BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:35 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 54100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.89
Vega: 0.12
Theta: -35.97
Gamma: 0.00011
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55882.70 | 2050 | -300 | 26.51 | 9 | -7 | 412 | |||||||||
| 23 Apr | 56305.00 | 2350 | -743.3499999999999 | 23.19 | 37 | -11 | 419 | |||||||||
| 22 Apr | 57124.45 | 3060 | -277.5 | 26.06 | 22 | -17 | 430 | |||||||||
| 21 Apr | 57371.45 | 3300 | 688.5 | 17.26 | 13 | -11 | 447 | |||||||||
| 20 Apr | 56582.35 | 2600 | -70 | 24.79 | 24 | -4 | 458 | |||||||||
| 17 Apr | 56565.70 | 2670 | 280.8000000000002 | 22.52 | 25 | -3 | 462 | |||||||||
| 16 Apr | 56086.40 | 2300 | -336.3499999999999 | 24.24 | 40 | -5 | 465 | |||||||||
| 15 Apr | 56301.95 | 2634.95 | 463.39999999999964 | 24.57 | 23 | -7 | 470 | |||||||||
| 13 Apr | 55605.05 | 2176.3 | -185.25 | 27.24 | 427 | 31 | 478 | |||||||||
| 10 Apr | 55912.75 | 2361.55 | 619.5500000000002 | 22.48 | 79 | -56 | 447 | |||||||||
| 9 Apr | 54821.70 | 1729.15 | -584 | 25.09 | 226 | -58 | 502 | |||||||||
| 8 Apr | 55703.90 | 2316.4 | 1466.8 | 20.84 | 613 | -234 | 562 | |||||||||
| 7 Apr | 52716.25 | 844 | -74.2 | 25.78 | 1,929 | -44 | 831 | |||||||||
| 6 Apr | 52609.10 | 926.15 | 289.2 | 27.72 | 3,705 | 272 | 882 | |||||||||
| 2 Apr | 51548.75 | 643 | 12.3 | 26.35 | 1,977 | 131 | 609 | |||||||||
| 1 Apr | 51448.65 | 621.8 | 120.05 | 25.56 | 2,321 | 152 | 487 | |||||||||
| 30 Mar | 50275.35 | 525.1 | -541.95 | 28.66 | 1,120 | -8 | 314 | |||||||||
| 27 Mar | 52274.60 | 1045.2 | -645.45 | 25.62 | 198 | 26 | 322 | |||||||||
| 25 Mar | 53708.10 | 1677.8 | 399.2 | 25.06 | 415 | 20 | 297 | |||||||||
| 24 Mar | 52605.65 | 1343.55 | 332.2 | 26.36 | 293 | 10 | 277 | |||||||||
| 23 Mar | 51437.75 | 987.25 | -712.25 | 28.32 | 231 | -35 | 268 | |||||||||
| 20 Mar | 53427.05 | 1693.35 | -35.6 | 24.78 | 294 | 132 | 302 | |||||||||
| 19 Mar | 53451.00 | 1936.9 | -479.55 | 26.22 | 103 | 54 | 172 | |||||||||
| 18 Mar | 55326.05 | 2416.45 | 138.4 | - | 0 | 0 | 118 | |||||||||
| 17 Mar | 54876.00 | 2416.45 | 138.4 | 22.52 | 74 | -47 | 125 | |||||||||
| 16 Mar | 54413.40 | 2278.55 | 279.7 | 24.94 | 127 | 56 | 172 | |||||||||
| 13 Mar | 53757.85 | 1913.25 | -1306.85 | 22.85 | 193 | 99 | 116 | |||||||||
| 12 Mar | 55100.95 | 3220.1 | -778.5 | - | 0 | 0 | 17 | |||||||||
| 11 Mar | 55735.75 | 3220.1 | -778.5 | 23.65 | 24 | -1 | 17 | |||||||||
| 10 Mar | 56950.80 | 3998.6 | 936.85 | 19.47 | 6 | 2 | 18 | |||||||||
| 9 Mar | 56019.80 | 3061.75 | -3045.5 | 16.76 | 18 | 16 | 16 | |||||||||
| 6 Mar | 57783.25 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 59055.85 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 58755.25 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 59839.65 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 60529.00 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 61187.70 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 61043.35 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 61047.30 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 61264.25 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 61172.00 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 60739.55 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 18 Feb | 61550.80 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 61174.00 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 60186.65 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 60739.75 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 6107.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 54100 expiring on 28APR2026
Delta for 54100 CE is 0.89
Historical price for 54100 CE is as follows
On 24 Apr BANKNIFTY was trading at 55882.70. The strike last trading price was 2050, which was -300 lower than the previous day. The implied volatity was 26.51, the open interest changed by -7 which decreased total open position to 412
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 2350, which was -743.3499999999999 lower than the previous day. The implied volatity was 23.19, the open interest changed by -11 which decreased total open position to 419
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 3060, which was -277.5 lower than the previous day. The implied volatity was 26.06, the open interest changed by -17 which decreased total open position to 430
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 3300, which was 688.5 higher than the previous day. The implied volatity was 17.26, the open interest changed by -11 which decreased total open position to 447
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 2600, which was -70 lower than the previous day. The implied volatity was 24.79, the open interest changed by -4 which decreased total open position to 458
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 2670, which was 280.8000000000002 higher than the previous day. The implied volatity was 22.52, the open interest changed by -3 which decreased total open position to 462
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 2300, which was -336.3499999999999 lower than the previous day. The implied volatity was 24.24, the open interest changed by -5 which decreased total open position to 465
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 2634.95, which was 463.39999999999964 higher than the previous day. The implied volatity was 24.57, the open interest changed by -7 which decreased total open position to 470
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 2176.3, which was -185.25 lower than the previous day. The implied volatity was 27.24, the open interest changed by 31 which increased total open position to 478
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 2361.55, which was 619.5500000000002 higher than the previous day. The implied volatity was 22.48, the open interest changed by -56 which decreased total open position to 447
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1729.15, which was -584 lower than the previous day. The implied volatity was 25.09, the open interest changed by -58 which decreased total open position to 502
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 2316.4, which was 1466.8 higher than the previous day. The implied volatity was 20.84, the open interest changed by -234 which decreased total open position to 562
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 844, which was -74.2 lower than the previous day. The implied volatity was 25.78, the open interest changed by -44 which decreased total open position to 831
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 926.15, which was 289.2 higher than the previous day. The implied volatity was 27.72, the open interest changed by 272 which increased total open position to 882
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 643, which was 12.3 higher than the previous day. The implied volatity was 26.35, the open interest changed by 131 which increased total open position to 609
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 621.8, which was 120.05 higher than the previous day. The implied volatity was 25.56, the open interest changed by 152 which increased total open position to 487
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 525.1, which was -541.95 lower than the previous day. The implied volatity was 28.66, the open interest changed by -8 which decreased total open position to 314
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 1045.2, which was -645.45 lower than the previous day. The implied volatity was 25.62, the open interest changed by 26 which increased total open position to 322
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 1677.8, which was 399.2 higher than the previous day. The implied volatity was 25.06, the open interest changed by 20 which increased total open position to 297
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 1343.55, which was 332.2 higher than the previous day. The implied volatity was 26.36, the open interest changed by 10 which increased total open position to 277
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 987.25, which was -712.25 lower than the previous day. The implied volatity was 28.32, the open interest changed by -35 which decreased total open position to 268
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 1693.35, which was -35.6 lower than the previous day. The implied volatity was 24.78, the open interest changed by 132 which increased total open position to 302
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1936.9, which was -479.55 lower than the previous day. The implied volatity was 26.22, the open interest changed by 54 which increased total open position to 172
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 2416.45, which was 138.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 118
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 2416.45, which was 138.4 higher than the previous day. The implied volatity was 22.52, the open interest changed by -47 which decreased total open position to 125
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 2278.55, which was 279.7 higher than the previous day. The implied volatity was 24.94, the open interest changed by 56 which increased total open position to 172
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1913.25, which was -1306.85 lower than the previous day. The implied volatity was 22.85, the open interest changed by 99 which increased total open position to 116
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 3220.1, which was -778.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 3220.1, which was -778.5 lower than the previous day. The implied volatity was 23.65, the open interest changed by -1 which decreased total open position to 17
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 3998.6, which was 936.85 higher than the previous day. The implied volatity was 19.47, the open interest changed by 2 which increased total open position to 18
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 3061.75, which was -3045.5 lower than the previous day. The implied volatity was 16.76, the open interest changed by 16 which increased total open position to 16
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 6107.25, 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 6107.25, 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 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 6107.25, 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 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 6107.25, 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 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 6107.25, 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 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 6107.25, 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 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 6107.25, 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 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 6107.25, 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 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 6107.25, 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 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 6107.25, 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 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 6107.25, 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 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 6107.25, 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 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 6107.25, 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 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 6107.25, 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 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 6107.25, 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 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 6107.25, 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 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 6107.25, 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 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 6107.25, 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 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 6107.25, 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 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 6107.25, 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 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 6107.25, 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 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 6107.25, 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 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 6107.25, 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 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 6107.25, 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 1 Feb BANKNIFTY was trading at 58417.20. 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 30 Jan BANKNIFTY was trading at 59610.45. 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 28-Apr-2026 (4d) 54100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.09
Theta: -15.4
Gamma: 0.00011
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55882.70 | 48.3 | 0.09999999999999432 | 21.66 | 9,038 | 520 | 2,167 |
| 23 Apr | 56305.00 | 45.9 | 2.049999999999997 | 22.7 | 4,830 | 493 | 1,647 |
| 22 Apr | 57124.45 | 44.45 | -23.200000000000003 | 26.14 | 3,468 | 118 | 1,172 |
| 21 Apr | 57371.45 | 68 | -111.30000000000001 | 28.26 | 3,258 | -82 | 1,070 |
| 20 Apr | 56582.35 | 181.4 | 25.05000000000001 | 28.71 | 4,673 | -64 | 1,165 |
| 17 Apr | 56565.70 | 155.75 | -123.60000000000002 | 24.07 | 2,637 | 580 | 1,229 |
| 16 Apr | 56086.40 | 290.4 | 1.4499999999999886 | 24.4 | 2,926 | -43 | 649 |
| 15 Apr | 56301.95 | 298.15 | -276.20000000000005 | 25.51 | 3,766 | -200 | 721 |
| 13 Apr | 55605.05 | 562 | 123.05000000000001 | 26.71 | 4,618 | 53 | 941 |
| 10 Apr | 55912.75 | 430.45 | -358.55 | 23.74 | 2,679 | 36 | 911 |
| 9 Apr | 54821.70 | 779.8 | 257.04999999999995 | 23.38 | 4,608 | -53 | 877 |
| 8 Apr | 55703.90 | 500 | -1564.05 | 24.23 | 3,261 | 480 | 911 |
| 7 Apr | 52716.25 | 2063 | -40.2 | 28.67 | 43 | -12 | 427 |
| 6 Apr | 52609.10 | 2107.45 | -768.25 | 27.56 | 89 | 18 | 441 |
| 2 Apr | 51548.75 | 2875.7 | -1019 | - | 0 | 0 | 423 |
| 1 Apr | 51448.65 | 2875.7 | -1019 | 26.96 | 256 | 243 | 424 |
| 30 Mar | 50275.35 | 3890 | 1270.05 | 30.75 | 81 | -44 | 180 |
| 27 Mar | 52274.60 | 2619.95 | 930.6 | 30.59 | 269 | -52 | 225 |
| 25 Mar | 53708.10 | 1671.2 | -675.05 | 26.22 | 554 | 115 | 275 |
| 24 Mar | 52605.65 | 2346.25 | -806.25 | 28.88 | 12 | -1 | 160 |
| 23 Mar | 51437.75 | 3250.95 | 1443.1 | 30.54 | 255 | -13 | 162 |
| 20 Mar | 53427.05 | 1800 | 47 | 25.31 | 342 | 38 | 177 |
| 19 Mar | 53451.00 | 1617.45 | 770.2 | 23.98 | 199 | 34 | 139 |
| 18 Mar | 55326.05 | 847.25 | -290 | 21.96 | 88 | -20 | 108 |
| 17 Mar | 54876.00 | 1166.45 | -235.25 | 24.06 | 52 | -2 | 129 |
| 16 Mar | 54413.40 | 1439.95 | -281.8 | 24.69 | 118 | 38 | 130 |
| 13 Mar | 53757.85 | 1758.35 | 645 | 25.4 | 680 | 39 | 93 |
| 12 Mar | 55100.95 | 1113.35 | 458.6 | 23.82 | 11 | -1 | 54 |
| 11 Mar | 55735.75 | 654.75 | 481.45 | 19.42 | 69 | 41 | 41 |
| 10 Mar | 56950.80 | 173.3 | 0 | 3.95 | 0 | 0 | 0 |
| 9 Mar | 56019.80 | 173.3 | 0 | 2.9 | 0 | 0 | 0 |
| 6 Mar | 57783.25 | 173.3 | 0 | 4.62 | 0 | 0 | 0 |
| 5 Mar | 59055.85 | 173.3 | 0 | 5.68 | 0 | 0 | 0 |
| 4 Mar | 58755.25 | 173.3 | 0 | 5.48 | 0 | 0 | 0 |
| 2 Mar | 59839.65 | 173.3 | 0 | 6.35 | 0 | 0 | 0 |
| 27 Feb | 60529.00 | 173.3 | 0 | 6.75 | 0 | 0 | 0 |
| 26 Feb | 61187.70 | 173.3 | 0 | 7.19 | 0 | 0 | 0 |
| 25 Feb | 61043.35 | 173.3 | 0 | 7.07 | 0 | 0 | 0 |
| 24 Feb | 61047.30 | 173.3 | 0 | 7.11 | 0 | 0 | 0 |
| 23 Feb | 61264.25 | 173.3 | 0 | 7.21 | 0 | 0 | 0 |
| 20 Feb | 61172.00 | 173.3 | 0 | 7.09 | 0 | 0 | 0 |
| 19 Feb | 60739.55 | 173.3 | 0 | 6.74 | 0 | 0 | 0 |
| 18 Feb | 61550.80 | 173.3 | 0 | 7.2 | 0 | 0 | 0 |
| 17 Feb | 61174.00 | 173.3 | 0 | 6.88 | 0 | 0 | 0 |
| 16 Feb | 60949.10 | 173.3 | 0 | 6.7 | 0 | 0 | 0 |
| 13 Feb | 60186.65 | 173.3 | 0 | 6.13 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 173.3 | 0 | 6.43 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 173.3 | 0 | 6.42 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 173.3 | 0 | 6.27 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 173.3 | 0 | 6.32 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 173.3 | 0 | 5.86 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 173.3 | 0 | 5.83 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 173.3 | 0 | 5.83 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 0 | 0 | 5.73 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 0 | 0 | 4.63 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 54100 expiring on 28APR2026
Delta for 54100 PE is -0.08
Historical price for 54100 PE is as follows
On 24 Apr BANKNIFTY was trading at 55882.70. The strike last trading price was 48.3, which was 0.09999999999999432 higher than the previous day. The implied volatity was 21.66, the open interest changed by 520 which increased total open position to 2167
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 45.9, which was 2.049999999999997 higher than the previous day. The implied volatity was 22.7, the open interest changed by 493 which increased total open position to 1647
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 44.45, which was -23.200000000000003 lower than the previous day. The implied volatity was 26.14, the open interest changed by 118 which increased total open position to 1172
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 68, which was -111.30000000000001 lower than the previous day. The implied volatity was 28.26, the open interest changed by -82 which decreased total open position to 1070
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 181.4, which was 25.05000000000001 higher than the previous day. The implied volatity was 28.71, the open interest changed by -64 which decreased total open position to 1165
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 155.75, which was -123.60000000000002 lower than the previous day. The implied volatity was 24.07, the open interest changed by 580 which increased total open position to 1229
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 290.4, which was 1.4499999999999886 higher than the previous day. The implied volatity was 24.4, the open interest changed by -43 which decreased total open position to 649
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 298.15, which was -276.20000000000005 lower than the previous day. The implied volatity was 25.51, the open interest changed by -200 which decreased total open position to 721
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 562, which was 123.05000000000001 higher than the previous day. The implied volatity was 26.71, the open interest changed by 53 which increased total open position to 941
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 430.45, which was -358.55 lower than the previous day. The implied volatity was 23.74, the open interest changed by 36 which increased total open position to 911
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 779.8, which was 257.04999999999995 higher than the previous day. The implied volatity was 23.38, the open interest changed by -53 which decreased total open position to 877
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 500, which was -1564.05 lower than the previous day. The implied volatity was 24.23, the open interest changed by 480 which increased total open position to 911
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 2063, which was -40.2 lower than the previous day. The implied volatity was 28.67, the open interest changed by -12 which decreased total open position to 427
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 2107.45, which was -768.25 lower than the previous day. The implied volatity was 27.56, the open interest changed by 18 which increased total open position to 441
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 2875.7, which was -1019 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 423
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 2875.7, which was -1019 lower than the previous day. The implied volatity was 26.96, the open interest changed by 243 which increased total open position to 424
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 3890, which was 1270.05 higher than the previous day. The implied volatity was 30.75, the open interest changed by -44 which decreased total open position to 180
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 2619.95, which was 930.6 higher than the previous day. The implied volatity was 30.59, the open interest changed by -52 which decreased total open position to 225
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 1671.2, which was -675.05 lower than the previous day. The implied volatity was 26.22, the open interest changed by 115 which increased total open position to 275
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 2346.25, which was -806.25 lower than the previous day. The implied volatity was 28.88, the open interest changed by -1 which decreased total open position to 160
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 3250.95, which was 1443.1 higher than the previous day. The implied volatity was 30.54, the open interest changed by -13 which decreased total open position to 162
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 1800, which was 47 higher than the previous day. The implied volatity was 25.31, the open interest changed by 38 which increased total open position to 177
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1617.45, which was 770.2 higher than the previous day. The implied volatity was 23.98, the open interest changed by 34 which increased total open position to 139
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 847.25, which was -290 lower than the previous day. The implied volatity was 21.96, the open interest changed by -20 which decreased total open position to 108
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1166.45, which was -235.25 lower than the previous day. The implied volatity was 24.06, the open interest changed by -2 which decreased total open position to 129
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1439.95, which was -281.8 lower than the previous day. The implied volatity was 24.69, the open interest changed by 38 which increased total open position to 130
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1758.35, which was 645 higher than the previous day. The implied volatity was 25.4, the open interest changed by 39 which increased total open position to 93
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1113.35, which was 458.6 higher than the previous day. The implied volatity was 23.82, the open interest changed by -1 which decreased total open position to 54
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 654.75, which was 481.45 higher than the previous day. The implied volatity was 19.42, the open interest changed by 41 which increased total open position to 41
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 173.3, which was 0 lower than the previous day. The implied volatity was 3.95, 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 173.3, which was 0 lower than the previous day. The implied volatity was 2.9, 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 173.3, which was 0 lower than the previous day. The implied volatity was 4.62, 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 173.3, which was 0 lower than the previous day. The implied volatity was 5.68, 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 173.3, which was 0 lower than the previous day. The implied volatity was 5.48, the open interest changed by 0 which decreased total open position to 0
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 173.3, which was 0 lower than the previous day. The implied volatity was 6.35, the open interest changed by 0 which decreased total open position to 0
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 173.3, which was 0 lower than the previous day. The implied volatity was 6.75, the open interest changed by 0 which decreased total open position to 0
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 173.3, which was 0 lower than the previous day. The implied volatity was 7.19, the open interest changed by 0 which decreased total open position to 0
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 173.3, which was 0 lower than the previous day. The implied volatity was 7.07, the open interest changed by 0 which decreased total open position to 0
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 173.3, which was 0 lower than the previous day. The implied volatity was 7.11, the open interest changed by 0 which decreased total open position to 0
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 173.3, which was 0 lower than the previous day. The implied volatity was 7.21, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 173.3, which was 0 lower than the previous day. The implied volatity was 7.09, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 173.3, which was 0 lower than the previous day. The implied volatity was 6.74, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 173.3, which was 0 lower than the previous day. The implied volatity was 7.2, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 173.3, which was 0 lower than the previous day. The implied volatity was 6.88, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 173.3, which was 0 lower than the previous day. The implied volatity was 6.7, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 173.3, which was 0 lower than the previous day. The implied volatity was 6.13, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 173.3, 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
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 173.3, which was 0 lower than the previous day. The implied volatity was 6.42, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 173.3, which was 0 lower than the previous day. The implied volatity was 6.27, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 173.3, which was 0 lower than the previous day. The implied volatity was 6.32, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 173.3, which was 0 lower than the previous day. The implied volatity was 5.86, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 173.3, which was 0 lower than the previous day. The implied volatity was 5.83, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 173.3, which was 0 lower than the previous day. The implied volatity was 5.83, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.73, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.63, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BANKNIFTY was trading at 58417.20. 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 30 Jan BANKNIFTY was trading at 59610.45. 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
