Historical option data for BANKNIFTY
22 May 2026 04:10 PM IST
| BANKNIFTY 26-May-2026 (3d) 54100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 0.23
Theta: -58.52
Gamma: 0.00033
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 54055.35 | 525.35 | 276.55 (111.15%) | 20.42 | 2,43,142 | 2,726 | 7,116 | |||||||||
| 21 May | 53439.40 | 255.05 | -145.55 (-36.33%) | 18.89 | 61,330 | 1,355 | 4,399 | |||||||||
| 20 May | 53562.20 | 398.9 | 19.55 (5.15%) | 21.35 | 33,361 | -537 | 3,052 | |||||||||
| 19 May | 53409.15 | 371.05 | -203.3 (-35.40%) | 20.91 | 16,328 | 861 | 3,639 | |||||||||
| 18 May | 53537.00 | 581.2 | -108.4 (-15.72%) | 24.84 | 19,283 | -634 | 2,894 | |||||||||
| 15 May | 53710.35 | 701 | -191.85 (-21.49%) | 22.22 | 61,131 | 1,333 | 3,652 | |||||||||
| 14 May | 54128.95 | 965 | 257.6 (36.42%) | 22.67 | 29,530 | -333 | 2,314 | |||||||||
| 13 May | 53456.15 | 698.4 | -73.2 (-9.49%) | 0 | 28,318 | 166 | 2,652 | |||||||||
| 12 May | 53555.20 | 818.6 | -418.5 (-33.83%) | 0 | 26,990 | 2,207 | 2,504 | |||||||||
| 11 May | 54439.90 | 1220.4 | -637.4 (-34.31%) | 0 | 733 | 48 | 298 | |||||||||
| 8 May | 55310.55 | 1857.8 | -554.8 (-23.00%) | 21.76 | 96 | 12 | 249 | |||||||||
| 7 May | 56047.40 | 2406.25 | -86.9 (-3.49%) | 21.54 | 47 | 9 | 234 | |||||||||
| 6 May | 55981.05 | 2558 | 1091.5 (74.43%) | 23.63 | 316 | -37 | 225 | |||||||||
| 5 May | 54547.05 | 1460.2 | -225.65 (-13.38%) | 21.64 | 871 | 106 | 262 | |||||||||
| 4 May | 54878.50 | 1708.8 | -116.9 (-6.40%) | 21.65 | 42 | 117 | 156 | |||||||||
| 30 Apr | 54863.35 | 1847.8 | -366.6 (-16.56%) | 22.05 | 355 | 91 | 130 | |||||||||
| 29 Apr | 55403.60 | 2083.45 | -242 (-10.41%) | 20.68 | 41 | -12 | 40 | |||||||||
| 28 Apr | 55400.35 | 2325.45 | -472.9 (-16.90%) | 23.68 | 11 | 8 | 51 | |||||||||
| 27 Apr | 56264.30 | 2798.35 | -142.05 (-4.83%) | 23.08 | 11 | -1 | 43 | |||||||||
| 24 Apr | 56089.75 | 2940.4 | -1019.6 (-25.75%) | 23.78 | 28 | 17 | 44 | |||||||||
| 23 Apr | 56305.00 | 3960 | 0 (0.00%) | 22.84 | 0 | 0 | 27 | |||||||||
| 22 Apr | 57124.45 | 3960 | 568.75 (16.77%) | 22.84 | 2 | 0 | 27 | |||||||||
| 21 Apr | 57371.45 | 3391.25 | 0 (0.00%) | 23.07 | 0 | 0 | 27 | |||||||||
| 20 Apr | 56582.35 | 3391.25 | 21.25 (0.63%) | 23.07 | 13 | -2 | 27 | |||||||||
| 17 Apr | 56565.70 | 3370 | 355.6 (11.80%) | 21.44 | 1 | 0 | 29 | |||||||||
| 16 Apr | 56086.40 | 3014.4 | 543.6 (22.00%) | 23.5 | 21 | -11 | 29 | |||||||||
| 15 Apr | 56301.95 | 2470.8 | 0 (0.00%) | - | 0 | 0 | 40 | |||||||||
| 13 Apr | 55605.05 | 2470.8 | -540.8 (-17.96%) | 24.54 | 39 | 4 | 40 | |||||||||
| 10 Apr | 55912.75 | 3067.05 | 55.45 (1.84%) | - | 0 | 0 | 36 | |||||||||
| 9 Apr | 54821.70 | 3067.05 | 55.45 (1.84%) | - | 0 | 0 | 36 | |||||||||
| 8 Apr | 55703.90 | 3067.05 | 1712.05 (126.35%) | 20.48 | 15 | 3 | 35 | |||||||||
| 7 Apr | 52716.25 | 1355 | -195.15 (-12.59%) | 21.51 | 1 | 0 | 32 | |||||||||
| 6 Apr | 52609.10 | 1594 | 352.6 (28.40%) | 25.05 | 15 | 3 | 31 | |||||||||
| 2 Apr | 51548.75 | 1241.4 | -16 (-1.27%) | 24.77 | 27 | 1 | 28 | |||||||||
| 1 Apr | 51448.65 | 1257.4 | 107.4 (9.34%) | 24.89 | 4 | -1 | 27 | |||||||||
| 30 Mar | 50275.35 | 1150 | -512.1 (-30.81%) | 28.2 | 9 | 0 | 32 | |||||||||
| 27 Mar | 52274.60 | 1662.1 | -621.35 (-27.21%) | 24.22 | 23 | 13 | 30 | |||||||||
| 25 Mar | 53708.10 | 2283.45 | 1.2 (0.05%) | 23.09 | 5 | 3 | 16 | |||||||||
| 24 Mar | 52605.65 | 2282.25 | 21.7 (0.96%) | - | 0 | 0 | 13 | |||||||||
| 23 Mar | 51437.75 | 2282.25 | 21.7 (0.96%) | - | 0 | 0 | 13 | |||||||||
| 20 Mar | 53427.05 | 2282.25 | 21.7 (0.96%) | 23.16 | 2 | 1 | 12 | |||||||||
| 19 Mar | 53451.00 | 2260.55 | -275.8 (-10.87%) | 21.35 | 3 | 0 | 8 | |||||||||
| 18 Mar | 55326.05 | 2536.35 | 306.35 (13.74%) | - | 0 | 0 | 8 | |||||||||
| 17 Mar | 54876.00 | 2536.35 | 306.35 (13.74%) | 15.81 | 1 | 0 | 7 | |||||||||
| 16 Mar | 54413.40 | 2230 | -5680.25 (-71.81%) | 16.29 | 7 | 2 | 2 | |||||||||
| 13 Mar | 53757.85 | 7910.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 55100.95 | 7910.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 55735.75 | 7910.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 56950.80 | 7910.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 56019.80 | 7910.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 57783.25 | 7910.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 59055.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 58755.25 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 54100 expiring on 26MAY2026
Delta for 54100 CE is 0.53
Historical price for 54100 CE is as follows
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 525.35, which was 276.55 higher than the previous day. The implied volatity was 20.42, the open interest changed by 2726 which increased total open position to 7116
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 255.05, which was -145.55 lower than the previous day. The implied volatity was 18.89, the open interest changed by 1355 which increased total open position to 4399
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 398.9, which was 19.55 higher than the previous day. The implied volatity was 21.35, the open interest changed by -537 which decreased total open position to 3052
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 371.05, which was -203.3 lower than the previous day. The implied volatity was 20.91, the open interest changed by 861 which increased total open position to 3639
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 581.2, which was -108.4 lower than the previous day. The implied volatity was 24.84, the open interest changed by -634 which decreased total open position to 2894
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 701, which was -191.85 lower than the previous day. The implied volatity was 22.22, the open interest changed by 1333 which increased total open position to 3652
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 965, which was 257.6 higher than the previous day. The implied volatity was 22.67, the open interest changed by -333 which decreased total open position to 2314
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 698.4, which was -73.2 lower than the previous day. The implied volatity was 0, the open interest changed by 166 which increased total open position to 2652
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 818.6, which was -418.5 lower than the previous day. The implied volatity was 0, the open interest changed by 2207 which increased total open position to 2504
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 1220.4, which was -637.4 lower than the previous day. The implied volatity was 0, the open interest changed by 48 which increased total open position to 298
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 1857.8, which was -554.8 lower than the previous day. The implied volatity was 21.76, the open interest changed by 12 which increased total open position to 249
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 2406.25, which was -86.9 lower than the previous day. The implied volatity was 21.54, the open interest changed by 9 which increased total open position to 234
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 2558, which was 1091.5 higher than the previous day. The implied volatity was 23.63, the open interest changed by -37 which decreased total open position to 225
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 1460.2, which was -225.65 lower than the previous day. The implied volatity was 21.64, the open interest changed by 106 which increased total open position to 262
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 1708.8, which was -116.9 lower than the previous day. The implied volatity was 21.65, the open interest changed by 117 which increased total open position to 156
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 1847.8, which was -366.6 lower than the previous day. The implied volatity was 22.05, the open interest changed by 91 which increased total open position to 130
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 2083.45, which was -242 lower than the previous day. The implied volatity was 20.68, the open interest changed by -12 which decreased total open position to 40
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 2325.45, which was -472.9 lower than the previous day. The implied volatity was 23.68, the open interest changed by 8 which increased total open position to 51
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 2798.35, which was -142.05 lower than the previous day. The implied volatity was 23.08, the open interest changed by -1 which decreased total open position to 43
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 2940.4, which was -1019.6 lower than the previous day. The implied volatity was 23.78, the open interest changed by 17 which increased total open position to 44
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 3960, which was 0 lower than the previous day. The implied volatity was 22.84, the open interest changed by 0 which decreased total open position to 27
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 3960, which was 568.75 higher than the previous day. The implied volatity was 22.84, the open interest changed by 0 which decreased total open position to 27
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 3391.25, which was 0 lower than the previous day. The implied volatity was 23.07, the open interest changed by 0 which decreased total open position to 27
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 3391.25, which was 21.25 higher than the previous day. The implied volatity was 23.07, the open interest changed by -2 which decreased total open position to 27
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 3370, which was 355.6 higher than the previous day. The implied volatity was 21.44, the open interest changed by 0 which decreased total open position to 29
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 3014.4, which was 543.6 higher than the previous day. The implied volatity was 23.5, the open interest changed by -11 which decreased total open position to 29
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 2470.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 2470.8, which was -540.8 lower than the previous day. The implied volatity was 24.54, the open interest changed by 4 which increased total open position to 40
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 3067.05, which was 55.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 3067.05, which was 55.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 3067.05, which was 1712.05 higher than the previous day. The implied volatity was 20.48, the open interest changed by 3 which increased total open position to 35
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 1355, which was -195.15 lower than the previous day. The implied volatity was 21.51, the open interest changed by 0 which decreased total open position to 32
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 1594, which was 352.6 higher than the previous day. The implied volatity was 25.05, the open interest changed by 3 which increased total open position to 31
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 1241.4, which was -16 lower than the previous day. The implied volatity was 24.77, the open interest changed by 1 which increased total open position to 28
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 1257.4, which was 107.4 higher than the previous day. The implied volatity was 24.89, the open interest changed by -1 which decreased total open position to 27
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 1150, which was -512.1 lower than the previous day. The implied volatity was 28.2, the open interest changed by 0 which decreased total open position to 32
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 1662.1, which was -621.35 lower than the previous day. The implied volatity was 24.22, the open interest changed by 13 which increased total open position to 30
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 2283.45, which was 1.2 higher than the previous day. The implied volatity was 23.09, the open interest changed by 3 which increased total open position to 16
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 2282.25, which was 21.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 2282.25, which was 21.7 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 2282.25, which was 21.7 higher than the previous day. The implied volatity was 23.16, the open interest changed by 1 which increased total open position to 12
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 2260.55, which was -275.8 lower than the previous day. The implied volatity was 21.35, the open interest changed by 0 which decreased total open position to 8
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 2536.35, which was 306.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 2536.35, which was 306.35 higher than the previous day. The implied volatity was 15.81, the open interest changed by 0 which decreased total open position to 7
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 2230, which was -5680.25 lower than the previous day. The implied volatity was 16.29, the open interest changed by 2 which increased total open position to 2
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 7910.25, 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 7910.25, 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 7910.25, 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 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 7910.25, 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 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 7910.25, 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 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 7910.25, 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 5 Mar BANKNIFTY was trading at 59055.85. 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 4 Mar BANKNIFTY was trading at 58755.25. 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 26-May-2026 (3d) 54100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.23
Theta: -31.46
Gamma: 0.0005
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 54055.35 | 275.35 | -525.95 (-65.64%) | 13.49 | 2,07,947 | 8,458 | 10,151 |
| 21 May | 53439.40 | 757.1 | -12.45 (-1.62%) | 15.2 | 25,341 | 57 | 1,713 |
| 20 May | 53562.20 | 753.9 | -244.15 (-24.46%) | 17.18 | 3,256 | 95 | 1,647 |
| 19 May | 53409.15 | 987 | 9.25 (0.95%) | 20.57 | 5,258 | -251 | 1,551 |
| 18 May | 53537.00 | 954.05 | 10.6 (1.12%) | 20.48 | 4,179 | -507 | 1,804 |
| 15 May | 53710.35 | 883.1 | 99.15 (12.65%) | 19.15 | 66,571 | -667 | 2,328 |
| 14 May | 54128.95 | 740.85 | -424.75 (-36.44%) | 20.28 | 27,732 | 720 | 3,015 |
| 13 May | 53456.15 | 1160.1 | 10.1 (0.88%) | 0 | 18,614 | -230 | 2,297 |
| 12 May | 53555.20 | 1060.8 | 324.35 (44.04%) | 0 | 40,355 | 862 | 2,546 |
| 11 May | 54439.90 | 742.95 | 316.15 (74.07%) | 0 | 9,754 | 317 | 1,691 |
| 8 May | 55310.55 | 434.2 | 161.3 (59.11%) | 19.87 | 4,258 | 61 | 1,371 |
| 7 May | 56047.40 | 263.7 | -14.75 (-5.30%) | 19.54 | 4,059 | 7 | 1,303 |
| 6 May | 55981.05 | 261.8 | -488 (-65.08%) | 18.77 | 10,481 | 238 | 1,298 |
| 5 May | 54547.05 | 751.75 | 76.5 (11.33%) | 19.67 | 6,931 | 246 | 1,094 |
| 4 May | 54878.50 | 695.1 | -49.7 (-6.67%) | 20.84 | 3,659 | 364 | 848 |
| 30 Apr | 54863.35 | 707.25 | 115.3 (19.48%) | 20.18 | 4,487 | 241 | 725 |
| 29 Apr | 55403.60 | 604.3 | -6.45 (-1.06%) | 20.14 | 2,294 | 244 | 483 |
| 28 Apr | 55400.35 | 607 | 150.8 (33.06%) | 20.21 | 342 | 93 | 233 |
| 27 Apr | 56264.30 | 456.15 | -124.4 (-21.43%) | 21.21 | 70 | 12 | 141 |
| 24 Apr | 56089.75 | 599.55 | 36.3 (6.44%) | 22.31 | 51 | 18 | 128 |
| 23 Apr | 56305.00 | 555 | 127.6 (29.85%) | 22.19 | 49 | -2 | 110 |
| 22 Apr | 57124.45 | 426.8 | 45.6 (11.96%) | 22.74 | 137 | 28 | 113 |
| 21 Apr | 57371.45 | 382.85 | -70.15 (-15.49%) | 22.4 | 106 | 14 | 85 |
| 20 Apr | 56582.35 | 453 | -53.9 (-10.63%) | 22.16 | 9 | -4 | 72 |
| 17 Apr | 56565.70 | 504.3 | -135.5 (-21.18%) | 20.94 | 53 | 33 | 71 |
| 16 Apr | 56086.40 | 639.8 | 0.25 (0.04%) | 21.14 | 17 | -1 | 38 |
| 15 Apr | 56301.95 | 639.55 | -350.45 (-35.40%) | 21.6 | 39 | -4 | 40 |
| 13 Apr | 55605.05 | 990 | 167.25 (20.33%) | 23.54 | 1 | 0 | 44 |
| 10 Apr | 55912.75 | 823.7 | -290.95 (-26.10%) | 21.88 | 49 | -3 | 44 |
| 9 Apr | 54821.70 | 1114.65 | 193.65 (21.03%) | 22.23 | 8 | 0 | 48 |
| 8 Apr | 55703.90 | 921 | -1534.8 (-62.50%) | 23.7 | 16 | 1 | 49 |
| 7 Apr | 52716.25 | 2455.8 | -274.95 (-10.07%) | 27.16 | 2 | 0 | 47 |
| 6 Apr | 52609.10 | 2730.75 | -1313.45 (-32.48%) | 29.68 | 1 | 0 | 47 |
| 2 Apr | 51548.75 | 4044.2 | 903.1 (28.75%) | 38.51 | 15 | -4 | 48 |
| 1 Apr | 51448.65 | 3141.1 | -1021.2 (-24.53%) | 26.41 | 41 | -13 | 52 |
| 30 Mar | 50275.35 | 4162.3 | 1340.1 (47.48%) | 30.32 | 4 | -2 | 67 |
| 27 Mar | 52274.60 | 2822.2 | 884.75 (45.67%) | 27.7 | 1 | 0 | 70 |
| 25 Mar | 53708.10 | 1937.45 | -699.05 (-26.51%) | 24.76 | 2 | 0 | 70 |
| 24 Mar | 52605.65 | 2636.5 | -496.4 (-15.84%) | 27.52 | 2 | 0 | 70 |
| 23 Mar | 51437.75 | 3132.9 | 1239.6 (65.47%) | 24.78 | 2 | 0 | 70 |
| 20 Mar | 53427.05 | 1893.3 | -10.05 (-0.53%) | 22.61 | 53 | 47 | 68 |
| 19 Mar | 53451.00 | 1903.35 | -14 (-0.73%) | 23.69 | 2 | 1 | 20 |
| 18 Mar | 55326.05 | 1917.35 | 1845.25 (2559.29%) | - | 0 | 0 | 19 |
| 17 Mar | 54876.00 | 1917.35 | 1845.25 (2559.29%) | - | 21 | 0 | 19 |
| 16 Mar | 54413.40 | 1917.35 | 1845.25 (2559.29%) | 26.32 | 21 | 17 | 17 |
| 13 Mar | 53757.85 | 72.1 | 0 (0.00%) | 0.75 | 0 | 0 | 0 |
| 12 Mar | 55100.95 | 72.1 | 0 (0.00%) | 1.96 | 0 | 0 | 0 |
| 11 Mar | 55735.75 | 72.1 | 0 (0.00%) | 2.42 | 0 | 0 | 0 |
| 10 Mar | 56950.80 | 72.1 | 0 (0.00%) | 3.53 | 0 | 0 | 0 |
| 9 Mar | 56019.80 | 72.1 | 0 (0.00%) | 2.7 | 0 | 0 | 0 |
| 6 Mar | 57783.25 | 0 | 0 (0.00%) | 4.19 | 0 | 0 | 0 |
| 5 Mar | 59055.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 Mar | 58755.25 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Nifty Bank - strike price 54100 expiring on 26MAY2026
Delta for 54100 PE is -0.45
Historical price for 54100 PE is as follows
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 275.35, which was -525.95 lower than the previous day. The implied volatity was 13.49, the open interest changed by 8458 which increased total open position to 10151
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 757.1, which was -12.45 lower than the previous day. The implied volatity was 15.2, the open interest changed by 57 which increased total open position to 1713
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 753.9, which was -244.15 lower than the previous day. The implied volatity was 17.18, the open interest changed by 95 which increased total open position to 1647
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 987, which was 9.25 higher than the previous day. The implied volatity was 20.57, the open interest changed by -251 which decreased total open position to 1551
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 954.05, which was 10.6 higher than the previous day. The implied volatity was 20.48, the open interest changed by -507 which decreased total open position to 1804
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 883.1, which was 99.15 higher than the previous day. The implied volatity was 19.15, the open interest changed by -667 which decreased total open position to 2328
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 740.85, which was -424.75 lower than the previous day. The implied volatity was 20.28, the open interest changed by 720 which increased total open position to 3015
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 1160.1, which was 10.1 higher than the previous day. The implied volatity was 0, the open interest changed by -230 which decreased total open position to 2297
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 1060.8, which was 324.35 higher than the previous day. The implied volatity was 0, the open interest changed by 862 which increased total open position to 2546
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 742.95, which was 316.15 higher than the previous day. The implied volatity was 0, the open interest changed by 317 which increased total open position to 1691
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 434.2, which was 161.3 higher than the previous day. The implied volatity was 19.87, the open interest changed by 61 which increased total open position to 1371
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 263.7, which was -14.75 lower than the previous day. The implied volatity was 19.54, the open interest changed by 7 which increased total open position to 1303
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 261.8, which was -488 lower than the previous day. The implied volatity was 18.77, the open interest changed by 238 which increased total open position to 1298
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 751.75, which was 76.5 higher than the previous day. The implied volatity was 19.67, the open interest changed by 246 which increased total open position to 1094
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 695.1, which was -49.7 lower than the previous day. The implied volatity was 20.84, the open interest changed by 364 which increased total open position to 848
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 707.25, which was 115.3 higher than the previous day. The implied volatity was 20.18, the open interest changed by 241 which increased total open position to 725
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 604.3, which was -6.45 lower than the previous day. The implied volatity was 20.14, the open interest changed by 244 which increased total open position to 483
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 607, which was 150.8 higher than the previous day. The implied volatity was 20.21, the open interest changed by 93 which increased total open position to 233
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 456.15, which was -124.4 lower than the previous day. The implied volatity was 21.21, the open interest changed by 12 which increased total open position to 141
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 599.55, which was 36.3 higher than the previous day. The implied volatity was 22.31, the open interest changed by 18 which increased total open position to 128
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 555, which was 127.6 higher than the previous day. The implied volatity was 22.19, the open interest changed by -2 which decreased total open position to 110
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 426.8, which was 45.6 higher than the previous day. The implied volatity was 22.74, the open interest changed by 28 which increased total open position to 113
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 382.85, which was -70.15 lower than the previous day. The implied volatity was 22.4, the open interest changed by 14 which increased total open position to 85
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 453, which was -53.9 lower than the previous day. The implied volatity was 22.16, the open interest changed by -4 which decreased total open position to 72
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 504.3, which was -135.5 lower than the previous day. The implied volatity was 20.94, the open interest changed by 33 which increased total open position to 71
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 639.8, which was 0.25 higher than the previous day. The implied volatity was 21.14, the open interest changed by -1 which decreased total open position to 38
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 639.55, which was -350.45 lower than the previous day. The implied volatity was 21.6, the open interest changed by -4 which decreased total open position to 40
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 990, which was 167.25 higher than the previous day. The implied volatity was 23.54, the open interest changed by 0 which decreased total open position to 44
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 823.7, which was -290.95 lower than the previous day. The implied volatity was 21.88, the open interest changed by -3 which decreased total open position to 44
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1114.65, which was 193.65 higher than the previous day. The implied volatity was 22.23, the open interest changed by 0 which decreased total open position to 48
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 921, which was -1534.8 lower than the previous day. The implied volatity was 23.7, the open interest changed by 1 which increased total open position to 49
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 2455.8, which was -274.95 lower than the previous day. The implied volatity was 27.16, the open interest changed by 0 which decreased total open position to 47
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 2730.75, which was -1313.45 lower than the previous day. The implied volatity was 29.68, the open interest changed by 0 which decreased total open position to 47
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 4044.2, which was 903.1 higher than the previous day. The implied volatity was 38.51, the open interest changed by -4 which decreased total open position to 48
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 3141.1, which was -1021.2 lower than the previous day. The implied volatity was 26.41, the open interest changed by -13 which decreased total open position to 52
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 4162.3, which was 1340.1 higher than the previous day. The implied volatity was 30.32, the open interest changed by -2 which decreased total open position to 67
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 2822.2, which was 884.75 higher than the previous day. The implied volatity was 27.7, the open interest changed by 0 which decreased total open position to 70
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 1937.45, which was -699.05 lower than the previous day. The implied volatity was 24.76, the open interest changed by 0 which decreased total open position to 70
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 2636.5, which was -496.4 lower than the previous day. The implied volatity was 27.52, the open interest changed by 0 which decreased total open position to 70
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 3132.9, which was 1239.6 higher than the previous day. The implied volatity was 24.78, the open interest changed by 0 which decreased total open position to 70
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 1893.3, which was -10.05 lower than the previous day. The implied volatity was 22.61, the open interest changed by 47 which increased total open position to 68
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1903.35, which was -14 lower than the previous day. The implied volatity was 23.69, the open interest changed by 1 which increased total open position to 20
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1917.35, which was 1845.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1917.35, which was 1845.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1917.35, which was 1845.25 higher than the previous day. The implied volatity was 26.32, the open interest changed by 17 which increased total open position to 17
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 72.1, which was 0 lower than the previous day. The implied volatity was 0.75, 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 72.1, which was 0 lower than the previous day. The implied volatity was 1.96, 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 72.1, which was 0 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 72.1, which was 0 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 72.1, 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 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0
On 5 Mar BANKNIFTY was trading at 59055.85. 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 4 Mar BANKNIFTY was trading at 58755.25. 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
