BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:32 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 55600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 0.23
Theta: -57.02
Gamma: 0.0003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55936.40 | 705.85 | -272.54999999999995 | 20.32 | 4,116 | 142 | 2,060 | |||||||||
| 23 Apr | 56305.00 | 994 | -702.75 | 20.4 | 452 | 8 | 1,923 | |||||||||
| 22 Apr | 57124.45 | 1673.2 | -287.54999999999995 | 20.77 | 146 | -41 | 1,915 | |||||||||
| 21 Apr | 57371.45 | 1960 | 582.5999999999999 | 22.5 | 459 | -174 | 1,968 | |||||||||
| 20 Apr | 56582.35 | 1384.1 | -98.15000000000009 | 23.11 | 1,557 | -868 | 2,149 | |||||||||
| 17 Apr | 56565.70 | 1494.55 | 284.64999999999986 | 21.3 | 2,010 | 282 | 3,162 | |||||||||
| 16 Apr | 56086.40 | 1178 | -228.25 | 21.7 | 1,831 | -110 | 2,908 | |||||||||
| 15 Apr | 56301.95 | 1376 | 212.20000000000005 | 22.41 | 3,736 | -1,153 | 3,038 | |||||||||
| 13 Apr | 55605.05 | 1149.8 | -119.15000000000009 | 24.18 | 24,213 | 1,365 | 4,288 | |||||||||
| 10 Apr | 55912.75 | 1274.35 | 414.54999999999995 | 20.4 | 33,237 | 51 | 2,926 | |||||||||
| 9 Apr | 54821.70 | 851.6 | -395.35 | 22.37 | 22,041 | -172 | 2,885 | |||||||||
| 8 Apr | 55703.90 | 1296.95 | 943.3 | 20.24 | 24,039 | 2,457 | 3,070 | |||||||||
| 7 Apr | 52716.25 | 357.5 | -45.1 | 24.04 | 2,649 | 18 | 640 | |||||||||
| 6 Apr | 52609.10 | 390 | 110.15 | 24.98 | 2,967 | -34 | 639 | |||||||||
| 2 Apr | 51548.75 | 279.6 | -4.2 | 24.87 | 2,536 | 222 | 679 | |||||||||
| 1 Apr | 51448.65 | 281.8 | 45.4 | 24.6 | 2,413 | 142 | 459 | |||||||||
| 30 Mar | 50275.35 | 240 | -298.35 | 27.27 | 938 | 105 | 313 | |||||||||
| 27 Mar | 52274.60 | 529.25 | -423.75 | 24.12 | 280 | 2 | 209 | |||||||||
| 25 Mar | 53708.10 | 928.2 | 238.85 | 23.09 | 232 | 15 | 207 | |||||||||
| 24 Mar | 52605.65 | 730 | 174.25 | 24.59 | 210 | 0 | 190 | |||||||||
| 23 Mar | 51437.75 | 541.3 | -408.2 | 27.01 | 250 | -1 | 194 | |||||||||
| 20 Mar | 53427.05 | 923 | 18.55 | 22.34 | 17 | 4 | 195 | |||||||||
| 19 Mar | 53451.00 | 955.4 | -598.35 | 21.28 | 124 | -32 | 191 | |||||||||
| 18 Mar | 55326.05 | 1555.4 | 155.4 | 18.68 | 103 | 47 | 222 | |||||||||
| 17 Mar | 54876.00 | 1400 | -17.4 | 19.68 | 2 | 1 | 175 | |||||||||
| 16 Mar | 54413.40 | 1377.4 | 153.4 | 22.57 | 32 | 12 | 175 | |||||||||
| 13 Mar | 53757.85 | 1224 | -614.35 | 22.52 | 72 | 36 | 162 | |||||||||
| 12 Mar | 55100.95 | 1828.95 | -522.9 | 21.64 | 225 | 112 | 124 | |||||||||
| 11 Mar | 55735.75 | 2351.85 | -498.15 | 24.12 | 4 | -1 | 13 | |||||||||
| 10 Mar | 56950.80 | 2850 | 354.7 | 19 | 49 | -29 | 15 | |||||||||
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| 9 Mar | 56019.80 | 2497 | -1815.8 | 22.75 | 201 | 42 | 44 | |||||||||
| 6 Mar | 57783.25 | 4312.8 | -505 | - | 0 | 0 | 2 | |||||||||
| 5 Mar | 59055.85 | 4312.8 | -505 | - | 0 | 2 | 0 | |||||||||
| 4 Mar | 58755.25 | 4312.8 | -505 | 17.53 | 2 | 0 | 0 | |||||||||
| 2 Mar | 59839.65 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 60529.00 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 61187.70 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 61043.35 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 61047.30 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 61264.25 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 61172.00 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 60739.55 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 61550.80 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 61174.00 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 60186.65 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 60739.75 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 4817.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 55600 expiring on 28APR2026
Delta for 55600 CE is 0.62
Historical price for 55600 CE is as follows
On 24 Apr BANKNIFTY was trading at 55936.40. The strike last trading price was 705.85, which was -272.54999999999995 lower than the previous day. The implied volatity was 20.32, the open interest changed by 142 which increased total open position to 2060
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 994, which was -702.75 lower than the previous day. The implied volatity was 20.4, the open interest changed by 8 which increased total open position to 1923
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1673.2, which was -287.54999999999995 lower than the previous day. The implied volatity was 20.77, the open interest changed by -41 which decreased total open position to 1915
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 1960, which was 582.5999999999999 higher than the previous day. The implied volatity was 22.5, the open interest changed by -174 which decreased total open position to 1968
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1384.1, which was -98.15000000000009 lower than the previous day. The implied volatity was 23.11, the open interest changed by -868 which decreased total open position to 2149
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1494.55, which was 284.64999999999986 higher than the previous day. The implied volatity was 21.3, the open interest changed by 282 which increased total open position to 3162
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1178, which was -228.25 lower than the previous day. The implied volatity was 21.7, the open interest changed by -110 which decreased total open position to 2908
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1376, which was 212.20000000000005 higher than the previous day. The implied volatity was 22.41, the open interest changed by -1153 which decreased total open position to 3038
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1149.8, which was -119.15000000000009 lower than the previous day. The implied volatity was 24.18, the open interest changed by 1365 which increased total open position to 4288
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1274.35, which was 414.54999999999995 higher than the previous day. The implied volatity was 20.4, the open interest changed by 51 which increased total open position to 2926
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 851.6, which was -395.35 lower than the previous day. The implied volatity was 22.37, the open interest changed by -172 which decreased total open position to 2885
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1296.95, which was 943.3 higher than the previous day. The implied volatity was 20.24, the open interest changed by 2457 which increased total open position to 3070
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 357.5, which was -45.1 lower than the previous day. The implied volatity was 24.04, the open interest changed by 18 which increased total open position to 640
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 390, which was 110.15 higher than the previous day. The implied volatity was 24.98, the open interest changed by -34 which decreased total open position to 639
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 279.6, which was -4.2 lower than the previous day. The implied volatity was 24.87, the open interest changed by 222 which increased total open position to 679
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 281.8, which was 45.4 higher than the previous day. The implied volatity was 24.6, the open interest changed by 142 which increased total open position to 459
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 240, which was -298.35 lower than the previous day. The implied volatity was 27.27, the open interest changed by 105 which increased total open position to 313
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 529.25, which was -423.75 lower than the previous day. The implied volatity was 24.12, the open interest changed by 2 which increased total open position to 209
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 928.2, which was 238.85 higher than the previous day. The implied volatity was 23.09, the open interest changed by 15 which increased total open position to 207
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 730, which was 174.25 higher than the previous day. The implied volatity was 24.59, the open interest changed by 0 which decreased total open position to 190
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 541.3, which was -408.2 lower than the previous day. The implied volatity was 27.01, the open interest changed by -1 which decreased total open position to 194
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 923, which was 18.55 higher than the previous day. The implied volatity was 22.34, the open interest changed by 4 which increased total open position to 195
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 955.4, which was -598.35 lower than the previous day. The implied volatity was 21.28, the open interest changed by -32 which decreased total open position to 191
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1555.4, which was 155.4 higher than the previous day. The implied volatity was 18.68, the open interest changed by 47 which increased total open position to 222
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1400, which was -17.4 lower than the previous day. The implied volatity was 19.68, the open interest changed by 1 which increased total open position to 175
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1377.4, which was 153.4 higher than the previous day. The implied volatity was 22.57, the open interest changed by 12 which increased total open position to 175
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1224, which was -614.35 lower than the previous day. The implied volatity was 22.52, the open interest changed by 36 which increased total open position to 162
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1828.95, which was -522.9 lower than the previous day. The implied volatity was 21.64, the open interest changed by 112 which increased total open position to 124
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 2351.85, which was -498.15 lower than the previous day. The implied volatity was 24.12, the open interest changed by -1 which decreased total open position to 13
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 2850, which was 354.7 higher than the previous day. The implied volatity was 19, the open interest changed by -29 which decreased total open position to 15
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2497, which was -1815.8 lower than the previous day. The implied volatity was 22.75, the open interest changed by 42 which increased total open position to 44
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 4312.8, which was -505 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 4312.8, which was -505 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 4312.8, which was -505 lower than the previous day. The implied volatity was 17.53, 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 4817.8, 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 4817.8, 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 4817.8, 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 4817.8, 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 4817.8, 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 4817.8, 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 4817.8, 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 4817.8, 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 4817.8, 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 4817.8, 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 4817.8, 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 4817.8, 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 4817.8, 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 4817.8, 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 4817.8, 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 4817.8, 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 4817.8, 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 4817.8, 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 4817.8, 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 4817.8, 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 4817.8, 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 4817.8, 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 4817.8, 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 4817.8, 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) 55600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 0.23
Theta: -43.91
Gamma: 0.00033
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55936.40 | 297.25 | 45.80000000000001 | 18.64 | 51,478 | 1,747 | 4,808 |
| 23 Apr | 56305.00 | 247.35 | 80.5 | 20.18 | 20,955 | 11 | 3,059 |
| 22 Apr | 57124.45 | 157.05 | -38.44999999999999 | 22.56 | 9,885 | 126 | 3,055 |
| 21 Apr | 57371.45 | 192.4 | -250.95000000000002 | 24.91 | 5,247 | 250 | 2,948 |
| 20 Apr | 56582.35 | 458.9 | 37.39999999999998 | 25.82 | 10,881 | -993 | 2,741 |
| 17 Apr | 56565.70 | 416.1 | -220.44999999999993 | 21.73 | 11,526 | 845 | 3,755 |
| 16 Apr | 56086.40 | 660.15 | 44.799999999999955 | 21.77 | 8,286 | -159 | 2,913 |
| 15 Apr | 56301.95 | 624 | -405.20000000000005 | 22.51 | 12,475 | -120 | 3,073 |
| 13 Apr | 55605.05 | 1028 | 206.35000000000002 | 23.85 | 14,202 | 437 | 3,323 |
| 10 Apr | 55912.75 | 810.45 | -578.8499999999999 | 20.76 | 29,924 | 1,148 | 2,889 |
| 9 Apr | 54821.70 | 1373.6 | 426.5999999999999 | 20.44 | 20,902 | -350 | 1,749 |
| 8 Apr | 55703.90 | 912 | -2103.55 | 21.76 | 13,867 | 1,847 | 2,111 |
| 7 Apr | 52716.25 | 3005.55 | -1130.75 | - | 0 | 0 | 264 |
| 6 Apr | 52609.10 | 3005.55 | -1130.75 | 23.23 | 5 | -3 | 263 |
| 2 Apr | 51548.75 | 4136.3 | -844.85 | - | 0 | 0 | 266 |
| 1 Apr | 51448.65 | 4136.3 | -844.85 | 29.68 | 339 | 191 | 266 |
| 30 Mar | 50275.35 | 4981.15 | 1722.15 | 26.76 | 17 | 1 | 73 |
| 27 Mar | 52274.60 | 3259 | 935 | 23.42 | 18 | -6 | 72 |
| 25 Mar | 53708.10 | 2324 | -899.8 | 22.96 | 1 | 0 | 78 |
| 24 Mar | 52605.65 | 3223.8 | -1108.2 | 27.49 | 5 | 0 | 79 |
| 23 Mar | 51437.75 | 4332 | 1795.15 | 30.48 | 6 | -1 | 79 |
| 20 Mar | 53427.05 | 2404.95 | 1071.65 | - | 0 | 0 | 80 |
| 19 Mar | 53451.00 | 2404.95 | 1071.65 | 23.15 | 110 | -18 | 82 |
| 18 Mar | 55326.05 | 1341.8 | -323.65 | 20.44 | 105 | -20 | 100 |
| 17 Mar | 54876.00 | 1665.45 | -400 | 21.57 | 21 | 3 | 120 |
| 16 Mar | 54413.40 | 2065.95 | -336 | 22.93 | 24 | -5 | 119 |
| 13 Mar | 53757.85 | 2377 | 802.35 | 22.77 | 191 | -46 | 130 |
| 12 Mar | 55100.95 | 1564.2 | 205.1 | 21.39 | 424 | 68 | 177 |
| 11 Mar | 55735.75 | 1421.2 | 572.85 | 22.41 | 326 | 49 | 108 |
| 10 Mar | 56950.80 | 848.35 | -563.75 | 20.91 | 99 | 1 | 58 |
| 9 Mar | 56019.80 | 1450.25 | 763.45 | 24.15 | 258 | 23 | 57 |
| 6 Mar | 57783.25 | 686.8 | 293.45 | 21.04 | 95 | -33 | 34 |
| 5 Mar | 59055.85 | 406.65 | -116.65 | 20.22 | 218 | 7 | 37 |
| 4 Mar | 58755.25 | 522 | 320.9 | 21.49 | 115 | 20 | 23 |
| 2 Mar | 59839.65 | 201.1 | 93.55 | 17.97 | 3 | 1 | 1 |
| 27 Feb | 60529.00 | 107.55 | 2.1 | 16.38 | 2 | 0 | 2 |
| 26 Feb | 61187.70 | 105.45 | -255.4 | 17.42 | 2 | 0 | 0 |
| 25 Feb | 61043.35 | 360.85 | 0 | 5.75 | 0 | 0 | 0 |
| 24 Feb | 61047.30 | 360.85 | 0 | 5.75 | 0 | 0 | 0 |
| 23 Feb | 61264.25 | 360.85 | 0 | 5.91 | 0 | 0 | 0 |
| 20 Feb | 61172.00 | 360.85 | 0 | 5.82 | 0 | 0 | 0 |
| 19 Feb | 60739.55 | 360.85 | 0 | 5.48 | 0 | 0 | 0 |
| 18 Feb | 61550.80 | 360.85 | 0 | 5.98 | 0 | 0 | 0 |
| 17 Feb | 61174.00 | 360.85 | 0 | 5.63 | 0 | 0 | 0 |
| 16 Feb | 60949.10 | 360.85 | 0 | 5.51 | 0 | 0 | 0 |
| 13 Feb | 60186.65 | 360.85 | 0 | 4.82 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 360.85 | 0 | 5.19 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 360.85 | 0 | 5.21 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 360.85 | 0 | 5.12 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 360.85 | 0 | 5.1 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 360.85 | 0 | 4.67 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 360.85 | 0 | 4.63 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 360.85 | 0 | 4.73 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 360.85 | 0 | 4.55 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 360.85 | 0 | 3.47 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 0 | 0 | 3.51 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 0 | 0 | 4.23 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 0 | 0 | 4.42 | 0 | 0 | 0 |
For Nifty Bank - strike price 55600 expiring on 28APR2026
Delta for 55600 PE is -0.37
Historical price for 55600 PE is as follows
On 24 Apr BANKNIFTY was trading at 55936.40. The strike last trading price was 297.25, which was 45.80000000000001 higher than the previous day. The implied volatity was 18.64, the open interest changed by 1747 which increased total open position to 4808
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 247.35, which was 80.5 higher than the previous day. The implied volatity was 20.18, the open interest changed by 11 which increased total open position to 3059
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 157.05, which was -38.44999999999999 lower than the previous day. The implied volatity was 22.56, the open interest changed by 126 which increased total open position to 3055
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 192.4, which was -250.95000000000002 lower than the previous day. The implied volatity was 24.91, the open interest changed by 250 which increased total open position to 2948
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 458.9, which was 37.39999999999998 higher than the previous day. The implied volatity was 25.82, the open interest changed by -993 which decreased total open position to 2741
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 416.1, which was -220.44999999999993 lower than the previous day. The implied volatity was 21.73, the open interest changed by 845 which increased total open position to 3755
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 660.15, which was 44.799999999999955 higher than the previous day. The implied volatity was 21.77, the open interest changed by -159 which decreased total open position to 2913
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 624, which was -405.20000000000005 lower than the previous day. The implied volatity was 22.51, the open interest changed by -120 which decreased total open position to 3073
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1028, which was 206.35000000000002 higher than the previous day. The implied volatity was 23.85, the open interest changed by 437 which increased total open position to 3323
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 810.45, which was -578.8499999999999 lower than the previous day. The implied volatity was 20.76, the open interest changed by 1148 which increased total open position to 2889
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1373.6, which was 426.5999999999999 higher than the previous day. The implied volatity was 20.44, the open interest changed by -350 which decreased total open position to 1749
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 912, which was -2103.55 lower than the previous day. The implied volatity was 21.76, the open interest changed by 1847 which increased total open position to 2111
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 3005.55, which was -1130.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 264
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 3005.55, which was -1130.75 lower than the previous day. The implied volatity was 23.23, the open interest changed by -3 which decreased total open position to 263
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 4136.3, which was -844.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 266
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 4136.3, which was -844.85 lower than the previous day. The implied volatity was 29.68, the open interest changed by 191 which increased total open position to 266
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 4981.15, which was 1722.15 higher than the previous day. The implied volatity was 26.76, the open interest changed by 1 which increased total open position to 73
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 3259, which was 935 higher than the previous day. The implied volatity was 23.42, the open interest changed by -6 which decreased total open position to 72
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 2324, which was -899.8 lower than the previous day. The implied volatity was 22.96, the open interest changed by 0 which decreased total open position to 78
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 3223.8, which was -1108.2 lower than the previous day. The implied volatity was 27.49, the open interest changed by 0 which decreased total open position to 79
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 4332, which was 1795.15 higher than the previous day. The implied volatity was 30.48, the open interest changed by -1 which decreased total open position to 79
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 2404.95, which was 1071.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 2404.95, which was 1071.65 higher than the previous day. The implied volatity was 23.15, the open interest changed by -18 which decreased total open position to 82
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1341.8, which was -323.65 lower than the previous day. The implied volatity was 20.44, the open interest changed by -20 which decreased total open position to 100
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1665.45, which was -400 lower than the previous day. The implied volatity was 21.57, the open interest changed by 3 which increased total open position to 120
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 2065.95, which was -336 lower than the previous day. The implied volatity was 22.93, the open interest changed by -5 which decreased total open position to 119
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 2377, which was 802.35 higher than the previous day. The implied volatity was 22.77, the open interest changed by -46 which decreased total open position to 130
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1564.2, which was 205.1 higher than the previous day. The implied volatity was 21.39, the open interest changed by 68 which increased total open position to 177
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1421.2, which was 572.85 higher than the previous day. The implied volatity was 22.41, the open interest changed by 49 which increased total open position to 108
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 848.35, which was -563.75 lower than the previous day. The implied volatity was 20.91, the open interest changed by 1 which increased total open position to 58
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1450.25, which was 763.45 higher than the previous day. The implied volatity was 24.15, the open interest changed by 23 which increased total open position to 57
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 686.8, which was 293.45 higher than the previous day. The implied volatity was 21.04, the open interest changed by -33 which decreased total open position to 34
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 406.65, which was -116.65 lower than the previous day. The implied volatity was 20.22, the open interest changed by 7 which increased total open position to 37
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 522, which was 320.9 higher than the previous day. The implied volatity was 21.49, the open interest changed by 20 which increased total open position to 23
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 201.1, which was 93.55 higher than the previous day. The implied volatity was 17.97, the open interest changed by 1 which increased total open position to 1
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 107.55, which was 2.1 higher than the previous day. The implied volatity was 16.38, the open interest changed by 0 which decreased total open position to 2
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 105.45, which was -255.4 lower than the previous day. The implied volatity was 17.42, 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 360.85, which was 0 lower than the previous day. The implied volatity was 5.75, 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 360.85, which was 0 lower than the previous day. The implied volatity was 5.75, 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 360.85, which was 0 lower than the previous day. The implied volatity was 5.91, 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 360.85, which was 0 lower than the previous day. The implied volatity was 5.82, 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 360.85, which was 0 lower than the previous day. The implied volatity was 5.48, 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 360.85, which was 0 lower than the previous day. The implied volatity was 5.98, 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 360.85, 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 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 360.85, which was 0 lower than the previous day. The implied volatity was 5.51, 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 360.85, which was 0 lower than the previous day. The implied volatity was 4.82, 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 360.85, which was 0 lower than the previous day. The implied volatity was 5.19, 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 360.85, which was 0 lower than the previous day. The implied volatity was 5.21, 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 360.85, which was 0 lower than the previous day. The implied volatity was 5.12, 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 360.85, which was 0 lower than the previous day. The implied volatity was 5.1, 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 360.85, which was 0 lower than the previous day. The implied volatity was 4.67, 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 360.85, which was 0 lower than the previous day. The implied volatity was 4.63, 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 360.85, which was 0 lower than the previous day. The implied volatity was 4.73, 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 360.85, which was 0 lower than the previous day. The implied volatity was 4.55, 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 360.85, which was 0 lower than the previous day. The implied volatity was 3.47, 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 0, which was 0 lower than the previous day. The implied volatity was 3.51, 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 0, which was 0 lower than the previous day. The implied volatity was 4.23, 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 4.42, the open interest changed by 0 which decreased total open position to 0
