BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:32 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 54800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.17
Theta: -45.52
Gamma: 0.0002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55936.40 | 1324.7 | -303.29999999999995 | 22.61 | 92 | -5 | 705 | |||||||||
| 23 Apr | 56305.00 | 1633.95 | -1005.8 | 22.14 | 97 | -76 | 714 | |||||||||
| 22 Apr | 57124.45 | 2639.75 | -17.050000000000182 | 19.32 | 34 | -27 | 791 | |||||||||
| 21 Apr | 57371.45 | 2638.6 | 642.0999999999999 | 21.79 | 102 | -75 | 821 | |||||||||
| 20 Apr | 56582.35 | 2004.4 | -86 | 23.75 | 81 | -49 | 901 | |||||||||
| 17 Apr | 56565.70 | 2098.8 | 294.7500000000002 | 21.86 | 128 | -38 | 957 | |||||||||
| 16 Apr | 56086.40 | 1743.8 | -272.20000000000005 | 23.23 | 374 | -112 | 996 | |||||||||
| 15 Apr | 56301.95 | 1961.15 | 287.6500000000001 | 23.29 | 520 | -206 | 1,108 | |||||||||
| 13 Apr | 55605.05 | 1653.95 | -162.64999999999986 | 25.42 | 18,553 | 399 | 1,351 | |||||||||
| 10 Apr | 55912.75 | 1830.05 | 531.8999999999999 | 21.69 | 3,181 | -707 | 953 | |||||||||
| 9 Apr | 54821.70 | 1287.9 | -493.8499999999999 | 23.8 | 9,642 | 870 | 1,661 | |||||||||
| 8 Apr | 55703.90 | 1835.6 | 1257.55 | 21.23 | 6,442 | -161 | 797 | |||||||||
| 7 Apr | 52716.25 | 589 | -55.1 | 25.12 | 3,063 | 225 | 980 | |||||||||
| 6 Apr | 52609.10 | 647.7 | 211.95 | 26.56 | 4,473 | 190 | 777 | |||||||||
| 2 Apr | 51548.75 | 443.7 | -3.7 | 25.56 | 2,174 | -12 | 586 | |||||||||
| 1 Apr | 51448.65 | 438 | 82.3 | 25.09 | 3,847 | 290 | 598 | |||||||||
| 30 Mar | 50275.35 | 363 | -420.1 | 27.76 | 1,133 | 40 | 298 | |||||||||
| 27 Mar | 52274.60 | 773 | -545.15 | 24.85 | 327 | -20 | 256 | |||||||||
| 25 Mar | 53708.10 | 1311.1 | 326.2 | 24.25 | 213 | 37 | 276 | |||||||||
| 24 Mar | 52605.65 | 1022.35 | 250.5 | 25.41 | 116 | -2 | 239 | |||||||||
| 23 Mar | 51437.75 | 752.2 | -654.35 | 27.62 | 178 | -32 | 251 | |||||||||
| 20 Mar | 53427.05 | 1406.55 | 94.7 | 25.1 | 85 | 24 | 284 | |||||||||
| 19 Mar | 53451.00 | 1390.25 | -684.05 | 23.06 | 165 | 7 | 261 | |||||||||
| 18 Mar | 55326.05 | 2068.9 | 148.8 | 19.55 | 113 | -27 | 255 | |||||||||
| 17 Mar | 54876.00 | 1925.2 | 74.7 | 21.29 | 443 | 86 | 281 | |||||||||
| 16 Mar | 54413.40 | 1855.95 | 221.9 | 24.13 | 17 | -1 | 195 | |||||||||
| 13 Mar | 53757.85 | 1617.4 | -882.6 | 23.36 | 276 | 190 | 197 | |||||||||
| 12 Mar | 55100.95 | 2500 | -1630.2 | 24.81 | 14 | 5 | 7 | |||||||||
| 11 Mar | 55735.75 | 4048.45 | -960.9 | - | 0 | 0 | 2 | |||||||||
| 10 Mar | 56950.80 | 4048.45 | -960.9 | - | 0 | 0 | 2 | |||||||||
| 9 Mar | 56019.80 | 4048.45 | -960.9 | - | 0 | 0 | 2 | |||||||||
| 6 Mar | 57783.25 | 4048.45 | -960.9 | 16.89 | 2 | 1 | 3 | |||||||||
| 5 Mar | 59055.85 | 5009.35 | -482.85 | - | 2 | 2 | 0 | |||||||||
| 4 Mar | 58755.25 | 5009.35 | -482.85 | 17.87 | 2 | 0 | 0 | |||||||||
| 2 Mar | 59839.65 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 60529.00 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 61187.70 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 61043.35 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 61047.30 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 61264.25 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 61172.00 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 60739.55 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 61550.80 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
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| 17 Feb | 61174.00 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 60186.65 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 60739.75 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 5492.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 54800 expiring on 28APR2026
Delta for 54800 CE is 0.81
Historical price for 54800 CE is as follows
On 24 Apr BANKNIFTY was trading at 55936.40. The strike last trading price was 1324.7, which was -303.29999999999995 lower than the previous day. The implied volatity was 22.61, the open interest changed by -5 which decreased total open position to 705
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1633.95, which was -1005.8 lower than the previous day. The implied volatity was 22.14, the open interest changed by -76 which decreased total open position to 714
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 2639.75, which was -17.050000000000182 lower than the previous day. The implied volatity was 19.32, the open interest changed by -27 which decreased total open position to 791
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 2638.6, which was 642.0999999999999 higher than the previous day. The implied volatity was 21.79, the open interest changed by -75 which decreased total open position to 821
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 2004.4, which was -86 lower than the previous day. The implied volatity was 23.75, the open interest changed by -49 which decreased total open position to 901
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 2098.8, which was 294.7500000000002 higher than the previous day. The implied volatity was 21.86, the open interest changed by -38 which decreased total open position to 957
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1743.8, which was -272.20000000000005 lower than the previous day. The implied volatity was 23.23, the open interest changed by -112 which decreased total open position to 996
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1961.15, which was 287.6500000000001 higher than the previous day. The implied volatity was 23.29, the open interest changed by -206 which decreased total open position to 1108
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1653.95, which was -162.64999999999986 lower than the previous day. The implied volatity was 25.42, the open interest changed by 399 which increased total open position to 1351
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1830.05, which was 531.8999999999999 higher than the previous day. The implied volatity was 21.69, the open interest changed by -707 which decreased total open position to 953
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1287.9, which was -493.8499999999999 lower than the previous day. The implied volatity was 23.8, the open interest changed by 870 which increased total open position to 1661
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1835.6, which was 1257.55 higher than the previous day. The implied volatity was 21.23, the open interest changed by -161 which decreased total open position to 797
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 589, which was -55.1 lower than the previous day. The implied volatity was 25.12, the open interest changed by 225 which increased total open position to 980
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 647.7, which was 211.95 higher than the previous day. The implied volatity was 26.56, the open interest changed by 190 which increased total open position to 777
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 443.7, which was -3.7 lower than the previous day. The implied volatity was 25.56, the open interest changed by -12 which decreased total open position to 586
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 438, which was 82.3 higher than the previous day. The implied volatity was 25.09, the open interest changed by 290 which increased total open position to 598
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 363, which was -420.1 lower than the previous day. The implied volatity was 27.76, the open interest changed by 40 which increased total open position to 298
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 773, which was -545.15 lower than the previous day. The implied volatity was 24.85, the open interest changed by -20 which decreased total open position to 256
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 1311.1, which was 326.2 higher than the previous day. The implied volatity was 24.25, the open interest changed by 37 which increased total open position to 276
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 1022.35, which was 250.5 higher than the previous day. The implied volatity was 25.41, the open interest changed by -2 which decreased total open position to 239
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 752.2, which was -654.35 lower than the previous day. The implied volatity was 27.62, the open interest changed by -32 which decreased total open position to 251
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 1406.55, which was 94.7 higher than the previous day. The implied volatity was 25.1, the open interest changed by 24 which increased total open position to 284
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1390.25, which was -684.05 lower than the previous day. The implied volatity was 23.06, the open interest changed by 7 which increased total open position to 261
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 2068.9, which was 148.8 higher than the previous day. The implied volatity was 19.55, the open interest changed by -27 which decreased total open position to 255
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1925.2, which was 74.7 higher than the previous day. The implied volatity was 21.29, the open interest changed by 86 which increased total open position to 281
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1855.95, which was 221.9 higher than the previous day. The implied volatity was 24.13, the open interest changed by -1 which decreased total open position to 195
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1617.4, which was -882.6 lower than the previous day. The implied volatity was 23.36, the open interest changed by 190 which increased total open position to 197
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 2500, which was -1630.2 lower than the previous day. The implied volatity was 24.81, the open interest changed by 5 which increased total open position to 7
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 4048.45, which was -960.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 4048.45, which was -960.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 4048.45, which was -960.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 4048.45, which was -960.9 lower than the previous day. The implied volatity was 16.89, the open interest changed by 1 which increased total open position to 3
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 5009.35, which was -482.85 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 5009.35, which was -482.85 lower than the previous day. The implied volatity was 17.87, 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 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 5492.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28-Apr-2026 (4d) 54800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 0.15
Theta: -29.08
Gamma: 0.0002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55936.40 | 112 | 6.450000000000003 | 20.12 | 30,611 | 671 | 4,111 |
| 23 Apr | 56305.00 | 103.9 | 21.950000000000003 | 21.46 | 15,919 | 404 | 3,455 |
| 22 Apr | 57124.45 | 77.75 | -34.25 | 24.33 | 10,412 | 382 | 3,062 |
| 21 Apr | 57371.45 | 111.1 | -165.50000000000003 | 26.85 | 5,261 | 297 | 2,652 |
| 20 Apr | 56582.35 | 281.2 | 32.599999999999994 | 27.38 | 9,256 | -304 | 2,355 |
| 17 Apr | 56565.70 | 246.4 | -163.9 | 22.68 | 5,327 | 142 | 2,660 |
| 16 Apr | 56086.40 | 426.95 | 18.30000000000001 | 23.09 | 7,507 | -208 | 2,519 |
| 15 Apr | 56301.95 | 418.35 | -329.29999999999995 | 23.86 | 8,102 | 192 | 2,733 |
| 13 Apr | 55605.05 | 747.75 | 162.29999999999995 | 25.42 | 24,279 | 988 | 2,755 |
| 10 Apr | 55912.75 | 580.7 | -449.20000000000005 | 22.37 | 9,242 | -552 | 1,804 |
| 9 Apr | 54821.70 | 1020.05 | 330.04999999999995 | 21.92 | 21,037 | 1,359 | 2,357 |
| 8 Apr | 55703.90 | 648.65 | -1842.4 | 22.77 | 9,120 | 711 | 998 |
| 7 Apr | 52716.25 | 2491.05 | 2.05 | 27.93 | 5 | 0 | 283 |
| 6 Apr | 52609.10 | 2518.1 | -603.55 | 26.23 | 182 | 173 | 277 |
| 2 Apr | 51548.75 | 3121.65 | -1207.55 | - | 0 | 0 | 104 |
| 1 Apr | 51448.65 | 3121.65 | -1207.55 | 20.23 | 99 | -54 | 101 |
| 30 Mar | 50275.35 | 4329.2 | 1369.35 | 27.86 | 13 | -1 | 157 |
| 27 Mar | 52274.60 | 2959.85 | 996.15 | 28.68 | 13 | -5 | 159 |
| 25 Mar | 53708.10 | 1989 | -745.35 | 25.42 | 119 | 52 | 163 |
| 24 Mar | 52605.65 | 2734.35 | -770.75 | 28.26 | 1 | 0 | 112 |
| 23 Mar | 51437.75 | 3505.1 | 1305.1 | 26.29 | 53 | -20 | 112 |
| 20 Mar | 53427.05 | 2200 | 127.3 | 25.55 | 48 | 1 | 133 |
| 19 Mar | 53451.00 | 2024.55 | 961.45 | 24.52 | 306 | -91 | 132 |
| 18 Mar | 55326.05 | 1069.25 | -278.45 | 21.47 | 377 | 77 | 221 |
| 17 Mar | 54876.00 | 1334.65 | -339 | 22.32 | 177 | 27 | 144 |
| 16 Mar | 54413.40 | 1700 | -332.9 | 23.76 | 41 | 21 | 117 |
| 13 Mar | 53757.85 | 2047.1 | 729.65 | 24.49 | 173 | 17 | 96 |
| 12 Mar | 55100.95 | 1330.9 | 1083.4 | 23.04 | 146 | 79 | 79 |
| 11 Mar | 55735.75 | 247.5 | 0 | 1.88 | 0 | 0 | 0 |
| 10 Mar | 56950.80 | 247.5 | 0 | 3.2 | 0 | 0 | 0 |
| 9 Mar | 56019.80 | 247.5 | 0 | 2.14 | 0 | 0 | 0 |
| 6 Mar | 57783.25 | 247.5 | 0 | 3.91 | 0 | 0 | 0 |
| 5 Mar | 59055.85 | 247.5 | 0 | 5 | 0 | 0 | 0 |
| 4 Mar | 58755.25 | 247.5 | 0 | 4.8 | 0 | 0 | 0 |
| 2 Mar | 59839.65 | 247.5 | 0 | 5.69 | 0 | 0 | 0 |
| 27 Feb | 60529.00 | 247.5 | 0 | 6.12 | 0 | 0 | 0 |
| 26 Feb | 61187.70 | 247.5 | 0 | 6.57 | 0 | 0 | 0 |
| 25 Feb | 61043.35 | 247.5 | 0 | 6.46 | 0 | 0 | 0 |
| 24 Feb | 61047.30 | 247.5 | 0 | 6.47 | 0 | 0 | 0 |
| 23 Feb | 61264.25 | 247.5 | 0 | 6.61 | 0 | 0 | 0 |
| 20 Feb | 61172.00 | 247.5 | 0 | 6.5 | 0 | 0 | 0 |
| 19 Feb | 60739.55 | 247.5 | 0 | 6 | 0 | 0 | 0 |
| 18 Feb | 61550.80 | 247.5 | 0 | 6.65 | 0 | 0 | 0 |
| 17 Feb | 61174.00 | 247.5 | 0 | 6.3 | 0 | 0 | 0 |
| 16 Feb | 60949.10 | 247.5 | 0 | 6.11 | 0 | 0 | 0 |
| 13 Feb | 60186.65 | 247.5 | 0 | 5.56 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 247.5 | 0 | 5.85 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 247.5 | 0 | 5.86 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 247.5 | 0 | 5.71 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 247.5 | 0 | 5.76 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 247.5 | 0 | 5.09 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 247.5 | 0 | 5.26 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 247.5 | 0 | 5.28 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 247.5 | 0 | 5.18 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 247.5 | 0 | 4 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 247.5 | 0 | 4.14 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 247.5 | 0 | 4.87 | 0 | 0 | 0 |
For Nifty Bank - strike price 54800 expiring on 28APR2026
Delta for 54800 PE is -0.17
Historical price for 54800 PE is as follows
On 24 Apr BANKNIFTY was trading at 55936.40. The strike last trading price was 112, which was 6.450000000000003 higher than the previous day. The implied volatity was 20.12, the open interest changed by 671 which increased total open position to 4111
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 103.9, which was 21.950000000000003 higher than the previous day. The implied volatity was 21.46, the open interest changed by 404 which increased total open position to 3455
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 77.75, which was -34.25 lower than the previous day. The implied volatity was 24.33, the open interest changed by 382 which increased total open position to 3062
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 111.1, which was -165.50000000000003 lower than the previous day. The implied volatity was 26.85, the open interest changed by 297 which increased total open position to 2652
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 281.2, which was 32.599999999999994 higher than the previous day. The implied volatity was 27.38, the open interest changed by -304 which decreased total open position to 2355
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 246.4, which was -163.9 lower than the previous day. The implied volatity was 22.68, the open interest changed by 142 which increased total open position to 2660
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 426.95, which was 18.30000000000001 higher than the previous day. The implied volatity was 23.09, the open interest changed by -208 which decreased total open position to 2519
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 418.35, which was -329.29999999999995 lower than the previous day. The implied volatity was 23.86, the open interest changed by 192 which increased total open position to 2733
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 747.75, which was 162.29999999999995 higher than the previous day. The implied volatity was 25.42, the open interest changed by 988 which increased total open position to 2755
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 580.7, which was -449.20000000000005 lower than the previous day. The implied volatity was 22.37, the open interest changed by -552 which decreased total open position to 1804
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1020.05, which was 330.04999999999995 higher than the previous day. The implied volatity was 21.92, the open interest changed by 1359 which increased total open position to 2357
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 648.65, which was -1842.4 lower than the previous day. The implied volatity was 22.77, the open interest changed by 711 which increased total open position to 998
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 2491.05, which was 2.05 higher than the previous day. The implied volatity was 27.93, the open interest changed by 0 which decreased total open position to 283
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 2518.1, which was -603.55 lower than the previous day. The implied volatity was 26.23, the open interest changed by 173 which increased total open position to 277
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 3121.65, which was -1207.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 104
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 3121.65, which was -1207.55 lower than the previous day. The implied volatity was 20.23, the open interest changed by -54 which decreased total open position to 101
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 4329.2, which was 1369.35 higher than the previous day. The implied volatity was 27.86, the open interest changed by -1 which decreased total open position to 157
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 2959.85, which was 996.15 higher than the previous day. The implied volatity was 28.68, the open interest changed by -5 which decreased total open position to 159
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 1989, which was -745.35 lower than the previous day. The implied volatity was 25.42, the open interest changed by 52 which increased total open position to 163
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 2734.35, which was -770.75 lower than the previous day. The implied volatity was 28.26, the open interest changed by 0 which decreased total open position to 112
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 3505.1, which was 1305.1 higher than the previous day. The implied volatity was 26.29, the open interest changed by -20 which decreased total open position to 112
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 2200, which was 127.3 higher than the previous day. The implied volatity was 25.55, the open interest changed by 1 which increased total open position to 133
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 2024.55, which was 961.45 higher than the previous day. The implied volatity was 24.52, the open interest changed by -91 which decreased total open position to 132
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1069.25, which was -278.45 lower than the previous day. The implied volatity was 21.47, the open interest changed by 77 which increased total open position to 221
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1334.65, which was -339 lower than the previous day. The implied volatity was 22.32, the open interest changed by 27 which increased total open position to 144
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1700, which was -332.9 lower than the previous day. The implied volatity was 23.76, the open interest changed by 21 which increased total open position to 117
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 2047.1, which was 729.65 higher than the previous day. The implied volatity was 24.49, the open interest changed by 17 which increased total open position to 96
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1330.9, which was 1083.4 higher than the previous day. The implied volatity was 23.04, the open interest changed by 79 which increased total open position to 79
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 247.5, which was 0 lower than the previous day. The implied volatity was 1.88, 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 247.5, which was 0 lower than the previous day. The implied volatity was 3.2, 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 247.5, which was 0 lower than the previous day. The implied volatity was 2.14, 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 247.5, which was 0 lower than the previous day. The implied volatity was 3.91, 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 247.5, 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 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 247.5, which was 0 lower than the previous day. The implied volatity was 4.8, 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 247.5, which was 0 lower than the previous day. The implied volatity was 5.69, 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 247.5, which was 0 lower than the previous day. The implied volatity was 6.12, 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 247.5, which was 0 lower than the previous day. The implied volatity was 6.57, 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 247.5, which was 0 lower than the previous day. The implied volatity was 6.46, 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 247.5, 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 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 247.5, which was 0 lower than the previous day. The implied volatity was 6.61, 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 247.5, which was 0 lower than the previous day. The implied volatity was 6.5, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 247.5, which was 0 lower than the previous day. The implied volatity was 6, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 247.5, which was 0 lower than the previous day. The implied volatity was 6.65, 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 247.5, 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 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 247.5, which was 0 lower than the previous day. The implied volatity was 6.11, 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 247.5, which was 0 lower than the previous day. The implied volatity was 5.56, 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 247.5, which was 0 lower than the previous day. The implied volatity was 5.85, 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 247.5, which was 0 lower than the previous day. The implied volatity was 5.86, 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 247.5, which was 0 lower than the previous day. The implied volatity was 5.71, 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 247.5, which was 0 lower than the previous day. The implied volatity was 5.76, 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 247.5, which was 0 lower than the previous day. The implied volatity was 5.09, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 247.5, 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 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 247.5, which was 0 lower than the previous day. The implied volatity was 5.28, 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 247.5, which was 0 lower than the previous day. The implied volatity was 5.18, 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 247.5, which was 0 lower than the previous day. The implied volatity was 4, 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 247.5, which was 0 lower than the previous day. The implied volatity was 4.14, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 247.5, which was 0 lower than the previous day. The implied volatity was 4.87, the open interest changed by 0 which decreased total open position to 0
