BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:30 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 54500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.85
Vega: 0.15
Theta: -41.23
Gamma: 0.00016
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55939.35 | 1561 | -328.5 | 23.67 | 818 | -51 | 5,299 | |||||||||
| 23 Apr | 56305.00 | 1904.05 | -785.2500000000002 | 22.66 | 758 | -407 | 5,359 | |||||||||
| 22 Apr | 57124.45 | 2691.35 | -249.5 | 20.92 | 251 | -108 | 5,766 | |||||||||
| 21 Apr | 57371.45 | 2955 | 691.4000000000001 | 25.17 | 614 | -181 | 5,878 | |||||||||
| 20 Apr | 56582.35 | 2250.75 | -105.05000000000018 | 24.11 | 761 | -164 | 6,297 | |||||||||
| 17 Apr | 56565.70 | 2355 | 339.25 | 22.88 | 961 | -32 | 6,760 | |||||||||
| 16 Apr | 56086.40 | 1984.9 | -241.3499999999999 | 23.92 | 758 | -156 | 6,807 | |||||||||
| 15 Apr | 56301.95 | 2210 | 325.1500000000001 | 24.27 | 1,144 | -338 | 7,000 | |||||||||
| 13 Apr | 55605.05 | 1856.4 | -193.04999999999973 | 25.68 | 23,170 | 1,151 | 7,363 | |||||||||
| 10 Apr | 55912.75 | 2056.8 | 573.3500000000001 | 22 | 2,746 | -142 | 6,219 | |||||||||
| 9 Apr | 54821.70 | 1465.2 | -544.8499999999999 | 24.31 | 6,897 | 349 | 6,375 | |||||||||
| 8 Apr | 55703.90 | 2059.05 | 1368.75 | 21.67 | 12,428 | -1,313 | 6,035 | |||||||||
| 7 Apr | 52716.25 | 680 | -75.95 | 25.14 | 12,651 | 69 | 7,328 | |||||||||
| 6 Apr | 52609.10 | 748.7 | 225.05 | 26.82 | 30,553 | -138 | 7,395 | |||||||||
| 2 Apr | 51548.75 | 522 | -1.3 | 25.87 | 23,342 | 562 | 7,540 | |||||||||
| 1 Apr | 51448.65 | 518.7 | 108.25 | 25.45 | 16,672 | 194 | 6,948 | |||||||||
| 30 Mar | 50275.35 | 427.8 | -471.15 | 28.16 | 12,081 | 1,594 | 6,754 | |||||||||
| 27 Mar | 52274.60 | 870 | -582.45 | 24.94 | 2,314 | 101 | 5,155 | |||||||||
| 25 Mar | 53708.10 | 1456.05 | 350 | 24.54 | 3,453 | 339 | 5,054 | |||||||||
| 24 Mar | 52605.65 | 1130.75 | 269.5 | 25.45 | 2,193 | 147 | 4,701 | |||||||||
| 23 Mar | 51437.75 | 821.45 | -632.7 | 27.45 | 2,474 | 96 | 4,493 | |||||||||
| 20 Mar | 53427.05 | 1429 | -12.2 | 23.59 | 3,248 | 437 | 4,398 | |||||||||
| 19 Mar | 53451.00 | 1540 | -742.3 | 23.3 | 3,906 | 1,597 | 3,957 | |||||||||
| 18 Mar | 55326.05 | 2276.15 | 172.05 | 19.86 | 975 | 64 | 2,360 | |||||||||
| 17 Mar | 54876.00 | 2099.65 | 68.6 | 21.38 | 1,227 | 27 | 2,296 | |||||||||
| 16 Mar | 54413.40 | 1976.9 | 209.25 | 23.72 | 1,832 | 530 | 2,271 | |||||||||
| 13 Mar | 53757.85 | 1778.15 | -738.7 | 23.65 | 3,582 | 1,703 | 1,737 | |||||||||
| 12 Mar | 55100.95 | 2565.1 | -284.9 | 23.39 | 117 | -8 | 36 | |||||||||
| 11 Mar | 55735.75 | 2850 | -850 | 22.12 | 5 | 0 | 44 | |||||||||
| 10 Mar | 56950.80 | 3700 | 482 | 19.75 | 8 | 0 | 45 | |||||||||
| 9 Mar | 56019.80 | 3218 | -1282 | 23.31 | 52 | 37 | 40 | |||||||||
| 6 Mar | 57783.25 | 4500 | -2760 | 20.9 | 2 | 1 | 3 | |||||||||
| 5 Mar | 59055.85 | 7260 | 1506.8 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 58755.25 | 7260 | 1506.8 | - | 0 | 0 | 2 | |||||||||
| 2 Mar | 59839.65 | 7260 | 1506.8 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 60529.00 | 7260 | 1506.8 | - | 0 | 0 | 2 | |||||||||
| 26 Feb | 61187.70 | 7260 | 1506.8 | - | 0 | 0 | 2 | |||||||||
| 25 Feb | 61043.35 | 7260 | 1506.8 | - | 0 | 0 | 2 | |||||||||
| 24 Feb | 61047.30 | 7260 | 1506.8 | - | 0 | 0 | 2 | |||||||||
| 23 Feb | 61264.25 | 7260 | 1506.8 | - | 0 | 0 | 2 | |||||||||
| 20 Feb | 61172.00 | 7260 | 1506.8 | - | 2 | 0 | 0 | |||||||||
| 19 Feb | 60739.55 | 5753.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 61550.80 | 5753.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 61174.00 | 5753.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 5753.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 60186.65 | 5753.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 60739.75 | 5753.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 5753.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 5753.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 5753.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 5753.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 5753.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 5753.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 5753.2 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 2 Feb | 58619.00 | 5753.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 5753.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 5753.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 54500 expiring on 28APR2026
Delta for 54500 CE is 0.85
Historical price for 54500 CE is as follows
On 24 Apr BANKNIFTY was trading at 55939.35. The strike last trading price was 1561, which was -328.5 lower than the previous day. The implied volatity was 23.67, the open interest changed by -51 which decreased total open position to 5299
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1904.05, which was -785.2500000000002 lower than the previous day. The implied volatity was 22.66, the open interest changed by -407 which decreased total open position to 5359
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 2691.35, which was -249.5 lower than the previous day. The implied volatity was 20.92, the open interest changed by -108 which decreased total open position to 5766
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 2955, which was 691.4000000000001 higher than the previous day. The implied volatity was 25.17, the open interest changed by -181 which decreased total open position to 5878
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 2250.75, which was -105.05000000000018 lower than the previous day. The implied volatity was 24.11, the open interest changed by -164 which decreased total open position to 6297
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 2355, which was 339.25 higher than the previous day. The implied volatity was 22.88, the open interest changed by -32 which decreased total open position to 6760
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1984.9, which was -241.3499999999999 lower than the previous day. The implied volatity was 23.92, the open interest changed by -156 which decreased total open position to 6807
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 2210, which was 325.1500000000001 higher than the previous day. The implied volatity was 24.27, the open interest changed by -338 which decreased total open position to 7000
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1856.4, which was -193.04999999999973 lower than the previous day. The implied volatity was 25.68, the open interest changed by 1151 which increased total open position to 7363
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 2056.8, which was 573.3500000000001 higher than the previous day. The implied volatity was 22, the open interest changed by -142 which decreased total open position to 6219
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1465.2, which was -544.8499999999999 lower than the previous day. The implied volatity was 24.31, the open interest changed by 349 which increased total open position to 6375
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 2059.05, which was 1368.75 higher than the previous day. The implied volatity was 21.67, the open interest changed by -1313 which decreased total open position to 6035
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 680, which was -75.95 lower than the previous day. The implied volatity was 25.14, the open interest changed by 69 which increased total open position to 7328
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 748.7, which was 225.05 higher than the previous day. The implied volatity was 26.82, the open interest changed by -138 which decreased total open position to 7395
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 522, which was -1.3 lower than the previous day. The implied volatity was 25.87, the open interest changed by 562 which increased total open position to 7540
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 518.7, which was 108.25 higher than the previous day. The implied volatity was 25.45, the open interest changed by 194 which increased total open position to 6948
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 427.8, which was -471.15 lower than the previous day. The implied volatity was 28.16, the open interest changed by 1594 which increased total open position to 6754
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 870, which was -582.45 lower than the previous day. The implied volatity was 24.94, the open interest changed by 101 which increased total open position to 5155
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 1456.05, which was 350 higher than the previous day. The implied volatity was 24.54, the open interest changed by 339 which increased total open position to 5054
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 1130.75, which was 269.5 higher than the previous day. The implied volatity was 25.45, the open interest changed by 147 which increased total open position to 4701
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 821.45, which was -632.7 lower than the previous day. The implied volatity was 27.45, the open interest changed by 96 which increased total open position to 4493
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 1429, which was -12.2 lower than the previous day. The implied volatity was 23.59, the open interest changed by 437 which increased total open position to 4398
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1540, which was -742.3 lower than the previous day. The implied volatity was 23.3, the open interest changed by 1597 which increased total open position to 3957
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 2276.15, which was 172.05 higher than the previous day. The implied volatity was 19.86, the open interest changed by 64 which increased total open position to 2360
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 2099.65, which was 68.6 higher than the previous day. The implied volatity was 21.38, the open interest changed by 27 which increased total open position to 2296
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1976.9, which was 209.25 higher than the previous day. The implied volatity was 23.72, the open interest changed by 530 which increased total open position to 2271
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1778.15, which was -738.7 lower than the previous day. The implied volatity was 23.65, the open interest changed by 1703 which increased total open position to 1737
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 2565.1, which was -284.9 lower than the previous day. The implied volatity was 23.39, the open interest changed by -8 which decreased total open position to 36
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 2850, which was -850 lower than the previous day. The implied volatity was 22.12, the open interest changed by 0 which decreased total open position to 44
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 3700, which was 482 higher than the previous day. The implied volatity was 19.75, the open interest changed by 0 which decreased total open position to 45
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 3218, which was -1282 lower than the previous day. The implied volatity was 23.31, the open interest changed by 37 which increased total open position to 40
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 4500, which was -2760 lower than the previous day. The implied volatity was 20.9, the open interest changed by 1 which increased total open position to 3
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 7260, which was 1506.8 higher 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 7260, which was 1506.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 7260, which was 1506.8 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 7260, which was 1506.8 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 7260, which was 1506.8 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 7260, which was 1506.8 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 7260, which was 1506.8 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 7260, which was 1506.8 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 7260, which was 1506.8 higher 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 5753.2, 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 5753.2, 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 5753.2, 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 5753.2, 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 5753.2, 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 5753.2, 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 5753.2, 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 5753.2, 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 5753.2, 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 5753.2, 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 5753.2, 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 5753.2, 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 5753.2, 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 5753.2, 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 5753.2, 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 5753.2, 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) 54500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.12
Theta: -21.76
Gamma: 0.00015
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55939.35 | 73.7 | -3.299999999999997 | 20.65 | 81,997 | 2,526 | 18,544 |
| 23 Apr | 56305.00 | 74.85 | 12.349999999999994 | 22.16 | 52,400 | 1,720 | 16,159 |
| 22 Apr | 57124.45 | 59 | -30.849999999999994 | 24.9 | 40,347 | 1,497 | 14,469 |
| 21 Apr | 57371.45 | 90.1 | -136.35 | 27.37 | 27,071 | 1,329 | 13,289 |
| 20 Apr | 56582.35 | 233.95 | 28.899999999999977 | 27.98 | 37,849 | 349 | 12,224 |
| 17 Apr | 56565.70 | 203.8 | -140.5 | 23.13 | 24,840 | 1,767 | 12,189 |
| 16 Apr | 56086.40 | 362.4 | 9 | 23.87 | 22,740 | -379 | 10,427 |
| 15 Apr | 56301.95 | 360.6 | -304.4 | 24.46 | 24,313 | 248 | 10,829 |
| 13 Apr | 55605.05 | 658.9 | 146.60000000000002 | 25.9 | 45,580 | 2,475 | 10,662 |
| 10 Apr | 55912.75 | 507.65 | -413.30000000000007 | 22.76 | 19,711 | 344 | 8,205 |
| 9 Apr | 54821.70 | 905.1 | 296.9 | 22.52 | 28,575 | 911 | 7,868 |
| 8 Apr | 55703.90 | 580.7 | -1709.95 | 23.41 | 22,009 | 2,589 | 6,963 |
| 7 Apr | 52716.25 | 2315.35 | -41.65 | 28.49 | 281 | 115 | 4,375 |
| 6 Apr | 52609.10 | 2319.75 | -765.55 | 26.47 | 257 | 88 | 4,263 |
| 2 Apr | 51548.75 | 3168.85 | -14.65 | 28.05 | 83 | -20 | 4,175 |
| 1 Apr | 51448.65 | 3213.95 | -992.3 | 28.14 | 158 | 1 | 4,195 |
| 30 Mar | 50275.35 | 4080 | 1276.8 | 27.83 | 563 | -78 | 4,194 |
| 27 Mar | 52274.60 | 2835 | 983.4 | 29.95 | 630 | -64 | 4,268 |
| 25 Mar | 53708.10 | 1846.5 | -640.75 | 25.82 | 1,530 | 398 | 4,336 |
| 24 Mar | 52605.65 | 2442.15 | -953.75 | 26.62 | 480 | -7 | 3,939 |
| 23 Mar | 51437.75 | 3614.55 | 1620.45 | 32.05 | 664 | -81 | 3,948 |
| 20 Mar | 53427.05 | 1935.15 | -62.4 | 24.18 | 2,050 | 380 | 4,030 |
| 19 Mar | 53451.00 | 1901.15 | 928.2 | 25.09 | 2,851 | 1,199 | 3,643 |
| 18 Mar | 55326.05 | 976 | -274.65 | 21.78 | 1,083 | 94 | 2,452 |
| 17 Mar | 54876.00 | 1239.9 | -311.95 | 22.81 | 1,860 | 34 | 2,357 |
| 16 Mar | 54413.40 | 1616.05 | -305.4 | 24.6 | 1,937 | 556 | 2,322 |
| 13 Mar | 53757.85 | 1960 | 754.8 | 25.42 | 4,438 | 1,583 | 1,721 |
| 12 Mar | 55100.95 | 1178.05 | 964.95 | 22.63 | 322 | 134 | 134 |
| 11 Mar | 55735.75 | 213.1 | 0 | 2.13 | 0 | 0 | 0 |
| 10 Mar | 56950.80 | 213.1 | 0 | 3.52 | 0 | 0 | 0 |
| 9 Mar | 56019.80 | 213.1 | 0 | 2.47 | 0 | 0 | 0 |
| 6 Mar | 57783.25 | 213.1 | 0 | 4.22 | 0 | 0 | 0 |
| 5 Mar | 59055.85 | 213.1 | 0 | 5.29 | 0 | 0 | 0 |
| 4 Mar | 58755.25 | 213.1 | 0 | 5.09 | 0 | 0 | 0 |
| 2 Mar | 59839.65 | 213.1 | 0 | 5.98 | 0 | 0 | 0 |
| 27 Feb | 60529.00 | 213.1 | 0 | 6.39 | 0 | 0 | 0 |
| 26 Feb | 61187.70 | 213.1 | 0 | 6.84 | 0 | 0 | 0 |
| 25 Feb | 61043.35 | 213.1 | 0 | 6.72 | 0 | 0 | 0 |
| 24 Feb | 61047.30 | 213.1 | 0 | 6.76 | 0 | 0 | 0 |
| 23 Feb | 61264.25 | 213.1 | 0 | 6.86 | 0 | 0 | 0 |
| 20 Feb | 61172.00 | 213.1 | 0 | 6.75 | 0 | 0 | 0 |
| 19 Feb | 60739.55 | 213.1 | 0 | 6.4 | 0 | 0 | 0 |
| 18 Feb | 61550.80 | 213.1 | 0 | 6.87 | 0 | 0 | 0 |
| 17 Feb | 61174.00 | 213.1 | 0 | 6.55 | 0 | 0 | 0 |
| 16 Feb | 60949.10 | 213.1 | 0 | 6.37 | 0 | 0 | 0 |
| 13 Feb | 60186.65 | 213.1 | 0 | 5.8 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 213.1 | 0 | 6.1 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 213.1 | 0 | 6.1 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 213.1 | 0 | 5.95 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 213.1 | 0 | 6 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 213.1 | 0 | 5.53 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 213.1 | 0 | 5.47 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 213.1 | 0 | 5.52 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 213.1 | 0 | 5.39 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 213.1 | 0 | 4.35 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 213.1 | 0 | 4.14 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 213.1 | 0 | 5.05 | 0 | 0 | 0 |
For Nifty Bank - strike price 54500 expiring on 28APR2026
Delta for 54500 PE is -0.12
Historical price for 54500 PE is as follows
On 24 Apr BANKNIFTY was trading at 55939.35. The strike last trading price was 73.7, which was -3.299999999999997 lower than the previous day. The implied volatity was 20.65, the open interest changed by 2526 which increased total open position to 18544
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 74.85, which was 12.349999999999994 higher than the previous day. The implied volatity was 22.16, the open interest changed by 1720 which increased total open position to 16159
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 59, which was -30.849999999999994 lower than the previous day. The implied volatity was 24.9, the open interest changed by 1497 which increased total open position to 14469
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 90.1, which was -136.35 lower than the previous day. The implied volatity was 27.37, the open interest changed by 1329 which increased total open position to 13289
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 233.95, which was 28.899999999999977 higher than the previous day. The implied volatity was 27.98, the open interest changed by 349 which increased total open position to 12224
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 203.8, which was -140.5 lower than the previous day. The implied volatity was 23.13, the open interest changed by 1767 which increased total open position to 12189
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 362.4, which was 9 higher than the previous day. The implied volatity was 23.87, the open interest changed by -379 which decreased total open position to 10427
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 360.6, which was -304.4 lower than the previous day. The implied volatity was 24.46, the open interest changed by 248 which increased total open position to 10829
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 658.9, which was 146.60000000000002 higher than the previous day. The implied volatity was 25.9, the open interest changed by 2475 which increased total open position to 10662
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 507.65, which was -413.30000000000007 lower than the previous day. The implied volatity was 22.76, the open interest changed by 344 which increased total open position to 8205
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 905.1, which was 296.9 higher than the previous day. The implied volatity was 22.52, the open interest changed by 911 which increased total open position to 7868
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 580.7, which was -1709.95 lower than the previous day. The implied volatity was 23.41, the open interest changed by 2589 which increased total open position to 6963
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 2315.35, which was -41.65 lower than the previous day. The implied volatity was 28.49, the open interest changed by 115 which increased total open position to 4375
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 2319.75, which was -765.55 lower than the previous day. The implied volatity was 26.47, the open interest changed by 88 which increased total open position to 4263
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 3168.85, which was -14.65 lower than the previous day. The implied volatity was 28.05, the open interest changed by -20 which decreased total open position to 4175
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 3213.95, which was -992.3 lower than the previous day. The implied volatity was 28.14, the open interest changed by 1 which increased total open position to 4195
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 4080, which was 1276.8 higher than the previous day. The implied volatity was 27.83, the open interest changed by -78 which decreased total open position to 4194
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 2835, which was 983.4 higher than the previous day. The implied volatity was 29.95, the open interest changed by -64 which decreased total open position to 4268
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 1846.5, which was -640.75 lower than the previous day. The implied volatity was 25.82, the open interest changed by 398 which increased total open position to 4336
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 2442.15, which was -953.75 lower than the previous day. The implied volatity was 26.62, the open interest changed by -7 which decreased total open position to 3939
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 3614.55, which was 1620.45 higher than the previous day. The implied volatity was 32.05, the open interest changed by -81 which decreased total open position to 3948
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 1935.15, which was -62.4 lower than the previous day. The implied volatity was 24.18, the open interest changed by 380 which increased total open position to 4030
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1901.15, which was 928.2 higher than the previous day. The implied volatity was 25.09, the open interest changed by 1199 which increased total open position to 3643
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 976, which was -274.65 lower than the previous day. The implied volatity was 21.78, the open interest changed by 94 which increased total open position to 2452
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1239.9, which was -311.95 lower than the previous day. The implied volatity was 22.81, the open interest changed by 34 which increased total open position to 2357
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1616.05, which was -305.4 lower than the previous day. The implied volatity was 24.6, the open interest changed by 556 which increased total open position to 2322
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1960, which was 754.8 higher than the previous day. The implied volatity was 25.42, the open interest changed by 1583 which increased total open position to 1721
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1178.05, which was 964.95 higher than the previous day. The implied volatity was 22.63, the open interest changed by 134 which increased total open position to 134
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 213.1, which was 0 lower than the previous day. The implied volatity was 2.13, 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 213.1, which was 0 lower than the previous day. The implied volatity was 3.52, 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 213.1, which was 0 lower than the previous day. The implied volatity was 2.47, 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 213.1, which was 0 lower than the previous day. The implied volatity was 4.22, 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 213.1, which was 0 lower than the previous day. The implied volatity was 5.29, 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 213.1, which was 0 lower than the previous day. The implied volatity was 5.09, 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 213.1, which was 0 lower than the previous day. The implied volatity was 5.98, 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 213.1, which was 0 lower than the previous day. The implied volatity was 6.39, 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 213.1, which was 0 lower than the previous day. The implied volatity was 6.84, 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 213.1, which was 0 lower than the previous day. The implied volatity was 6.72, 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 213.1, which was 0 lower than the previous day. The implied volatity was 6.76, 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 213.1, which was 0 lower than the previous day. The implied volatity was 6.86, 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 213.1, which was 0 lower than the previous day. The implied volatity was 6.75, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 213.1, which was 0 lower than the previous day. The implied volatity was 6.4, 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 213.1, which was 0 lower than the previous day. The implied volatity was 6.87, 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 213.1, which was 0 lower than the previous day. The implied volatity was 6.55, 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 213.1, which was 0 lower than the previous day. The implied volatity was 6.37, 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 213.1, which was 0 lower than the previous day. The implied volatity was 5.8, 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 213.1, which was 0 lower than the previous day. The implied volatity was 6.1, 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 213.1, which was 0 lower than the previous day. The implied volatity was 6.1, 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 213.1, 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 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 213.1, which was 0 lower than the previous day. The implied volatity was 6, 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 213.1, which was 0 lower than the previous day. The implied volatity was 5.53, 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 213.1, which was 0 lower than the previous day. The implied volatity was 5.47, 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 213.1, which was 0 lower than the previous day. The implied volatity was 5.52, 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 213.1, 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 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 213.1, which was 0 lower than the previous day. The implied volatity was 4.35, 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 213.1, which was 0 lower than the previous day. The implied volatity was 4.14, 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 213.1, which was 0 lower than the previous day. The implied volatity was 5.05, the open interest changed by 0 which decreased total open position to 0
