BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:34 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 54700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.82
Vega: 0.16
Theta: -43.09
Gamma: 0.00018
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55908.35 | 1405.3 | -310.60000000000014 | 22.73 | 48 | -7 | 800 | |||||||||
| 23 Apr | 56305.00 | 1722.2 | -790.1499999999999 | 22.4 | 69 | -9 | 808 | |||||||||
| 22 Apr | 57124.45 | 2467.05 | -235.94999999999982 | 19.63 | 49 | -25 | 817 | |||||||||
| 21 Apr | 57371.45 | 2703 | 617.0500000000002 | 27.26 | 82 | -55 | 857 | |||||||||
| 20 Apr | 56582.35 | 2085.6 | -92.45000000000027 | 23.48 | 59 | -16 | 906 | |||||||||
| 17 Apr | 56565.70 | 2180 | 301.25 | 22.28 | 149 | -21 | 936 | |||||||||
| 16 Apr | 56086.40 | 1878.75 | -218.94999999999982 | 23.68 | 79 | -17 | 958 | |||||||||
| 15 Apr | 56301.95 | 2069.35 | 329.8499999999999 | 24.36 | 282 | -52 | 976 | |||||||||
| 13 Apr | 55605.05 | 1722 | -180.75 | 25.57 | 14,953 | 320 | 1,077 | |||||||||
| 10 Apr | 55912.75 | 1904.55 | 545.05 | 22.02 | 834 | -224 | 757 | |||||||||
| 9 Apr | 54821.70 | 1341.3 | -498.75 | 23.81 | 4,986 | 511 | 981 | |||||||||
| 8 Apr | 55703.90 | 1907.5 | 1289.95 | 21.34 | 3,345 | -100 | 470 | |||||||||
| 7 Apr | 52716.25 | 602.05 | -73.45 | 24.74 | 2,499 | 63 | 577 | |||||||||
| 6 Apr | 52609.10 | 637.05 | 168.75 | 25.7 | 3,766 | 95 | 535 | |||||||||
| 2 Apr | 51548.75 | 461.1 | -12.05 | 25.48 | 1,596 | -56 | 442 | |||||||||
| 1 Apr | 51448.65 | 462.5 | 88.1 | 25.18 | 3,198 | 282 | 492 | |||||||||
| 30 Mar | 50275.35 | 375.25 | -449.1 | 27.67 | 873 | -2 | 203 | |||||||||
| 27 Mar | 52274.60 | 810 | -539.7 | 24.98 | 158 | -2 | 206 | |||||||||
| 25 Mar | 53708.10 | 1345.4 | 322.4 | 24.19 | 70 | -14 | 207 | |||||||||
| 24 Mar | 52605.65 | 1023 | 227.15 | 24.87 | 165 | -22 | 221 | |||||||||
| 23 Mar | 51437.75 | 783.1 | -516.9 | 27.72 | 101 | -8 | 248 | |||||||||
| 20 Mar | 53427.05 | 1300 | -105.6 | 22.96 | 33 | 17 | 257 | |||||||||
| 19 Mar | 53451.00 | 1477.15 | -660.8 | 23.67 | 196 | 88 | 240 | |||||||||
| 18 Mar | 55326.05 | 2139.35 | 166.15 | 19.69 | 65 | -39 | 158 | |||||||||
| 17 Mar | 54876.00 | 1993.15 | 40.05 | 21.47 | 247 | 14 | 198 | |||||||||
| 16 Mar | 54413.40 | 1953.1 | 293 | 24.77 | 45 | 4 | 183 | |||||||||
| 13 Mar | 53757.85 | 1665 | -2464.6 | 23.39 | 214 | 179 | 179 | |||||||||
| 12 Mar | 55100.95 | 4129.6 | -1449.15 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 55735.75 | 4129.6 | -1449.15 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 56950.80 | 4129.6 | -1449.15 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 56019.80 | 4129.6 | -1449.15 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 57783.25 | 4129.6 | -1449.15 | 16.84 | 2 | 1 | 1 | |||||||||
| 5 Mar | 59055.85 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 58755.25 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 59839.65 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 60529.00 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 61187.70 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 61043.35 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 61047.30 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 61264.25 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 61172.00 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 60739.55 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 61550.80 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 61174.00 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 60186.65 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 12 Feb | 60739.75 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 5578.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 54700 expiring on 28APR2026
Delta for 54700 CE is 0.82
Historical price for 54700 CE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 1405.3, which was -310.60000000000014 lower than the previous day. The implied volatity was 22.73, the open interest changed by -7 which decreased total open position to 800
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1722.2, which was -790.1499999999999 lower than the previous day. The implied volatity was 22.4, the open interest changed by -9 which decreased total open position to 808
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 2467.05, which was -235.94999999999982 lower than the previous day. The implied volatity was 19.63, the open interest changed by -25 which decreased total open position to 817
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 2703, which was 617.0500000000002 higher than the previous day. The implied volatity was 27.26, the open interest changed by -55 which decreased total open position to 857
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 2085.6, which was -92.45000000000027 lower than the previous day. The implied volatity was 23.48, the open interest changed by -16 which decreased total open position to 906
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 2180, which was 301.25 higher than the previous day. The implied volatity was 22.28, the open interest changed by -21 which decreased total open position to 936
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1878.75, which was -218.94999999999982 lower than the previous day. The implied volatity was 23.68, the open interest changed by -17 which decreased total open position to 958
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 2069.35, which was 329.8499999999999 higher than the previous day. The implied volatity was 24.36, the open interest changed by -52 which decreased total open position to 976
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1722, which was -180.75 lower than the previous day. The implied volatity was 25.57, the open interest changed by 320 which increased total open position to 1077
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1904.55, which was 545.05 higher than the previous day. The implied volatity was 22.02, the open interest changed by -224 which decreased total open position to 757
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1341.3, which was -498.75 lower than the previous day. The implied volatity was 23.81, the open interest changed by 511 which increased total open position to 981
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1907.5, which was 1289.95 higher than the previous day. The implied volatity was 21.34, the open interest changed by -100 which decreased total open position to 470
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 602.05, which was -73.45 lower than the previous day. The implied volatity was 24.74, the open interest changed by 63 which increased total open position to 577
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 637.05, which was 168.75 higher than the previous day. The implied volatity was 25.7, the open interest changed by 95 which increased total open position to 535
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 461.1, which was -12.05 lower than the previous day. The implied volatity was 25.48, the open interest changed by -56 which decreased total open position to 442
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 462.5, which was 88.1 higher than the previous day. The implied volatity was 25.18, the open interest changed by 282 which increased total open position to 492
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 375.25, which was -449.1 lower than the previous day. The implied volatity was 27.67, the open interest changed by -2 which decreased total open position to 203
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 810, which was -539.7 lower than the previous day. The implied volatity was 24.98, the open interest changed by -2 which decreased total open position to 206
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 1345.4, which was 322.4 higher than the previous day. The implied volatity was 24.19, the open interest changed by -14 which decreased total open position to 207
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 1023, which was 227.15 higher than the previous day. The implied volatity was 24.87, the open interest changed by -22 which decreased total open position to 221
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 783.1, which was -516.9 lower than the previous day. The implied volatity was 27.72, the open interest changed by -8 which decreased total open position to 248
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 1300, which was -105.6 lower than the previous day. The implied volatity was 22.96, the open interest changed by 17 which increased total open position to 257
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1477.15, which was -660.8 lower than the previous day. The implied volatity was 23.67, the open interest changed by 88 which increased total open position to 240
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 2139.35, which was 166.15 higher than the previous day. The implied volatity was 19.69, the open interest changed by -39 which decreased total open position to 158
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1993.15, which was 40.05 higher than the previous day. The implied volatity was 21.47, the open interest changed by 14 which increased total open position to 198
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1953.1, which was 293 higher than the previous day. The implied volatity was 24.77, the open interest changed by 4 which increased total open position to 183
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1665, which was -2464.6 lower than the previous day. The implied volatity was 23.39, the open interest changed by 179 which increased total open position to 179
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 4129.6, which was -1449.15 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 4129.6, which was -1449.15 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 4129.6, which was -1449.15 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 4129.6, which was -1449.15 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 4129.6, which was -1449.15 lower than the previous day. The implied volatity was 16.84, the open interest changed by 1 which increased total open position to 1
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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 5578.75, 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) 54700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.15
Theta: -27.43
Gamma: 0.00019
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55908.35 | 101.8 | 6.700000000000003 | 20.33 | 28,847 | 1,446 | 4,873 |
| 23 Apr | 56305.00 | 92 | 16.849999999999994 | 21.66 | 9,668 | -112 | 3,465 |
| 22 Apr | 57124.45 | 71.15 | -33.099999999999994 | 24.54 | 11,359 | -649 | 3,578 |
| 21 Apr | 57371.45 | 103.2 | -160.7 | 27.06 | 6,461 | 1,447 | 4,213 |
| 20 Apr | 56582.35 | 267 | 34.55000000000001 | 27.51 | 6,268 | 107 | 2,785 |
| 17 Apr | 56565.70 | 229.5 | -151.14999999999998 | 23.05 | 5,293 | 133 | 2,683 |
| 16 Apr | 56086.40 | 406.8 | 17.5 | 23.38 | 4,623 | -133 | 2,550 |
| 15 Apr | 56301.95 | 399.9 | -320 | 24.2 | 6,120 | -22 | 2,684 |
| 13 Apr | 55605.05 | 715.2 | 153.85000000000002 | 25.6 | 21,387 | 976 | 2,758 |
| 10 Apr | 55912.75 | 563.95 | -430.8499999999999 | 22.74 | 5,259 | -42 | 1,782 |
| 9 Apr | 54821.70 | 984 | 326.29999999999995 | 22.27 | 15,839 | 920 | 1,828 |
| 8 Apr | 55703.90 | 636.95 | -1801.8 | 23.24 | 5,561 | 499 | 908 |
| 7 Apr | 52716.25 | 2432.05 | -76.85 | 28.16 | 229 | 176 | 406 |
| 6 Apr | 52609.10 | 2508.9 | -929.65 | 27.57 | 6 | 0 | 230 |
| 2 Apr | 51548.75 | 3351.85 | -86.7 | 28.82 | 34 | 31 | 228 |
| 1 Apr | 51448.65 | 3438.55 | -986.25 | 29.71 | 54 | 29 | 190 |
| 30 Mar | 50275.35 | 4418.9 | 1722.9 | 32.18 | 25 | -12 | 167 |
| 27 Mar | 52274.60 | 2696 | 830.2 | 25.23 | 14 | 8 | 179 |
| 25 Mar | 53708.10 | 1865.8 | -803.85 | 24.32 | 83 | 6 | 163 |
| 24 Mar | 52605.65 | 2669.65 | -914.3 | 28.24 | 2 | 0 | 157 |
| 23 Mar | 51437.75 | 3646.8 | 1606.7 | 30.17 | 80 | -51 | 156 |
| 20 Mar | 53427.05 | 2100 | 257.15 | 24.93 | 394 | 115 | 211 |
| 19 Mar | 53451.00 | 1842.85 | 817.7 | 22.74 | 33 | 4 | 96 |
| 18 Mar | 55326.05 | 1021.2 | -287.95 | 21.34 | 76 | -3 | 93 |
| 17 Mar | 54876.00 | 1306.05 | -287 | 22.53 | 37 | 1 | 96 |
| 16 Mar | 54413.40 | 1636.1 | -385.75 | 23.56 | 69 | 29 | 95 |
| 13 Mar | 53757.85 | 2008.25 | 708.8 | 24.68 | 63 | 42 | 65 |
| 12 Mar | 55100.95 | 1299.45 | 1063.85 | 23.18 | 35 | 23 | 23 |
| 11 Mar | 55735.75 | 235.6 | 0 | 2 | 0 | 0 | 0 |
| 10 Mar | 56950.80 | 235.6 | 0 | 3.3 | 0 | 0 | 0 |
| 9 Mar | 56019.80 | 235.6 | 0 | 2.25 | 0 | 0 | 0 |
| 6 Mar | 57783.25 | 235.6 | 0 | 4.01 | 0 | 0 | 0 |
| 5 Mar | 59055.85 | 235.6 | 0 | 5.1 | 0 | 0 | 0 |
| 4 Mar | 58755.25 | 235.6 | 0 | 4.9 | 0 | 0 | 0 |
| 2 Mar | 59839.65 | 235.6 | 0 | 5.79 | 0 | 0 | 0 |
| 27 Feb | 60529.00 | 235.6 | 0 | 6.21 | 0 | 0 | 0 |
| 26 Feb | 61187.70 | 235.6 | 0 | 6.66 | 0 | 0 | 0 |
| 25 Feb | 61043.35 | 235.6 | 0 | 6.55 | 0 | 0 | 0 |
| 24 Feb | 61047.30 | 235.6 | 0 | 6.58 | 0 | 0 | 0 |
| 23 Feb | 61264.25 | 235.6 | 0 | 6.69 | 0 | 0 | 0 |
| 20 Feb | 61172.00 | 235.6 | 0 | 6.58 | 0 | 0 | 0 |
| 19 Feb | 60739.55 | 235.6 | 0 | 6.24 | 0 | 0 | 0 |
| 18 Feb | 61550.80 | 235.6 | 0 | 6.74 | 0 | 0 | 0 |
| 17 Feb | 61174.00 | 235.6 | 0 | 6.38 | 0 | 0 | 0 |
| 16 Feb | 60949.10 | 235.6 | 0 | 6.2 | 0 | 0 | 0 |
| 13 Feb | 60186.65 | 235.6 | 0 | 5.64 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 235.6 | 0 | 5.94 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 235.6 | 0 | 5.94 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 235.6 | 0 | 5.79 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 235.6 | 0 | 5.84 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 235.6 | 0 | 5.27 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 235.6 | 0 | 5.36 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 235.6 | 0 | 5.36 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 235.6 | 0 | 5.26 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 235.6 | 0 | 4.15 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 235.6 | 0 | 4.21 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 235.6 | 0 | 4.93 | 0 | 0 | 0 |
For Nifty Bank - strike price 54700 expiring on 28APR2026
Delta for 54700 PE is -0.15
Historical price for 54700 PE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 101.8, which was 6.700000000000003 higher than the previous day. The implied volatity was 20.33, the open interest changed by 1446 which increased total open position to 4873
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 92, which was 16.849999999999994 higher than the previous day. The implied volatity was 21.66, the open interest changed by -112 which decreased total open position to 3465
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 71.15, which was -33.099999999999994 lower than the previous day. The implied volatity was 24.54, the open interest changed by -649 which decreased total open position to 3578
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 103.2, which was -160.7 lower than the previous day. The implied volatity was 27.06, the open interest changed by 1447 which increased total open position to 4213
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 267, which was 34.55000000000001 higher than the previous day. The implied volatity was 27.51, the open interest changed by 107 which increased total open position to 2785
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 229.5, which was -151.14999999999998 lower than the previous day. The implied volatity was 23.05, the open interest changed by 133 which increased total open position to 2683
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 406.8, which was 17.5 higher than the previous day. The implied volatity was 23.38, the open interest changed by -133 which decreased total open position to 2550
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 399.9, which was -320 lower than the previous day. The implied volatity was 24.2, the open interest changed by -22 which decreased total open position to 2684
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 715.2, which was 153.85000000000002 higher than the previous day. The implied volatity was 25.6, the open interest changed by 976 which increased total open position to 2758
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 563.95, which was -430.8499999999999 lower than the previous day. The implied volatity was 22.74, the open interest changed by -42 which decreased total open position to 1782
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 984, which was 326.29999999999995 higher than the previous day. The implied volatity was 22.27, the open interest changed by 920 which increased total open position to 1828
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 636.95, which was -1801.8 lower than the previous day. The implied volatity was 23.24, the open interest changed by 499 which increased total open position to 908
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 2432.05, which was -76.85 lower than the previous day. The implied volatity was 28.16, the open interest changed by 176 which increased total open position to 406
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 2508.9, which was -929.65 lower than the previous day. The implied volatity was 27.57, the open interest changed by 0 which decreased total open position to 230
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 3351.85, which was -86.7 lower than the previous day. The implied volatity was 28.82, the open interest changed by 31 which increased total open position to 228
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 3438.55, which was -986.25 lower than the previous day. The implied volatity was 29.71, the open interest changed by 29 which increased total open position to 190
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 4418.9, which was 1722.9 higher than the previous day. The implied volatity was 32.18, the open interest changed by -12 which decreased total open position to 167
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 2696, which was 830.2 higher than the previous day. The implied volatity was 25.23, the open interest changed by 8 which increased total open position to 179
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 1865.8, which was -803.85 lower than the previous day. The implied volatity was 24.32, the open interest changed by 6 which increased total open position to 163
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 2669.65, which was -914.3 lower than the previous day. The implied volatity was 28.24, the open interest changed by 0 which decreased total open position to 157
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 3646.8, which was 1606.7 higher than the previous day. The implied volatity was 30.17, the open interest changed by -51 which decreased total open position to 156
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 2100, which was 257.15 higher than the previous day. The implied volatity was 24.93, the open interest changed by 115 which increased total open position to 211
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1842.85, which was 817.7 higher than the previous day. The implied volatity was 22.74, the open interest changed by 4 which increased total open position to 96
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1021.2, which was -287.95 lower than the previous day. The implied volatity was 21.34, the open interest changed by -3 which decreased total open position to 93
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1306.05, which was -287 lower than the previous day. The implied volatity was 22.53, the open interest changed by 1 which increased total open position to 96
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1636.1, which was -385.75 lower than the previous day. The implied volatity was 23.56, the open interest changed by 29 which increased total open position to 95
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 2008.25, which was 708.8 higher than the previous day. The implied volatity was 24.68, the open interest changed by 42 which increased total open position to 65
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1299.45, which was 1063.85 higher than the previous day. The implied volatity was 23.18, the open interest changed by 23 which increased total open position to 23
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 235.6, which was 0 lower than the previous day. The implied volatity was 2, 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 235.6, which was 0 lower than the previous day. The implied volatity was 3.3, 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 235.6, which was 0 lower than the previous day. The implied volatity was 2.25, 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 235.6, which was 0 lower than the previous day. The implied volatity was 4.01, 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 235.6, which was 0 lower than the previous day. The implied volatity was 5.1, 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 235.6, which was 0 lower than the previous day. The implied volatity was 4.9, 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 235.6, which was 0 lower than the previous day. The implied volatity was 5.79, 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 235.6, which was 0 lower than the previous day. The implied volatity was 6.21, 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 235.6, which was 0 lower than the previous day. The implied volatity was 6.66, 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 235.6, 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 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 235.6, which was 0 lower than the previous day. The implied volatity was 6.58, 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 235.6, which was 0 lower than the previous day. The implied volatity was 6.69, 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 235.6, which was 0 lower than the previous day. The implied volatity was 6.58, 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 235.6, which was 0 lower than the previous day. The implied volatity was 6.24, 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 235.6, which was 0 lower than the previous day. The implied volatity was 6.74, 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 235.6, which was 0 lower than the previous day. The implied volatity was 6.38, 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 235.6, which was 0 lower than the previous day. The implied volatity was 6.2, 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 235.6, which was 0 lower than the previous day. The implied volatity was 5.64, 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 235.6, which was 0 lower than the previous day. The implied volatity was 5.94, 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 235.6, which was 0 lower than the previous day. The implied volatity was 5.94, 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 235.6, which was 0 lower than the previous day. The implied volatity was 5.79, 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 235.6, which was 0 lower than the previous day. The implied volatity was 5.84, 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 235.6, which was 0 lower than the previous day. The implied volatity was 5.27, 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 235.6, which was 0 lower than the previous day. The implied volatity was 5.36, 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 235.6, which was 0 lower than the previous day. The implied volatity was 5.36, 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 235.6, which was 0 lower than the previous day. The implied volatity was 5.26, 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 235.6, which was 0 lower than the previous day. The implied volatity was 4.15, 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 235.6, which was 0 lower than the previous day. The implied volatity was 4.21, 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 235.6, which was 0 lower than the previous day. The implied volatity was 4.93, the open interest changed by 0 which decreased total open position to 0
