BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:36 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 54600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.83
Vega: 0.15
Theta: -42.79
Gamma: 0.00018
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55916.70 | 1464.85 | -328.45000000000005 | 23.21 | 106 | -56 | 819 | |||||||||
| 23 Apr | 56305.00 | 1812.4 | -798.6999999999998 | 22.64 | 104 | -49 | 878 | |||||||||
| 22 Apr | 57124.45 | 2590 | -279.4000000000001 | 22.14 | 67 | -40 | 938 | |||||||||
| 21 Apr | 57371.45 | 2866.35 | 625.6500000000001 | 15 | 50 | -14 | 979 | |||||||||
| 20 Apr | 56582.35 | 2146.3 | -112.19999999999982 | 22.72 | 65 | -32 | 994 | |||||||||
| 17 Apr | 56565.70 | 2288 | 333.25 | 21.33 | 90 | -26 | 1,027 | |||||||||
| 16 Apr | 56086.40 | 1916.8 | -227.64999999999986 | 24.12 | 42 | -15 | 1,053 | |||||||||
| 15 Apr | 56301.95 | 2123.05 | 311.9000000000001 | 24.16 | 124 | -31 | 1,068 | |||||||||
| 13 Apr | 55605.05 | 1806.05 | -162.5 | 26.35 | 14,018 | 392 | 1,169 | |||||||||
| 10 Apr | 55912.75 | 1979.2 | 549.4000000000001 | 21.75 | 447 | -68 | 778 | |||||||||
| 9 Apr | 54821.70 | 1403.65 | -510.75 | 24.08 | 3,047 | -196 | 853 | |||||||||
| 8 Apr | 55703.90 | 1963.05 | 1317.8 | 21.05 | 2,607 | 103 | 1,048 | |||||||||
| 7 Apr | 52716.25 | 633 | -82.15 | 24.78 | 1,956 | 57 | 891 | |||||||||
| 6 Apr | 52609.10 | 723.75 | 228.55 | 26.94 | 2,890 | 177 | 838 | |||||||||
| 2 Apr | 51548.75 | 494.2 | -3.45 | 25.75 | 1,768 | -58 | 664 | |||||||||
| 1 Apr | 51448.65 | 485.6 | 93.3 | 25.22 | 1,966 | 236 | 722 | |||||||||
| 30 Mar | 50275.35 | 402.5 | -450.3 | 27.98 | 1,032 | 8 | 488 | |||||||||
| 27 Mar | 52274.60 | 855.3 | -558.95 | 25.24 | 122 | 1 | 480 | |||||||||
| 25 Mar | 53708.10 | 1390 | 316.2 | 24.21 | 241 | 10 | 480 | |||||||||
| 24 Mar | 52605.65 | 1110.3 | 279 | 25.7 | 166 | -4 | 470 | |||||||||
| 23 Mar | 51437.75 | 815.25 | -613.1 | 27.82 | 193 | -25 | 478 | |||||||||
| 20 Mar | 53427.05 | 1401.7 | -30.25 | 23.82 | 98 | -2 | 503 | |||||||||
| 19 Mar | 53451.00 | 1439.5 | -789.75 | 22.52 | 168 | 51 | 504 | |||||||||
| 18 Mar | 55326.05 | 2195.6 | 152.55 | 19.6 | 119 | -3 | 454 | |||||||||
| 17 Mar | 54876.00 | 2049 | 53.55 | 21.47 | 100 | 9 | 458 | |||||||||
| 16 Mar | 54413.40 | 2053.8 | 338.2 | 25.46 | 120 | 1 | 451 | |||||||||
| 13 Mar | 53757.85 | 1647.3 | -791.8 | 22.55 | 612 | 447 | 451 | |||||||||
| 12 Mar | 55100.95 | 2439.1 | -922.75 | 22.49 | 1 | 0 | 4 | |||||||||
| 11 Mar | 55735.75 | 3361.85 | 231.65 | - | 0 | 0 | 4 | |||||||||
| 10 Mar | 56950.80 | 3361.85 | 231.65 | 14.93 | 2 | 1 | 4 | |||||||||
| 9 Mar | 56019.80 | 3130.2 | -2535.55 | 23 | 6 | 0 | 0 | |||||||||
| 6 Mar | 57783.25 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 59055.85 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 58755.25 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 59839.65 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 60529.00 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 61187.70 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 61043.35 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 61047.30 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 61264.25 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 61172.00 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 60739.55 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 61550.80 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 61174.00 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 60186.65 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 60739.75 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 2 Feb | 58619.00 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 5665.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 54600 expiring on 28APR2026
Delta for 54600 CE is 0.83
Historical price for 54600 CE is as follows
On 24 Apr BANKNIFTY was trading at 55916.70. The strike last trading price was 1464.85, which was -328.45000000000005 lower than the previous day. The implied volatity was 23.21, the open interest changed by -56 which decreased total open position to 819
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1812.4, which was -798.6999999999998 lower than the previous day. The implied volatity was 22.64, the open interest changed by -49 which decreased total open position to 878
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 2590, which was -279.4000000000001 lower than the previous day. The implied volatity was 22.14, the open interest changed by -40 which decreased total open position to 938
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 2866.35, which was 625.6500000000001 higher than the previous day. The implied volatity was 15, the open interest changed by -14 which decreased total open position to 979
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 2146.3, which was -112.19999999999982 lower than the previous day. The implied volatity was 22.72, the open interest changed by -32 which decreased total open position to 994
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 2288, which was 333.25 higher than the previous day. The implied volatity was 21.33, the open interest changed by -26 which decreased total open position to 1027
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1916.8, which was -227.64999999999986 lower than the previous day. The implied volatity was 24.12, the open interest changed by -15 which decreased total open position to 1053
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 2123.05, which was 311.9000000000001 higher than the previous day. The implied volatity was 24.16, the open interest changed by -31 which decreased total open position to 1068
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1806.05, which was -162.5 lower than the previous day. The implied volatity was 26.35, the open interest changed by 392 which increased total open position to 1169
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1979.2, which was 549.4000000000001 higher than the previous day. The implied volatity was 21.75, the open interest changed by -68 which decreased total open position to 778
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1403.65, which was -510.75 lower than the previous day. The implied volatity was 24.08, the open interest changed by -196 which decreased total open position to 853
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1963.05, which was 1317.8 higher than the previous day. The implied volatity was 21.05, the open interest changed by 103 which increased total open position to 1048
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 633, which was -82.15 lower than the previous day. The implied volatity was 24.78, the open interest changed by 57 which increased total open position to 891
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 723.75, which was 228.55 higher than the previous day. The implied volatity was 26.94, the open interest changed by 177 which increased total open position to 838
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 494.2, which was -3.45 lower than the previous day. The implied volatity was 25.75, the open interest changed by -58 which decreased total open position to 664
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 485.6, which was 93.3 higher than the previous day. The implied volatity was 25.22, the open interest changed by 236 which increased total open position to 722
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 402.5, which was -450.3 lower than the previous day. The implied volatity was 27.98, the open interest changed by 8 which increased total open position to 488
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 855.3, which was -558.95 lower than the previous day. The implied volatity was 25.24, the open interest changed by 1 which increased total open position to 480
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 1390, which was 316.2 higher than the previous day. The implied volatity was 24.21, the open interest changed by 10 which increased total open position to 480
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 1110.3, which was 279 higher than the previous day. The implied volatity was 25.7, the open interest changed by -4 which decreased total open position to 470
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 815.25, which was -613.1 lower than the previous day. The implied volatity was 27.82, the open interest changed by -25 which decreased total open position to 478
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 1401.7, which was -30.25 lower than the previous day. The implied volatity was 23.82, the open interest changed by -2 which decreased total open position to 503
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1439.5, which was -789.75 lower than the previous day. The implied volatity was 22.52, the open interest changed by 51 which increased total open position to 504
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 2195.6, which was 152.55 higher than the previous day. The implied volatity was 19.6, the open interest changed by -3 which decreased total open position to 454
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 2049, which was 53.55 higher than the previous day. The implied volatity was 21.47, the open interest changed by 9 which increased total open position to 458
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 2053.8, which was 338.2 higher than the previous day. The implied volatity was 25.46, the open interest changed by 1 which increased total open position to 451
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1647.3, which was -791.8 lower than the previous day. The implied volatity was 22.55, the open interest changed by 447 which increased total open position to 451
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 2439.1, which was -922.75 lower than the previous day. The implied volatity was 22.49, the open interest changed by 0 which decreased total open position to 4
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 3361.85, which was 231.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 3361.85, which was 231.65 higher than the previous day. The implied volatity was 14.93, the open interest changed by 1 which increased total open position to 4
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 3130.2, which was -2535.55 lower than the previous day. The implied volatity was 23, 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 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 5665.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28-Apr-2026 (4d) 54600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.14
Theta: -25.22
Gamma: 0.00018
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55916.70 | 89.7 | 4.900000000000006 | 20.51 | 22,533 | 1,107 | 4,307 |
| 23 Apr | 56305.00 | 83.9 | 15.450000000000003 | 22.01 | 7,803 | -59 | 3,214 |
| 22 Apr | 57124.45 | 65.45 | -31 | 24.72 | 6,815 | 338 | 3,285 |
| 21 Apr | 57371.45 | 97 | -140.15 | 27.15 | 4,030 | 919 | 3,062 |
| 20 Apr | 56582.35 | 251.3 | 32.75 | 27.72 | 4,775 | -437 | 2,115 |
| 17 Apr | 56565.70 | 213.3 | -151.34999999999997 | 23.14 | 2,924 | 208 | 2,583 |
| 16 Apr | 56086.40 | 383.75 | 12.050000000000011 | 23.62 | 6,422 | -133 | 2,377 |
| 15 Apr | 56301.95 | 377.2 | -317.95 | 24.31 | 5,902 | -569 | 2,535 |
| 13 Apr | 55605.05 | 691.25 | 153.95000000000005 | 25.65 | 27,727 | 1,770 | 3,229 |
| 10 Apr | 55912.75 | 533.75 | -422.25 | 22.79 | 5,454 | -93 | 1,463 |
| 9 Apr | 54821.70 | 938.1 | 304.65 | 22.28 | 9,259 | 714 | 1,561 |
| 8 Apr | 55703.90 | 615 | -1749.65 | 23.48 | 4,500 | 189 | 850 |
| 7 Apr | 52716.25 | 2368.8 | -20.55 | 28.26 | 222 | 76 | 661 |
| 6 Apr | 52609.10 | 2388.85 | -1029.35 | 26.48 | 129 | 74 | 555 |
| 2 Apr | 51548.75 | 3312.9 | 189.5 | 29.56 | 314 | 41 | 482 |
| 1 Apr | 51448.65 | 3123.4 | -1117.45 | 24.38 | 16 | -4 | 446 |
| 30 Mar | 50275.35 | 4240.85 | 1573.4 | 29.81 | 3 | -1 | 450 |
| 27 Mar | 52274.60 | 2667.45 | 757.45 | 25.93 | 31 | 9 | 451 |
| 25 Mar | 53708.10 | 1910 | -634.65 | 25.85 | 104 | 0 | 442 |
| 24 Mar | 52605.65 | 2497.35 | -1091.95 | 26.51 | 71 | 0 | 442 |
| 23 Mar | 51437.75 | 3600 | 1530.5 | 30.6 | 78 | -15 | 442 |
| 20 Mar | 53427.05 | 2069.45 | 109.7 | 25.31 | 64 | -9 | 456 |
| 19 Mar | 53451.00 | 1959.25 | 958.8 | 25.15 | 91 | 12 | 465 |
| 18 Mar | 55326.05 | 1000.45 | -288.55 | 21.59 | 67 | 0 | 452 |
| 17 Mar | 54876.00 | 1275.2 | -333.4 | 22.71 | 266 | 16 | 452 |
| 16 Mar | 54413.40 | 1608.65 | -326.35 | 23.85 | 65 | 3 | 437 |
| 13 Mar | 53757.85 | 1935 | 788.8 | 24.41 | 843 | 425 | 435 |
| 12 Mar | 55100.95 | 1146.2 | 922.05 | 21.68 | 21 | 10 | 10 |
| 11 Mar | 55735.75 | 224.15 | 0 | 2.12 | 0 | 0 | 0 |
| 10 Mar | 56950.80 | 224.15 | 0 | 3.41 | 0 | 0 | 0 |
| 9 Mar | 56019.80 | 224.15 | 0 | 2.36 | 0 | 0 | 0 |
| 6 Mar | 57783.25 | 224.15 | 0 | 4.12 | 0 | 0 | 0 |
| 5 Mar | 59055.85 | 224.15 | 0 | 5.19 | 0 | 0 | 0 |
| 4 Mar | 58755.25 | 224.15 | 0 | 5 | 0 | 0 | 0 |
| 2 Mar | 59839.65 | 224.15 | 0 | 5.88 | 0 | 0 | 0 |
| 27 Feb | 60529.00 | 224.15 | 0 | 6.3 | 0 | 0 | 0 |
| 26 Feb | 61187.70 | 224.15 | 0 | 6.75 | 0 | 0 | 0 |
| 25 Feb | 61043.35 | 224.15 | 0 | 6.64 | 0 | 0 | 0 |
| 24 Feb | 61047.30 | 224.15 | 0 | 6.67 | 0 | 0 | 0 |
| 23 Feb | 61264.25 | 224.15 | 0 | 6.78 | 0 | 0 | 0 |
| 20 Feb | 61172.00 | 224.15 | 0 | 6.67 | 0 | 0 | 0 |
| 19 Feb | 60739.55 | 224.15 | 0 | 6.32 | 0 | 0 | 0 |
| 18 Feb | 61550.80 | 224.15 | 0 | 6.79 | 0 | 0 | 0 |
| 17 Feb | 61174.00 | 224.15 | 0 | 6.47 | 0 | 0 | 0 |
| 16 Feb | 60949.10 | 224.15 | 0 | 6.28 | 0 | 0 | 0 |
| 13 Feb | 60186.65 | 224.15 | 0 | 5.72 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 224.15 | 0 | 6.02 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 224.15 | 0 | 6.02 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 224.15 | 0 | 5.87 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 224.15 | 0 | 5.92 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 224.15 | 0 | 5.25 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 224.15 | 0 | 5.42 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 224.15 | 0 | 5.43 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 224.15 | 0 | 5.34 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 224.15 | 0 | 3.85 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 224.15 | 0 | 4.3 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 224.15 | 0 | 5 | 0 | 0 | 0 |
For Nifty Bank - strike price 54600 expiring on 28APR2026
Delta for 54600 PE is -0.14
Historical price for 54600 PE is as follows
On 24 Apr BANKNIFTY was trading at 55916.70. The strike last trading price was 89.7, which was 4.900000000000006 higher than the previous day. The implied volatity was 20.51, the open interest changed by 1107 which increased total open position to 4307
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 83.9, which was 15.450000000000003 higher than the previous day. The implied volatity was 22.01, the open interest changed by -59 which decreased total open position to 3214
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 65.45, which was -31 lower than the previous day. The implied volatity was 24.72, the open interest changed by 338 which increased total open position to 3285
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 97, which was -140.15 lower than the previous day. The implied volatity was 27.15, the open interest changed by 919 which increased total open position to 3062
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 251.3, which was 32.75 higher than the previous day. The implied volatity was 27.72, the open interest changed by -437 which decreased total open position to 2115
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 213.3, which was -151.34999999999997 lower than the previous day. The implied volatity was 23.14, the open interest changed by 208 which increased total open position to 2583
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 383.75, which was 12.050000000000011 higher than the previous day. The implied volatity was 23.62, the open interest changed by -133 which decreased total open position to 2377
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 377.2, which was -317.95 lower than the previous day. The implied volatity was 24.31, the open interest changed by -569 which decreased total open position to 2535
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 691.25, which was 153.95000000000005 higher than the previous day. The implied volatity was 25.65, the open interest changed by 1770 which increased total open position to 3229
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 533.75, which was -422.25 lower than the previous day. The implied volatity was 22.79, the open interest changed by -93 which decreased total open position to 1463
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 938.1, which was 304.65 higher than the previous day. The implied volatity was 22.28, the open interest changed by 714 which increased total open position to 1561
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 615, which was -1749.65 lower than the previous day. The implied volatity was 23.48, the open interest changed by 189 which increased total open position to 850
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 2368.8, which was -20.55 lower than the previous day. The implied volatity was 28.26, the open interest changed by 76 which increased total open position to 661
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 2388.85, which was -1029.35 lower than the previous day. The implied volatity was 26.48, the open interest changed by 74 which increased total open position to 555
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 3312.9, which was 189.5 higher than the previous day. The implied volatity was 29.56, the open interest changed by 41 which increased total open position to 482
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 3123.4, which was -1117.45 lower than the previous day. The implied volatity was 24.38, the open interest changed by -4 which decreased total open position to 446
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 4240.85, which was 1573.4 higher than the previous day. The implied volatity was 29.81, the open interest changed by -1 which decreased total open position to 450
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 2667.45, which was 757.45 higher than the previous day. The implied volatity was 25.93, the open interest changed by 9 which increased total open position to 451
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 1910, which was -634.65 lower than the previous day. The implied volatity was 25.85, the open interest changed by 0 which decreased total open position to 442
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 2497.35, which was -1091.95 lower than the previous day. The implied volatity was 26.51, the open interest changed by 0 which decreased total open position to 442
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 3600, which was 1530.5 higher than the previous day. The implied volatity was 30.6, the open interest changed by -15 which decreased total open position to 442
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 2069.45, which was 109.7 higher than the previous day. The implied volatity was 25.31, the open interest changed by -9 which decreased total open position to 456
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1959.25, which was 958.8 higher than the previous day. The implied volatity was 25.15, the open interest changed by 12 which increased total open position to 465
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1000.45, which was -288.55 lower than the previous day. The implied volatity was 21.59, the open interest changed by 0 which decreased total open position to 452
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1275.2, which was -333.4 lower than the previous day. The implied volatity was 22.71, the open interest changed by 16 which increased total open position to 452
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1608.65, which was -326.35 lower than the previous day. The implied volatity was 23.85, the open interest changed by 3 which increased total open position to 437
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1935, which was 788.8 higher than the previous day. The implied volatity was 24.41, the open interest changed by 425 which increased total open position to 435
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1146.2, which was 922.05 higher than the previous day. The implied volatity was 21.68, the open interest changed by 10 which increased total open position to 10
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 224.15, which was 0 lower than the previous day. The implied volatity was 2.12, 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 224.15, which was 0 lower than the previous day. The implied volatity was 3.41, 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 224.15, which was 0 lower than the previous day. The implied volatity was 2.36, 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 224.15, which was 0 lower than the previous day. The implied volatity was 4.12, 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 224.15, 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 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 224.15, which was 0 lower than the previous day. The implied volatity was 5, 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 224.15, which was 0 lower than the previous day. The implied volatity was 5.88, 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 224.15, which was 0 lower than the previous day. The implied volatity was 6.3, 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 224.15, 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 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 224.15, which was 0 lower than the previous day. The implied volatity was 6.64, 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 224.15, which was 0 lower than the previous day. The implied volatity was 6.67, 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 224.15, which was 0 lower than the previous day. The implied volatity was 6.78, 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 224.15, which was 0 lower than the previous day. The implied volatity was 6.67, 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 224.15, which was 0 lower than the previous day. The implied volatity was 6.32, 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 224.15, which was 0 lower than the previous day. The implied volatity was 6.79, 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 224.15, which was 0 lower than the previous day. The implied volatity was 6.47, 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 224.15, which was 0 lower than the previous day. The implied volatity was 6.28, 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 224.15, which was 0 lower than the previous day. The implied volatity was 5.72, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 224.15, which was 0 lower than the previous day. The implied volatity was 6.02, 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 224.15, which was 0 lower than the previous day. The implied volatity was 6.02, 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 224.15, which was 0 lower than the previous day. The implied volatity was 5.87, 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 224.15, which was 0 lower than the previous day. The implied volatity was 5.92, 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 224.15, which was 0 lower than the previous day. The implied volatity was 5.25, 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 224.15, which was 0 lower than the previous day. The implied volatity was 5.42, 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 224.15, which was 0 lower than the previous day. The implied volatity was 5.43, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 224.15, which was 0 lower than the previous day. The implied volatity was 5.34, 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 224.15, which was 0 lower than the previous day. The implied volatity was 3.85, 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 224.15, which was 0 lower than the previous day. The implied volatity was 4.3, 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 224.15, which was 0 lower than the previous day. The implied volatity was 5, the open interest changed by 0 which decreased total open position to 0
