Historical option data for BANKNIFTY
20 May 2026 04:10 PM IST
| BANKNIFTY 26-May-2026 (5d) 54700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.24
Vega: 0.22
Theta: -38.64
Gamma: 0.00021
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 53562.20 | 205.2 | 2.9 (1.43%) | 20.86 | 30,763 | -425 | 3,272 | |||||||||
| 19 May | 53409.15 | 201.05 | -149.8 (-42.70%) | 20.84 | 17,662 | 880 | 3,717 | |||||||||
| 18 May | 53537.00 | 358 | -92 (-20.44%) | 24.33 | 18,100 | -214 | 2,851 | |||||||||
| 15 May | 53710.35 | 466.45 | -134.75 (-22.41%) | 22.06 | 16,036 | 154 | 3,082 | |||||||||
| 14 May | 54128.95 | 646.25 | 166 (34.57%) | 21.59 | 11,895 | -375 | 2,921 | |||||||||
| 13 May | 53456.15 | 469.05 | -69.25 (-12.86%) | 0 | 15,063 | -423 | 3,305 | |||||||||
| 12 May | 53555.20 | 567.7 | -344.45 (-37.76%) | 0 | 11,563 | 228 | 3,772 | |||||||||
| 11 May | 54439.90 | 899.65 | -525.25 (-36.86%) | 0 | 35,511 | 1,708 | 3,569 | |||||||||
| 8 May | 55310.55 | 1404.95 | -580.5 (-29.24%) | 19.93 | 522 | -58 | 1,851 | |||||||||
| 7 May | 56047.40 | 1977.9 | -59.4 (-2.92%) | 20.31 | 135 | -54 | 1,910 | |||||||||
| 6 May | 55981.05 | 2082.8 | 973.75 (87.80%) | 22.59 | 19,066 | -929 | 1,976 | |||||||||
| 5 May | 54547.05 | 1089.95 | -258.8 (-19.19%) | 20.42 | 30,801 | 1,965 | 2,906 | |||||||||
| 4 May | 54878.50 | 1318.35 | -123.65 (-8.57%) | 20.73 | 5,446 | 852 | 942 | |||||||||
| 30 Apr | 54863.35 | 1495.9 | -180.35 (-10.76%) | 20.69 | 24,220 | 891 | 981 | |||||||||
| 29 Apr | 55403.60 | 1649.05 | -188.95 (-10.28%) | 19.84 | 50 | 1 | 90 | |||||||||
| 28 Apr | 55400.35 | 1865 | -545 (-22.61%) | 21.88 | 31 | 6 | 89 | |||||||||
| 27 Apr | 56264.30 | 2410 | -17.95 (-0.74%) | 22.24 | 8 | 0 | 81 | |||||||||
| 24 Apr | 56089.75 | 2427.95 | -133.75 (-5.22%) | 22.68 | 7 | -3 | 82 | |||||||||
| 23 Apr | 56305.00 | 2561.7 | -825.3 (-24.37%) | 22.03 | 4 | -2 | 85 | |||||||||
| 22 Apr | 57124.45 | 3387 | 0 (0.00%) | 20.21 | 0 | 0 | 87 | |||||||||
| 21 Apr | 57371.45 | 3387 | 443.8 (15.08%) | 20.21 | 5 | -1 | 88 | |||||||||
| 20 Apr | 56582.35 | 2943.2 | 293.2 (11.06%) | 22.43 | 2 | 0 | 89 | |||||||||
| 17 Apr | 56565.70 | 2650 | 20.8 (0.79%) | 21.66 | 2 | -1 | 89 | |||||||||
| 16 Apr | 56086.40 | 2629.2 | -292.2 (-10.00%) | 22.2 | 7 | 3 | 91 | |||||||||
| 15 Apr | 56301.95 | 2921.4 | 449.95 (18.21%) | 22.14 | 5 | -4 | 88 | |||||||||
| 13 Apr | 55605.05 | 2470.75 | 435.4 (21.39%) | 23.62 | 94 | 12 | 91 | |||||||||
| 10 Apr | 55912.75 | 2035.35 | 0 (0.00%) | 23.16 | 0 | 0 | 79 | |||||||||
| 9 Apr | 54821.70 | 2035.35 | -473.95 (-18.89%) | 23.16 | 4 | 0 | 79 | |||||||||
| 8 Apr | 55703.90 | 2522.85 | 1216.95 (93.19%) | 18.51 | 176 | 54 | 85 | |||||||||
| 7 Apr | 52716.25 | 1305.9 | 320.95 (32.59%) | 23.97 | 2 | 0 | 30 | |||||||||
| 6 Apr | 52609.10 | 984.95 | 213.9 (27.74%) | 20.05 | 15 | 2 | 30 | |||||||||
| 2 Apr | 51548.75 | 771.05 | -188.95 (-19.68%) | 20.86 | 26 | 2 | 27 | |||||||||
| 1 Apr | 51448.65 | 960 | 158.2 (19.73%) | 23.44 | 17 | -6 | 24 | |||||||||
| 30 Mar | 50275.35 | 823.3 | -551.7 (-40.12%) | 25.76 | 44 | -1 | 23 | |||||||||
| 27 Mar | 52274.60 | 1375 | -622.85 (-31.18%) | 23.55 | 22 | 14 | 22 | |||||||||
| 25 Mar | 53708.10 | 1997.85 | -56.6 (-2.75%) | 23.17 | 1 | 0 | 7 | |||||||||
| 24 Mar | 52605.65 | 2054.45 | 105.85 (5.43%) | - | 0 | 0 | 7 | |||||||||
| 23 Mar | 51437.75 | 2054.45 | 105.85 (5.43%) | - | 0 | 0 | 7 | |||||||||
| 20 Mar | 53427.05 | 2054.45 | 105.85 (5.43%) | 23.78 | 3 | 2 | 6 | |||||||||
| 19 Mar | 53451.00 | 1948.6 | -606.25 (-23.73%) | 21.19 | 2 | 1 | 3 | |||||||||
| 18 Mar | 55326.05 | 2554.85 | 237.1 (10.23%) | 16.92 | 2 | 1 | 2 | |||||||||
| 17 Mar | 54876.00 | 2317.75 | -5032.2 (-68.47%) | 17.55 | 2 | 1 | 1 | |||||||||
| 16 Mar | 54413.40 | 7349.95 | 0 (0.00%) | 0.02 | 0 | 0 | 0 | |||||||||
| 13 Mar | 53757.85 | 7349.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 55100.95 | 7349.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 55735.75 | 7349.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 56950.80 | 7349.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 56019.80 | 7349.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 57783.25 | 7349.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 59055.85 | 7349.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 58755.25 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 54700 expiring on 26MAY2026
Delta for 54700 CE is 0.24
Historical price for 54700 CE is as follows
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 205.2, which was 2.9 higher than the previous day. The implied volatity was 20.86, the open interest changed by -425 which decreased total open position to 3272
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 201.05, which was -149.8 lower than the previous day. The implied volatity was 20.84, the open interest changed by 880 which increased total open position to 3717
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 358, which was -92 lower than the previous day. The implied volatity was 24.33, the open interest changed by -214 which decreased total open position to 2851
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 466.45, which was -134.75 lower than the previous day. The implied volatity was 22.06, the open interest changed by 154 which increased total open position to 3082
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 646.25, which was 166 higher than the previous day. The implied volatity was 21.59, the open interest changed by -375 which decreased total open position to 2921
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 469.05, which was -69.25 lower than the previous day. The implied volatity was 0, the open interest changed by -423 which decreased total open position to 3305
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 567.7, which was -344.45 lower than the previous day. The implied volatity was 0, the open interest changed by 228 which increased total open position to 3772
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 899.65, which was -525.25 lower than the previous day. The implied volatity was 0, the open interest changed by 1708 which increased total open position to 3569
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 1404.95, which was -580.5 lower than the previous day. The implied volatity was 19.93, the open interest changed by -58 which decreased total open position to 1851
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 1977.9, which was -59.4 lower than the previous day. The implied volatity was 20.31, the open interest changed by -54 which decreased total open position to 1910
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 2082.8, which was 973.75 higher than the previous day. The implied volatity was 22.59, the open interest changed by -929 which decreased total open position to 1976
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 1089.95, which was -258.8 lower than the previous day. The implied volatity was 20.42, the open interest changed by 1965 which increased total open position to 2906
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 1318.35, which was -123.65 lower than the previous day. The implied volatity was 20.73, the open interest changed by 852 which increased total open position to 942
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 1495.9, which was -180.35 lower than the previous day. The implied volatity was 20.69, the open interest changed by 891 which increased total open position to 981
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 1649.05, which was -188.95 lower than the previous day. The implied volatity was 19.84, the open interest changed by 1 which increased total open position to 90
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 1865, which was -545 lower than the previous day. The implied volatity was 21.88, the open interest changed by 6 which increased total open position to 89
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 2410, which was -17.95 lower than the previous day. The implied volatity was 22.24, the open interest changed by 0 which decreased total open position to 81
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 2427.95, which was -133.75 lower than the previous day. The implied volatity was 22.68, the open interest changed by -3 which decreased total open position to 82
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 2561.7, which was -825.3 lower than the previous day. The implied volatity was 22.03, the open interest changed by -2 which decreased total open position to 85
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 3387, which was 0 lower than the previous day. The implied volatity was 20.21, the open interest changed by 0 which decreased total open position to 87
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 3387, which was 443.8 higher than the previous day. The implied volatity was 20.21, the open interest changed by -1 which decreased total open position to 88
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 2943.2, which was 293.2 higher than the previous day. The implied volatity was 22.43, the open interest changed by 0 which decreased total open position to 89
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 2650, which was 20.8 higher than the previous day. The implied volatity was 21.66, the open interest changed by -1 which decreased total open position to 89
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 2629.2, which was -292.2 lower than the previous day. The implied volatity was 22.2, the open interest changed by 3 which increased total open position to 91
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 2921.4, which was 449.95 higher than the previous day. The implied volatity was 22.14, the open interest changed by -4 which decreased total open position to 88
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 2470.75, which was 435.4 higher than the previous day. The implied volatity was 23.62, the open interest changed by 12 which increased total open position to 91
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 2035.35, which was 0 lower than the previous day. The implied volatity was 23.16, the open interest changed by 0 which decreased total open position to 79
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 2035.35, which was -473.95 lower than the previous day. The implied volatity was 23.16, the open interest changed by 0 which decreased total open position to 79
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 2522.85, which was 1216.95 higher than the previous day. The implied volatity was 18.51, the open interest changed by 54 which increased total open position to 85
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 1305.9, which was 320.95 higher than the previous day. The implied volatity was 23.97, the open interest changed by 0 which decreased total open position to 30
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 984.95, which was 213.9 higher than the previous day. The implied volatity was 20.05, the open interest changed by 2 which increased total open position to 30
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 771.05, which was -188.95 lower than the previous day. The implied volatity was 20.86, the open interest changed by 2 which increased total open position to 27
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 960, which was 158.2 higher than the previous day. The implied volatity was 23.44, the open interest changed by -6 which decreased total open position to 24
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 823.3, which was -551.7 lower than the previous day. The implied volatity was 25.76, the open interest changed by -1 which decreased total open position to 23
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 1375, which was -622.85 lower than the previous day. The implied volatity was 23.55, the open interest changed by 14 which increased total open position to 22
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 1997.85, which was -56.6 lower than the previous day. The implied volatity was 23.17, the open interest changed by 0 which decreased total open position to 7
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 2054.45, which was 105.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 2054.45, which was 105.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 2054.45, which was 105.85 higher than the previous day. The implied volatity was 23.78, the open interest changed by 2 which increased total open position to 6
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1948.6, which was -606.25 lower than the previous day. The implied volatity was 21.19, the open interest changed by 1 which increased total open position to 3
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 2554.85, which was 237.1 higher than the previous day. The implied volatity was 16.92, the open interest changed by 1 which increased total open position to 2
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 2317.75, which was -5032.2 lower than the previous day. The implied volatity was 17.55, the open interest changed by 1 which increased total open position to 1
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 7349.95, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 7349.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 7349.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 7349.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 7349.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 7349.95, 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 7349.95, 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 7349.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 26-May-2026 (5d) 54700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.19
Theta: -18.27
Gamma: 0.00023
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 53562.20 | 1168.55 | -271.4 (-18.85%) | 16.32 | 267 | -79 | 1,653 |
| 19 May | 53409.15 | 1395.1 | 42.2 (3.12%) | 19.57 | 394 | 66 | 1,733 |
| 18 May | 53537.00 | 1326.3 | 35.45 (2.75%) | 18.8 | 303 | -62 | 1,667 |
| 15 May | 53710.35 | 1250 | 178.4 (16.65%) | 18.76 | 2,319 | -117 | 1,728 |
| 14 May | 54128.95 | 1020.7 | -527.9 (-34.09%) | 19.15 | 2,361 | -1 | 1,846 |
| 13 May | 53456.15 | 1525.85 | 10 (0.66%) | 0 | 1,236 | -226 | 1,848 |
| 12 May | 53555.20 | 1389.8 | 398.8 (40.24%) | 0 | 5,990 | -1,128 | 2,086 |
| 11 May | 54439.90 | 1009.7 | 415.6 (69.95%) | 0 | 46,218 | 861 | 3,289 |
| 8 May | 55310.55 | 609 | 227.35 (59.57%) | 19.28 | 8,735 | 29 | 2,489 |
| 7 May | 56047.40 | 371.55 | -17.55 (-4.51%) | 18.78 | 4,247 | 154 | 2,459 |
| 6 May | 55981.05 | 364.65 | -625.6 (-63.18%) | 17.9 | 30,103 | 169 | 2,307 |
| 5 May | 54547.05 | 992.25 | 87.45 (9.67%) | 19.17 | 41,775 | 716 | 2,321 |
| 4 May | 54878.50 | 900 | -64.4 (-6.68%) | 19.96 | 11,787 | 1,133 | 1,607 |
| 30 Apr | 54863.35 | 900.95 | 131.9 (17.15%) | 19.6 | 30,250 | 938 | 1,412 |
| 29 Apr | 55403.60 | 776.6 | -15.65 (-1.98%) | 19.44 | 3,534 | 250 | 474 |
| 28 Apr | 55400.35 | 786.6 | 200.65 (34.24%) | 19.81 | 687 | 105 | 232 |
| 27 Apr | 56264.30 | 574 | -159.35 (-21.73%) | 20.45 | 60 | 3 | 126 |
| 24 Apr | 56089.75 | 738.8 | 53.8 (7.85%) | 21.63 | 70 | 11 | 123 |
| 23 Apr | 56305.00 | 685 | 167.6 (32.39%) | 21.5 | 53 | 10 | 110 |
| 22 Apr | 57124.45 | 517.4 | 54.65 (11.81%) | 21.89 | 37 | 7 | 100 |
| 21 Apr | 57371.45 | 459.5 | -199.5 (-30.27%) | 21.57 | 32 | -6 | 93 |
| 20 Apr | 56582.35 | 659 | 38.85 (6.26%) | 21.85 | 49 | -20 | 99 |
| 17 Apr | 56565.70 | 612 | -233.7 (-27.63%) | 20.05 | 77 | 34 | 119 |
| 16 Apr | 56086.40 | 805 | 30.2 (3.90%) | 20.45 | 57 | 13 | 81 |
| 15 Apr | 56301.95 | 794.15 | -308.85 (-28.00%) | 20.94 | 172 | -55 | 67 |
| 13 Apr | 55605.05 | 1103 | -0.45 (-0.04%) | 22.59 | 41 | 23 | 123 |
| 10 Apr | 55912.75 | 1103.45 | -350.9 (-24.13%) | 21.83 | 84 | 38 | 102 |
| 9 Apr | 54821.70 | 1434 | 286.35 (24.95%) | 21.42 | 67 | 13 | 65 |
| 8 Apr | 55703.90 | 1147.65 | -2409.2 (-67.73%) | 24 | 66 | 25 | 55 |
| 7 Apr | 52716.25 | 3556.85 | -233.6 (-6.16%) | - | 0 | 0 | 30 |
| 6 Apr | 52609.10 | 3556.85 | -233.6 (-6.16%) | - | 0 | 0 | 30 |
| 2 Apr | 51548.75 | 3556.85 | -233.6 (-6.16%) | - | 0 | 0 | 30 |
| 1 Apr | 51448.65 | 3556.85 | -233.6 (-6.16%) | 26.7 | 39 | -31 | 30 |
| 30 Mar | 50275.35 | 3790.45 | 662.8 (21.19%) | 17.81 | 5 | -3 | 62 |
| 27 Mar | 52274.60 | 3127.65 | 948.9 (43.55%) | 27.12 | 2 | 0 | 67 |
| 25 Mar | 53708.10 | 2178.75 | -1378.6 (-38.75%) | 24.11 | 1 | 0 | 67 |
| 24 Mar | 52605.65 | 3557.35 | 1382.45 (63.56%) | - | 0 | 0 | 67 |
| 23 Mar | 51437.75 | 3557.35 | 1382.45 (63.56%) | 25.19 | 2 | 0 | 69 |
| 20 Mar | 53427.05 | 2174.9 | 2073 (2034.35%) | - | 0 | 0 | 69 |
| 19 Mar | 53451.00 | 2174.9 | 2073 (2034.35%) | 23.44 | 69 | 43 | 43 |
| 18 Mar | 55326.05 | 101.9 | 0 (0.00%) | 1.56 | 0 | 0 | 0 |
| 17 Mar | 54876.00 | 101.9 | 0 (0.00%) | 1.18 | 0 | 0 | 0 |
| 16 Mar | 54413.40 | 101.9 | 0 (0.00%) | 0.64 | 0 | 0 | 0 |
| 13 Mar | 53757.85 | 101.9 | 0 (0.00%) | 0.18 | 0 | 0 | 0 |
| 12 Mar | 55100.95 | 101.9 | 0 (0.00%) | 1.49 | 0 | 0 | 0 |
| 11 Mar | 55735.75 | 101.9 | 0 (0.00%) | 1.89 | 0 | 0 | 0 |
| 10 Mar | 56950.80 | 101.9 | 0 (0.00%) | 2.9 | 0 | 0 | 0 |
| 9 Mar | 56019.80 | 101.9 | 0 (0.00%) | 2.18 | 0 | 0 | 0 |
| 6 Mar | 57783.25 | 0 | 0 (0.00%) | 3.69 | 0 | 0 | 0 |
| 5 Mar | 59055.85 | 0 | 0 (0.00%) | 4.6 | 0 | 0 | 0 |
| 4 Mar | 58755.25 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Nifty Bank - strike price 54700 expiring on 26MAY2026
Delta for 54700 PE is -0.81
Historical price for 54700 PE is as follows
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 1168.55, which was -271.4 lower than the previous day. The implied volatity was 16.32, the open interest changed by -79 which decreased total open position to 1653
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 1395.1, which was 42.2 higher than the previous day. The implied volatity was 19.57, the open interest changed by 66 which increased total open position to 1733
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 1326.3, which was 35.45 higher than the previous day. The implied volatity was 18.8, the open interest changed by -62 which decreased total open position to 1667
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 1250, which was 178.4 higher than the previous day. The implied volatity was 18.76, the open interest changed by -117 which decreased total open position to 1728
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 1020.7, which was -527.9 lower than the previous day. The implied volatity was 19.15, the open interest changed by -1 which decreased total open position to 1846
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 1525.85, which was 10 higher than the previous day. The implied volatity was 0, the open interest changed by -226 which decreased total open position to 1848
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 1389.8, which was 398.8 higher than the previous day. The implied volatity was 0, the open interest changed by -1128 which decreased total open position to 2086
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 1009.7, which was 415.6 higher than the previous day. The implied volatity was 0, the open interest changed by 861 which increased total open position to 3289
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 609, which was 227.35 higher than the previous day. The implied volatity was 19.28, the open interest changed by 29 which increased total open position to 2489
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 371.55, which was -17.55 lower than the previous day. The implied volatity was 18.78, the open interest changed by 154 which increased total open position to 2459
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 364.65, which was -625.6 lower than the previous day. The implied volatity was 17.9, the open interest changed by 169 which increased total open position to 2307
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 992.25, which was 87.45 higher than the previous day. The implied volatity was 19.17, the open interest changed by 716 which increased total open position to 2321
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 900, which was -64.4 lower than the previous day. The implied volatity was 19.96, the open interest changed by 1133 which increased total open position to 1607
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 900.95, which was 131.9 higher than the previous day. The implied volatity was 19.6, the open interest changed by 938 which increased total open position to 1412
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 776.6, which was -15.65 lower than the previous day. The implied volatity was 19.44, the open interest changed by 250 which increased total open position to 474
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 786.6, which was 200.65 higher than the previous day. The implied volatity was 19.81, the open interest changed by 105 which increased total open position to 232
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 574, which was -159.35 lower than the previous day. The implied volatity was 20.45, the open interest changed by 3 which increased total open position to 126
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 738.8, which was 53.8 higher than the previous day. The implied volatity was 21.63, the open interest changed by 11 which increased total open position to 123
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 685, which was 167.6 higher than the previous day. The implied volatity was 21.5, the open interest changed by 10 which increased total open position to 110
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 517.4, which was 54.65 higher than the previous day. The implied volatity was 21.89, the open interest changed by 7 which increased total open position to 100
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 459.5, which was -199.5 lower than the previous day. The implied volatity was 21.57, the open interest changed by -6 which decreased total open position to 93
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 659, which was 38.85 higher than the previous day. The implied volatity was 21.85, the open interest changed by -20 which decreased total open position to 99
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 612, which was -233.7 lower than the previous day. The implied volatity was 20.05, the open interest changed by 34 which increased total open position to 119
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 805, which was 30.2 higher than the previous day. The implied volatity was 20.45, the open interest changed by 13 which increased total open position to 81
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 794.15, which was -308.85 lower than the previous day. The implied volatity was 20.94, the open interest changed by -55 which decreased total open position to 67
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1103, which was -0.45 lower than the previous day. The implied volatity was 22.59, the open interest changed by 23 which increased total open position to 123
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1103.45, which was -350.9 lower than the previous day. The implied volatity was 21.83, the open interest changed by 38 which increased total open position to 102
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1434, which was 286.35 higher than the previous day. The implied volatity was 21.42, the open interest changed by 13 which increased total open position to 65
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1147.65, which was -2409.2 lower than the previous day. The implied volatity was 24, the open interest changed by 25 which increased total open position to 55
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 3556.85, which was -233.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 3556.85, which was -233.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 3556.85, which was -233.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 3556.85, which was -233.6 lower than the previous day. The implied volatity was 26.7, the open interest changed by -31 which decreased total open position to 30
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 3790.45, which was 662.8 higher than the previous day. The implied volatity was 17.81, the open interest changed by -3 which decreased total open position to 62
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 3127.65, which was 948.9 higher than the previous day. The implied volatity was 27.12, the open interest changed by 0 which decreased total open position to 67
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 2178.75, which was -1378.6 lower than the previous day. The implied volatity was 24.11, the open interest changed by 0 which decreased total open position to 67
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 3557.35, which was 1382.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 67
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 3557.35, which was 1382.45 higher than the previous day. The implied volatity was 25.19, the open interest changed by 0 which decreased total open position to 69
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 2174.9, which was 2073 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 2174.9, which was 2073 higher than the previous day. The implied volatity was 23.44, the open interest changed by 43 which increased total open position to 43
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 101.9, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 101.9, which was 0 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 101.9, which was 0 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 101.9, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 101.9, which was 0 lower than the previous day. The implied volatity was 1.49, 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 101.9, which was 0 lower than the previous day. The implied volatity was 1.89, 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 101.9, which was 0 lower than the previous day. The implied volatity was 2.9, 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 101.9, which was 0 lower than the previous day. The implied volatity was 2.18, 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 0, which was 0 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.6, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
