BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:36 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 54400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.14
Theta: -38.16
Gamma: 0.00015
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55916.70 | 1650 | -350.3499999999999 | 23.68 | 21 | -4 | 616 | |||||||||
| 23 Apr | 56305.00 | 2012.4 | -783.75 | 22.37 | 28 | -9 | 620 | |||||||||
| 22 Apr | 57124.45 | 2799.2 | -195.60000000000036 | 23.76 | 20 | -11 | 629 | |||||||||
| 21 Apr | 57371.45 | 2994.8 | 636.6500000000001 | 28.05 | 45 | -29 | 647 | |||||||||
| 20 Apr | 56582.35 | 2358.15 | -34.29999999999973 | 26.1 | 23 | -12 | 677 | |||||||||
| 17 Apr | 56565.70 | 2392.45 | 333.9499999999998 | 20.22 | 37 | -10 | 689 | |||||||||
| 16 Apr | 56086.40 | 2075.45 | -293.85000000000036 | 23.88 | 221 | -8 | 699 | |||||||||
| 15 Apr | 56301.95 | 2315.85 | 354.39999999999986 | 24.49 | 60 | -18 | 707 | |||||||||
| 13 Apr | 55605.05 | 1935.25 | -195.69999999999982 | 26.15 | 3,768 | 112 | 727 | |||||||||
| 10 Apr | 55912.75 | 2145 | 587.75 | 22.36 | 395 | 0 | 615 | |||||||||
| 9 Apr | 54821.70 | 1523.7 | -543.7499999999998 | 24.19 | 574 | -37 | 615 | |||||||||
| 8 Apr | 55703.90 | 2097 | 1365.45 | 20.89 | 903 | -126 | 654 | |||||||||
| 7 Apr | 52716.25 | 658.25 | -135.8 | 23.99 | 2,167 | 110 | 777 | |||||||||
| 6 Apr | 52609.10 | 805 | 258.65 | 27.33 | 3,751 | 48 | 669 | |||||||||
| 2 Apr | 51548.75 | 550.7 | -0.85 | 25.99 | 1,892 | -110 | 620 | |||||||||
| 1 Apr | 51448.65 | 549.65 | 112.75 | 25.63 | 2,468 | 207 | 730 | |||||||||
| 30 Mar | 50275.35 | 448.5 | -495.2 | 28.22 | 920 | -37 | 503 | |||||||||
| 27 Mar | 52274.60 | 931.6 | -590.25 | 25.45 | 128 | 25 | 538 | |||||||||
| 25 Mar | 53708.10 | 1505.1 | 333.15 | 24.52 | 251 | 7 | 513 | |||||||||
| 24 Mar | 52605.65 | 1185.85 | 285.2 | 25.74 | 221 | -17 | 508 | |||||||||
| 23 Mar | 51437.75 | 884.55 | -798.7 | 28.07 | 163 | 2 | 522 | |||||||||
| 20 Mar | 53427.05 | 1683.25 | 154.55 | 26.61 | 57 | 35 | 519 | |||||||||
| 19 Mar | 53451.00 | 1481 | -873.1 | 21.81 | 202 | 32 | 484 | |||||||||
| 18 Mar | 55326.05 | 2351.25 | 170.7 | 20.03 | 126 | -6 | 451 | |||||||||
| 17 Mar | 54876.00 | 2208 | 162.9 | 22.09 | 339 | 7 | 457 | |||||||||
| 16 Mar | 54413.40 | 2002.55 | 131.15 | 23.36 | 72 | 12 | 450 | |||||||||
| 13 Mar | 53757.85 | 1838.25 | -1656.85 | 23.82 | 611 | 436 | 438 | |||||||||
| 12 Mar | 55100.95 | 3495.1 | -252.95 | - | 0 | 0 | 2 | |||||||||
| 11 Mar | 55735.75 | 3495.1 | -252.95 | 30.04 | 1 | 0 | 2 | |||||||||
| 10 Mar | 56950.80 | 3748.05 | -2093.05 | 19.23 | 3 | 1 | 1 | |||||||||
| 9 Mar | 56019.80 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 57783.25 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 59055.85 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 58755.25 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 59839.65 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 60529.00 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 61187.70 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 61043.35 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 61047.30 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 61264.25 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 61172.00 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 60739.55 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 61550.80 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
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| 17 Feb | 61174.00 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 60186.65 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 60739.75 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 5841.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 54400 expiring on 28APR2026
Delta for 54400 CE is 0.86
Historical price for 54400 CE is as follows
On 24 Apr BANKNIFTY was trading at 55916.70. The strike last trading price was 1650, which was -350.3499999999999 lower than the previous day. The implied volatity was 23.68, the open interest changed by -4 which decreased total open position to 616
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 2012.4, which was -783.75 lower than the previous day. The implied volatity was 22.37, the open interest changed by -9 which decreased total open position to 620
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 2799.2, which was -195.60000000000036 lower than the previous day. The implied volatity was 23.76, the open interest changed by -11 which decreased total open position to 629
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 2994.8, which was 636.6500000000001 higher than the previous day. The implied volatity was 28.05, the open interest changed by -29 which decreased total open position to 647
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 2358.15, which was -34.29999999999973 lower than the previous day. The implied volatity was 26.1, the open interest changed by -12 which decreased total open position to 677
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 2392.45, which was 333.9499999999998 higher than the previous day. The implied volatity was 20.22, the open interest changed by -10 which decreased total open position to 689
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 2075.45, which was -293.85000000000036 lower than the previous day. The implied volatity was 23.88, the open interest changed by -8 which decreased total open position to 699
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 2315.85, which was 354.39999999999986 higher than the previous day. The implied volatity was 24.49, the open interest changed by -18 which decreased total open position to 707
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1935.25, which was -195.69999999999982 lower than the previous day. The implied volatity was 26.15, the open interest changed by 112 which increased total open position to 727
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 2145, which was 587.75 higher than the previous day. The implied volatity was 22.36, the open interest changed by 0 which decreased total open position to 615
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1523.7, which was -543.7499999999998 lower than the previous day. The implied volatity was 24.19, the open interest changed by -37 which decreased total open position to 615
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 2097, which was 1365.45 higher than the previous day. The implied volatity was 20.89, the open interest changed by -126 which decreased total open position to 654
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 658.25, which was -135.8 lower than the previous day. The implied volatity was 23.99, the open interest changed by 110 which increased total open position to 777
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 805, which was 258.65 higher than the previous day. The implied volatity was 27.33, the open interest changed by 48 which increased total open position to 669
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 550.7, which was -0.85 lower than the previous day. The implied volatity was 25.99, the open interest changed by -110 which decreased total open position to 620
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 549.65, which was 112.75 higher than the previous day. The implied volatity was 25.63, the open interest changed by 207 which increased total open position to 730
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 448.5, which was -495.2 lower than the previous day. The implied volatity was 28.22, the open interest changed by -37 which decreased total open position to 503
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 931.6, which was -590.25 lower than the previous day. The implied volatity was 25.45, the open interest changed by 25 which increased total open position to 538
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 1505.1, which was 333.15 higher than the previous day. The implied volatity was 24.52, the open interest changed by 7 which increased total open position to 513
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 1185.85, which was 285.2 higher than the previous day. The implied volatity was 25.74, the open interest changed by -17 which decreased total open position to 508
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 884.55, which was -798.7 lower than the previous day. The implied volatity was 28.07, the open interest changed by 2 which increased total open position to 522
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 1683.25, which was 154.55 higher than the previous day. The implied volatity was 26.61, the open interest changed by 35 which increased total open position to 519
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1481, which was -873.1 lower than the previous day. The implied volatity was 21.81, the open interest changed by 32 which increased total open position to 484
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 2351.25, which was 170.7 higher than the previous day. The implied volatity was 20.03, the open interest changed by -6 which decreased total open position to 451
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 2208, which was 162.9 higher than the previous day. The implied volatity was 22.09, the open interest changed by 7 which increased total open position to 457
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 2002.55, which was 131.15 higher than the previous day. The implied volatity was 23.36, the open interest changed by 12 which increased total open position to 450
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1838.25, which was -1656.85 lower than the previous day. The implied volatity was 23.82, the open interest changed by 436 which increased total open position to 438
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 3495.1, which was -252.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 3495.1, which was -252.95 lower than the previous day. The implied volatity was 30.04, the open interest changed by 0 which decreased total open position to 2
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 3748.05, which was -2093.05 lower than the previous day. The implied volatity was 19.23, the open interest changed by 1 which increased total open position to 1
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 5841.1, 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 5841.1, 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 5841.1, 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 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 5841.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28-Apr-2026 (4d) 54400 PE | |||||||
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Delta: -0.11
Vega: 0.12
Theta: -20.79
Gamma: 0.00015
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55916.70 | 68.85 | -0.9500000000000028 | 20.96 | 15,022 | 156 | 3,137 |
| 23 Apr | 56305.00 | 67.5 | 10.5 | 22.29 | 9,801 | -442 | 2,984 |
| 22 Apr | 57124.45 | 52.85 | -31.1 | 24.97 | 7,363 | 786 | 3,392 |
| 21 Apr | 57371.45 | 84.1 | -130.3 | 27.59 | 10,315 | 153 | 2,315 |
| 20 Apr | 56582.35 | 222.45 | 32 | 28.29 | 5,138 | 172 | 2,105 |
| 17 Apr | 56565.70 | 187.85 | -142.29999999999998 | 23.5 | 3,394 | 281 | 1,986 |
| 16 Apr | 56086.40 | 343.15 | 6.399999999999977 | 23.97 | 3,731 | -250 | 1,702 |
| 15 Apr | 56301.95 | 343.3 | -298.15000000000003 | 24.69 | 4,712 | -217 | 1,952 |
| 13 Apr | 55605.05 | 638.3 | 151.34999999999997 | 26.23 | 13,399 | 1,048 | 2,204 |
| 10 Apr | 55912.75 | 486.75 | -397.5 | 23.01 | 4,524 | 19 | 1,157 |
| 9 Apr | 54821.70 | 874.6 | 290.5 | 22.79 | 5,685 | 444 | 1,137 |
| 8 Apr | 55703.90 | 576.9 | -2060.6 | 24.02 | 3,071 | 71 | 701 |
| 7 Apr | 52716.25 | 2637.5 | 317.25 | 36.59 | 5 | 0 | 630 |
| 6 Apr | 52609.10 | 2300 | -1295 | 27.48 | 219 | 180 | 630 |
| 2 Apr | 51548.75 | 3595 | 393.8 | 38.31 | 3 | 0 | 450 |
| 1 Apr | 51448.65 | 3201.2 | -784.05 | 29.39 | 38 | 12 | 450 |
| 30 Mar | 50275.35 | 3985.25 | 1267.95 | 27.5 | 67 | -7 | 438 |
| 27 Mar | 52274.60 | 2717.3 | 926.7 | 29.06 | 16 | -1 | 445 |
| 25 Mar | 53708.10 | 1764.65 | -684.75 | 25.35 | 119 | 6 | 445 |
| 24 Mar | 52605.65 | 2388.35 | -910.7 | 26.75 | 120 | -22 | 439 |
| 23 Mar | 51437.75 | 3401.2 | 1458.8 | 29.59 | 69 | -1 | 461 |
| 20 Mar | 53427.05 | 1906.75 | -88.35 | 24.56 | 114 | 30 | 463 |
| 19 Mar | 53451.00 | 1785.25 | 834.8 | 24.2 | 63 | -23 | 434 |
| 18 Mar | 55326.05 | 960.95 | -241.15 | 22.1 | 47 | -1 | 457 |
| 17 Mar | 54876.00 | 1197.3 | -336.7 | 22.79 | 220 | 17 | 459 |
| 16 Mar | 54413.40 | 1622.25 | -272.4 | 25.32 | 194 | 6 | 441 |
| 13 Mar | 53757.85 | 1922.3 | 1719.75 | 25.6 | 768 | 435 | 435 |
| 12 Mar | 55100.95 | 202.55 | 0 | 1.73 | 0 | 0 | 0 |
| 11 Mar | 55735.75 | 202.55 | 0 | 2.24 | 0 | 0 | 0 |
| 10 Mar | 56950.80 | 202.55 | 0 | 3.62 | 0 | 0 | 0 |
| 9 Mar | 56019.80 | 202.55 | 0 | 2.58 | 0 | 0 | 0 |
| 6 Mar | 57783.25 | 202.55 | 0 | 4.32 | 0 | 0 | 0 |
| 5 Mar | 59055.85 | 202.55 | 0 | 5.39 | 0 | 0 | 0 |
| 4 Mar | 58755.25 | 202.55 | 0 | 5.19 | 0 | 0 | 0 |
| 2 Mar | 59839.65 | 202.55 | 0 | 6.07 | 0 | 0 | 0 |
| 27 Feb | 60529.00 | 202.55 | 0 | 6.48 | 0 | 0 | 0 |
| 26 Feb | 61187.70 | 202.55 | 0 | 6.92 | 0 | 0 | 0 |
| 25 Feb | 61043.35 | 202.55 | 0 | 6.81 | 0 | 0 | 0 |
| 24 Feb | 61047.30 | 202.55 | 0 | 6.85 | 0 | 0 | 0 |
| 23 Feb | 61264.25 | 202.55 | 0 | 6.95 | 0 | 0 | 0 |
| 20 Feb | 61172.00 | 202.55 | 0 | 6.83 | 0 | 0 | 0 |
| 19 Feb | 60739.55 | 202.55 | 0 | 6.5 | 0 | 0 | 0 |
| 18 Feb | 61550.80 | 202.55 | 0 | 6.97 | 0 | 0 | 0 |
| 17 Feb | 61174.00 | 202.55 | 0 | 6.63 | 0 | 0 | 0 |
| 16 Feb | 60949.10 | 202.55 | 0 | 6.44 | 0 | 0 | 0 |
| 13 Feb | 60186.65 | 202.55 | 0 | 5.89 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 202.55 | 0 | 6.17 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 202.55 | 0 | 6.18 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 202.55 | 0 | 6.03 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 202.55 | 0 | 6.08 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 202.55 | 0 | 5.41 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 202.55 | 0 | 5.58 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 202.55 | 0 | 5.59 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 202.55 | 0 | 5.49 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 202.55 | 0 | 4.39 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 202.55 | 0 | 4.46 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 202.55 | 0 | 5.16 | 0 | 0 | 0 |
For Nifty Bank - strike price 54400 expiring on 28APR2026
Delta for 54400 PE is -0.11
Historical price for 54400 PE is as follows
On 24 Apr BANKNIFTY was trading at 55916.70. The strike last trading price was 68.85, which was -0.9500000000000028 lower than the previous day. The implied volatity was 20.96, the open interest changed by 156 which increased total open position to 3137
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 67.5, which was 10.5 higher than the previous day. The implied volatity was 22.29, the open interest changed by -442 which decreased total open position to 2984
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 52.85, which was -31.1 lower than the previous day. The implied volatity was 24.97, the open interest changed by 786 which increased total open position to 3392
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 84.1, which was -130.3 lower than the previous day. The implied volatity was 27.59, the open interest changed by 153 which increased total open position to 2315
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 222.45, which was 32 higher than the previous day. The implied volatity was 28.29, the open interest changed by 172 which increased total open position to 2105
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 187.85, which was -142.29999999999998 lower than the previous day. The implied volatity was 23.5, the open interest changed by 281 which increased total open position to 1986
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 343.15, which was 6.399999999999977 higher than the previous day. The implied volatity was 23.97, the open interest changed by -250 which decreased total open position to 1702
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 343.3, which was -298.15000000000003 lower than the previous day. The implied volatity was 24.69, the open interest changed by -217 which decreased total open position to 1952
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 638.3, which was 151.34999999999997 higher than the previous day. The implied volatity was 26.23, the open interest changed by 1048 which increased total open position to 2204
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 486.75, which was -397.5 lower than the previous day. The implied volatity was 23.01, the open interest changed by 19 which increased total open position to 1157
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 874.6, which was 290.5 higher than the previous day. The implied volatity was 22.79, the open interest changed by 444 which increased total open position to 1137
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 576.9, which was -2060.6 lower than the previous day. The implied volatity was 24.02, the open interest changed by 71 which increased total open position to 701
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 2637.5, which was 317.25 higher than the previous day. The implied volatity was 36.59, the open interest changed by 0 which decreased total open position to 630
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 2300, which was -1295 lower than the previous day. The implied volatity was 27.48, the open interest changed by 180 which increased total open position to 630
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 3595, which was 393.8 higher than the previous day. The implied volatity was 38.31, the open interest changed by 0 which decreased total open position to 450
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 3201.2, which was -784.05 lower than the previous day. The implied volatity was 29.39, the open interest changed by 12 which increased total open position to 450
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 3985.25, which was 1267.95 higher than the previous day. The implied volatity was 27.5, the open interest changed by -7 which decreased total open position to 438
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 2717.3, which was 926.7 higher than the previous day. The implied volatity was 29.06, the open interest changed by -1 which decreased total open position to 445
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 1764.65, which was -684.75 lower than the previous day. The implied volatity was 25.35, the open interest changed by 6 which increased total open position to 445
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 2388.35, which was -910.7 lower than the previous day. The implied volatity was 26.75, the open interest changed by -22 which decreased total open position to 439
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 3401.2, which was 1458.8 higher than the previous day. The implied volatity was 29.59, the open interest changed by -1 which decreased total open position to 461
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 1906.75, which was -88.35 lower than the previous day. The implied volatity was 24.56, the open interest changed by 30 which increased total open position to 463
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1785.25, which was 834.8 higher than the previous day. The implied volatity was 24.2, the open interest changed by -23 which decreased total open position to 434
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 960.95, which was -241.15 lower than the previous day. The implied volatity was 22.1, the open interest changed by -1 which decreased total open position to 457
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1197.3, which was -336.7 lower than the previous day. The implied volatity was 22.79, the open interest changed by 17 which increased total open position to 459
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1622.25, which was -272.4 lower than the previous day. The implied volatity was 25.32, the open interest changed by 6 which increased total open position to 441
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1922.3, which was 1719.75 higher than the previous day. The implied volatity was 25.6, the open interest changed by 435 which increased total open position to 435
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 1.73, 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 202.55, 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 202.55, which was 0 lower than the previous day. The implied volatity was 3.62, 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 202.55, which was 0 lower than the previous day. The implied volatity was 2.58, 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 202.55, which was 0 lower than the previous day. The implied volatity was 4.32, 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 202.55, which was 0 lower than the previous day. The implied volatity was 5.39, 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 202.55, which was 0 lower than the previous day. The implied volatity was 5.19, the open interest changed by 0 which decreased total open position to 0
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 6.07, 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 202.55, which was 0 lower than the previous day. The implied volatity was 6.48, the open interest changed by 0 which decreased total open position to 0
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 6.92, the open interest changed by 0 which decreased total open position to 0
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 6.81, the open interest changed by 0 which decreased total open position to 0
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 6.85, the open interest changed by 0 which decreased total open position to 0
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 6.95, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 6.83, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 6.5, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 6.97, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 6.63, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 6.44, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 6.17, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 6.18, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 6.03, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 6.08, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 5.58, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 5.59, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 5.49, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 202.55, which was 0 lower than the previous day. The implied volatity was 5.16, the open interest changed by 0 which decreased total open position to 0
