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Historical option data for BANKNIFTY

02 Jun 2026 04:10 PM IST
BANKNIFTY 30-Jun-2026 (28d) 55000 CE
Delta: 0.37
Vega: 0.57
Theta: -21.37
Gamma: 0.00014
Date Close Ltp Change IV Volume OI Chg OI
2 Jun 53714.65 689.9 7.75 (1.14%) 18.24 69,721 504 33,251
1 Jun 53643.10 666.8 -360 (-35.06%) 18.56 72,255 3,149 32,928
29 May 54239.20 1039.8 -200.5 (-16.17%) 18.76 1,19,634 5,872 30,148
27 May 54853.85 1225 -193.65 (-13.65%) 17.09 98,378 3,890 24,365
26 May 55092.90 1459.35 -102.6 (-6.57%) 17.71 34,798 2,144 20,556
25 May 55293.65 1646.55 620.1 (60.41%) 18.47 41,010 7,615 18,425
22 May 54055.35 1082.1 267.65 (32.86%) 18.63 17,712 3,640 10,854
21 May 53439.40 823.4 -83.45 (-9.20%) 18.71 11,336 1,726 7,371
20 May 53562.20 905.95 40.65 (4.70%) 18.91 11,030 -334 5,646
19 May 53409.15 866 -145 (-14.34%) 19.09 8,891 1,609 6,027
18 May 53537.00 1007.05 -74.95 (-6.93%) 20.13 10,835 777 4,435
15 May 53710.35 1112 -126.95 (-10.25%) 19.78 4,431 454 3,659
14 May 54128.95 1336.5 280.55 (26.57%) 20.04 4,044 -193 3,209
13 May 53456.15 1056 -45.35 (-4.12%) 19.8 3,254 946 3,405
12 May 53555.20 1159 -325.1 (-21.91%) 19.67 2,896 288 2,466
11 May 54439.90 1485 -422.3 (-22.14%) 0 2,876 767 2,190
8 May 55310.55 1890.9 -496.55 (-20.80%) 17.63 775 118 1,424
7 May 56047.40 2410.2 -5 (-0.21%) 17.89 785 33 1,314
6 May 55981.05 2449.55 857.6 (53.87%) 18.49 2,499 -236 1,290
5 May 54547.05 1588.5 -203.55 (-11.36%) 18.46 1,663 315 1,525
4 May 54878.50 1726.6 -166.35 (-8.79%) 17.82 1,188 982 1,210
30 Apr 54863.35 1931.65 -196 (-9.21%) 18.81 1,120 419 647
29 Apr 55403.60 2064.8 -158.7 (-7.14%) 17.54 304 37 227
28 Apr 55400.35 2270 -618.4 (-21.41%) 19.25 147 15 190
27 Apr 56264.30 2913.6 32.8 (1.14%) 20.14 149 16 175
24 Apr 56089.75 2870 -56.5 (-1.93%) 20.52 85 4 160
23 Apr 56305.00 2921.15 -700.05 (-19.33%) 19.51 43 0 161
22 Apr 57124.45 3621.2 -81 (-2.19%) 19.58 150 -96 161
21 Apr 57371.45 3695 502 (15.72%) 18.82 68 -33 259
20 Apr 56582.35 3160 -142.05 (-4.30%) 19.76 98 4 292
17 Apr 56565.70 3302.05 301.6 (10.05%) 20.16 16 1 291
16 Apr 56086.40 3002 -148.05 (-4.70%) 20.74 63 8 299
15 Apr 56301.95 3150.05 265.9 (9.22%) 20.11 40 6 292
13 Apr 55605.05 2850 -90.7 (-3.08%) 21.67 67 9 290
10 Apr 55912.75 2942 457.4 (18.41%) 19.7 90 7 279
9 Apr 54821.70 2450 -442.4 (-15.30%) 21.15 180 36 274
8 Apr 55703.90 2921.4 1326 (83.11%) 16.76 770 105 238
7 Apr 52716.25 1614.95 -20.15 (-1.23%) 20.55 64 4 132
6 Apr 52609.10 1644 385.15 (30.60%) 21.21 154 23 127
2 Apr 51548.75 1260 -2.3 (-0.18%) 20.78 185 86 104


For Nifty Bank - strike price 55000 expiring on 30JUN2026

Delta for 55000 CE is 0.37

Historical price for 55000 CE is as follows

On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 689.9, which was 7.75 higher than the previous day. The implied volatity was 18.24, the open interest changed by 504 which increased total open position to 33251


On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 666.8, which was -360 lower than the previous day. The implied volatity was 18.56, the open interest changed by 3149 which increased total open position to 32928


On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 1039.8, which was -200.5 lower than the previous day. The implied volatity was 18.76, the open interest changed by 5872 which increased total open position to 30148


On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 1225, which was -193.65 lower than the previous day. The implied volatity was 17.09, the open interest changed by 3890 which increased total open position to 24365


On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 1459.35, which was -102.6 lower than the previous day. The implied volatity was 17.71, the open interest changed by 2144 which increased total open position to 20556


On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 1646.55, which was 620.1 higher than the previous day. The implied volatity was 18.47, the open interest changed by 7615 which increased total open position to 18425


On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 1082.1, which was 267.65 higher than the previous day. The implied volatity was 18.63, the open interest changed by 3640 which increased total open position to 10854


On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 823.4, which was -83.45 lower than the previous day. The implied volatity was 18.71, the open interest changed by 1726 which increased total open position to 7371


On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 905.95, which was 40.65 higher than the previous day. The implied volatity was 18.91, the open interest changed by -334 which decreased total open position to 5646


On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 866, which was -145 lower than the previous day. The implied volatity was 19.09, the open interest changed by 1609 which increased total open position to 6027


On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 1007.05, which was -74.95 lower than the previous day. The implied volatity was 20.13, the open interest changed by 777 which increased total open position to 4435


On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 1112, which was -126.95 lower than the previous day. The implied volatity was 19.78, the open interest changed by 454 which increased total open position to 3659


On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 1336.5, which was 280.55 higher than the previous day. The implied volatity was 20.04, the open interest changed by -193 which decreased total open position to 3209


On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 1056, which was -45.35 lower than the previous day. The implied volatity was 19.8, the open interest changed by 946 which increased total open position to 3405


On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 1159, which was -325.1 lower than the previous day. The implied volatity was 19.67, the open interest changed by 288 which increased total open position to 2466


On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 1485, which was -422.3 lower than the previous day. The implied volatity was 0, the open interest changed by 767 which increased total open position to 2190


On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 1890.9, which was -496.55 lower than the previous day. The implied volatity was 17.63, the open interest changed by 118 which increased total open position to 1424


On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 2410.2, which was -5 lower than the previous day. The implied volatity was 17.89, the open interest changed by 33 which increased total open position to 1314


On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 2449.55, which was 857.6 higher than the previous day. The implied volatity was 18.49, the open interest changed by -236 which decreased total open position to 1290


On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 1588.5, which was -203.55 lower than the previous day. The implied volatity was 18.46, the open interest changed by 315 which increased total open position to 1525


On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 1726.6, which was -166.35 lower than the previous day. The implied volatity was 17.82, the open interest changed by 982 which increased total open position to 1210


On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 1931.65, which was -196 lower than the previous day. The implied volatity was 18.81, the open interest changed by 419 which increased total open position to 647


On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 2064.8, which was -158.7 lower than the previous day. The implied volatity was 17.54, the open interest changed by 37 which increased total open position to 227


On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 2270, which was -618.4 lower than the previous day. The implied volatity was 19.25, the open interest changed by 15 which increased total open position to 190


On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 2913.6, which was 32.8 higher than the previous day. The implied volatity was 20.14, the open interest changed by 16 which increased total open position to 175


On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 2870, which was -56.5 lower than the previous day. The implied volatity was 20.52, the open interest changed by 4 which increased total open position to 160


On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 2921.15, which was -700.05 lower than the previous day. The implied volatity was 19.51, the open interest changed by 0 which decreased total open position to 161


On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 3621.2, which was -81 lower than the previous day. The implied volatity was 19.58, the open interest changed by -96 which decreased total open position to 161


On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 3695, which was 502 higher than the previous day. The implied volatity was 18.82, the open interest changed by -33 which decreased total open position to 259


On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 3160, which was -142.05 lower than the previous day. The implied volatity was 19.76, the open interest changed by 4 which increased total open position to 292


On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 3302.05, which was 301.6 higher than the previous day. The implied volatity was 20.16, the open interest changed by 1 which increased total open position to 291


On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 3002, which was -148.05 lower than the previous day. The implied volatity was 20.74, the open interest changed by 8 which increased total open position to 299


On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 3150.05, which was 265.9 higher than the previous day. The implied volatity was 20.11, the open interest changed by 6 which increased total open position to 292


On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 2850, which was -90.7 lower than the previous day. The implied volatity was 21.67, the open interest changed by 9 which increased total open position to 290


On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 2942, which was 457.4 higher than the previous day. The implied volatity was 19.7, the open interest changed by 7 which increased total open position to 279


On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 2450, which was -442.4 lower than the previous day. The implied volatity was 21.15, the open interest changed by 36 which increased total open position to 274


On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 2921.4, which was 1326 higher than the previous day. The implied volatity was 16.76, the open interest changed by 105 which increased total open position to 238


On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 1614.95, which was -20.15 lower than the previous day. The implied volatity was 20.55, the open interest changed by 4 which increased total open position to 132


On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 1644, which was 385.15 higher than the previous day. The implied volatity was 21.21, the open interest changed by 23 which increased total open position to 127


On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 1260, which was -2.3 lower than the previous day. The implied volatity was 20.78, the open interest changed by 86 which increased total open position to 104


BANKNIFTY 30-Jun-2026 (28d) 55000 PE
Delta: -0.65
Vega: 0.56
Theta: -10.77
Gamma: 0.00015
Date Close Ltp Change IV Volume OI Chg OI
2 Jun 53714.65 1544.9 -142.15 (-8.43%) 16.27 12,221 -1,011 21,033
1 Jun 53643.10 1721 470.4 (37.61%) 17.69 23,782 -2,352 22,107
29 May 54239.20 1265.1 237 (23.05%) 16.54 1,10,040 2,112 24,837
27 May 54853.85 1031.1 32.05 (3.21%) 16.55 1,04,843 2,504 22,794
26 May 55092.90 967.5 40.5 (4.37%) 17.45 41,975 4,828 20,119
25 May 55293.65 880 -698.3 (-44.24%) 17.16 34,173 10,946 15,291
22 May 54055.35 1506 -528.05 (-25.96%) 17.22 3,494 765 4,314
21 May 53439.40 1990.4 47.9 (2.47%) 17.83 2,481 636 3,613
20 May 53562.20 1950.4 -171.6 (-8.09%) 18.56 1,986 374 2,978
19 May 53409.15 2132.2 91.8 (4.50%) 19.52 659 144 2,605
18 May 53537.00 2038.25 65.25 (3.31%) 19.09 1,157 -41 2,463
15 May 53710.35 1947.7 167.85 (9.43%) 18.83 2,094 155 2,513
14 May 54128.95 1732.7 -463.2 (-21.09%) 18.96 1,592 -171 2,360
13 May 53456.15 2182.3 32.25 (1.50%) 19.86 1,782 437 2,533
12 May 53555.20 2082.95 441.7 (26.91%) 0 1,779 -201 2,100
11 May 54439.90 1654.15 463.1 (38.88%) 0 2,766 317 2,319
8 May 55310.55 1198.2 308.6 (34.69%) 18.51 1,242 204 2,010
7 May 56047.40 881.6 -23.7 (-2.62%) 17.99 1,171 197 1,806
6 May 55981.05 880.6 -715.65 (-44.83%) 17.55 2,796 46 1,631
5 May 54547.05 1589.55 152.8 (10.64%) 18.7 1,078 86 1,584
4 May 54878.50 1453.9 -16.85 (-1.15%) 18.8 1,368 491 1,499
30 Apr 54863.35 1445 153.65 (11.90%) 18.8 1,234 208 1,216
29 Apr 55403.60 1308 19.6 (1.52%) 18.76 1,001 196 1,019
28 Apr 55400.35 1272.15 216.15 (20.47%) 18.69 605 127 811
27 Apr 56264.30 1056.55 -140.45 (-11.73%) 19.67 375 142 683
24 Apr 56089.75 1205 51 (4.42%) 20.27 278 -17 540
23 Apr 56305.00 1155.95 242.05 (26.49%) 20.31 212 61 557
22 Apr 57124.45 912.55 84.8 (10.24%) 20.28 365 41 506
21 Apr 57371.45 818 -274.85 (-25.15%) 19.92 517 -113 467
20 Apr 56582.35 1092.4 92.05 (9.20%) 20.25 258 82 579
17 Apr 56565.70 999 -213.2 (-17.59%) 19.1 345 23 490
16 Apr 56086.40 1240.4 50.8 (4.27%) 19.57 225 64 464
15 Apr 56301.95 1197.2 -354.75 (-22.86%) 19.93 199 19 401
13 Apr 55605.05 1540 186.6 (13.79%) 20.65 195 32 385
10 Apr 55912.75 1340 -438.4 (-24.65%) 19.7 192 36 352
9 Apr 54821.70 1812 374 (26.01%) 19.77 336 169 316
8 Apr 55703.90 1421 -3020.35 (-68.01%) 21.91 237 140 140
7 Apr 52716.25 4441.35 0 (0.00%) - 0 0 0
6 Apr 52609.10 4441.35 0 (0.00%) - 0 0 0
2 Apr 51548.75 4441.35 0 (0.00%) - 0 0 0


For Nifty Bank - strike price 55000 expiring on 30JUN2026

Delta for 55000 PE is -0.65

Historical price for 55000 PE is as follows

On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 1544.9, which was -142.15 lower than the previous day. The implied volatity was 16.27, the open interest changed by -1011 which decreased total open position to 21033


On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 1721, which was 470.4 higher than the previous day. The implied volatity was 17.69, the open interest changed by -2352 which decreased total open position to 22107


On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 1265.1, which was 237 higher than the previous day. The implied volatity was 16.54, the open interest changed by 2112 which increased total open position to 24837


On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 1031.1, which was 32.05 higher than the previous day. The implied volatity was 16.55, the open interest changed by 2504 which increased total open position to 22794


On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 967.5, which was 40.5 higher than the previous day. The implied volatity was 17.45, the open interest changed by 4828 which increased total open position to 20119


On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 880, which was -698.3 lower than the previous day. The implied volatity was 17.16, the open interest changed by 10946 which increased total open position to 15291


On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 1506, which was -528.05 lower than the previous day. The implied volatity was 17.22, the open interest changed by 765 which increased total open position to 4314


On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 1990.4, which was 47.9 higher than the previous day. The implied volatity was 17.83, the open interest changed by 636 which increased total open position to 3613


On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 1950.4, which was -171.6 lower than the previous day. The implied volatity was 18.56, the open interest changed by 374 which increased total open position to 2978


On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 2132.2, which was 91.8 higher than the previous day. The implied volatity was 19.52, the open interest changed by 144 which increased total open position to 2605


On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 2038.25, which was 65.25 higher than the previous day. The implied volatity was 19.09, the open interest changed by -41 which decreased total open position to 2463


On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 1947.7, which was 167.85 higher than the previous day. The implied volatity was 18.83, the open interest changed by 155 which increased total open position to 2513


On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 1732.7, which was -463.2 lower than the previous day. The implied volatity was 18.96, the open interest changed by -171 which decreased total open position to 2360


On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 2182.3, which was 32.25 higher than the previous day. The implied volatity was 19.86, the open interest changed by 437 which increased total open position to 2533


On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 2082.95, which was 441.7 higher than the previous day. The implied volatity was 0, the open interest changed by -201 which decreased total open position to 2100


On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 1654.15, which was 463.1 higher than the previous day. The implied volatity was 0, the open interest changed by 317 which increased total open position to 2319


On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 1198.2, which was 308.6 higher than the previous day. The implied volatity was 18.51, the open interest changed by 204 which increased total open position to 2010


On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 881.6, which was -23.7 lower than the previous day. The implied volatity was 17.99, the open interest changed by 197 which increased total open position to 1806


On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 880.6, which was -715.65 lower than the previous day. The implied volatity was 17.55, the open interest changed by 46 which increased total open position to 1631


On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 1589.55, which was 152.8 higher than the previous day. The implied volatity was 18.7, the open interest changed by 86 which increased total open position to 1584


On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 1453.9, which was -16.85 lower than the previous day. The implied volatity was 18.8, the open interest changed by 491 which increased total open position to 1499


On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 1445, which was 153.65 higher than the previous day. The implied volatity was 18.8, the open interest changed by 208 which increased total open position to 1216


On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 1308, which was 19.6 higher than the previous day. The implied volatity was 18.76, the open interest changed by 196 which increased total open position to 1019


On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 1272.15, which was 216.15 higher than the previous day. The implied volatity was 18.69, the open interest changed by 127 which increased total open position to 811


On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 1056.55, which was -140.45 lower than the previous day. The implied volatity was 19.67, the open interest changed by 142 which increased total open position to 683


On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 1205, which was 51 higher than the previous day. The implied volatity was 20.27, the open interest changed by -17 which decreased total open position to 540


On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1155.95, which was 242.05 higher than the previous day. The implied volatity was 20.31, the open interest changed by 61 which increased total open position to 557


On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 912.55, which was 84.8 higher than the previous day. The implied volatity was 20.28, the open interest changed by 41 which increased total open position to 506


On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 818, which was -274.85 lower than the previous day. The implied volatity was 19.92, the open interest changed by -113 which decreased total open position to 467


On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1092.4, which was 92.05 higher than the previous day. The implied volatity was 20.25, the open interest changed by 82 which increased total open position to 579


On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 999, which was -213.2 lower than the previous day. The implied volatity was 19.1, the open interest changed by 23 which increased total open position to 490


On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1240.4, which was 50.8 higher than the previous day. The implied volatity was 19.57, the open interest changed by 64 which increased total open position to 464


On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1197.2, which was -354.75 lower than the previous day. The implied volatity was 19.93, the open interest changed by 19 which increased total open position to 401


On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1540, which was 186.6 higher than the previous day. The implied volatity was 20.65, the open interest changed by 32 which increased total open position to 385


On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1340, which was -438.4 lower than the previous day. The implied volatity was 19.7, the open interest changed by 36 which increased total open position to 352


On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1812, which was 374 higher than the previous day. The implied volatity was 19.77, the open interest changed by 169 which increased total open position to 316


On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1421, which was -3020.35 lower than the previous day. The implied volatity was 21.91, the open interest changed by 140 which increased total open position to 140


On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 4441.35, 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 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 4441.35, 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 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 4441.35, 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