Historical option data for BANKNIFTY
22 May 2026 04:10 PM IST
| BANKNIFTY 26-May-2026 (3d) 54300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 0.23
Theta: -56.97
Gamma: 0.00034
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 54055.35 | 413.75 | 223.25 (117.19%) | 19.85 | 1,79,593 | 1,209 | 6,512 | |||||||||
| 21 May | 53439.40 | 193.9 | -129.6 (-40.06%) | 18.9 | 42,631 | 1,740 | 5,392 | |||||||||
| 20 May | 53562.20 | 324 | 13.15 (4.23%) | 21.22 | 35,101 | -481 | 3,657 | |||||||||
| 19 May | 53409.15 | 305.75 | -184.5 (-37.63%) | 20.9 | 18,621 | 1,075 | 4,154 | |||||||||
| 18 May | 53537.00 | 497 | -107 (-17.72%) | 24.64 | 21,589 | -873 | 3,079 | |||||||||
| 15 May | 53710.35 | 618.15 | -172.4 (-21.81%) | 22.24 | 57,509 | 495 | 3,956 | |||||||||
| 14 May | 54128.95 | 843.4 | 224.2 (36.21%) | 22.11 | 37,618 | 501 | 3,451 | |||||||||
| 13 May | 53456.15 | 608.1 | -77.15 (-11.26%) | 22.46 | 16,780 | 258 | 2,947 | |||||||||
| 12 May | 53555.20 | 728.3 | -392.55 (-35.02%) | 0 | 27,350 | 1,904 | 2,705 | |||||||||
| 11 May | 54439.90 | 1100.15 | -592.5 (-35.00%) | 0 | 4,184 | 337 | 798 | |||||||||
| 8 May | 55310.55 | 1651 | -607.5 (-26.90%) | 20.02 | 536 | -320 | 462 | |||||||||
| 7 May | 56047.40 | 2306.3 | -66.65 (-2.81%) | 21.13 | 2,060 | -678 | 785 | |||||||||
| 6 May | 55981.05 | 2429.35 | 1095.15 (82.08%) | 23.86 | 2,721 | 869 | 1,462 | |||||||||
| 5 May | 54547.05 | 1335.8 | -261.3 (-16.36%) | 21.01 | 9,849 | 378 | 595 | |||||||||
| 4 May | 54878.50 | 1582 | -152.15 (-8.77%) | 21.47 | 189 | 138 | 187 | |||||||||
| 30 Apr | 54863.35 | 1773.4 | -274.15 (-13.39%) | 21.82 | 1,331 | 108 | 157 | |||||||||
| 29 Apr | 55403.60 | 1998.55 | -103.15 (-4.91%) | 20.55 | 62 | 9 | 47 | |||||||||
| 28 Apr | 55400.35 | 2091.55 | -704.65 (-25.20%) | 21.61 | 23 | 13 | 37 | |||||||||
| 27 Apr | 56264.30 | 2796.2 | -8.9 (-0.32%) | 22.31 | 12 | 7 | 23 | |||||||||
| 24 Apr | 56089.75 | 2805.1 | -481 (-14.64%) | 23.62 | 6 | 2 | 15 | |||||||||
| 23 Apr | 56305.00 | 3286.1 | -399.75 (-10.85%) | 23.42 | 6 | -1 | 12 | |||||||||
| 22 Apr | 57124.45 | 3685.85 | 1330.15 (56.47%) | 23.37 | 10 | -3 | 14 | |||||||||
| 21 Apr | 57371.45 | 2355.7 | 0 (0.00%) | - | 0 | 0 | 17 | |||||||||
| 20 Apr | 56582.35 | 2355.7 | 0 (0.00%) | - | 0 | 0 | 17 | |||||||||
| 17 Apr | 56565.70 | 2355.7 | 0 (0.00%) | - | 0 | 0 | 17 | |||||||||
| 16 Apr | 56086.40 | 2355.7 | 0 (0.00%) | - | 0 | 0 | 17 | |||||||||
| 15 Apr | 56301.95 | 2355.7 | 0 (0.00%) | - | 0 | 0 | 17 | |||||||||
| 13 Apr | 55605.05 | 2355.7 | 0 (0.00%) | - | 0 | 0 | 17 | |||||||||
| 10 Apr | 55912.75 | 2355.7 | 0 (0.00%) | 23.37 | 0 | 0 | 17 | |||||||||
| 9 Apr | 54821.70 | 2355.7 | -370.6 (-13.59%) | 23.37 | 2 | 0 | 17 | |||||||||
| 8 Apr | 55703.90 | 2726.3 | 1283.05 (88.90%) | 17.44 | 13 | -3 | 16 | |||||||||
| 7 Apr | 52716.25 | 1440.95 | 696.6 (93.59%) | 23.71 | 7 | 0 | 17 | |||||||||
| 6 Apr | 52609.10 | 744.35 | -366.55 (-33.00%) | - | 0 | 0 | 17 | |||||||||
| 2 Apr | 51548.75 | 744.35 | -366.55 (-33.00%) | 18.88 | 9 | 3 | 19 | |||||||||
| 1 Apr | 51448.65 | 1112.8 | 156.3 (16.34%) | 23.85 | 3 | 0 | 15 | |||||||||
| 30 Mar | 50275.35 | 956.5 | -580 (-37.75%) | 26.24 | 1 | 0 | 15 | |||||||||
| 27 Mar | 52274.60 | 1538.6 | -650.95 (-29.73%) | 23.7 | 4 | 0 | 14 | |||||||||
| 25 Mar | 53708.10 | 2189.55 | 94.2 (4.50%) | 23.17 | 5 | 0 | 13 | |||||||||
| 24 Mar | 52605.65 | 2095.35 | -5627.2 (-72.87%) | - | 0 | 0 | 13 | |||||||||
| 23 Mar | 51437.75 | 2095.35 | -5627.2 (-72.87%) | - | 0 | 0 | 13 | |||||||||
| 20 Mar | 53427.05 | 2095.35 | -5627.2 (-72.87%) | - | 0 | 0 | 13 | |||||||||
| 19 Mar | 53451.00 | 2095.35 | -5627.2 (-72.87%) | 20.66 | 13 | 12 | 12 | |||||||||
| 18 Mar | 55326.05 | 7722.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 54876.00 | 7722.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 54413.40 | 7722.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 53757.85 | 7722.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 55100.95 | 7722.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 55735.75 | 7722.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 56950.80 | 7722.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 56019.80 | 7722.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 57783.25 | 7722.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 59055.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 58755.25 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 54300 expiring on 26MAY2026
Delta for 54300 CE is 0.47
Historical price for 54300 CE is as follows
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 413.75, which was 223.25 higher than the previous day. The implied volatity was 19.85, the open interest changed by 1209 which increased total open position to 6512
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 193.9, which was -129.6 lower than the previous day. The implied volatity was 18.9, the open interest changed by 1740 which increased total open position to 5392
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 324, which was 13.15 higher than the previous day. The implied volatity was 21.22, the open interest changed by -481 which decreased total open position to 3657
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 305.75, which was -184.5 lower than the previous day. The implied volatity was 20.9, the open interest changed by 1075 which increased total open position to 4154
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 497, which was -107 lower than the previous day. The implied volatity was 24.64, the open interest changed by -873 which decreased total open position to 3079
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 618.15, which was -172.4 lower than the previous day. The implied volatity was 22.24, the open interest changed by 495 which increased total open position to 3956
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 843.4, which was 224.2 higher than the previous day. The implied volatity was 22.11, the open interest changed by 501 which increased total open position to 3451
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 608.1, which was -77.15 lower than the previous day. The implied volatity was 22.46, the open interest changed by 258 which increased total open position to 2947
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 728.3, which was -392.55 lower than the previous day. The implied volatity was 0, the open interest changed by 1904 which increased total open position to 2705
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 1100.15, which was -592.5 lower than the previous day. The implied volatity was 0, the open interest changed by 337 which increased total open position to 798
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 1651, which was -607.5 lower than the previous day. The implied volatity was 20.02, the open interest changed by -320 which decreased total open position to 462
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 2306.3, which was -66.65 lower than the previous day. The implied volatity was 21.13, the open interest changed by -678 which decreased total open position to 785
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 2429.35, which was 1095.15 higher than the previous day. The implied volatity was 23.86, the open interest changed by 869 which increased total open position to 1462
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 1335.8, which was -261.3 lower than the previous day. The implied volatity was 21.01, the open interest changed by 378 which increased total open position to 595
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 1582, which was -152.15 lower than the previous day. The implied volatity was 21.47, the open interest changed by 138 which increased total open position to 187
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 1773.4, which was -274.15 lower than the previous day. The implied volatity was 21.82, the open interest changed by 108 which increased total open position to 157
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 1998.55, which was -103.15 lower than the previous day. The implied volatity was 20.55, the open interest changed by 9 which increased total open position to 47
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 2091.55, which was -704.65 lower than the previous day. The implied volatity was 21.61, the open interest changed by 13 which increased total open position to 37
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 2796.2, which was -8.9 lower than the previous day. The implied volatity was 22.31, the open interest changed by 7 which increased total open position to 23
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 2805.1, which was -481 lower than the previous day. The implied volatity was 23.62, the open interest changed by 2 which increased total open position to 15
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 3286.1, which was -399.75 lower than the previous day. The implied volatity was 23.42, the open interest changed by -1 which decreased total open position to 12
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 3685.85, which was 1330.15 higher than the previous day. The implied volatity was 23.37, the open interest changed by -3 which decreased total open position to 14
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 2355.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 2355.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 2355.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 2355.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 2355.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 2355.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 2355.7, which was 0 lower than the previous day. The implied volatity was 23.37, the open interest changed by 0 which decreased total open position to 17
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 2355.7, which was -370.6 lower than the previous day. The implied volatity was 23.37, the open interest changed by 0 which decreased total open position to 17
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 2726.3, which was 1283.05 higher than the previous day. The implied volatity was 17.44, the open interest changed by -3 which decreased total open position to 16
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 1440.95, which was 696.6 higher than the previous day. The implied volatity was 23.71, the open interest changed by 0 which decreased total open position to 17
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 744.35, which was -366.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 744.35, which was -366.55 lower than the previous day. The implied volatity was 18.88, the open interest changed by 3 which increased total open position to 19
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 1112.8, which was 156.3 higher than the previous day. The implied volatity was 23.85, the open interest changed by 0 which decreased total open position to 15
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 956.5, which was -580 lower than the previous day. The implied volatity was 26.24, the open interest changed by 0 which decreased total open position to 15
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 1538.6, which was -650.95 lower than the previous day. The implied volatity was 23.7, the open interest changed by 0 which decreased total open position to 14
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 2189.55, which was 94.2 higher than the previous day. The implied volatity was 23.17, 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 2095.35, which was -5627.2 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 2095.35, which was -5627.2 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 2095.35, which was -5627.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 2095.35, which was -5627.2 lower than the previous day. The implied volatity was 20.66, the open interest changed by 12 which increased total open position to 12
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 7722.55, 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 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 7722.55, 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 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 7722.55, 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 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 7722.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 7722.55, 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 7722.55, 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 7722.55, 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 7722.55, 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 7722.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 26-May-2026 (3d) 54300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.23
Theta: -29.36
Gamma: 0.00052
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 54055.35 | 360.2 | -587.65 (-62.00%) | 12.76 | 61,542 | 1,939 | 4,564 |
| 21 May | 53439.40 | 922.95 | 24.75 (2.76%) | 14.32 | 12,105 | 910 | 2,620 |
| 20 May | 53562.20 | 889.5 | -233.95 (-20.82%) | 17.03 | 1,571 | -225 | 1,709 |
| 19 May | 53409.15 | 1100.5 | 25.2 (2.34%) | 19.79 | 2,430 | -223 | 1,935 |
| 18 May | 53537.00 | 1054.95 | 1.1 (0.10%) | 19.25 | 1,678 | -521 | 2,160 |
| 15 May | 53710.35 | 1008.25 | 141.05 (16.26%) | 19.33 | 54,202 | -385 | 2,734 |
| 14 May | 54128.95 | 822.8 | -471 (-36.40%) | 19.82 | 32,847 | 774 | 3,147 |
| 13 May | 53456.15 | 1290.65 | 29.25 (2.32%) | 0 | 6,562 | -131 | 2,382 |
| 12 May | 53555.20 | 1167.3 | 348.85 (42.62%) | 0 | 30,095 | -408 | 2,517 |
| 11 May | 54439.90 | 829.1 | 353.85 (74.46%) | 0 | 17,452 | 1,019 | 2,921 |
| 8 May | 55310.55 | 480.8 | 174.75 (57.10%) | 19.35 | 5,761 | -150 | 1,904 |
| 7 May | 56047.40 | 292.65 | -15.35 (-4.98%) | 19.21 | 3,412 | 198 | 2,025 |
| 6 May | 55981.05 | 292.1 | -533.1 (-64.60%) | 18.57 | 13,970 | 407 | 1,832 |
| 5 May | 54547.05 | 826.5 | 78.25 (10.46%) | 19.63 | 20,858 | 484 | 1,457 |
| 4 May | 54878.50 | 747.65 | -67.9 (-8.33%) | 20.34 | 3,859 | 477 | 955 |
| 30 Apr | 54863.35 | 773.65 | 123.55 (19.00%) | 20.17 | 6,890 | 414 | 892 |
| 29 Apr | 55403.60 | 655.8 | -16.7 (-2.48%) | 19.78 | 2,687 | 260 | 481 |
| 28 Apr | 55400.35 | 656.65 | 158.7 (31.87%) | 20.07 | 311 | 90 | 220 |
| 27 Apr | 56264.30 | 500 | -117.8 (-19.07%) | 21.1 | 135 | -61 | 130 |
| 24 Apr | 56089.75 | 634.5 | 38.35 (6.43%) | 21.94 | 52 | 12 | 191 |
| 23 Apr | 56305.00 | 601.3 | 143.85 (31.45%) | 21.97 | 125 | 47 | 179 |
| 22 Apr | 57124.45 | 457.45 | 32.75 (7.71%) | 22.48 | 55 | 17 | 133 |
| 21 Apr | 57371.45 | 404.25 | -208.7 (-34.05%) | 22.09 | 192 | -11 | 117 |
| 20 Apr | 56582.35 | 614.75 | 54.75 (9.78%) | 22.51 | 148 | 47 | 123 |
| 17 Apr | 56565.70 | 560 | -122.9 (-18.00%) | 20.8 | 1 | 0 | 75 |
| 16 Apr | 56086.40 | 682.9 | 682.9 (-47.99%) | 21.56 | 0 | 0 | 75 |
| 15 Apr | 56301.95 | 682.9 | -630.15 (-47.99%) | 21.56 | 35 | 2 | 74 |
| 13 Apr | 55605.05 | 1313.05 | 377.45 (40.34%) | 23.16 | 31 | 19 | 72 |
| 10 Apr | 55912.75 | 935.6 | -375.4 (-28.63%) | 21.79 | 34 | 14 | 53 |
| 9 Apr | 54821.70 | 1295.7 | -1626.25 (-55.66%) | 22.1 | 39 | 4 | 35 |
| 8 Apr | 55703.90 | 2921.95 | 904.85 (44.86%) | - | 0 | 0 | 31 |
| 7 Apr | 52716.25 | 2921.95 | 904.85 (44.86%) | - | 0 | 0 | 31 |
| 6 Apr | 52609.10 | 2921.95 | 904.85 (44.86%) | - | 0 | 0 | 31 |
| 2 Apr | 51548.75 | 2921.95 | 904.85 (44.86%) | - | 0 | 0 | 31 |
| 1 Apr | 51448.65 | 2921.95 | 904.85 (44.86%) | - | 0 | 0 | 31 |
| 30 Mar | 50275.35 | 2921.95 | 904.85 (44.86%) | - | 0 | 0 | 31 |
| 27 Mar | 52274.60 | 2921.95 | 904.85 (44.86%) | 27.51 | 3 | 0 | 32 |
| 25 Mar | 53708.10 | 2017.1 | -704.3 (-25.88%) | 24.57 | 1 | 0 | 31 |
| 24 Mar | 52605.65 | 2721.4 | -614.85 (-18.43%) | 27.24 | 6 | 0 | 31 |
| 23 Mar | 51437.75 | 3336.25 | 1402.6 (72.54%) | 25.7 | 4 | 0 | 33 |
| 20 Mar | 53427.05 | 1933.65 | 1852.55 (2284.28%) | - | 0 | 0 | 33 |
| 19 Mar | 53451.00 | 1933.65 | 1852.55 (2284.28%) | 22.98 | 33 | 31 | 31 |
| 18 Mar | 55326.05 | 81.1 | 0 (0.00%) | 1.94 | 0 | 0 | 0 |
| 17 Mar | 54876.00 | 81.1 | 0 (0.00%) | 1.57 | 0 | 0 | 0 |
| 16 Mar | 54413.40 | 81.1 | 0 (0.00%) | 1.04 | 0 | 0 | 0 |
| 13 Mar | 53757.85 | 81.1 | 0 (0.00%) | 0.55 | 0 | 0 | 0 |
| 12 Mar | 55100.95 | 81.1 | 0 (0.00%) | 1.78 | 0 | 0 | 0 |
| 11 Mar | 55735.75 | 81.1 | 0 (0.00%) | 2.24 | 0 | 0 | 0 |
| 10 Mar | 56950.80 | 81.1 | 0 (0.00%) | 3.25 | 0 | 0 | 0 |
| 9 Mar | 56019.80 | 81.1 | 0 (0.00%) | 2.52 | 0 | 0 | 0 |
| 6 Mar | 57783.25 | 81.1 | 0 (0.00%) | 3.95 | 0 | 0 | 0 |
| 5 Mar | 59055.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 Mar | 58755.25 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Nifty Bank - strike price 54300 expiring on 26MAY2026
Delta for 54300 PE is -0.56
Historical price for 54300 PE is as follows
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 360.2, which was -587.65 lower than the previous day. The implied volatity was 12.76, the open interest changed by 1939 which increased total open position to 4564
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 922.95, which was 24.75 higher than the previous day. The implied volatity was 14.32, the open interest changed by 910 which increased total open position to 2620
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 889.5, which was -233.95 lower than the previous day. The implied volatity was 17.03, the open interest changed by -225 which decreased total open position to 1709
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 1100.5, which was 25.2 higher than the previous day. The implied volatity was 19.79, the open interest changed by -223 which decreased total open position to 1935
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 1054.95, which was 1.1 higher than the previous day. The implied volatity was 19.25, the open interest changed by -521 which decreased total open position to 2160
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 1008.25, which was 141.05 higher than the previous day. The implied volatity was 19.33, the open interest changed by -385 which decreased total open position to 2734
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 822.8, which was -471 lower than the previous day. The implied volatity was 19.82, the open interest changed by 774 which increased total open position to 3147
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 1290.65, which was 29.25 higher than the previous day. The implied volatity was 0, the open interest changed by -131 which decreased total open position to 2382
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 1167.3, which was 348.85 higher than the previous day. The implied volatity was 0, the open interest changed by -408 which decreased total open position to 2517
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 829.1, which was 353.85 higher than the previous day. The implied volatity was 0, the open interest changed by 1019 which increased total open position to 2921
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 480.8, which was 174.75 higher than the previous day. The implied volatity was 19.35, the open interest changed by -150 which decreased total open position to 1904
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 292.65, which was -15.35 lower than the previous day. The implied volatity was 19.21, the open interest changed by 198 which increased total open position to 2025
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 292.1, which was -533.1 lower than the previous day. The implied volatity was 18.57, the open interest changed by 407 which increased total open position to 1832
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 826.5, which was 78.25 higher than the previous day. The implied volatity was 19.63, the open interest changed by 484 which increased total open position to 1457
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 747.65, which was -67.9 lower than the previous day. The implied volatity was 20.34, the open interest changed by 477 which increased total open position to 955
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 773.65, which was 123.55 higher than the previous day. The implied volatity was 20.17, the open interest changed by 414 which increased total open position to 892
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 655.8, which was -16.7 lower than the previous day. The implied volatity was 19.78, the open interest changed by 260 which increased total open position to 481
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 656.65, which was 158.7 higher than the previous day. The implied volatity was 20.07, the open interest changed by 90 which increased total open position to 220
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 500, which was -117.8 lower than the previous day. The implied volatity was 21.1, the open interest changed by -61 which decreased total open position to 130
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 634.5, which was 38.35 higher than the previous day. The implied volatity was 21.94, the open interest changed by 12 which increased total open position to 191
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 601.3, which was 143.85 higher than the previous day. The implied volatity was 21.97, the open interest changed by 47 which increased total open position to 179
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 457.45, which was 32.75 higher than the previous day. The implied volatity was 22.48, the open interest changed by 17 which increased total open position to 133
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 404.25, which was -208.7 lower than the previous day. The implied volatity was 22.09, the open interest changed by -11 which decreased total open position to 117
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 614.75, which was 54.75 higher than the previous day. The implied volatity was 22.51, the open interest changed by 47 which increased total open position to 123
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 560, which was -122.9 lower than the previous day. The implied volatity was 20.8, the open interest changed by 0 which decreased total open position to 75
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 682.9, which was 682.9 higher than the previous day. The implied volatity was 21.56, the open interest changed by 0 which decreased total open position to 75
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 682.9, which was -630.15 lower than the previous day. The implied volatity was 21.56, the open interest changed by 2 which increased total open position to 74
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1313.05, which was 377.45 higher than the previous day. The implied volatity was 23.16, the open interest changed by 19 which increased total open position to 72
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 935.6, which was -375.4 lower than the previous day. The implied volatity was 21.79, the open interest changed by 14 which increased total open position to 53
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1295.7, which was -1626.25 lower than the previous day. The implied volatity was 22.1, the open interest changed by 4 which increased total open position to 35
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 2921.95, which was 904.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 2921.95, which was 904.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 2921.95, which was 904.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 2921.95, which was 904.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 2921.95, which was 904.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 2921.95, which was 904.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 2921.95, which was 904.85 higher than the previous day. The implied volatity was 27.51, the open interest changed by 0 which decreased total open position to 32
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 2017.1, which was -704.3 lower than the previous day. The implied volatity was 24.57, the open interest changed by 0 which decreased total open position to 31
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 2721.4, which was -614.85 lower than the previous day. The implied volatity was 27.24, the open interest changed by 0 which decreased total open position to 31
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 3336.25, which was 1402.6 higher than the previous day. The implied volatity was 25.7, the open interest changed by 0 which decreased total open position to 33
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 1933.65, which was 1852.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1933.65, which was 1852.55 higher than the previous day. The implied volatity was 22.98, the open interest changed by 31 which increased total open position to 31
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 81.1, which was 0 lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 81.1, which was 0 lower than the previous day. The implied volatity was 1.57, 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 81.1, which was 0 lower than the previous day. The implied volatity was 1.04, 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 81.1, which was 0 lower than the previous day. The implied volatity was 0.55, 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 81.1, which was 0 lower than the previous day. The implied volatity was 1.78, 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 81.1, which was 0 lower than the previous day. The implied volatity was 2.24, 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 81.1, which was 0 lower than the previous day. The implied volatity was 3.25, 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 81.1, which was 0 lower than the previous day. The implied volatity was 2.52, 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 81.1, 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 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
