BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 04:10 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 55100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.19
Theta: -54.85
Gamma: 0.00021
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 56089.75 | 1255.7 | -111.04999999999995 | 24.24 | 333 | -13 | 595 | |||||||||
| 23 Apr | 56305.00 | 1382.95 | -781.1499999999999 | 20.92 | 98 | -50 | 610 | |||||||||
| 22 Apr | 57124.45 | 2096.5 | -299.0999999999999 | 19.49 | 42 | -15 | 660 | |||||||||
| 21 Apr | 57371.45 | 2405 | 589.8499999999999 | 23.08 | 132 | -39 | 696 | |||||||||
| 20 Apr | 56582.35 | 1773.1 | -88.75 | 24.29 | 120 | -49 | 736 | |||||||||
| 17 Apr | 56565.70 | 1850 | 254.5 | 20.62 | 178 | -37 | 785 | |||||||||
| 16 Apr | 56086.40 | 1535.6 | -228.85000000000014 | 22.97 | 339 | -90 | 822 | |||||||||
| 15 Apr | 56301.95 | 1744.15 | 273.25 | 23.62 | 1,112 | -413 | 923 | |||||||||
| 13 Apr | 55605.05 | 1452.2 | -154.04999999999995 | 24.88 | 13,537 | 339 | 1,375 | |||||||||
| 10 Apr | 55912.75 | 1616 | 488.25 | 21.41 | 5,008 | -649 | 1,039 | |||||||||
| 9 Apr | 54821.70 | 1111.65 | -464 | 23.19 | 13,550 | 634 | 1,692 | |||||||||
| 8 Apr | 55703.90 | 1613.2 | 1124.45 | 20.63 | 19,438 | 102 | 1,111 | |||||||||
| 7 Apr | 52716.25 | 490 | -52.05 | 24.61 | 4,280 | -1 | 1,034 | |||||||||
| 6 Apr | 52609.10 | 534.2 | 158.95 | 25.79 | 3,868 | -20 | 1,035 | |||||||||
| 2 Apr | 51548.75 | 367.15 | -15.3 | 25.08 | 4,126 | -13 | 1,056 | |||||||||
| 1 Apr | 51448.65 | 363.35 | 56.05 | 24.65 | 8,048 | 794 | 1,067 | |||||||||
| 30 Mar | 50275.35 | 307.8 | -371.75 | 27.47 | 1,978 | 23 | 252 | |||||||||
| 27 Mar | 52274.60 | 670 | -486.7 | 24.49 | 401 | 8 | 232 | |||||||||
| 25 Mar | 53708.10 | 1161.95 | 305.75 | 23.89 | 219 | 48 | 226 | |||||||||
| 24 Mar | 52605.65 | 905.6 | 226.4 | 25.1 | 127 | -2 | 177 | |||||||||
| 23 Mar | 51437.75 | 666.1 | -494.95 | 27.36 | 279 | 12 | 217 | |||||||||
| 20 Mar | 53427.05 | 1113.15 | 71.95 | 22.54 | 38 | 3 | 205 | |||||||||
| 19 Mar | 53451.00 | 1041.2 | -823.8 | 19.84 | 59 | 18 | 202 | |||||||||
| 18 Mar | 55326.05 | 1872.55 | 144.9 | 19.27 | 286 | -74 | 185 | |||||||||
| 17 Mar | 54876.00 | 1741.75 | 75.95 | 20.97 | 59 | 23 | 259 | |||||||||
| 16 Mar | 54413.40 | 1600 | 183.15 | 22.61 | 44 | 9 | 237 | |||||||||
| 13 Mar | 53757.85 | 1388.4 | -754.6 | 22.06 | 287 | 210 | 228 | |||||||||
| 12 Mar | 55100.95 | 2143 | -580.7 | 22.31 | 36 | 14 | 17 | |||||||||
| 11 Mar | 55735.75 | 2723.7 | -2025.95 | - | 0 | 0 | 3 | |||||||||
| 10 Mar | 56950.80 | 2723.7 | -2025.95 | - | 3 | 0 | 3 | |||||||||
| 9 Mar | 56019.80 | 2723.7 | -2025.95 | 21.82 | 3 | 0 | 2 | |||||||||
| 6 Mar | 57783.25 | 4749.65 | -485.75 | - | 0 | 0 | 2 | |||||||||
| 5 Mar | 59055.85 | 4749.65 | -485.75 | - | 2 | 2 | 0 | |||||||||
| 4 Mar | 58755.25 | 4749.65 | -485.75 | 17.85 | 2 | 0 | 0 | |||||||||
| 2 Mar | 59839.65 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 60529.00 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 61187.70 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 61043.35 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 61047.30 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 61264.25 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 61172.00 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 60739.55 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 61550.80 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 61174.00 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 60186.65 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 60739.75 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
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| 11 Feb | 60745.35 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 5235.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 55100 expiring on 28APR2026
Delta for 55100 CE is 0.77
Historical price for 55100 CE is as follows
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 1255.7, which was -111.04999999999995 lower than the previous day. The implied volatity was 24.24, the open interest changed by -13 which decreased total open position to 595
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1382.95, which was -781.1499999999999 lower than the previous day. The implied volatity was 20.92, the open interest changed by -50 which decreased total open position to 610
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 2096.5, which was -299.0999999999999 lower than the previous day. The implied volatity was 19.49, the open interest changed by -15 which decreased total open position to 660
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 2405, which was 589.8499999999999 higher than the previous day. The implied volatity was 23.08, the open interest changed by -39 which decreased total open position to 696
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1773.1, which was -88.75 lower than the previous day. The implied volatity was 24.29, the open interest changed by -49 which decreased total open position to 736
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1850, which was 254.5 higher than the previous day. The implied volatity was 20.62, the open interest changed by -37 which decreased total open position to 785
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1535.6, which was -228.85000000000014 lower than the previous day. The implied volatity was 22.97, the open interest changed by -90 which decreased total open position to 822
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1744.15, which was 273.25 higher than the previous day. The implied volatity was 23.62, the open interest changed by -413 which decreased total open position to 923
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1452.2, which was -154.04999999999995 lower than the previous day. The implied volatity was 24.88, the open interest changed by 339 which increased total open position to 1375
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1616, which was 488.25 higher than the previous day. The implied volatity was 21.41, the open interest changed by -649 which decreased total open position to 1039
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1111.65, which was -464 lower than the previous day. The implied volatity was 23.19, the open interest changed by 634 which increased total open position to 1692
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1613.2, which was 1124.45 higher than the previous day. The implied volatity was 20.63, the open interest changed by 102 which increased total open position to 1111
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 490, which was -52.05 lower than the previous day. The implied volatity was 24.61, the open interest changed by -1 which decreased total open position to 1034
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 534.2, which was 158.95 higher than the previous day. The implied volatity was 25.79, the open interest changed by -20 which decreased total open position to 1035
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 367.15, which was -15.3 lower than the previous day. The implied volatity was 25.08, the open interest changed by -13 which decreased total open position to 1056
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 363.35, which was 56.05 higher than the previous day. The implied volatity was 24.65, the open interest changed by 794 which increased total open position to 1067
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 307.8, which was -371.75 lower than the previous day. The implied volatity was 27.47, the open interest changed by 23 which increased total open position to 252
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 670, which was -486.7 lower than the previous day. The implied volatity was 24.49, the open interest changed by 8 which increased total open position to 232
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 1161.95, which was 305.75 higher than the previous day. The implied volatity was 23.89, the open interest changed by 48 which increased total open position to 226
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 905.6, which was 226.4 higher than the previous day. The implied volatity was 25.1, the open interest changed by -2 which decreased total open position to 177
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 666.1, which was -494.95 lower than the previous day. The implied volatity was 27.36, the open interest changed by 12 which increased total open position to 217
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 1113.15, which was 71.95 higher than the previous day. The implied volatity was 22.54, the open interest changed by 3 which increased total open position to 205
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1041.2, which was -823.8 lower than the previous day. The implied volatity was 19.84, the open interest changed by 18 which increased total open position to 202
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1872.55, which was 144.9 higher than the previous day. The implied volatity was 19.27, the open interest changed by -74 which decreased total open position to 185
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1741.75, which was 75.95 higher than the previous day. The implied volatity was 20.97, the open interest changed by 23 which increased total open position to 259
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1600, which was 183.15 higher than the previous day. The implied volatity was 22.61, the open interest changed by 9 which increased total open position to 237
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1388.4, which was -754.6 lower than the previous day. The implied volatity was 22.06, the open interest changed by 210 which increased total open position to 228
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 2143, which was -580.7 lower than the previous day. The implied volatity was 22.31, the open interest changed by 14 which increased total open position to 17
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 2723.7, which was -2025.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 2723.7, which was -2025.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2723.7, which was -2025.95 lower than the previous day. The implied volatity was 21.82, 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 4749.65, which was -485.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 4749.65, which was -485.75 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 4749.65, which was -485.75 lower than the previous day. The implied volatity was 17.85, 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 5235.4, 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 5235.4, 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 5235.4, 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 5235.4, 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 5235.4, 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 5235.4, 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 5235.4, 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 5235.4, 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 5235.4, 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 5235.4, 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 5235.4, 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 5235.4, 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 5235.4, 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 5235.4, 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 5235.4, 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 5235.4, 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 5235.4, 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 5235.4, 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 5235.4, 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 5235.4, 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 5235.4, 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 5235.4, 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 5235.4, 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 5235.4, 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) 55100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 0.17
Theta: -32.59
Gamma: 0.00022
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 56089.75 | 131.65 | -16.25 | 19.95 | 49,136 | -120 | 2,697 |
| 23 Apr | 56305.00 | 144.95 | 38.599999999999994 | 21.03 | 12,705 | 1,075 | 2,815 |
| 22 Apr | 57124.45 | 103.4 | -34.150000000000006 | 23.53 | 7,345 | -163 | 1,763 |
| 21 Apr | 57371.45 | 138.5 | -187.8 | 26.04 | 4,724 | 208 | 1,961 |
| 20 Apr | 56582.35 | 336.65 | 32.849999999999966 | 26.67 | 9,275 | 256 | 1,797 |
| 17 Apr | 56565.70 | 300.85 | -184.29999999999995 | 22.32 | 3,569 | 405 | 1,561 |
| 16 Apr | 56086.40 | 505 | 25.649999999999977 | 22.82 | 8,570 | -207 | 1,178 |
| 15 Apr | 56301.95 | 488.55 | -357.05 | 23.53 | 6,036 | -136 | 1,383 |
| 13 Apr | 55605.05 | 839.1 | 175.39999999999998 | 24.78 | 10,915 | 96 | 1,545 |
| 10 Apr | 55912.75 | 666.05 | -488.6500000000001 | 21.93 | 7,529 | -370 | 1,448 |
| 9 Apr | 54821.70 | 1151.05 | 384.75 | 21.63 | 21,091 | -157 | 1,818 |
| 8 Apr | 55703.90 | 745 | -3081.45 | 22.51 | 16,484 | 1,929 | 2,007 |
| 7 Apr | 52716.25 | 3826.45 | 175 | - | 0 | 0 | 78 |
| 6 Apr | 52609.10 | 3826.45 | 175 | 49.29 | 2 | 0 | 78 |
| 2 Apr | 51548.75 | 3651.45 | -551.35 | - | 0 | 0 | 78 |
| 1 Apr | 51448.65 | 3651.45 | -551.35 | 27.56 | 103 | -71 | 78 |
| 30 Mar | 50275.35 | 4202.8 | 1051.85 | 12.12 | 14 | -7 | 150 |
| 27 Mar | 52274.60 | 3150.95 | 1013.95 | 28.4 | 37 | -11 | 158 |
| 25 Mar | 53708.10 | 2136.65 | -785.95 | 24.93 | 125 | 63 | 166 |
| 24 Mar | 52605.65 | 2922.6 | -654.5 | 28.15 | 1 | 0 | 104 |
| 23 Mar | 51437.75 | 3577.1 | 1277.1 | 23.17 | 6 | -3 | 104 |
| 20 Mar | 53427.05 | 2300 | -27.15 | 24.42 | 17 | -2 | 108 |
| 19 Mar | 53451.00 | 2240 | 1080.6 | 25.15 | 49 | -20 | 110 |
| 18 Mar | 55326.05 | 1159.55 | -786.55 | 21.01 | 82 | 6 | 129 |
| 17 Mar | 54876.00 | 1946.1 | 107.15 | 28.75 | 2 | 0 | 122 |
| 16 Mar | 54413.40 | 1838.95 | -304.2 | 23.56 | 10 | 2 | 122 |
| 13 Mar | 53757.85 | 2143.15 | 727 | 23.57 | 71 | 19 | 121 |
| 12 Mar | 55100.95 | 1449 | 336.5 | 22.89 | 176 | 56 | 103 |
| 11 Mar | 55735.75 | 1112.5 | 322.6 | 21.1 | 6 | 5 | 47 |
| 10 Mar | 56950.80 | 789.9 | -491.1 | 22.24 | 20 | -1 | 43 |
| 9 Mar | 56019.80 | 1281 | 764.55 | 24.55 | 5 | 0 | 43 |
| 6 Mar | 57783.25 | 516.45 | 182.65 | 20.28 | 60 | -23 | 43 |
| 5 Mar | 59055.85 | 344.05 | -118.5 | 20.61 | 192 | 25 | 66 |
| 4 Mar | 58755.25 | 461 | 287.8 | 22.11 | 93 | 44 | 49 |
| 2 Mar | 59839.65 | 173.2 | -112.95 | 18.55 | 12 | 4 | 4 |
| 27 Feb | 60529.00 | 286.15 | 0 | 5.85 | 0 | 0 | 0 |
| 26 Feb | 61187.70 | 286.15 | 0 | 6.31 | 0 | 0 | 0 |
| 25 Feb | 61043.35 | 286.15 | 0 | 6.2 | 0 | 0 | 0 |
| 24 Feb | 61047.30 | 286.15 | 0 | 6.47 | 0 | 0 | 0 |
| 23 Feb | 61264.25 | 286.15 | 0 | 6.35 | 0 | 0 | 0 |
| 20 Feb | 61172.00 | 286.15 | 0 | 6.24 | 0 | 0 | 0 |
| 19 Feb | 60739.55 | 286.15 | 0 | 5.9 | 0 | 0 | 0 |
| 18 Feb | 61550.80 | 286.15 | 0 | 6.41 | 0 | 0 | 0 |
| 17 Feb | 61174.00 | 286.15 | 0 | 6.05 | 0 | 0 | 0 |
| 16 Feb | 60949.10 | 286.15 | 0 | 5.87 | 0 | 0 | 0 |
| 13 Feb | 60186.65 | 286.15 | 0 | 5.31 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 286.15 | 0 | 5.63 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 286.15 | 0 | 5.62 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 286.15 | 0 | 5.47 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 286.15 | 0 | 5.52 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 286.15 | 0 | 5.06 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 286.15 | 0 | 5.04 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 286.15 | 0 | 5.05 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 286.15 | 0 | 4.95 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 286.15 | 0 | 3.83 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 286.15 | 0 | 4.06 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 286.15 | 0 | 4.58 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 0 | 0 | 4.81 | 0 | 0 | 0 |
For Nifty Bank - strike price 55100 expiring on 28APR2026
Delta for 55100 PE is -0.19
Historical price for 55100 PE is as follows
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 131.65, which was -16.25 lower than the previous day. The implied volatity was 19.95, the open interest changed by -120 which decreased total open position to 2697
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 144.95, which was 38.599999999999994 higher than the previous day. The implied volatity was 21.03, the open interest changed by 1075 which increased total open position to 2815
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 103.4, which was -34.150000000000006 lower than the previous day. The implied volatity was 23.53, the open interest changed by -163 which decreased total open position to 1763
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 138.5, which was -187.8 lower than the previous day. The implied volatity was 26.04, the open interest changed by 208 which increased total open position to 1961
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 336.65, which was 32.849999999999966 higher than the previous day. The implied volatity was 26.67, the open interest changed by 256 which increased total open position to 1797
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 300.85, which was -184.29999999999995 lower than the previous day. The implied volatity was 22.32, the open interest changed by 405 which increased total open position to 1561
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 505, which was 25.649999999999977 higher than the previous day. The implied volatity was 22.82, the open interest changed by -207 which decreased total open position to 1178
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 488.55, which was -357.05 lower than the previous day. The implied volatity was 23.53, the open interest changed by -136 which decreased total open position to 1383
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 839.1, which was 175.39999999999998 higher than the previous day. The implied volatity was 24.78, the open interest changed by 96 which increased total open position to 1545
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 666.05, which was -488.6500000000001 lower than the previous day. The implied volatity was 21.93, the open interest changed by -370 which decreased total open position to 1448
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1151.05, which was 384.75 higher than the previous day. The implied volatity was 21.63, the open interest changed by -157 which decreased total open position to 1818
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 745, which was -3081.45 lower than the previous day. The implied volatity was 22.51, the open interest changed by 1929 which increased total open position to 2007
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 3826.45, which was 175 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 3826.45, which was 175 higher than the previous day. The implied volatity was 49.29, the open interest changed by 0 which decreased total open position to 78
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 3651.45, which was -551.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 3651.45, which was -551.35 lower than the previous day. The implied volatity was 27.56, the open interest changed by -71 which decreased total open position to 78
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 4202.8, which was 1051.85 higher than the previous day. The implied volatity was 12.12, the open interest changed by -7 which decreased total open position to 150
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 3150.95, which was 1013.95 higher than the previous day. The implied volatity was 28.4, the open interest changed by -11 which decreased total open position to 158
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 2136.65, which was -785.95 lower than the previous day. The implied volatity was 24.93, the open interest changed by 63 which increased total open position to 166
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 2922.6, which was -654.5 lower than the previous day. The implied volatity was 28.15, the open interest changed by 0 which decreased total open position to 104
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 3577.1, which was 1277.1 higher than the previous day. The implied volatity was 23.17, the open interest changed by -3 which decreased total open position to 104
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 2300, which was -27.15 lower than the previous day. The implied volatity was 24.42, the open interest changed by -2 which decreased total open position to 108
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 2240, which was 1080.6 higher than the previous day. The implied volatity was 25.15, the open interest changed by -20 which decreased total open position to 110
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1159.55, which was -786.55 lower than the previous day. The implied volatity was 21.01, the open interest changed by 6 which increased total open position to 129
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1946.1, which was 107.15 higher than the previous day. The implied volatity was 28.75, the open interest changed by 0 which decreased total open position to 122
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1838.95, which was -304.2 lower than the previous day. The implied volatity was 23.56, the open interest changed by 2 which increased total open position to 122
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 2143.15, which was 727 higher than the previous day. The implied volatity was 23.57, the open interest changed by 19 which increased total open position to 121
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1449, which was 336.5 higher than the previous day. The implied volatity was 22.89, the open interest changed by 56 which increased total open position to 103
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1112.5, which was 322.6 higher than the previous day. The implied volatity was 21.1, the open interest changed by 5 which increased total open position to 47
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 789.9, which was -491.1 lower than the previous day. The implied volatity was 22.24, the open interest changed by -1 which decreased total open position to 43
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1281, which was 764.55 higher than the previous day. The implied volatity was 24.55, the open interest changed by 0 which decreased total open position to 43
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 516.45, which was 182.65 higher than the previous day. The implied volatity was 20.28, the open interest changed by -23 which decreased total open position to 43
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 344.05, which was -118.5 lower than the previous day. The implied volatity was 20.61, the open interest changed by 25 which increased total open position to 66
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 461, which was 287.8 higher than the previous day. The implied volatity was 22.11, the open interest changed by 44 which increased total open position to 49
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 173.2, which was -112.95 lower than the previous day. The implied volatity was 18.55, the open interest changed by 4 which increased total open position to 4
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 286.15, 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 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 286.15, which was 0 lower than the previous day. The implied volatity was 6.31, 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 286.15, which was 0 lower than the previous day. The implied volatity was 6.2, the open interest changed by 0 which decreased total open position to 0
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 286.15, 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 286.15, which was 0 lower than the previous day. The implied volatity was 6.35, 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 286.15, which was 0 lower than the previous day. The implied volatity was 6.24, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 286.15, which was 0 lower than the previous day. The implied volatity was 5.9, 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 286.15, which was 0 lower than the previous day. The implied volatity was 6.41, 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 286.15, which was 0 lower than the previous day. The implied volatity was 6.05, 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 286.15, which was 0 lower than the previous day. The implied volatity was 5.87, 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 286.15, which was 0 lower than the previous day. The implied volatity was 5.31, 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 286.15, which was 0 lower than the previous day. The implied volatity was 5.63, 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 286.15, which was 0 lower than the previous day. The implied volatity was 5.62, 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 286.15, which was 0 lower than the previous day. The implied volatity was 5.47, 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 286.15, which was 0 lower than the previous day. The implied volatity was 5.52, 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 286.15, which was 0 lower than the previous day. The implied volatity was 5.06, 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 286.15, which was 0 lower than the previous day. The implied volatity was 5.04, 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 286.15, which was 0 lower than the previous day. The implied volatity was 5.05, 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 286.15, which was 0 lower than the previous day. The implied volatity was 4.95, 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 286.15, which was 0 lower than the previous day. The implied volatity was 3.83, 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 286.15, which was 0 lower than the previous day. The implied volatity was 4.06, 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 286.15, which was 0 lower than the previous day. The implied volatity was 4.58, 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 0, which was 0 lower than the previous day. The implied volatity was 4.81, the open interest changed by 0 which decreased total open position to 0
