 23.64, the open interest changed by 7 which increased total open position to 1334
On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 3196.55, which was -757.4 lower than the previous day. The implied volatity was 21.65, the open interest changed by 487 which increased total open position to 1329
On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 3941.45, which was -359.75 lower than the previous day. The implied volatity was 24.8, the open interest changed by 35 which increased total open position to 841
On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 4316.2, which was -234.85 lower than the previous day. The implied volatity was 21.16, the open interest changed by 8 which increased total open position to 805
On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 4600, which was -132.35 lower than the previous day. The implied volatity was 20.52, the open interest changed by 140 which increased total open position to 796
On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 4878.1, which was 1127.8 higher than the previous day. The implied volatity was 23.4, the open interest changed by 99 which increased total open position to 657
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 3813, which was 600.35 higher than the previous day. The implied volatity was 21.47, the open interest changed by 133 which increased total open position to 558
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 3238.9, which was -188.3 lower than the previous day. The implied volatity was 21.43, the open interest changed by 3 which increased total open position to 426
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 3437.65, which was 173.85 higher than the previous day. The implied volatity was 22.45, the open interest changed by 138 which increased total open position to 425
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 3224.2, which was -183.8 lower than the previous day. The implied volatity was 21.18, the open interest changed by 89 which increased total open position to 288
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 3450, which was -162 lower than the previous day. The implied volatity was 22.76, the open interest changed by 23 which increased total open position to 198
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 3612, which was -274.55 lower than the previous day. The implied volatity was 21.24, the open interest changed by 12 which increased total open position to 176
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 3829.05, which was 396.15 higher than the previous day. The implied volatity was 20.65, the open interest changed by 11 which increased total open position to 159
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 3463.55, which was -1.4 lower than the previous day. The implied volatity was 0, the open interest changed by -8 which decreased total open position to 148
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 3575.3, which was -1063.15 lower than the previous day. The implied volatity was 0, the open interest changed by 56 which increased total open position to 156
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 4638.45, which was -434.6 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 99
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 5073.05, which was -566.65 lower than the previous day. The implied volatity was 22.29, the open interest changed by 0 which decreased total open position to 99
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 5639.7, which was 639.7 higher than the previous day. The implied volatity was 19.26, the open interest changed by 0 which decreased total open position to 100
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 5000, which was 750 higher than the previous day. The implied volatity was 21.88, the open interest changed by 0 which decreased total open position to 96
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 4250, which was -349.8 lower than the previous day. The implied volatity was 20.99, the open interest changed by 0 which decreased total open position to 98
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 4599.8, which was 54.8 higher than the previous day. The implied volatity was 19.56, the open interest changed by -10 which decreased total open position to 97
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 4545, which was -1183.4 lower than the previous day. The implied volatity was 21.04, the open interest changed by -9 which decreased total open position to 98
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 5728.4, which was 298.4 higher than the previous day. The implied volatity was 19.37, the open interest changed by -5 which decreased total open position to 108
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 5430, which was -370 lower than the previous day. The implied volatity was 22.2, the open interest changed by 52 which increased total open position to 112
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 5800, which was 0 lower than the previous day. The implied volatity was 21.14, the open interest changed by 0 which decreased total open position to 60
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 5800, which was -280.65 lower than the previous day. The implied volatity was 21.14, the open interest changed by 1 which increased total open position to 61
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 6080.65, which was -819.35 lower than the previous day. The implied volatity was 21.59, the open interest changed by 2 which increased total open position to 61
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 6900, which was 0 lower than the previous day. The implied volatity was 21.52, the open interest changed by 0 which decreased total open position to 59
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 6900, which was 407.6 higher than the previous day. The implied volatity was 21.52, the open interest changed by 0 which decreased total open position to 59
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 6492.4, which was 14.75 higher than the previous day. The implied volatity was 21.46, the open interest changed by -8 which decreased total open position to 59
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 6477.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 67
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 6477.65, which was 0 lower than the previous day. The implied volatity was 25.85, the open interest changed by 0 which decreased total open position to 67
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 6477.65, which was 578.65 higher than the previous day. The implied volatity was 25.85, the open interest changed by 0 which decreased total open position to 67
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 5899, which was 16.05 higher than the previous day. The implied volatity was 25.72, the open interest changed by 0 which decreased total open position to 67
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 5882.95, which was 452.9 higher than the previous day. The implied volatity was 22.2, the open interest changed by 3 which increased total open position to 70
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 5460.85, which was -280.95 lower than the previous day. The implied volatity was 26.48, the open interest changed by -1 which decreased total open position to 69
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 5825.15, which was 1861.8 higher than the previous day. The implied volatity was 21.41, the open interest changed by -5 which decreased total open position to 71
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 3976.45, which was 39.85 higher than the previous day. The implied volatity was 23.01, the open interest changed by 12 which increased total open position to 75
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 3973.2, which was 723.8 higher than the previous day. The implied volatity was 23.75, the open interest changed by 8 which increased total open position to 63
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 3260.95, which was -8.15 lower than the previous day. The implied volatity was 22.58, the open interest changed by 24 which increased total open position to 60
| BANKNIFTY 30-Jun-2026 (12d) 51000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.02
Theta: 4.65
Gamma: 0.00001
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 57889.55 | 8.65 | -1.85 (-17.62%) | 29.36 | 12,916 | -1,392 | 14,133 |
| 17 Jun | 57585.05 | 11.4 | -3.15 (-21.65%) | 28.23 | 15,789 | -318 | 15,536 |
| 16 Jun | 57297.15 | 14.55 | -9.55 (-39.63%) | 27.27 | 18,688 | 1,129 | 16,103 |
| 15 Jun | 57198.80 | 23 | -10.7 (-31.75%) | 27.76 | 33,329 | -811 | 15,006 |
| 12 Jun | 56814.80 | 34.15 | -47.85 (-58.35%) | 25.91 | 51,337 | -840 | 15,852 |
| 11 Jun | 55176.75 | 79.8 | -13 (-14.01%) | 23.49 | 24,465 | -568 | 16,693 |
| 10 Jun | 55100.30 | 89.75 | 1.3 (1.47%) | 23.13 | 22,537 | 726 | 17,272 |
| 9 Jun | 55194.50 | 85.45 | -116.4 (-57.67%) | 22.9 | 40,160 | -1,551 | 16,647 |
| 8 Jun | 54063.75 | 213.2 | 73.4 (52.50%) | 22.8 | 33,274 | 1,162 | 18,224 |
| 5 Jun | 54496.25 | 140.5 | -23.05 (-14.09%) | 21.05 | 39,417 | -1,300 | 17,173 |
| 4 Jun | 54307.85 | 156.9 | -36.45 (-18.85%) | 20.63 | 25,972 | -122 | 18,488 |
| 3 Jun | 54185.95 | 186 | -31.6 (-14.52%) | 20.92 | 43,974 | 2,406 | 18,638 |
| 2 Jun | 53714.65 | 219 | -49.1 (-18.31%) | 19.84 | 30,128 | 807 | 16,232 |
| 1 Jun | 53643.10 | 275.2 | 83.75 (43.75%) | 20.29 | 30,561 | 933 | 15,494 |
| 29 May | 54239.20 | 198.45 | 54.75 (38.10%) | 20.2 | 31,805 | 2,758 | 14,579 |
| 27 May | 54853.85 | 143.85 | -14.85 (-9.36%) | 19.6 | 20,489 | 1,986 | 11,843 |
| 26 May | 55092.90 | 153 | 0.8 (0.53%) | 20.7 | 14,504 | 2,224 | 9,907 |
| 25 May | 55293.65 | 142 | -190.7 (-57.32%) | 20.66 | 11,756 | 1,345 | 7,686 |
| 22 May | 54055.35 | 321.95 | -171.9 (-34.81%) | 20.89 | 7,451 | 621 | 6,348 |
| 21 May | 53439.40 | 495 | -25.5 (-4.90%) | 21.54 | 7,080 | 1,823 | 5,773 |
| 20 May | 53562.20 | 524.45 | -60.8 (-10.39%) | 22.36 | 3,057 | 357 | 3,986 |
| 19 May | 53409.15 | 583.05 | -14.9 (-2.49%) | 22.55 | 2,392 | 143 | 3,663 |
| 18 May | 53537.00 | 586 | 31.6 (5.70%) | 22.84 | 4,420 | 327 | 3,523 |
| 15 May | 53710.35 | 537 | 35.5 (7.08%) | 22.02 | 1,548 | 193 | 3,192 |
| 14 May | 54128.95 | 479.95 | -191.55 (-28.53%) | 22.32 | 1,106 | -26 | 3,001 |
| 13 May | 53456.15 | 666.5 | 19 (2.93%) | 22.92 | 1,657 | 335 | 3,028 |
| 12 May | 53555.20 | 623.95 | 157.8 (33.85%) | 0 | 2,115 | 313 | 2,693 |
| 11 May | 54439.90 | 469 | 170.85 (57.30%) | 22.74 | 1,272 | 3 | 2,378 |
| 8 May | 55310.55 | 281.3 | 44.2 (18.64%) | 20.91 | 1,735 | -71 | 2,371 |
| 7 May | 56047.40 | 228 | -25.4 (-10.02%) | 21.53 | 1,071 | 36 | 2,442 |
| 6 May | 55981.05 | 242 | -238.25 (-49.61%) | 21.66 | 3,122 | -11 | 2,422 |
| 5 May | 54547.05 | 479.7 | 40.45 (9.21%) | 22.08 | 1,038 | 447 | 2,429 |
| 4 May | 54878.50 | 450 | -31 (-6.44%) | 22.42 | 416 | 12 | 1,990 |
| 30 Apr | 54863.35 | 460 | 73 (18.86%) | 22.31 | 899 | -27 | 1,951 |
| 29 Apr | 55403.60 | 399.9 | -2 (-0.50%) | 22.08 | 2,029 | -273 | 1,979 |
| 28 Apr | 55400.35 | 400.5 | 48.15 (13.67%) | 22.1 | 801 | 292 | 2,250 |
| 27 Apr | 56264.30 | 351 | -69.3 (-16.49%) | 23.27 | 464 | 220 | 1,959 |
| 24 Apr | 56089.75 | 420 | 5.3 (1.28%) | 23.73 | 353 | 53 | 1,734 |
| 23 Apr | 56305.00 | 417.15 | 87.5 (26.54%) | 24.01 | 206 | 83 | 1,682 |
| 22 Apr | 57124.45 | 327.1 | 29.1 (9.77%) | 23.96 | 286 | 53 | 1,599 |
| 21 Apr | 57371.45 | 297.8 | -112.75 (-27.46%) | 23.76 | 613 | -280 | 1,546 |
| 20 Apr | 56582.35 | 414.5 | 46.05 (12.50%) | 24.12 | 281 | -18 | 1,793 |
| 17 Apr | 56565.70 | 361.05 | -115.1 (-24.17%) | 22.85 | 347 | -175 | 1,811 |
| 16 Apr | 56086.40 | 481.4 | 18.45 (3.99%) | 23.45 | 432 | 3 | 1,986 |
| 15 Apr | 56301.95 | 470 | -189.2 (-28.70%) | 23.65 | 664 | 346 | 1,983 |
| 13 Apr | 55605.05 | 655.1 | 98.85 (17.77%) | 24.62 | 280 | 16 | 1,637 |
| 10 Apr | 55912.75 | 554.55 | -213.85 (-27.83%) | 23.69 | 201 | -36 | 1,622 |
| 9 Apr | 54821.70 | 758.05 | 142.25 (23.10%) | 23.51 | 1,807 | 1,171 | 1,659 |
| 8 Apr | 55703.90 | 614.4 | -894.1 (-59.27%) | 25.43 | 676 | -20 | 491 |
| 7 Apr | 52716.25 | 1514.65 | -34.25 (-2.21%) | 27.66 | 104 | -7 | 514 |
| 6 Apr | 52609.10 | 1552 | -338.6 (-17.91%) | 27.53 | 300 | 22 | 521 |
| 2 Apr | 51548.75 | 1877.6 | 34.3 (1.86%) | 26.86 | 371 | 41 | 502 |
For Nifty Bank - strike price 51000 expiring on 30JUN2026
Delta for 51000 PE is -0.01
Historical price for 51000 PE is as follows
On 18 Jun BANKNIFTY was trading at 57889.55. The strike last trading price was 8.65, which was -1.85 lower than the previous day. The implied volatity was 29.36, the open interest changed by -1392 which decreased total open position to 14133
On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 11.4, which was -3.15 lower than the previous day. The implied volatity was 28.23, the open interest changed by -318 which decreased total open position to 15536
On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 14.55, which was -9.55 lower than the previous day. The implied volatity was 27.27, the open interest changed by 1129 which increased total open position to 16103
On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 23, which was -10.7 lower than the previous day. The implied volatity was 27.76, the open interest changed by -811 which decreased total open position to 15006
On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 34.15, which was -47.85 lower than the previous day. The implied volatity was 25.91, the open interest changed by -840 which decreased total open position to 15852
On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 79.8, which was -13 lower than the previous day. The implied volatity was 23.49, the open interest changed by -568 which decreased total open position to 16693
On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 89.75, which was 1.3 higher than the previous day. The implied volatity was 23.13, the open interest changed by 726 which increased total open position to 17272
On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 85.45, which was -116.4 lower than the previous day. The implied volatity was 22.9, the open interest changed by -1551 which decreased total open position to 16647
On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 213.2, which was 73.4 higher than the previous day. The implied volatity was 22.8, the open interest changed by 1162 which increased total open position to 18224
On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 140.5, which was -23.05 lower than the previous day. The implied volatity was 21.05, the open interest changed by -1300 which decreased total open position to 17173
On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 156.9, which was -36.45 lower than the previous day. The implied volatity was 20.63, the open interest changed by -122 which decreased total open position to 18488
On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 186, which was -31.6 lower than the previous day. The implied volatity was 20.92, the open interest changed by 2406 which increased total open position to 18638
On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 219, which was -49.1 lower than the previous day. The implied volatity was 19.84, the open interest changed by 807 which increased total open position to 16232
On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 275.2, which was 83.75 higher than the previous day. The implied volatity was 20.29, the open interest changed by 933 which increased total open position to 15494
On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 198.45, which was 54.75 higher than the previous day. The implied volatity was 20.2, the open interest changed by 2758 which increased total open position to 14579
On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 143.85, which was -14.85 lower than the previous day. The implied volatity was 19.6, the open interest changed by 1986 which increased total open position to 11843
On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 153, which was 0.8 higher than the previous day. The implied volatity was 20.7, the open interest changed by 2224 which increased total open position to 9907
On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 142, which was -190.7 lower than the previous day. The implied volatity was 20.66, the open interest changed by 1345 which increased total open position to 7686
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 321.95, which was -171.9 lower than the previous day. The implied volatity was 20.89, the open interest changed by 621 which increased total open position to 6348
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 495, which was -25.5 lower than the previous day. The implied volatity was 21.54, the open interest changed by 1823 which increased total open position to 5773
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 524.45, which was -60.8 lower than the previous day. The implied volatity was 22.36, the open interest changed by 357 which increased total open position to 3986
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 583.05, which was -14.9 lower than the previous day. The implied volatity was 22.55, the open interest changed by 143 which increased total open position to 3663
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 586, which was 31.6 higher than the previous day. The implied volatity was 22.84, the open interest changed by 327 which increased total open position to 3523
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 537, which was 35.5 higher than the previous day. The implied volatity was 22.02, the open interest changed by 193 which increased total open position to 3192
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 479.95, which was -191.55 lower than the previous day. The implied volatity was 22.32, the open interest changed by -26 which decreased total open position to 3001
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 666.5, which was 19 higher than the previous day. The implied volatity was 22.92, the open interest changed by 335 which increased total open position to 3028
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 623.95, which was 157.8 higher than the previous day. The implied volatity was 0, the open interest changed by 313 which increased total open position to 2693
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 469, which was 170.85 higher than the previous day. The implied volatity was 22.74, the open interest changed by 3 which increased total open position to 2378
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 281.3, which was 44.2 higher than the previous day. The implied volatity was 20.91, the open interest changed by -71 which decreased total open position to 2371
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 228, which was -25.4 lower than the previous day. The implied volatity was 21.53, the open interest changed by 36 which increased total open position to 2442
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 242, which was -238.25 lower than the previous day. The implied volatity was 21.66, the open interest changed by -11 which decreased total open position to 2422
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 479.7, which was 40.45 higher than the previous day. The implied volatity was 22.08, the open interest changed by 447 which increased total open position to 2429
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 450, which was -31 lower than the previous day. The implied volatity was 22.42, the open interest changed by 12 which increased total open position to 1990
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 460, which was 73 higher than the previous day. The implied volatity was 22.31, the open interest changed by -27 which decreased total open position to 1951
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 399.9, which was -2 lower than the previous day. The implied volatity was 22.08, the open interest changed by -273 which decreased total open position to 1979
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 400.5, which was 48.15 higher than the previous day. The implied volatity was 22.1, the open interest changed by 292 which increased total open position to 2250
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 351, which was -69.3 lower than the previous day. The implied volatity was 23.27, the open interest changed by 220 which increased total open position to 1959
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 420, which was 5.3 higher than the previous day. The implied volatity was 23.73, the open interest changed by 53 which increased total open position to 1734
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 417.15, which was 87.5 higher than the previous day. The implied volatity was 24.01, the open interest changed by 83 which increased total open position to 1682
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 327.1, which was 29.1 higher than the previous day. The implied volatity was 23.96, the open interest changed by 53 which increased total open position to 1599
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 297.8, which was -112.75 lower than the previous day. The implied volatity was 23.76, the open interest changed by -280 which decreased total open position to 1546
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 414.5, which was 46.05 higher than the previous day. The implied volatity was 24.12, the open interest changed by -18 which decreased total open position to 1793
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 361.05, which was -115.1 lower than the previous day. The implied volatity was 22.85, the open interest changed by -175 which decreased total open position to 1811
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 481.4, which was 18.45 higher than the previous day. The implied volatity was 23.45, the open interest changed by 3 which increased total open position to 1986
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 470, which was -189.2 lower than the previous day. The implied volatity was 23.65, the open interest changed by 346 which increased total open position to 1983
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 655.1, which was 98.85 higher than the previous day. The implied volatity was 24.62, the open interest changed by 16 which increased total open position to 1637
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 554.55, which was -213.85 lower than the previous day. The implied volatity was 23.69, the open interest changed by -36 which decreased total open position to 1622
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 758.05, which was 142.25 higher than the previous day. The implied volatity was 23.51, the open interest changed by 1171 which increased total open position to 1659
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 614.4, which was -894.1 lower than the previous day. The implied volatity was 25.43, the open interest changed by -20 which decreased total open position to 491
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 1514.65, which was -34.25 lower than the previous day. The implied volatity was 27.66, the open interest changed by -7 which decreased total open position to 514
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 1552, which was -338.6 lower than the previous day. The implied volatity was 27.53, the open interest changed by 22 which increased total open position to 521
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 1877.6, which was 34.3 higher than the previous day. The implied volatity was 26.86, the open interest changed by 41 which increased total open position to 502
