BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
27 Mar 2026 04:12 PM IST
| BANKNIFTY 30-MAR-2026 54200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.1
Vega: 8.21
Theta: -40.25
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 Mar | 52274.60 | 61.65 | -417.2 | 28.41 | 54,713 | 1,705 | 4,677 | |||||||||
| 25 Mar | 53708.10 | 492.25 | 219.25 | 27.5 | 48,701 | -1,793 | 2,972 | |||||||||
| 24 Mar | 52605.65 | 312.5 | 131.95 | 30.08 | 19,830 | 123 | 4,765 | |||||||||
| 23 Mar | 51437.75 | 170 | -466.95 | 33.35 | 16,785 | 563 | 4,642 | |||||||||
| 20 Mar | 53427.05 | 614.65 | -57 | 24.82 | 67,378 | 229 | 4,079 | |||||||||
| 19 Mar | 53451.00 | 738.3 | -907.8 | 24.38 | 25,454 | 2,088 | 3,850 | |||||||||
| 18 Mar | 55326.05 | 1615.9 | 193.85 | 20.34 | 2,267 | -491 | 1,762 | |||||||||
| 17 Mar | 54876.00 | 1429.35 | 108.3 | 23.36 | 27,041 | 95 | 2,253 | |||||||||
| 16 Mar | 54413.40 | 1279.6 | 157.15 | 26.72 | 26,245 | -380 | 2,158 | |||||||||
| 13 Mar | 53757.85 | 1113.05 | -848.95 | 25.87 | 23,931 | 2,452 | 2,538 | |||||||||
| 12 Mar | 55100.95 | 1965.5 | -664.5 | 26.43 | 127 | 52 | 86 | |||||||||
| 11 Mar | 55735.75 | 2630 | -792 | 32.19 | 1 | -1 | 34 | |||||||||
| 10 Mar | 56950.80 | 3422 | 529.35 | 26.04 | 2 | 0 | 35 | |||||||||
| 9 Mar | 56019.80 | 2892.65 | -2107.35 | 30.86 | 50 | 34 | 35 | |||||||||
| 6 Mar | 57783.25 | 5000 | -2200 | - | 0 | 1 | 1 | |||||||||
| 5 Mar | 59055.85 | 5000 | -2200 | - | 0 | 2 | 0 | |||||||||
| 4 Mar | 58755.25 | 5000 | -2200 | 17.7 | 1 | 2 | 2 | |||||||||
| 2 Mar | 59839.65 | 7200 | 1907.15 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 60529.00 | 7200 | 1907.15 | - | 0 | 0 | 2 | |||||||||
| 26 Feb | 61187.70 | 7200 | 1907.15 | - | 0 | 0 | 2 | |||||||||
| 25 Feb | 61043.35 | 7200 | 1907.15 | - | 0 | 0 | 2 | |||||||||
| 24 Feb | 61047.30 | 7200 | 1907.15 | - | 0 | 0 | 2 | |||||||||
| 23 Feb | 61264.25 | 7200 | 1907.15 | - | 0 | 0 | 2 | |||||||||
| 20 Feb | 61172.00 | 7200 | 1907.15 | - | 0 | 0 | 2 | |||||||||
| 19 Feb | 60739.55 | 7200 | 1907.15 | - | 0 | 0 | 2 | |||||||||
| 18 Feb | 61550.80 | 7200 | 1907.15 | - | 0 | 1 | 2 | |||||||||
| 17 Feb | 61174.00 | 7200 | 1907.15 | - | 1 | 0 | 1 | |||||||||
| 16 Feb | 60949.10 | 5292.85 | -675.15 | - | 0 | 0 | 1 | |||||||||
| 13 Feb | 60186.65 | 5292.85 | -675.15 | - | 0 | 0 | 1 | |||||||||
| 12 Feb | 60739.75 | 5292.85 | -675.15 | - | 0 | 0 | 1 | |||||||||
| 11 Feb | 60745.35 | 5292.85 | -675.15 | - | 0 | 0 | 1 | |||||||||
| 10 Feb | 60626.40 | 5292.85 | -675.15 | - | 0 | 0 | 1 | |||||||||
| 9 Feb | 60669.35 | 5292.85 | -675.15 | - | 0 | 0 | 1 | |||||||||
| 6 Feb | 60120.55 | 5292.85 | -675.15 | - | 0 | 0 | 1 | |||||||||
| 5 Feb | 60063.65 | 5292.85 | -675.15 | - | 0 | 0 | 1 | |||||||||
| 4 Feb | 60238.15 | 5292.85 | -675.15 | - | 0 | 0 | 1 | |||||||||
| 3 Feb | 60041.30 | 5292.85 | -675.15 | - | 0 | 0 | 1 | |||||||||
| 2 Feb | 58619.00 | 5292.85 | -675.15 | - | 0 | -1 | 1 | |||||||||
| 1 Feb | 58417.20 | 5292.85 | -675.15 | 20.48 | 1 | 0 | 2 | |||||||||
| 30 Jan | 59610.45 | 5967.25 | -956.75 | - | 0 | 2 | 2 | |||||||||
| 29 Jan | 59957.85 | 5967.25 | -956.75 | - | 0 | 0 | 0 | |||||||||
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| 28 Jan | 59598.80 | 5967.25 | -956.75 | - | 0 | 1 | 2 | |||||||||
| 27 Jan | 59205.45 | 5967.25 | -956.75 | - | 2 | 0 | 1 | |||||||||
| 23 Jan | 58473.10 | 6924 | 955.25 | - | 0 | 0 | 1 | |||||||||
| 22 Jan | 59200.10 | 6924 | 955.25 | - | 0 | 0 | 1 | |||||||||
| 21 Jan | 58800.30 | 6924 | 955.25 | - | 0 | 0 | 1 | |||||||||
| 20 Jan | 59404.20 | 6924 | 955.25 | - | 0 | 0 | 1 | |||||||||
| 19 Jan | 59891.35 | 6924 | 955.25 | - | 0 | 0 | 1 | |||||||||
| 16 Jan | 60095.15 | 6924 | 955.25 | - | 0 | 0 | 1 | |||||||||
| 14 Jan | 59580.15 | 6924 | 955.25 | - | 0 | 1 | 1 | |||||||||
| 13 Jan | 59578.80 | 6924 | 955.25 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 59450.50 | 6924 | 955.25 | - | 0 | 0 | 1 | |||||||||
| 9 Jan | 59251.55 | 6924 | 955.25 | - | 0 | 0 | 1 | |||||||||
| 8 Jan | 59686.50 | 6924 | 955.25 | - | 0 | 0 | 1 | |||||||||
| 7 Jan | 59990.85 | 6924 | 955.25 | - | 0 | 0 | 1 | |||||||||
| 6 Jan | 60118.40 | 6924 | 955.25 | - | 0 | 0 | 1 | |||||||||
| 5 Jan | 60044.20 | 6924 | 955.25 | - | 0 | 0 | 1 | |||||||||
| 2 Jan | 60150.95 | 6924 | 955.25 | - | 2 | 1 | 1 | |||||||||
| 1 Jan | 59711.55 | 5968.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 59581.85 | 5968.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 54200 expiring on 30MAR2026
Delta for 54200 CE is 0.1
Historical price for 54200 CE is as follows
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 61.65, which was -417.2 lower than the previous day. The implied volatity was 28.41, the open interest changed by 1705 which increased total open position to 4677
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 492.25, which was 219.25 higher than the previous day. The implied volatity was 27.5, the open interest changed by -1793 which decreased total open position to 2972
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 312.5, which was 131.95 higher than the previous day. The implied volatity was 30.08, the open interest changed by 123 which increased total open position to 4765
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 170, which was -466.95 lower than the previous day. The implied volatity was 33.35, the open interest changed by 563 which increased total open position to 4642
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 614.65, which was -57 lower than the previous day. The implied volatity was 24.82, the open interest changed by 229 which increased total open position to 4079
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 738.3, which was -907.8 lower than the previous day. The implied volatity was 24.38, the open interest changed by 2088 which increased total open position to 3850
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1615.9, which was 193.85 higher than the previous day. The implied volatity was 20.34, the open interest changed by -491 which decreased total open position to 1762
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1429.35, which was 108.3 higher than the previous day. The implied volatity was 23.36, the open interest changed by 95 which increased total open position to 2253
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1279.6, which was 157.15 higher than the previous day. The implied volatity was 26.72, the open interest changed by -380 which decreased total open position to 2158
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1113.05, which was -848.95 lower than the previous day. The implied volatity was 25.87, the open interest changed by 2452 which increased total open position to 2538
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1965.5, which was -664.5 lower than the previous day. The implied volatity was 26.43, the open interest changed by 52 which increased total open position to 86
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 2630, which was -792 lower than the previous day. The implied volatity was 32.19, the open interest changed by -1 which decreased total open position to 34
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 3422, which was 529.35 higher than the previous day. The implied volatity was 26.04, the open interest changed by 0 which decreased total open position to 35
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2892.65, which was -2107.35 lower than the previous day. The implied volatity was 30.86, the open interest changed by 34 which increased total open position to 35
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 5000, which was -2200 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 5000, which was -2200 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 5000, which was -2200 lower than the previous day. The implied volatity was 17.7, the open interest changed by 2 which increased total open position to 2
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 7200, which was 1907.15 higher 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 7200, which was 1907.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 7200, which was 1907.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 7200, which was 1907.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 7200, which was 1907.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 7200, which was 1907.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 7200, which was 1907.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 7200, which was 1907.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 7200, which was 1907.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 7200, which was 1907.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 5292.85, which was -675.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 5292.85, which was -675.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 5292.85, which was -675.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 5292.85, which was -675.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 5292.85, which was -675.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 5292.85, which was -675.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 5292.85, which was -675.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 5292.85, which was -675.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 5292.85, which was -675.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 5292.85, which was -675.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 5292.85, which was -675.15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 5292.85, which was -675.15 lower than the previous day. The implied volatity was 20.48, the open interest changed by 0 which decreased total open position to 2
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 5967.25, which was -956.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 5967.25, which was -956.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BANKNIFTY was trading at 59598.80. The strike last trading price was 5967.25, which was -956.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 5967.25, which was -956.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 6924, which was 955.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 6924, which was 955.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 6924, which was 955.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 6924, which was 955.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Jan BANKNIFTY was trading at 59891.35. The strike last trading price was 6924, which was 955.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Jan BANKNIFTY was trading at 60095.15. The strike last trading price was 6924, which was 955.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 Jan BANKNIFTY was trading at 59580.15. The strike last trading price was 6924, which was 955.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 13 Jan BANKNIFTY was trading at 59578.80. The strike last trading price was 6924, which was 955.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan BANKNIFTY was trading at 59450.50. The strike last trading price was 6924, which was 955.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jan BANKNIFTY was trading at 59251.55. The strike last trading price was 6924, which was 955.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jan BANKNIFTY was trading at 59686.50. The strike last trading price was 6924, which was 955.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Jan BANKNIFTY was trading at 59990.85. The strike last trading price was 6924, which was 955.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Jan BANKNIFTY was trading at 60118.40. The strike last trading price was 6924, which was 955.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jan BANKNIFTY was trading at 60044.20. The strike last trading price was 6924, which was 955.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jan BANKNIFTY was trading at 60150.95. The strike last trading price was 6924, which was 955.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 1 Jan BANKNIFTY was trading at 59711.55. The strike last trading price was 5968.75, 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 31 Dec BANKNIFTY was trading at 59581.85. The strike last trading price was 5968.75, 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 30MAR2026 54200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 13.65
Theta: -89.82
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 Mar | 52274.60 | 2037.3 | 1087.55 | 44.72 | 1,367 | -404 | 1,411 |
| 25 Mar | 53708.10 | 947.15 | -804.9 | 27.91 | 17,085 | -1,505 | 1,815 |
| 24 Mar | 52605.65 | 1669.5 | -1215.25 | 29.55 | 907 | -562 | 3,320 |
| 23 Mar | 51437.75 | 3028.65 | 1751.05 | 44.21 | 1,404 | -848 | 3,882 |
| 20 Mar | 53427.05 | 1275.3 | -17.65 | 26.67 | 47,986 | 320 | 4,730 |
| 19 Mar | 53451.00 | 1168.3 | 757.75 | 26.14 | 21,928 | -1,030 | 4,410 |
| 18 Mar | 55326.05 | 410.8 | -217.95 | 23.22 | 14,806 | 166 | 5,440 |
| 17 Mar | 54876.00 | 626.4 | -334 | 24.08 | 34,985 | 1,163 | 5,274 |
| 16 Mar | 54413.40 | 1002.75 | -371.5 | 27.05 | 19,884 | 406 | 4,111 |
| 13 Mar | 53757.85 | 1399.2 | 633.05 | 28.23 | 35,243 | 715 | 3,705 |
| 12 Mar | 55100.95 | 740 | 110.9 | 25.87 | 10,257 | 2,618 | 2,990 |
| 11 Mar | 55735.75 | 651.8 | 346.65 | 27.09 | 3,950 | 108 | 372 |
| 10 Mar | 56950.80 | 314.4 | -315.55 | 25.58 | 2,243 | 247 | 264 |
| 9 Mar | 56019.80 | 629.95 | 466.5 | 27.54 | 3 | 2 | 17 |
| 6 Mar | 57783.25 | 163.45 | 80.3 | - | 0 | 15 | 15 |
| 5 Mar | 59055.85 | 163.45 | 80.3 | - | 0 | 15 | 0 |
| 4 Mar | 58755.25 | 163.45 | 80.3 | - | 0 | 15 | 15 |
| 2 Mar | 59839.65 | 163.45 | 80.3 | - | 0 | 0 | 0 |
| 27 Feb | 60529.00 | 163.45 | 80.3 | - | 0 | 0 | 15 |
| 26 Feb | 61187.70 | 163.45 | 80.3 | - | 0 | 0 | 15 |
| 25 Feb | 61043.35 | 163.45 | 80.3 | - | 0 | 0 | 15 |
| 24 Feb | 61047.30 | 163.45 | 80.3 | - | 0 | 0 | 15 |
| 23 Feb | 61264.25 | 163.45 | 80.3 | - | 0 | 0 | 15 |
| 20 Feb | 61172.00 | 163.45 | 80.3 | - | 0 | 0 | 15 |
| 19 Feb | 60739.55 | 163.45 | 80.3 | - | 0 | 0 | 15 |
| 18 Feb | 61550.80 | 163.45 | 80.3 | - | 0 | 0 | 15 |
| 17 Feb | 61174.00 | 163.45 | 80.3 | - | 0 | 0 | 15 |
| 16 Feb | 60949.10 | 163.45 | 80.3 | - | 0 | 0 | 15 |
| 13 Feb | 60186.65 | 163.45 | 80.3 | - | 0 | 0 | 15 |
| 12 Feb | 60739.75 | 163.45 | 80.3 | - | 0 | 0 | 15 |
| 11 Feb | 60745.35 | 163.45 | 80.3 | - | 0 | 0 | 15 |
| 10 Feb | 60626.40 | 163.45 | 80.3 | - | 0 | 0 | 15 |
| 9 Feb | 60669.35 | 163.45 | 80.3 | - | 0 | 0 | 15 |
| 6 Feb | 60120.55 | 163.45 | 80.3 | - | 0 | 0 | 15 |
| 5 Feb | 60063.65 | 163.45 | 80.3 | - | 0 | 0 | 15 |
| 4 Feb | 60238.15 | 163.45 | 80.3 | - | 0 | 0 | 15 |
| 3 Feb | 60041.30 | 163.45 | 80.3 | - | 0 | 0 | 15 |
| 2 Feb | 58619.00 | 163.45 | 80.3 | - | 7 | -1 | 15 |
| 1 Feb | 58417.20 | 163.45 | 80.3 | 17.09 | 7 | 1 | 16 |
| 30 Jan | 59610.45 | 83.15 | -33.1 | - | 0 | 15 | 15 |
| 29 Jan | 59957.85 | 83.15 | -33.1 | 17.6 | 5 | 0 | 0 |
| 28 Jan | 59598.80 | 116.25 | 42.35 | - | 0 | 0 | 15 |
| 27 Jan | 59205.45 | 116.25 | 42.35 | - | 0 | 0 | 15 |
| 23 Jan | 58473.10 | 116.25 | 42.35 | - | 0 | 0 | 15 |
| 22 Jan | 59200.10 | 116.25 | 42.35 | - | 0 | 5 | 15 |
| 21 Jan | 58800.30 | 116.25 | 42.35 | 15.58 | 10 | 10 | 10 |
| 20 Jan | 59404.20 | 73.9 | -121.05 | 15.2 | 5 | 0 | 0 |
| 19 Jan | 59891.35 | 194.95 | 0 | 5.82 | 0 | 0 | 0 |
| 16 Jan | 60095.15 | 194.95 | 0 | 5.95 | 0 | 0 | 0 |
| 14 Jan | 59580.15 | 194.95 | 0 | 5.5 | 0 | 0 | 0 |
| 13 Jan | 59578.80 | 194.95 | 0 | 5.46 | 0 | 0 | 0 |
| 12 Jan | 59450.50 | 194.95 | 0 | 5.43 | 0 | 0 | 0 |
| 9 Jan | 59251.55 | 194.95 | 0 | 5.18 | 0 | 0 | 0 |
| 8 Jan | 59686.50 | 194.95 | 0 | 5.46 | 0 | 0 | 0 |
| 7 Jan | 59990.85 | 194.95 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 60118.40 | 194.95 | 0 | 5.72 | 0 | 0 | 0 |
| 5 Jan | 60044.20 | 194.95 | 0 | 5.67 | 0 | 0 | 0 |
| 2 Jan | 60150.95 | 194.95 | 0 | 5.69 | 0 | 0 | 0 |
| 1 Jan | 59711.55 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 59581.85 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 54200 expiring on 30MAR2026
Delta for 54200 PE is -0.79
Historical price for 54200 PE is as follows
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 2037.3, which was 1087.55 higher than the previous day. The implied volatity was 44.72, the open interest changed by -404 which decreased total open position to 1411
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 947.15, which was -804.9 lower than the previous day. The implied volatity was 27.91, the open interest changed by -1505 which decreased total open position to 1815
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 1669.5, which was -1215.25 lower than the previous day. The implied volatity was 29.55, the open interest changed by -562 which decreased total open position to 3320
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 3028.65, which was 1751.05 higher than the previous day. The implied volatity was 44.21, the open interest changed by -848 which decreased total open position to 3882
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 1275.3, which was -17.65 lower than the previous day. The implied volatity was 26.67, the open interest changed by 320 which increased total open position to 4730
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1168.3, which was 757.75 higher than the previous day. The implied volatity was 26.14, the open interest changed by -1030 which decreased total open position to 4410
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 410.8, which was -217.95 lower than the previous day. The implied volatity was 23.22, the open interest changed by 166 which increased total open position to 5440
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 626.4, which was -334 lower than the previous day. The implied volatity was 24.08, the open interest changed by 1163 which increased total open position to 5274
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1002.75, which was -371.5 lower than the previous day. The implied volatity was 27.05, the open interest changed by 406 which increased total open position to 4111
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1399.2, which was 633.05 higher than the previous day. The implied volatity was 28.23, the open interest changed by 715 which increased total open position to 3705
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 740, which was 110.9 higher than the previous day. The implied volatity was 25.87, the open interest changed by 2618 which increased total open position to 2990
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 651.8, which was 346.65 higher than the previous day. The implied volatity was 27.09, the open interest changed by 108 which increased total open position to 372
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 314.4, which was -315.55 lower than the previous day. The implied volatity was 25.58, the open interest changed by 247 which increased total open position to 264
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 629.95, which was 466.5 higher than the previous day. The implied volatity was 27.54, the open interest changed by 2 which increased total open position to 17
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 163.45, which was 80.3 higher 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 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 15
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 163.45, which was 80.3 higher than the previous day. The implied volatity was 17.09, the open interest changed by 1 which increased total open position to 16
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 83.15, which was -33.1 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 83.15, which was -33.1 lower than the previous day. The implied volatity was 17.6, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BANKNIFTY was trading at 59598.80. The strike last trading price was 116.25, which was 42.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 116.25, which was 42.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 116.25, which was 42.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 116.25, which was 42.35 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 15
On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 116.25, which was 42.35 higher than the previous day. The implied volatity was 15.58, the open interest changed by 10 which increased total open position to 10
On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 73.9, which was -121.05 lower than the previous day. The implied volatity was 15.2, the open interest changed by 0 which decreased total open position to 0
On 19 Jan BANKNIFTY was trading at 59891.35. The strike last trading price was 194.95, which was 0 lower than the previous day. The implied volatity was 5.82, the open interest changed by 0 which decreased total open position to 0
On 16 Jan BANKNIFTY was trading at 60095.15. The strike last trading price was 194.95, which was 0 lower than the previous day. The implied volatity was 5.95, the open interest changed by 0 which decreased total open position to 0
On 14 Jan BANKNIFTY was trading at 59580.15. The strike last trading price was 194.95, which was 0 lower than the previous day. The implied volatity was 5.5, the open interest changed by 0 which decreased total open position to 0
On 13 Jan BANKNIFTY was trading at 59578.80. The strike last trading price was 194.95, which was 0 lower than the previous day. The implied volatity was 5.46, the open interest changed by 0 which decreased total open position to 0
On 12 Jan BANKNIFTY was trading at 59450.50. The strike last trading price was 194.95, which was 0 lower than the previous day. The implied volatity was 5.43, the open interest changed by 0 which decreased total open position to 0
On 9 Jan BANKNIFTY was trading at 59251.55. The strike last trading price was 194.95, which was 0 lower than the previous day. The implied volatity was 5.18, the open interest changed by 0 which decreased total open position to 0
On 8 Jan BANKNIFTY was trading at 59686.50. The strike last trading price was 194.95, which was 0 lower than the previous day. The implied volatity was 5.46, the open interest changed by 0 which decreased total open position to 0
On 7 Jan BANKNIFTY was trading at 59990.85. The strike last trading price was 194.95, 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 Jan BANKNIFTY was trading at 60118.40. The strike last trading price was 194.95, which was 0 lower than the previous day. The implied volatity was 5.72, the open interest changed by 0 which decreased total open position to 0
On 5 Jan BANKNIFTY was trading at 60044.20. The strike last trading price was 194.95, which was 0 lower than the previous day. The implied volatity was 5.67, the open interest changed by 0 which decreased total open position to 0
On 2 Jan BANKNIFTY was trading at 60150.95. The strike last trading price was 194.95, which was 0 lower than the previous day. The implied volatity was 5.69, the open interest changed by 0 which decreased total open position to 0
On 1 Jan BANKNIFTY was trading at 59711.55. 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 31 Dec BANKNIFTY was trading at 59581.85. 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
