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Historical option data for BANKNIFTY

27 May 2026 04:10 PM IST
BANKNIFTY 30-Jun-2026 (33d) 55500 CE
Delta: 0.46
Vega: 0.66
Theta: -19.61
Gamma: 0.00014
Date Close Ltp Change IV Volume OI Chg OI
27 May 54853.85 967 -179.6 (-15.66%) 16.78 47,542 5,227 16,360
26 May 55092.90 1179.25 -117.45 (-9.06%) 17.39 30,574 7,120 11,096
25 May 55293.65 1350 534.55 (65.55%) 18.08 8,688 1,776 3,974
22 May 54055.35 872.05 230.65 (35.96%) 18.4 2,898 332 2,196
21 May 53439.40 635 -77.05 (-10.82%) 18.38 1,806 47 1,907
20 May 53562.20 716 33.05 (4.84%) 18.6 2,443 262 1,861
19 May 53409.15 684 -124 (-15.35%) 18.72 1,248 111 1,609
18 May 53537.00 800 -77 (-8.78%) 19.62 1,998 337 1,499
15 May 53710.35 905 -126.85 (-12.29%) 19.45 923 48 1,156
14 May 54128.95 1050 188.3 (21.85%) 18.96 1,325 81 1,103
13 May 53456.15 848.05 -64.7 (-7.09%) 19.32 1,195 87 1,024
12 May 53555.20 926.25 -317.25 (-25.51%) 0 810 233 938
11 May 54439.90 1222.85 -402.35 (-24.76%) 0 581 104 712
8 May 55310.55 1634 -374.45 (-18.64%) 17.86 759 183 606
7 May 56047.40 2063.65 -16 (-0.77%) 17.51 262 36 441
6 May 55981.05 2114.75 778.6 (58.27%) 18.12 564 -10 406
5 May 54547.05 1329.7 -190.3 (-12.52%) 18.13 345 22 418
4 May 54878.50 1505 -96.9 (-6.05%) 18.02 297 98 397
30 Apr 54863.35 1643.35 -198.85 (-10.79%) 18.21 269 10 309
29 Apr 55403.60 1778.35 -166.2 (-8.55%) 17.4 261 71 295
28 Apr 55400.35 1931.8 -645 (-25.03%) 18.5 79 4 228
27 Apr 56264.30 2576.8 226.8 (9.65%) 19.12 33 -16 225
24 Apr 56089.75 2350 -264.9 (-10.13%) 19.69 13 -8 241
23 Apr 56305.00 2684.65 -445.35 (-14.23%) 20.1 19 1 248
22 Apr 57124.45 3130 -122 (-3.75%) 18.77 3 0 249
21 Apr 57371.45 3252 202 (6.62%) 18.36 5 2 249
20 Apr 56582.35 3050 110 (3.74%) 20.45 25 -1 247
17 Apr 56565.70 2940 290 (10.94%) 19.58 100 -23 250
16 Apr 56086.40 2650 -172.95 (-6.13%) 19.93 102 19 274
15 Apr 56301.95 2822.95 247.55 (9.61%) 20.09 75 -52 256
13 Apr 55605.05 2540.35 -92.3 (-3.51%) 21.25 171 51 310
10 Apr 55912.75 2650.2 472.75 (21.71%) 19.56 182 0 258
9 Apr 54821.70 2150.15 -427.2 (-16.58%) 20.49 535 -219 257
8 Apr 55703.90 2615 1274.25 (95.04%) 16.82 781 314 516
7 Apr 52716.25 1349.8 -84.95 (-5.92%) 19.77 56 -1 201
6 Apr 52609.10 1449.6 338.8 (30.50%) 21.12 141 -3 200
2 Apr 51548.75 1105.9 6.05 (0.55%) 20.77 166 -8 205


For Nifty Bank - strike price 55500 expiring on 30JUN2026

Delta for 55500 CE is 0.46

Historical price for 55500 CE is as follows

On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 967, which was -179.6 lower than the previous day. The implied volatity was 16.78, the open interest changed by 5227 which increased total open position to 16360


On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 1179.25, which was -117.45 lower than the previous day. The implied volatity was 17.39, the open interest changed by 7120 which increased total open position to 11096


On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 1350, which was 534.55 higher than the previous day. The implied volatity was 18.08, the open interest changed by 1776 which increased total open position to 3974


On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 872.05, which was 230.65 higher than the previous day. The implied volatity was 18.4, the open interest changed by 332 which increased total open position to 2196


On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 635, which was -77.05 lower than the previous day. The implied volatity was 18.38, the open interest changed by 47 which increased total open position to 1907


On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 716, which was 33.05 higher than the previous day. The implied volatity was 18.6, the open interest changed by 262 which increased total open position to 1861


On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 684, which was -124 lower than the previous day. The implied volatity was 18.72, the open interest changed by 111 which increased total open position to 1609


On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 800, which was -77 lower than the previous day. The implied volatity was 19.62, the open interest changed by 337 which increased total open position to 1499


On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 905, which was -126.85 lower than the previous day. The implied volatity was 19.45, the open interest changed by 48 which increased total open position to 1156


On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 1050, which was 188.3 higher than the previous day. The implied volatity was 18.96, the open interest changed by 81 which increased total open position to 1103


On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 848.05, which was -64.7 lower than the previous day. The implied volatity was 19.32, the open interest changed by 87 which increased total open position to 1024


On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 926.25, which was -317.25 lower than the previous day. The implied volatity was 0, the open interest changed by 233 which increased total open position to 938


On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 1222.85, which was -402.35 lower than the previous day. The implied volatity was 0, the open interest changed by 104 which increased total open position to 712


On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 1634, which was -374.45 lower than the previous day. The implied volatity was 17.86, the open interest changed by 183 which increased total open position to 606


On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 2063.65, which was -16 lower than the previous day. The implied volatity was 17.51, the open interest changed by 36 which increased total open position to 441


On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 2114.75, which was 778.6 higher than the previous day. The implied volatity was 18.12, the open interest changed by -10 which decreased total open position to 406


On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 1329.7, which was -190.3 lower than the previous day. The implied volatity was 18.13, the open interest changed by 22 which increased total open position to 418


On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 1505, which was -96.9 lower than the previous day. The implied volatity was 18.02, the open interest changed by 98 which increased total open position to 397


On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 1643.35, which was -198.85 lower than the previous day. The implied volatity was 18.21, the open interest changed by 10 which increased total open position to 309


On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 1778.35, which was -166.2 lower than the previous day. The implied volatity was 17.4, the open interest changed by 71 which increased total open position to 295


On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 1931.8, which was -645 lower than the previous day. The implied volatity was 18.5, the open interest changed by 4 which increased total open position to 228


On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 2576.8, which was 226.8 higher than the previous day. The implied volatity was 19.12, the open interest changed by -16 which decreased total open position to 225


On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 2350, which was -264.9 lower than the previous day. The implied volatity was 19.69, the open interest changed by -8 which decreased total open position to 241


On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 2684.65, which was -445.35 lower than the previous day. The implied volatity was 20.1, the open interest changed by 1 which increased total open position to 248


On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 3130, which was -122 lower than the previous day. The implied volatity was 18.77, the open interest changed by 0 which decreased total open position to 249


On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 3252, which was 202 higher than the previous day. The implied volatity was 18.36, the open interest changed by 2 which increased total open position to 249


On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 3050, which was 110 higher than the previous day. The implied volatity was 20.45, the open interest changed by -1 which decreased total open position to 247


On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 2940, which was 290 higher than the previous day. The implied volatity was 19.58, the open interest changed by -23 which decreased total open position to 250


On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 2650, which was -172.95 lower than the previous day. The implied volatity was 19.93, the open interest changed by 19 which increased total open position to 274


On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 2822.95, which was 247.55 higher than the previous day. The implied volatity was 20.09, the open interest changed by -52 which decreased total open position to 256


On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 2540.35, which was -92.3 lower than the previous day. The implied volatity was 21.25, the open interest changed by 51 which increased total open position to 310


On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 2650.2, which was 472.75 higher than the previous day. The implied volatity was 19.56, the open interest changed by 0 which decreased total open position to 258


On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 2150.15, which was -427.2 lower than the previous day. The implied volatity was 20.49, the open interest changed by -219 which decreased total open position to 257


On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 2615, which was 1274.25 higher than the previous day. The implied volatity was 16.82, the open interest changed by 314 which increased total open position to 516


On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 1349.8, which was -84.95 lower than the previous day. The implied volatity was 19.77, the open interest changed by -1 which decreased total open position to 201


On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 1449.6, which was 338.8 higher than the previous day. The implied volatity was 21.12, the open interest changed by -3 which decreased total open position to 200


On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 1105.9, which was 6.05 higher than the previous day. The implied volatity was 20.77, the open interest changed by -8 which decreased total open position to 205


BANKNIFTY 30-Jun-2026 (33d) 55500 PE
Delta: -0.54
Vega: 0.66
Theta: -10.53
Gamma: 0.00015
Date Close Ltp Change IV Volume OI Chg OI
27 May 54853.85 1264.25 52.2 (4.31%) 16.02 30,102 1,763 11,894
26 May 55092.90 1172.7 58 (5.20%) 17 28,272 8,159 10,068
25 May 55293.65 1059 -795.3 (-42.89%) 16.48 3,935 1,049 1,907
22 May 54055.35 1775 -569.25 (-24.28%) 16.84 474 158 857
21 May 53439.40 2351.2 118.05 (5.29%) 18.15 211 19 699
20 May 53562.20 2206.85 -230.95 (-9.47%) 17.73 166 25 680
19 May 53409.15 2435 89.7 (3.82%) 18.58 239 24 650
18 May 53537.00 2346.25 91.5 (4.06%) 18.6 143 -14 627
15 May 53710.35 2242.05 193.75 (9.46%) 18.64 141 69 641
14 May 54128.95 1988 -505.45 (-20.27%) 19.12 159 -6 571
13 May 53456.15 2498.15 41.35 (1.68%) 0 246 -29 577
12 May 53555.20 2371.55 480.9 (25.44%) 0 306 -48 608
11 May 54439.90 1904.75 509.3 (36.50%) 0 564 -60 661
8 May 55310.55 1400.55 346 (32.81%) 18.09 582 84 728
7 May 56047.40 1032 -37.25 (-3.48%) 17.47 365 -32 648
6 May 55981.05 1033.75 -793.95 (-43.44%) 17.08 1,043 66 680
5 May 54547.05 1837.4 188.3 (11.42%) 18.51 147 16 615
4 May 54878.50 1672.45 -39.6 (-2.31%) 18.39 316 -50 599
30 Apr 54863.35 1694.35 229.45 (15.66%) 18.31 306 -3 646
29 Apr 55403.60 1511.1 45.15 (3.08%) 18.6 452 105 646
28 Apr 55400.35 1497 276.6 (22.66%) 18.72 249 93 543
27 Apr 56264.30 1213.3 -151.7 (-11.11%) 19.22 89 21 454
24 Apr 56089.75 1360 68.25 (5.28%) 19.69 91 21 436
23 Apr 56305.00 1291.75 302.15 (30.53%) 19.8 57 -8 414
22 Apr 57124.45 980 44.45 (4.75%) 19.25 85 17 422
21 Apr 57371.45 925.1 -320.4 (-25.72%) 19.36 116 -43 404
20 Apr 56582.35 1237.1 91.5 (7.99%) 19.67 84 38 448
17 Apr 56565.70 1135.6 -168.4 (-12.91%) 18.57 98 6 410
16 Apr 56086.40 1304 -8.65 (-0.66%) 19.09 41 1 404
15 Apr 56301.95 1325 -424.7 (-24.27%) 19.47 102 -8 403
13 Apr 55605.05 1717.05 217 (14.47%) 20.22 139 8 415
10 Apr 55912.75 1500 -467.2 (-23.75%) 19.33 52 13 407
9 Apr 54821.70 1991.5 397.5 (24.94%) 19.12 218 53 394
8 Apr 55703.90 1560 -1801.85 (-53.60%) 21.35 308 107 344
7 Apr 52716.25 3365 -49.1 (-1.44%) 24.73 112 7 240
6 Apr 52609.10 3418.5 -607 (-15.08%) 24.48 51 13 233
2 Apr 51548.75 4098.1 403.9 (10.93%) 24.93 90 -62 221


For Nifty Bank - strike price 55500 expiring on 30JUN2026

Delta for 55500 PE is -0.54

Historical price for 55500 PE is as follows

On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 1264.25, which was 52.2 higher than the previous day. The implied volatity was 16.02, the open interest changed by 1763 which increased total open position to 11894


On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 1172.7, which was 58 higher than the previous day. The implied volatity was 17, the open interest changed by 8159 which increased total open position to 10068


On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 1059, which was -795.3 lower than the previous day. The implied volatity was 16.48, the open interest changed by 1049 which increased total open position to 1907


On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 1775, which was -569.25 lower than the previous day. The implied volatity was 16.84, the open interest changed by 158 which increased total open position to 857


On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 2351.2, which was 118.05 higher than the previous day. The implied volatity was 18.15, the open interest changed by 19 which increased total open position to 699


On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 2206.85, which was -230.95 lower than the previous day. The implied volatity was 17.73, the open interest changed by 25 which increased total open position to 680


On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 2435, which was 89.7 higher than the previous day. The implied volatity was 18.58, the open interest changed by 24 which increased total open position to 650


On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 2346.25, which was 91.5 higher than the previous day. The implied volatity was 18.6, the open interest changed by -14 which decreased total open position to 627


On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 2242.05, which was 193.75 higher than the previous day. The implied volatity was 18.64, the open interest changed by 69 which increased total open position to 641


On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 1988, which was -505.45 lower than the previous day. The implied volatity was 19.12, the open interest changed by -6 which decreased total open position to 571


On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 2498.15, which was 41.35 higher than the previous day. The implied volatity was 0, the open interest changed by -29 which decreased total open position to 577


On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 2371.55, which was 480.9 higher than the previous day. The implied volatity was 0, the open interest changed by -48 which decreased total open position to 608


On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 1904.75, which was 509.3 higher than the previous day. The implied volatity was 0, the open interest changed by -60 which decreased total open position to 661


On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 1400.55, which was 346 higher than the previous day. The implied volatity was 18.09, the open interest changed by 84 which increased total open position to 728


On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 1032, which was -37.25 lower than the previous day. The implied volatity was 17.47, the open interest changed by -32 which decreased total open position to 648


On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 1033.75, which was -793.95 lower than the previous day. The implied volatity was 17.08, the open interest changed by 66 which increased total open position to 680


On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 1837.4, which was 188.3 higher than the previous day. The implied volatity was 18.51, the open interest changed by 16 which increased total open position to 615


On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 1672.45, which was -39.6 lower than the previous day. The implied volatity was 18.39, the open interest changed by -50 which decreased total open position to 599


On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 1694.35, which was 229.45 higher than the previous day. The implied volatity was 18.31, the open interest changed by -3 which decreased total open position to 646


On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 1511.1, which was 45.15 higher than the previous day. The implied volatity was 18.6, the open interest changed by 105 which increased total open position to 646


On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 1497, which was 276.6 higher than the previous day. The implied volatity was 18.72, the open interest changed by 93 which increased total open position to 543


On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 1213.3, which was -151.7 lower than the previous day. The implied volatity was 19.22, the open interest changed by 21 which increased total open position to 454


On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 1360, which was 68.25 higher than the previous day. The implied volatity was 19.69, the open interest changed by 21 which increased total open position to 436


On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1291.75, which was 302.15 higher than the previous day. The implied volatity was 19.8, the open interest changed by -8 which decreased total open position to 414


On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 980, which was 44.45 higher than the previous day. The implied volatity was 19.25, the open interest changed by 17 which increased total open position to 422


On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 925.1, which was -320.4 lower than the previous day. The implied volatity was 19.36, the open interest changed by -43 which decreased total open position to 404


On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1237.1, which was 91.5 higher than the previous day. The implied volatity was 19.67, the open interest changed by 38 which increased total open position to 448


On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1135.6, which was -168.4 lower than the previous day. The implied volatity was 18.57, the open interest changed by 6 which increased total open position to 410


On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1304, which was -8.65 lower than the previous day. The implied volatity was 19.09, the open interest changed by 1 which increased total open position to 404


On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1325, which was -424.7 lower than the previous day. The implied volatity was 19.47, the open interest changed by -8 which decreased total open position to 403


On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1717.05, which was 217 higher than the previous day. The implied volatity was 20.22, the open interest changed by 8 which increased total open position to 415


On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1500, which was -467.2 lower than the previous day. The implied volatity was 19.33, the open interest changed by 13 which increased total open position to 407


On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1991.5, which was 397.5 higher than the previous day. The implied volatity was 19.12, the open interest changed by 53 which increased total open position to 394


On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1560, which was -1801.85 lower than the previous day. The implied volatity was 21.35, the open interest changed by 107 which increased total open position to 344


On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 3365, which was -49.1 lower than the previous day. The implied volatity was 24.73, the open interest changed by 7 which increased total open position to 240


On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 3418.5, which was -607 lower than the previous day. The implied volatity was 24.48, the open interest changed by 13 which increased total open position to 233


On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 4098.1, which was 403.9 higher than the previous day. The implied volatity was 24.93, the open interest changed by -62 which decreased total open position to 221