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Historical option data for BANKNIFTY

01 Jun 2026 04:10 PM IST
BANKNIFTY 30-Jun-2026 (29d) 55600 CE
Delta: 0.28
Vega: 0.51
Theta: -18.65
Gamma: 0.00012
Date Close Ltp Change IV Volume OI Chg OI
1 Jun 53643.10 470 -290.15 (-38.17%) 18.23 5,346 188 2,166
29 May 54239.20 773.4 -155.35 (-16.73%) 18.19 10,925 139 1,979
27 May 54853.85 920 -176.4 (-16.09%) 16.83 7,744 1,265 1,844
26 May 55092.90 1116.65 -117.1 (-9.49%) 17.07 2,099 128 588
25 May 55293.65 1300 531.75 (69.22%) 18.08 910 349 460
22 May 54055.35 804.5 202.8 (33.70%) 17.85 159 -2 112
21 May 53439.40 588.4 -103.6 (-14.97%) 18.16 42 -6 114
20 May 53562.20 697.15 40.6 (6.18%) 18.73 31 17 120
19 May 53409.15 658.35 -105.65 (-13.83%) 18.88 16 8 103
18 May 53537.00 760.35 -75.65 (-9.05%) 19.61 39 9 96
15 May 53710.35 835.8 -121.8 (-12.72%) 18.8 43 0 86
14 May 54128.95 996 170.2 (20.61%) 18.75 118 6 85
13 May 53456.15 824.8 -37.55 (-4.35%) 0 55 1 77
12 May 53555.20 862.35 -332.65 (-27.84%) 0 27 3 75
11 May 54439.90 1195 -341.75 (-22.24%) 0 19 1 71
8 May 55310.55 1532.45 -317.1 (-17.14%) 17.16 45 7 71
7 May 56047.40 1849.55 -154.55 (-7.71%) 17.5 17 0 63
6 May 55981.05 2041 728.85 (55.55%) 17.83 100 43 65
5 May 54547.05 1311.6 -233.75 (-15.13%) 18.18 4 -9 20
4 May 54878.50 1545.35 -248.25 (-13.84%) - 0 0 29
30 Apr 54863.35 1545.35 -248.25 (-13.84%) 18.39 35 -9 20
29 Apr 55403.60 1726.45 -129.7 (-6.99%) 17.55 79 21 27
28 Apr 55400.35 1832.3 -644.35 (-26.02%) 18.76 6 4 5
27 Apr 56264.30 2476.65 1894.25 (325.25%) 19.24 1 0 0
24 Apr 56089.75 0 0 - 0 0 0
23 Apr 56305.00 0 0 - 0 0 0
22 Apr 57124.45 0 0 - 0 0 0
21 Apr 57371.45 0 0 - 0 0 0
20 Apr 56582.35 0 0 - 0 0 0
17 Apr 56565.70 0 0 - 0 0 0
16 Apr 56086.40 0 0 - 0 0 0
15 Apr 56301.95 0 0 - 0 0 0
13 Apr 55605.05 0 0 - 0 0 0
10 Apr 55912.75 0 0 - 0 0 0
9 Apr 54821.70 0 0 (0.00%) - 0 0 0
8 Apr 55703.90 582.4 0 (0.00%) 1.44 0 0 0
7 Apr 52716.25 582.4 0 (0.00%) 1.43 0 0 0
6 Apr 52609.10 582.4 0 (0.00%) 1.52 0 0 0
2 Apr 51548.75 582.4 0 (0.00%) 2.31 0 0 0


For Nifty Bank - strike price 55600 expiring on 30JUN2026

Delta for 55600 CE is 0.28

Historical price for 55600 CE is as follows

On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 470, which was -290.15 lower than the previous day. The implied volatity was 18.23, the open interest changed by 188 which increased total open position to 2166


On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 773.4, which was -155.35 lower than the previous day. The implied volatity was 18.19, the open interest changed by 139 which increased total open position to 1979


On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 920, which was -176.4 lower than the previous day. The implied volatity was 16.83, the open interest changed by 1265 which increased total open position to 1844


On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 1116.65, which was -117.1 lower than the previous day. The implied volatity was 17.07, the open interest changed by 128 which increased total open position to 588


On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 1300, which was 531.75 higher than the previous day. The implied volatity was 18.08, the open interest changed by 349 which increased total open position to 460


On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 804.5, which was 202.8 higher than the previous day. The implied volatity was 17.85, the open interest changed by -2 which decreased total open position to 112


On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 588.4, which was -103.6 lower than the previous day. The implied volatity was 18.16, the open interest changed by -6 which decreased total open position to 114


On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 697.15, which was 40.6 higher than the previous day. The implied volatity was 18.73, the open interest changed by 17 which increased total open position to 120


On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 658.35, which was -105.65 lower than the previous day. The implied volatity was 18.88, the open interest changed by 8 which increased total open position to 103


On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 760.35, which was -75.65 lower than the previous day. The implied volatity was 19.61, the open interest changed by 9 which increased total open position to 96


On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 835.8, which was -121.8 lower than the previous day. The implied volatity was 18.8, the open interest changed by 0 which decreased total open position to 86


On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 996, which was 170.2 higher than the previous day. The implied volatity was 18.75, the open interest changed by 6 which increased total open position to 85


On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 824.8, which was -37.55 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 77


On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 862.35, which was -332.65 lower than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 75


On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 1195, which was -341.75 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 71


On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 1532.45, which was -317.1 lower than the previous day. The implied volatity was 17.16, the open interest changed by 7 which increased total open position to 71


On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 1849.55, which was -154.55 lower than the previous day. The implied volatity was 17.5, the open interest changed by 0 which decreased total open position to 63


On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 2041, which was 728.85 higher than the previous day. The implied volatity was 17.83, the open interest changed by 43 which increased total open position to 65


On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 1311.6, which was -233.75 lower than the previous day. The implied volatity was 18.18, the open interest changed by -9 which decreased total open position to 20


On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 1545.35, which was -248.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29


On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 1545.35, which was -248.25 lower than the previous day. The implied volatity was 18.39, the open interest changed by -9 which decreased total open position to 20


On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 1726.45, which was -129.7 lower than the previous day. The implied volatity was 17.55, the open interest changed by 21 which increased total open position to 27


On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 1832.3, which was -644.35 lower than the previous day. The implied volatity was 18.76, the open interest changed by 4 which increased total open position to 5


On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 2476.65, which was 1894.25 higher than the previous day. The implied volatity was 19.24, the open interest changed by 0 which decreased total open position to 0


On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 0, 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 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 0, 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 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 0, 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 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 0, 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 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 0, 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 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 0, 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 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 0, 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 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 0, 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 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 0, 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 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 0, 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 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 0, 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 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 582.4, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0


On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 582.4, which was 0 lower than the previous day. The implied volatity was 1.43, the open interest changed by 0 which decreased total open position to 0


On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 582.4, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0


On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 582.4, which was 0 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0


BANKNIFTY 30-Jun-2026 (29d) 55600 PE
Delta: -0.74
Vega: 0.49
Theta: -7.84
Gamma: 0.00013
Date Close Ltp Change IV Volume OI Chg OI
1 Jun 53643.10 2088.8 509.75 (32.28%) 16.31 124 7 679
29 May 54239.20 1636.45 324.1 (24.70%) 16.33 2,027 51 672
27 May 54853.85 1326 67.1 (5.33%) 16.18 1,838 254 627
26 May 55092.90 1227.3 53.2 (4.53%) 16.95 1,770 105 373
25 May 55293.65 1216.3 -666.05 (-35.38%) 18.04 390 179 270
22 May 54055.35 1881.55 -545.55 (-22.48%) 16.94 23 3 91
21 May 53439.40 2450.85 145.7 (6.32%) 18.19 41 10 89
20 May 53562.20 2307.8 194.85 (9.22%) 17.71 25 0 79
19 May 53409.15 2112.95 2112.95 - 0 0 79
18 May 53537.00 2112.95 2112.95 (0.00%) - 0 0 79
15 May 53710.35 2112.95 -23.25 (-1.09%) 19.29 1 0 79
14 May 54128.95 2136.2 -6.9 (-0.32%) 19.92 1 0 80
13 May 53456.15 2143.1 -255.85 (-10.67%) 0 1 0 80
12 May 53555.20 2398.95 429.55 (21.81%) 0 5 -3 81
11 May 54439.90 1969.4 515.8 (35.48%) 0 43 -21 84
8 May 55310.55 1473.9 377.25 (34.40%) 18.28 110 -1 105
7 May 56047.40 1096.65 -3.45 (-0.31%) 17.66 92 37 106
6 May 55981.05 1082.95 -702.35 (-39.34%) 17.13 61 -2 72
5 May 54547.05 1785.3 -4.35 (-0.24%) 18.18 1 0 74
4 May 54878.50 1796.1 88.55 (5.19%) 18.53 75 -3 77
30 Apr 54863.35 1698 159.45 (10.36%) 18.44 62 -21 59
29 Apr 55403.60 1555.8 -9.65 (-0.62%) 18.55 55 17 83
28 Apr 55400.35 1544.15 290.35 (23.16%) 18.22 77 51 60
27 Apr 56264.30 1253.8 -107.15 (-7.87%) 19.25 1 0 10
24 Apr 56089.75 1360.95 312.85 (29.85%) 19.63 1 0 10
23 Apr 56305.00 1048.1 0 (0.00%) 19.65 0 0 10
22 Apr 57124.45 1048.1 -477.3 (-31.29%) 19.65 1 0 11
21 Apr 57371.45 1525.4 0 (0.00%) - 0 0 11
20 Apr 56582.35 1525.4 0 (0.00%) - 0 0 11
17 Apr 56565.70 1525.4 0 (0.00%) 19.7 0 0 11
16 Apr 56086.40 1525.4 0 (0.00%) 19.7 1 0 10
15 Apr 56301.95 1533.45 8.05 (0.53%) - 0 0 10
13 Apr 55605.05 1533.45 8.05 (0.53%) 19.14 0 0 10
10 Apr 55912.75 1533.45 -3377.65 (-68.78%) 19.14 11 8 8
9 Apr 54821.70 0 0 (0.00%) 0.59 0 0 0
8 Apr 55703.90 4911.1 0 (0.00%) 1.27 0 0 0
7 Apr 52716.25 4911.1 0 (0.00%) - 0 0 0
6 Apr 52609.10 4911.1 0 (0.00%) - 0 0 0
2 Apr 51548.75 4911.1 0 (0.00%) - 0 0 0


For Nifty Bank - strike price 55600 expiring on 30JUN2026

Delta for 55600 PE is -0.74

Historical price for 55600 PE is as follows

On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 2088.8, which was 509.75 higher than the previous day. The implied volatity was 16.31, the open interest changed by 7 which increased total open position to 679


On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 1636.45, which was 324.1 higher than the previous day. The implied volatity was 16.33, the open interest changed by 51 which increased total open position to 672


On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 1326, which was 67.1 higher than the previous day. The implied volatity was 16.18, the open interest changed by 254 which increased total open position to 627


On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 1227.3, which was 53.2 higher than the previous day. The implied volatity was 16.95, the open interest changed by 105 which increased total open position to 373


On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 1216.3, which was -666.05 lower than the previous day. The implied volatity was 18.04, the open interest changed by 179 which increased total open position to 270


On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 1881.55, which was -545.55 lower than the previous day. The implied volatity was 16.94, the open interest changed by 3 which increased total open position to 91


On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 2450.85, which was 145.7 higher than the previous day. The implied volatity was 18.19, the open interest changed by 10 which increased total open position to 89


On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 2307.8, which was 194.85 higher than the previous day. The implied volatity was 17.71, the open interest changed by 0 which decreased total open position to 79


On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 2112.95, which was 2112.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79


On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 2112.95, which was 2112.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79


On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 2112.95, which was -23.25 lower than the previous day. The implied volatity was 19.29, the open interest changed by 0 which decreased total open position to 79


On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 2136.2, which was -6.9 lower than the previous day. The implied volatity was 19.92, the open interest changed by 0 which decreased total open position to 80


On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 2143.1, which was -255.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 80


On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 2398.95, which was 429.55 higher than the previous day. The implied volatity was 0, the open interest changed by -3 which decreased total open position to 81


On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 1969.4, which was 515.8 higher than the previous day. The implied volatity was 0, the open interest changed by -21 which decreased total open position to 84


On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 1473.9, which was 377.25 higher than the previous day. The implied volatity was 18.28, the open interest changed by -1 which decreased total open position to 105


On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 1096.65, which was -3.45 lower than the previous day. The implied volatity was 17.66, the open interest changed by 37 which increased total open position to 106


On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 1082.95, which was -702.35 lower than the previous day. The implied volatity was 17.13, the open interest changed by -2 which decreased total open position to 72


On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 1785.3, which was -4.35 lower than the previous day. The implied volatity was 18.18, the open interest changed by 0 which decreased total open position to 74


On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 1796.1, which was 88.55 higher than the previous day. The implied volatity was 18.53, the open interest changed by -3 which decreased total open position to 77


On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 1698, which was 159.45 higher than the previous day. The implied volatity was 18.44, the open interest changed by -21 which decreased total open position to 59


On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 1555.8, which was -9.65 lower than the previous day. The implied volatity was 18.55, the open interest changed by 17 which increased total open position to 83


On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 1544.15, which was 290.35 higher than the previous day. The implied volatity was 18.22, the open interest changed by 51 which increased total open position to 60


On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 1253.8, which was -107.15 lower than the previous day. The implied volatity was 19.25, the open interest changed by 0 which decreased total open position to 10


On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 1360.95, which was 312.85 higher than the previous day. The implied volatity was 19.63, the open interest changed by 0 which decreased total open position to 10


On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1048.1, which was 0 lower than the previous day. The implied volatity was 19.65, the open interest changed by 0 which decreased total open position to 10


On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1048.1, which was -477.3 lower than the previous day. The implied volatity was 19.65, the open interest changed by 0 which decreased total open position to 11


On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 1525.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1525.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1525.4, which was 0 lower than the previous day. The implied volatity was 19.7, the open interest changed by 0 which decreased total open position to 11


On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1525.4, which was 0 lower than the previous day. The implied volatity was 19.7, the open interest changed by 0 which decreased total open position to 10


On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1533.45, which was 8.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1533.45, which was 8.05 higher than the previous day. The implied volatity was 19.14, the open interest changed by 0 which decreased total open position to 10


On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1533.45, which was -3377.65 lower than the previous day. The implied volatity was 19.14, the open interest changed by 8 which increased total open position to 8


On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0


On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 4911.1, which was 0 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0


On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 4911.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 4911.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 4911.1, 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