BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 04:10 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 55000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 0.18
Theta: -51.06
Gamma: 0.0002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 56089.75 | 1299.95 | -147.70000000000005 | 23.71 | 11,002 | -721 | 11,262 | |||||||||
| 23 Apr | 56305.00 | 1445.8 | -797.3999999999999 | 18.57 | 5,674 | -734 | 11,988 | |||||||||
| 22 Apr | 57124.45 | 2225 | -260.4000000000001 | 21.98 | 2,351 | -705 | 12,724 | |||||||||
| 21 Apr | 57371.45 | 2488 | 591.55 | 22.65 | 4,339 | -1,388 | 14,660 | |||||||||
| 20 Apr | 56582.35 | 1838.85 | -99.05000000000018 | 23.33 | 4,543 | -891 | 16,118 | |||||||||
| 17 Apr | 56565.70 | 1950 | 314.54999999999995 | 21.79 | 5,448 | -420 | 17,485 | |||||||||
| 16 Apr | 56086.40 | 1596.5 | -245 | 23.09 | 7,522 | -511 | 17,932 | |||||||||
| 15 Apr | 56301.95 | 1805.15 | 265.75 | 22.84 | 10,870 | -1,707 | 18,502 | |||||||||
| 13 Apr | 55605.05 | 1525.75 | -149.5999999999999 | 25.49 | 75,779 | 356 | 20,343 | |||||||||
| 10 Apr | 55912.75 | 1681.1 | 498.5 | 21.3 | 41,379 | -4,747 | 20,599 | |||||||||
| 9 Apr | 54821.70 | 1169.6 | -469.75 | 23.56 | 73,594 | 4,640 | 25,693 | |||||||||
| 8 Apr | 55703.90 | 1689.15 | 1170.3 | 20.89 | 98,827 | -2,589 | 21,410 | |||||||||
| 7 Apr | 52716.25 | 515 | -54.3 | 24.61 | 48,474 | -5 | 24,061 | |||||||||
| 6 Apr | 52609.10 | 572.7 | 177.9 | 26.09 | 76,743 | 302 | 24,116 | |||||||||
| 2 Apr | 51548.75 | 396.2 | -3.65 | 25.36 | 84,771 | 2,710 | 23,988 | |||||||||
| 1 Apr | 51448.65 | 392 | 72.25 | 24.92 | 64,044 | 2,843 | 21,282 | |||||||||
| 30 Mar | 50275.35 | 321.05 | -394 | 27.42 | 34,951 | 4,762 | 18,194 | |||||||||
| 27 Mar | 52274.60 | 706.95 | -496.3 | 24.68 | 19,566 | 416 | 13,320 | |||||||||
| 25 Mar | 53708.10 | 1209.4 | 312.3 | 24.02 | 16,314 | 2,869 | 12,905 | |||||||||
| 24 Mar | 52605.65 | 948 | 232.45 | 25.28 | 10,452 | -15 | 10,050 | |||||||||
| 23 Mar | 51437.75 | 683.8 | -514.7 | 27.26 | 10,130 | 773 | 10,049 | |||||||||
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| 20 Mar | 53427.05 | 1160.05 | -36.8 | 22.68 | 7,841 | 1,720 | 9,268 | |||||||||
| 19 Mar | 53451.00 | 1286.95 | -640.35 | 22.78 | 6,047 | 871 | 7,553 | |||||||||
| 18 Mar | 55326.05 | 1925 | 129.85 | 19.2 | 5,198 | 987 | 6,721 | |||||||||
| 17 Mar | 54876.00 | 1810 | 93.4 | 21.18 | 3,316 | 231 | 5,758 | |||||||||
| 16 Mar | 54413.40 | 1686.05 | 183.15 | 23.13 | 3,683 | 131 | 5,517 | |||||||||
| 13 Mar | 53757.85 | 1477 | -718.05 | 22.66 | 7,243 | 2,396 | 5,371 | |||||||||
| 12 Mar | 55100.95 | 2200 | -329.3 | 22.34 | 4,311 | 2,082 | 2,975 | |||||||||
| 11 Mar | 55735.75 | 2487 | -878.75 | 21.43 | 377 | 54 | 896 | |||||||||
| 10 Mar | 56950.80 | 3389.05 | 476.4 | 20.72 | 602 | -101 | 846 | |||||||||
| 9 Mar | 56019.80 | 2907.35 | -1063.6 | 23.42 | 1,659 | 805 | 936 | |||||||||
| 6 Mar | 57783.25 | 3999.95 | -1164.4 | 19.02 | 124 | -23 | 131 | |||||||||
| 5 Mar | 59055.85 | 5164.35 | 338.25 | 21.75 | 99 | 73 | 153 | |||||||||
| 4 Mar | 58755.25 | 4826.1 | -761.6 | 17.63 | 75 | 46 | 80 | |||||||||
| 2 Mar | 59839.65 | 5587.7 | -812.3 | 9.64 | 10 | 9 | 33 | |||||||||
| 27 Feb | 60529.00 | 6400 | -200 | 12.28 | 1 | 0 | 23 | |||||||||
| 26 Feb | 61187.70 | 6600 | 0 | - | 0 | 0 | 23 | |||||||||
| 25 Feb | 61043.35 | 6600 | 0 | - | 1 | 0 | 22 | |||||||||
| 24 Feb | 61047.30 | 6600 | -230 | - | 1 | 0 | 21 | |||||||||
| 23 Feb | 61264.25 | 6830 | 80 | - | 2 | 1 | 20 | |||||||||
| 20 Feb | 61172.00 | 6750 | 0 | - | 3 | 2 | 20 | |||||||||
| 19 Feb | 60739.55 | 6750 | 150 | - | 0 | 0 | 18 | |||||||||
| 18 Feb | 61550.80 | 6750 | 150 | - | 1 | 0 | 17 | |||||||||
| 17 Feb | 61174.00 | 6600 | 490 | - | 7 | 5 | 15 | |||||||||
| 16 Feb | 60949.10 | 6110 | -248.35 | - | 7 | 3 | 7 | |||||||||
| 13 Feb | 60186.65 | 6327.65 | 1007.15 | - | 0 | 0 | 4 | |||||||||
| 12 Feb | 60739.75 | 6327.65 | 1007.15 | - | 0 | 0 | 4 | |||||||||
| 11 Feb | 60745.35 | 6327.65 | 1007.15 | - | 4 | 3 | 3 | |||||||||
| 10 Feb | 60626.40 | 5320.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 5320.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 5320.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 5320.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 5320.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 5320.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 5320.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 5320.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 5320.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 5320.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 55000 expiring on 28APR2026
Delta for 55000 CE is 0.79
Historical price for 55000 CE is as follows
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 1299.95, which was -147.70000000000005 lower than the previous day. The implied volatity was 23.71, the open interest changed by -721 which decreased total open position to 11262
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1445.8, which was -797.3999999999999 lower than the previous day. The implied volatity was 18.57, the open interest changed by -734 which decreased total open position to 11988
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 2225, which was -260.4000000000001 lower than the previous day. The implied volatity was 21.98, the open interest changed by -705 which decreased total open position to 12724
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 2488, which was 591.55 higher than the previous day. The implied volatity was 22.65, the open interest changed by -1388 which decreased total open position to 14660
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1838.85, which was -99.05000000000018 lower than the previous day. The implied volatity was 23.33, the open interest changed by -891 which decreased total open position to 16118
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1950, which was 314.54999999999995 higher than the previous day. The implied volatity was 21.79, the open interest changed by -420 which decreased total open position to 17485
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1596.5, which was -245 lower than the previous day. The implied volatity was 23.09, the open interest changed by -511 which decreased total open position to 17932
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1805.15, which was 265.75 higher than the previous day. The implied volatity was 22.84, the open interest changed by -1707 which decreased total open position to 18502
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1525.75, which was -149.5999999999999 lower than the previous day. The implied volatity was 25.49, the open interest changed by 356 which increased total open position to 20343
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1681.1, which was 498.5 higher than the previous day. The implied volatity was 21.3, the open interest changed by -4747 which decreased total open position to 20599
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1169.6, which was -469.75 lower than the previous day. The implied volatity was 23.56, the open interest changed by 4640 which increased total open position to 25693
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1689.15, which was 1170.3 higher than the previous day. The implied volatity was 20.89, the open interest changed by -2589 which decreased total open position to 21410
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 515, which was -54.3 lower than the previous day. The implied volatity was 24.61, the open interest changed by -5 which decreased total open position to 24061
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 572.7, which was 177.9 higher than the previous day. The implied volatity was 26.09, the open interest changed by 302 which increased total open position to 24116
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 396.2, which was -3.65 lower than the previous day. The implied volatity was 25.36, the open interest changed by 2710 which increased total open position to 23988
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 392, which was 72.25 higher than the previous day. The implied volatity was 24.92, the open interest changed by 2843 which increased total open position to 21282
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 321.05, which was -394 lower than the previous day. The implied volatity was 27.42, the open interest changed by 4762 which increased total open position to 18194
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 706.95, which was -496.3 lower than the previous day. The implied volatity was 24.68, the open interest changed by 416 which increased total open position to 13320
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 1209.4, which was 312.3 higher than the previous day. The implied volatity was 24.02, the open interest changed by 2869 which increased total open position to 12905
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 948, which was 232.45 higher than the previous day. The implied volatity was 25.28, the open interest changed by -15 which decreased total open position to 10050
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 683.8, which was -514.7 lower than the previous day. The implied volatity was 27.26, the open interest changed by 773 which increased total open position to 10049
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 1160.05, which was -36.8 lower than the previous day. The implied volatity was 22.68, the open interest changed by 1720 which increased total open position to 9268
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1286.95, which was -640.35 lower than the previous day. The implied volatity was 22.78, the open interest changed by 871 which increased total open position to 7553
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1925, which was 129.85 higher than the previous day. The implied volatity was 19.2, the open interest changed by 987 which increased total open position to 6721
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1810, which was 93.4 higher than the previous day. The implied volatity was 21.18, the open interest changed by 231 which increased total open position to 5758
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1686.05, which was 183.15 higher than the previous day. The implied volatity was 23.13, the open interest changed by 131 which increased total open position to 5517
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1477, which was -718.05 lower than the previous day. The implied volatity was 22.66, the open interest changed by 2396 which increased total open position to 5371
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 2200, which was -329.3 lower than the previous day. The implied volatity was 22.34, the open interest changed by 2082 which increased total open position to 2975
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 2487, which was -878.75 lower than the previous day. The implied volatity was 21.43, the open interest changed by 54 which increased total open position to 896
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 3389.05, which was 476.4 higher than the previous day. The implied volatity was 20.72, the open interest changed by -101 which decreased total open position to 846
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2907.35, which was -1063.6 lower than the previous day. The implied volatity was 23.42, the open interest changed by 805 which increased total open position to 936
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 3999.95, which was -1164.4 lower than the previous day. The implied volatity was 19.02, the open interest changed by -23 which decreased total open position to 131
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 5164.35, which was 338.25 higher than the previous day. The implied volatity was 21.75, the open interest changed by 73 which increased total open position to 153
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 4826.1, which was -761.6 lower than the previous day. The implied volatity was 17.63, the open interest changed by 46 which increased total open position to 80
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 5587.7, which was -812.3 lower than the previous day. The implied volatity was 9.64, the open interest changed by 9 which increased total open position to 33
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 6400, which was -200 lower than the previous day. The implied volatity was 12.28, the open interest changed by 0 which decreased total open position to 23
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 6600, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 6600, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 6600, which was -230 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 6830, which was 80 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 20
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 6750, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 20
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 6750, which was 150 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 6750, which was 150 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 6600, which was 490 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 15
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 6110, which was -248.35 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 7
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 6327.65, which was 1007.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 6327.65, which was 1007.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 6327.65, which was 1007.15 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 5320.5, 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 5320.5, 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 5320.5, 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 5320.5, 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 5320.5, 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 5320.5, 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 5320.5, 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 5320.5, 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 5320.5, 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 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 5320.5, 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) 55000 PE | |||||||
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Delta: -0.18
Vega: 0.16
Theta: -30.61
Gamma: 0.00021
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 56089.75 | 117.9 | -16 | 20.11 | 2,47,473 | 1,644 | 25,297 |
| 23 Apr | 56305.00 | 130.25 | 32.150000000000006 | 21.18 | 92,257 | -3,464 | 23,977 |
| 22 Apr | 57124.45 | 93.45 | -34.25 | 23.95 | 1,15,234 | -1,326 | 27,485 |
| 21 Apr | 57371.45 | 125.1 | -183.4 | 26.01 | 82,416 | 3,095 | 31,271 |
| 20 Apr | 56582.35 | 320.8 | 36.30000000000001 | 27.1 | 88,381 | 1,836 | 28,330 |
| 17 Apr | 56565.70 | 280.9 | -174.70000000000005 | 22.66 | 56,729 | 416 | 26,987 |
| 16 Apr | 56086.40 | 478.1 | 26.150000000000034 | 23.11 | 60,997 | 1,751 | 26,762 |
| 15 Apr | 56301.95 | 464 | -349.45000000000005 | 23.69 | 61,329 | 1,881 | 25,025 |
| 13 Apr | 55605.05 | 805.2 | 171.4000000000001 | 24.81 | 74,870 | 908 | 23,576 |
| 10 Apr | 55912.75 | 630 | -483.4000000000001 | 21.93 | 75,788 | 3,518 | 23,281 |
| 9 Apr | 54821.70 | 1102.95 | 362.70000000000005 | 21.7 | 1,00,840 | -664 | 20,146 |
| 8 Apr | 55703.90 | 715 | -1893.55 | 22.67 | 91,773 | 10,952 | 20,827 |
| 7 Apr | 52716.25 | 2614.3 | -34.75 | 27.53 | 929 | -64 | 9,880 |
| 6 Apr | 52609.10 | 2650 | -900.7 | 25.93 | 1,427 | -111 | 9,964 |
| 2 Apr | 51548.75 | 3456.1 | -99.1 | 25.71 | 937 | -11 | 10,076 |
| 1 Apr | 51448.65 | 3550 | -1050.3 | 27.03 | 1,380 | 126 | 10,089 |
| 30 Mar | 50275.35 | 4467.7 | 1353.4 | 27.01 | 6,659 | 707 | 9,972 |
| 27 Mar | 52274.60 | 3145 | 1051.45 | 29.69 | 4,190 | 1,463 | 9,186 |
| 25 Mar | 53708.10 | 2100 | -695.75 | 25.28 | 5,857 | -109 | 7,727 |
| 24 Mar | 52605.65 | 2711 | -1001.75 | 25.78 | 2,845 | 176 | 7,879 |
| 23 Mar | 51437.75 | 3925.85 | 1704.55 | 31.27 | 3,277 | -604 | 7,707 |
| 20 Mar | 53427.05 | 2212.75 | -20.15 | 24.01 | 7,031 | 1,539 | 8,312 |
| 19 Mar | 53451.00 | 2124.8 | 997.3 | 24.34 | 3,902 | -356 | 6,779 |
| 18 Mar | 55326.05 | 1130.75 | -287.85 | 21.2 | 6,871 | 179 | 7,112 |
| 17 Mar | 54876.00 | 1412.75 | -351.35 | 22.14 | 2,468 | 592 | 6,961 |
| 16 Mar | 54413.40 | 1805.15 | -340.3 | 23.81 | 3,065 | 237 | 6,336 |
| 13 Mar | 53757.85 | 2225.7 | 836.55 | 25.4 | 7,579 | 1,937 | 6,108 |
| 12 Mar | 55100.95 | 1356.15 | 174.85 | 22.26 | 6,351 | 1,204 | 4,175 |
| 11 Mar | 55735.75 | 1220 | 513.15 | 23.03 | 3,105 | 574 | 2,976 |
| 10 Mar | 56950.80 | 713.15 | -520.9 | 21.52 | 3,573 | -325 | 2,457 |
| 9 Mar | 56019.80 | 1266.45 | 681.05 | 24.85 | 7,295 | 1,213 | 2,792 |
| 6 Mar | 57783.25 | 565.7 | 242.3 | 21.43 | 2,787 | 809 | 1,579 |
| 5 Mar | 59055.85 | 325.05 | -122.35 | 20.54 | 1,699 | 17 | 802 |
| 4 Mar | 58755.25 | 448 | 279.85 | 22.21 | 2,224 | 165 | 793 |
| 2 Mar | 59839.65 | 166.8 | 75.7 | 18.63 | 1,073 | 194 | 638 |
| 27 Feb | 60529.00 | 94.2 | 9.25 | 17.26 | 155 | 33 | 442 |
| 26 Feb | 61187.70 | 87.5 | -7.25 | 18.05 | 217 | -10 | 422 |
| 25 Feb | 61043.35 | 96 | -6.05 | 18.1 | 368 | -100 | 441 |
| 24 Feb | 61047.30 | 98.95 | -6.55 | 18.24 | 170 | 75 | 545 |
| 23 Feb | 61264.25 | 107.75 | -10.15 | 18.85 | 36 | 7 | 472 |
| 20 Feb | 61172.00 | 117.65 | -10.45 | 18.62 | 114 | 13 | 466 |
| 19 Feb | 60739.55 | 132.15 | 23.85 | 18.05 | 404 | 214 | 455 |
| 18 Feb | 61550.80 | 108.95 | -2.65 | 18.8 | 63 | 15 | 257 |
| 17 Feb | 61174.00 | 111.25 | -10.95 | 18.09 | 106 | 35 | 224 |
| 16 Feb | 60949.10 | 120.05 | -17.05 | 18.02 | 33 | 11 | 189 |
| 13 Feb | 60186.65 | 149.45 | 36 | 17.07 | 81 | 35 | 178 |
| 12 Feb | 60739.75 | 117.15 | 12.95 | 17.05 | 9 | 5 | 145 |
| 11 Feb | 60745.35 | 107.95 | -3.85 | 16.72 | 12 | 3 | 141 |
| 10 Feb | 60626.40 | 111.8 | -1.4 | 16.47 | 25 | 5 | 147 |
| 9 Feb | 60669.35 | 117 | -6 | 16.73 | 61 | 40 | 142 |
| 6 Feb | 60120.55 | 123 | -10.35 | 15.71 | 16 | 1 | 105 |
| 5 Feb | 60063.65 | 132 | -18 | 15.79 | 15 | 8 | 104 |
| 4 Feb | 60238.15 | 150 | -21.85 | 16.36 | 54 | 29 | 96 |
| 3 Feb | 60041.30 | 165.3 | -123.85 | 16.42 | 44 | 18 | 76 |
| 2 Feb | 58619.00 | 288.25 | 33.25 | 16.04 | 36 | 9 | 60 |
| 1 Feb | 58417.20 | 255 | 50.3 | 14.8 | 15 | 0 | 52 |
| 30 Jan | 59610.45 | 196 | 21 | 16.09 | 6 | 4 | 52 |
| 29 Jan | 59957.85 | 175 | -24 | 16.27 | 9 | -2 | 48 |
For Nifty Bank - strike price 55000 expiring on 28APR2026
Delta for 55000 PE is -0.18
Historical price for 55000 PE is as follows
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 117.9, which was -16 lower than the previous day. The implied volatity was 20.11, the open interest changed by 1644 which increased total open position to 25297
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 130.25, which was 32.150000000000006 higher than the previous day. The implied volatity was 21.18, the open interest changed by -3464 which decreased total open position to 23977
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 93.45, which was -34.25 lower than the previous day. The implied volatity was 23.95, the open interest changed by -1326 which decreased total open position to 27485
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 125.1, which was -183.4 lower than the previous day. The implied volatity was 26.01, the open interest changed by 3095 which increased total open position to 31271
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 320.8, which was 36.30000000000001 higher than the previous day. The implied volatity was 27.1, the open interest changed by 1836 which increased total open position to 28330
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 280.9, which was -174.70000000000005 lower than the previous day. The implied volatity was 22.66, the open interest changed by 416 which increased total open position to 26987
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 478.1, which was 26.150000000000034 higher than the previous day. The implied volatity was 23.11, the open interest changed by 1751 which increased total open position to 26762
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 464, which was -349.45000000000005 lower than the previous day. The implied volatity was 23.69, the open interest changed by 1881 which increased total open position to 25025
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 805.2, which was 171.4000000000001 higher than the previous day. The implied volatity was 24.81, the open interest changed by 908 which increased total open position to 23576
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 630, which was -483.4000000000001 lower than the previous day. The implied volatity was 21.93, the open interest changed by 3518 which increased total open position to 23281
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1102.95, which was 362.70000000000005 higher than the previous day. The implied volatity was 21.7, the open interest changed by -664 which decreased total open position to 20146
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 715, which was -1893.55 lower than the previous day. The implied volatity was 22.67, the open interest changed by 10952 which increased total open position to 20827
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 2614.3, which was -34.75 lower than the previous day. The implied volatity was 27.53, the open interest changed by -64 which decreased total open position to 9880
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 2650, which was -900.7 lower than the previous day. The implied volatity was 25.93, the open interest changed by -111 which decreased total open position to 9964
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 3456.1, which was -99.1 lower than the previous day. The implied volatity was 25.71, the open interest changed by -11 which decreased total open position to 10076
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 3550, which was -1050.3 lower than the previous day. The implied volatity was 27.03, the open interest changed by 126 which increased total open position to 10089
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 4467.7, which was 1353.4 higher than the previous day. The implied volatity was 27.01, the open interest changed by 707 which increased total open position to 9972
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 3145, which was 1051.45 higher than the previous day. The implied volatity was 29.69, the open interest changed by 1463 which increased total open position to 9186
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 2100, which was -695.75 lower than the previous day. The implied volatity was 25.28, the open interest changed by -109 which decreased total open position to 7727
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 2711, which was -1001.75 lower than the previous day. The implied volatity was 25.78, the open interest changed by 176 which increased total open position to 7879
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 3925.85, which was 1704.55 higher than the previous day. The implied volatity was 31.27, the open interest changed by -604 which decreased total open position to 7707
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 2212.75, which was -20.15 lower than the previous day. The implied volatity was 24.01, the open interest changed by 1539 which increased total open position to 8312
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 2124.8, which was 997.3 higher than the previous day. The implied volatity was 24.34, the open interest changed by -356 which decreased total open position to 6779
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1130.75, which was -287.85 lower than the previous day. The implied volatity was 21.2, the open interest changed by 179 which increased total open position to 7112
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1412.75, which was -351.35 lower than the previous day. The implied volatity was 22.14, the open interest changed by 592 which increased total open position to 6961
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1805.15, which was -340.3 lower than the previous day. The implied volatity was 23.81, the open interest changed by 237 which increased total open position to 6336
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 2225.7, which was 836.55 higher than the previous day. The implied volatity was 25.4, the open interest changed by 1937 which increased total open position to 6108
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1356.15, which was 174.85 higher than the previous day. The implied volatity was 22.26, the open interest changed by 1204 which increased total open position to 4175
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1220, which was 513.15 higher than the previous day. The implied volatity was 23.03, the open interest changed by 574 which increased total open position to 2976
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 713.15, which was -520.9 lower than the previous day. The implied volatity was 21.52, the open interest changed by -325 which decreased total open position to 2457
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1266.45, which was 681.05 higher than the previous day. The implied volatity was 24.85, the open interest changed by 1213 which increased total open position to 2792
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 565.7, which was 242.3 higher than the previous day. The implied volatity was 21.43, the open interest changed by 809 which increased total open position to 1579
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 325.05, which was -122.35 lower than the previous day. The implied volatity was 20.54, the open interest changed by 17 which increased total open position to 802
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 448, which was 279.85 higher than the previous day. The implied volatity was 22.21, the open interest changed by 165 which increased total open position to 793
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 166.8, which was 75.7 higher than the previous day. The implied volatity was 18.63, the open interest changed by 194 which increased total open position to 638
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 94.2, which was 9.25 higher than the previous day. The implied volatity was 17.26, the open interest changed by 33 which increased total open position to 442
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 87.5, which was -7.25 lower than the previous day. The implied volatity was 18.05, the open interest changed by -10 which decreased total open position to 422
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 96, which was -6.05 lower than the previous day. The implied volatity was 18.1, the open interest changed by -100 which decreased total open position to 441
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 98.95, which was -6.55 lower than the previous day. The implied volatity was 18.24, the open interest changed by 75 which increased total open position to 545
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 107.75, which was -10.15 lower than the previous day. The implied volatity was 18.85, the open interest changed by 7 which increased total open position to 472
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 117.65, which was -10.45 lower than the previous day. The implied volatity was 18.62, the open interest changed by 13 which increased total open position to 466
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 132.15, which was 23.85 higher than the previous day. The implied volatity was 18.05, the open interest changed by 214 which increased total open position to 455
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 108.95, which was -2.65 lower than the previous day. The implied volatity was 18.8, the open interest changed by 15 which increased total open position to 257
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 111.25, which was -10.95 lower than the previous day. The implied volatity was 18.09, the open interest changed by 35 which increased total open position to 224
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 120.05, which was -17.05 lower than the previous day. The implied volatity was 18.02, the open interest changed by 11 which increased total open position to 189
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 149.45, which was 36 higher than the previous day. The implied volatity was 17.07, the open interest changed by 35 which increased total open position to 178
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 117.15, which was 12.95 higher than the previous day. The implied volatity was 17.05, the open interest changed by 5 which increased total open position to 145
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 107.95, which was -3.85 lower than the previous day. The implied volatity was 16.72, the open interest changed by 3 which increased total open position to 141
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 111.8, which was -1.4 lower than the previous day. The implied volatity was 16.47, the open interest changed by 5 which increased total open position to 147
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 117, which was -6 lower than the previous day. The implied volatity was 16.73, the open interest changed by 40 which increased total open position to 142
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 123, which was -10.35 lower than the previous day. The implied volatity was 15.71, the open interest changed by 1 which increased total open position to 105
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 132, which was -18 lower than the previous day. The implied volatity was 15.79, the open interest changed by 8 which increased total open position to 104
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 150, which was -21.85 lower than the previous day. The implied volatity was 16.36, the open interest changed by 29 which increased total open position to 96
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 165.3, which was -123.85 lower than the previous day. The implied volatity was 16.42, the open interest changed by 18 which increased total open position to 76
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 288.25, which was 33.25 higher than the previous day. The implied volatity was 16.04, the open interest changed by 9 which increased total open position to 60
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 255, which was 50.3 higher than the previous day. The implied volatity was 14.8, the open interest changed by 0 which decreased total open position to 52
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 196, which was 21 higher than the previous day. The implied volatity was 16.09, the open interest changed by 4 which increased total open position to 52
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 175, which was -24 lower than the previous day. The implied volatity was 16.27, the open interest changed by -2 which decreased total open position to 48
