[--[65.84.65.76]--]

BANKNIFTY

Nifty Bank
55403.6 +3.25 (0.01%)
L: 55290.5 H: 56178.75

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Historical option data for BANKNIFTY

29 Apr 2026 04:10 PM IST
BANKNIFTY 26-May-2026 (26d) 54200 CE
Delta: 0.69
Vega: 0.53
Theta: -22.34
Gamma: 0.00012
Date Close Ltp Change IV Volume OI Chg OI
29 Apr 55403.60 2000 -182.19999999999982 19.82 111 32 82
28 Apr 55400.35 2182.2 -555.8500000000004 22.11 38 25 50
27 Apr 56264.30 2738.05 8.100000000000364 23.04 4 1 25
24 Apr 56089.75 2729.95 -980.0500000000002 23.7 11 2 24
23 Apr 56305.00 3710 0 22.96 0 0 22
22 Apr 57124.45 3710 -132.69999999999982 22.96 20 -9 19
21 Apr 57371.45 3850.7 266.9499999999998 22.16 34 13 25
20 Apr 56582.35 3583.75 548.5999999999999 22.93 4 0 11
17 Apr 56565.70 3035.15 -68 22.59 6 1 12
16 Apr 56086.40 3103.15 -67.75 23.99 28 -10 10
15 Apr 56301.95 3170.9 490.9000000000001 22.81 5 -1 21
13 Apr 55605.05 2680 -163.05000000000018 24.19 1 0 23
10 Apr 55912.75 2843.05 0 - 0 0 23
9 Apr 54821.70 2843.05 0 - 0 0 23
8 Apr 55703.90 2843.05 1441.05 18.14 3 0 25
7 Apr 52716.25 1402 -156 22.67 2 0 25
6 Apr 52609.10 1565.3 804.8 25.21 5 2 25
2 Apr 51548.75 760.5 -376.8 18.69 10 -1 23
1 Apr 51448.65 1112.4 189.15 23.42 3 0 24
30 Mar 50275.35 923.25 -656.95 25.39 3 -1 23
27 Mar 52274.60 1572.15 -637.4 23.63 16 10 25
25 Mar 53708.10 2209.55 154.35 22.83 2 0 13
24 Mar 52605.65 2055.2 -179.1 - 0 0 13
23 Mar 51437.75 2055.2 -179.1 - 0 0 13
20 Mar 53427.05 2055.2 -179.1 21.2 1 0 12
19 Mar 53451.00 2234.3 -154 21.63 14 2 3
18 Mar 55326.05 2388.3 -5428 - 0 0 1
17 Mar 54876.00 2388.3 -5428 - 1 0 1
16 Mar 54413.40 2388.3 -5428 - 1 1 0
13 Mar 53757.85 2388.3 -5428 21.29 1 0 0
12 Mar 55100.95 7816.3 0 - 0 0 0
11 Mar 55735.75 7816.3 0 - 0 0 0
10 Mar 56950.80 7816.3 0 - 0 0 0
9 Mar 56019.80 7816.3 0 - 0 0 0
6 Mar 57783.25 7816.3 0 - 0 0 0
5 Mar 59055.85 0 0 - 0 0 0
4 Mar 58755.25 0 0 - 0 0 0


For Nifty Bank - strike price 54200 expiring on 26MAY2026

Delta for 54200 CE is 0.69

Historical price for 54200 CE is as follows

On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 2000, which was -182.19999999999982 lower than the previous day. The implied volatity was 19.82, the open interest changed by 32 which increased total open position to 82


On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 2182.2, which was -555.8500000000004 lower than the previous day. The implied volatity was 22.11, the open interest changed by 25 which increased total open position to 50


On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 2738.05, which was 8.100000000000364 higher than the previous day. The implied volatity was 23.04, the open interest changed by 1 which increased total open position to 25


On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 2729.95, which was -980.0500000000002 lower than the previous day. The implied volatity was 23.7, the open interest changed by 2 which increased total open position to 24


On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 3710, which was 0 lower than the previous day. The implied volatity was 22.96, the open interest changed by 0 which decreased total open position to 22


On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 3710, which was -132.69999999999982 lower than the previous day. The implied volatity was 22.96, the open interest changed by -9 which decreased total open position to 19


On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 3850.7, which was 266.9499999999998 higher than the previous day. The implied volatity was 22.16, the open interest changed by 13 which increased total open position to 25


On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 3583.75, which was 548.5999999999999 higher than the previous day. The implied volatity was 22.93, the open interest changed by 0 which decreased total open position to 11


On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 3035.15, which was -68 lower than the previous day. The implied volatity was 22.59, the open interest changed by 1 which increased total open position to 12


On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 3103.15, which was -67.75 lower than the previous day. The implied volatity was 23.99, the open interest changed by -10 which decreased total open position to 10


On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 3170.9, which was 490.9000000000001 higher than the previous day. The implied volatity was 22.81, the open interest changed by -1 which decreased total open position to 21


On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 2680, which was -163.05000000000018 lower than the previous day. The implied volatity was 24.19, the open interest changed by 0 which decreased total open position to 23


On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 2843.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23


On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 2843.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23


On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 2843.05, which was 1441.05 higher than the previous day. The implied volatity was 18.14, the open interest changed by 0 which decreased total open position to 25


On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 1402, which was -156 lower than the previous day. The implied volatity was 22.67, the open interest changed by 0 which decreased total open position to 25


On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 1565.3, which was 804.8 higher than the previous day. The implied volatity was 25.21, the open interest changed by 2 which increased total open position to 25


On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 760.5, which was -376.8 lower than the previous day. The implied volatity was 18.69, the open interest changed by -1 which decreased total open position to 23


On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 1112.4, which was 189.15 higher than the previous day. The implied volatity was 23.42, the open interest changed by 0 which decreased total open position to 24


On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 923.25, which was -656.95 lower than the previous day. The implied volatity was 25.39, the open interest changed by -1 which decreased total open position to 23


On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 1572.15, which was -637.4 lower than the previous day. The implied volatity was 23.63, the open interest changed by 10 which increased total open position to 25


On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 2209.55, which was 154.35 higher than the previous day. The implied volatity was 22.83, the open interest changed by 0 which decreased total open position to 13


On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 2055.2, which was -179.1 lower 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 2055.2, which was -179.1 lower 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 2055.2, which was -179.1 lower than the previous day. The implied volatity was 21.2, the open interest changed by 0 which decreased total open position to 12


On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 2234.3, which was -154 lower than the previous day. The implied volatity was 21.63, the open interest changed by 2 which increased total open position to 3


On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 2388.3, which was -5428 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 2388.3, which was -5428 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 2388.3, which was -5428 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 2388.3, which was -5428 lower than the previous day. The implied volatity was 21.29, 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 7816.3, 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 7816.3, 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 7816.3, 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 7816.3, 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 7816.3, 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 (26d) 54200 PE
Delta: -0.31
Vega: 0.54
Theta: -14.53
Gamma: 0.00012
Date Close Ltp Change IV Volume OI Chg OI
29 Apr 55403.60 635.05 -10.75 20.03 3,113 192 445
28 Apr 55400.35 645.35 164.95000000000005 20.37 323 116 251
27 Apr 56264.30 468 -144.85000000000002 21.2 74 17 134
24 Apr 56089.75 621 48.39999999999998 22.18 115 30 116
23 Apr 56305.00 572.6 159.75 21.88 8 1 86
22 Apr 57124.45 412.85 16.350000000000023 22.67 42 17 87
21 Apr 57371.45 396.5 -196.89999999999998 22.35 88 -14 70
20 Apr 56582.35 594.3 1.5499999999999545 22.6 121 15 84
17 Apr 56565.70 592.75 -52.25 20.89 27 23 69
16 Apr 56086.40 645 645 21.48 0 0 46
15 Apr 56301.95 645 -375 21.48 9 -1 45
13 Apr 55605.05 1020 112.04999999999995 23.3 4 2 45
10 Apr 55912.75 907.95 -1629.55 22 37 2 43
9 Apr 54821.70 2537.5 2537.5 - 0 0 41
8 Apr 55703.90 2537.5 -1643.85 - 0 0 41
7 Apr 52716.25 2537.5 -1643.85 27.49 1 0 40
6 Apr 52609.10 4181.35 1053.65 - 0 0 40
2 Apr 51548.75 4181.35 1053.65 39.49 1 0 41
1 Apr 51448.65 3127.7 -768.75 25.39 30 -10 41
30 Mar 50275.35 3896.45 1028.9 25.63 1 0 52
27 Mar 52274.60 2867.55 842.45 27.55 2 0 54
25 Mar 53708.10 2034.65 -645.95 25.32 28 21 53
24 Mar 52605.65 2680.6 -539.4 27.4 4 0 32
23 Mar 51437.75 3220 1270.5 25.06 6 -4 32
20 Mar 53427.05 1949.5 579.8 - 0 0 36
19 Mar 53451.00 1949.5 579.8 23.68 16 2 35
18 Mar 55326.05 1369.7 1293.25 24.25 33 29 29
17 Mar 54876.00 76.45 0 1.59 0 0 0
16 Mar 54413.40 76.45 0 1.13 0 0 0
13 Mar 53757.85 76.45 0 0.65 0 0 0
12 Mar 55100.95 76.45 0 1.87 0 0 0
11 Mar 55735.75 76.45 0 2.33 0 0 0
10 Mar 56950.80 76.45 0 3.44 0 0 0
9 Mar 56019.80 76.45 0 2.61 0 0 0
6 Mar 57783.25 76.45 0 4.01 0 0 0
5 Mar 59055.85 0 0 - 0 0 0
4 Mar 58755.25 0 0 - 0 0 0


For Nifty Bank - strike price 54200 expiring on 26MAY2026

Delta for 54200 PE is -0.31

Historical price for 54200 PE is as follows

On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 635.05, which was -10.75 lower than the previous day. The implied volatity was 20.03, the open interest changed by 192 which increased total open position to 445


On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 645.35, which was 164.95000000000005 higher than the previous day. The implied volatity was 20.37, the open interest changed by 116 which increased total open position to 251


On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 468, which was -144.85000000000002 lower than the previous day. The implied volatity was 21.2, the open interest changed by 17 which increased total open position to 134


On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 621, which was 48.39999999999998 higher than the previous day. The implied volatity was 22.18, the open interest changed by 30 which increased total open position to 116


On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 572.6, which was 159.75 higher than the previous day. The implied volatity was 21.88, the open interest changed by 1 which increased total open position to 86


On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 412.85, which was 16.350000000000023 higher than the previous day. The implied volatity was 22.67, the open interest changed by 17 which increased total open position to 87


On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 396.5, which was -196.89999999999998 lower than the previous day. The implied volatity was 22.35, the open interest changed by -14 which decreased total open position to 70


On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 594.3, which was 1.5499999999999545 higher than the previous day. The implied volatity was 22.6, the open interest changed by 15 which increased total open position to 84


On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 592.75, which was -52.25 lower than the previous day. The implied volatity was 20.89, the open interest changed by 23 which increased total open position to 69


On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 645, which was 645 higher than the previous day. The implied volatity was 21.48, the open interest changed by 0 which decreased total open position to 46


On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 645, which was -375 lower than the previous day. The implied volatity was 21.48, the open interest changed by -1 which decreased total open position to 45


On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1020, which was 112.04999999999995 higher than the previous day. The implied volatity was 23.3, the open interest changed by 2 which increased total open position to 45


On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 907.95, which was -1629.55 lower than the previous day. The implied volatity was 22, the open interest changed by 2 which increased total open position to 43


On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 2537.5, which was 2537.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41


On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 2537.5, which was -1643.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41


On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 2537.5, which was -1643.85 lower than the previous day. The implied volatity was 27.49, the open interest changed by 0 which decreased total open position to 40


On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 4181.35, which was 1053.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40


On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 4181.35, which was 1053.65 higher than the previous day. The implied volatity was 39.49, the open interest changed by 0 which decreased total open position to 41


On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 3127.7, which was -768.75 lower than the previous day. The implied volatity was 25.39, the open interest changed by -10 which decreased total open position to 41


On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 3896.45, which was 1028.9 higher than the previous day. The implied volatity was 25.63, the open interest changed by 0 which decreased total open position to 52


On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 2867.55, which was 842.45 higher than the previous day. The implied volatity was 27.55, the open interest changed by 0 which decreased total open position to 54


On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 2034.65, which was -645.95 lower than the previous day. The implied volatity was 25.32, the open interest changed by 21 which increased total open position to 53


On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 2680.6, which was -539.4 lower than the previous day. The implied volatity was 27.4, the open interest changed by 0 which decreased total open position to 32


On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 3220, which was 1270.5 higher than the previous day. The implied volatity was 25.06, the open interest changed by -4 which decreased total open position to 32


On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 1949.5, which was 579.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36


On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1949.5, which was 579.8 higher than the previous day. The implied volatity was 23.68, the open interest changed by 2 which increased total open position to 35


On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1369.7, which was 1293.25 higher than the previous day. The implied volatity was 24.25, the open interest changed by 29 which increased total open position to 29


On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 76.45, which was 0 lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0


On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 76.45, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0


On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 76.45, which was 0 lower than the previous day. The implied volatity was 0.65, 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 76.45, which was 0 lower than the previous day. The implied volatity was 1.87, 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 76.45, which was 0 lower than the previous day. The implied volatity was 2.33, 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 76.45, which was 0 lower than the previous day. The implied volatity was 3.44, 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 76.45, which was 0 lower than the previous day. The implied volatity was 2.61, 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 76.45, which was 0 lower than the previous day. The implied volatity was 4.01, 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