BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:31 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 55700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0.24
Theta: -58.16
Gamma: 0.00031
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55915.15 | 632.5 | -265.5 | 20.22 | 7,711 | 547 | 2,761 | |||||||||
| 23 Apr | 56305.00 | 912.1 | -714.35 | 19.9 | 515 | -78 | 2,216 | |||||||||
| 22 Apr | 57124.45 | 1610.8 | -259.45000000000005 | 20.97 | 131 | -46 | 2,299 | |||||||||
| 21 Apr | 57371.45 | 1876.4 | 543.9000000000001 | 22.03 | 163 | -91 | 2,350 | |||||||||
| 20 Apr | 56582.35 | 1297.9 | -113 | 22.17 | 573 | -142 | 2,439 | |||||||||
| 17 Apr | 56565.70 | 1403.5 | 256.04999999999995 | 20.6 | 2,211 | -121 | 2,600 | |||||||||
| 16 Apr | 56086.40 | 1117.4 | -220.94999999999982 | 21.83 | 1,528 | -81 | 2,721 | |||||||||
| 15 Apr | 56301.95 | 1304.25 | 198.95000000000005 | 22.11 | 3,707 | -1,318 | 2,843 | |||||||||
| 13 Apr | 55605.05 | 1089.6 | -114.10000000000014 | 23.86 | 22,604 | 1,881 | 4,279 | |||||||||
| 10 Apr | 55912.75 | 1214.8 | 401.94999999999993 | 20.32 | 37,954 | -18 | 2,409 | |||||||||
| 9 Apr | 54821.70 | 800.25 | -390.4000000000001 | 22.18 | 15,435 | -13 | 2,466 | |||||||||
| 8 Apr | 55703.90 | 1228.1 | 895.4 | 19.97 | 19,826 | 1,799 | 2,461 | |||||||||
| 7 Apr | 52716.25 | 334.6 | -40.95 | 23.93 | 2,201 | 60 | 682 | |||||||||
| 6 Apr | 52609.10 | 388.7 | 125.95 | 25.47 | 2,643 | 138 | 633 | |||||||||
| 2 Apr | 51548.75 | 263.3 | -4.1 | 24.8 | 1,824 | -69 | 495 | |||||||||
| 1 Apr | 51448.65 | 260.2 | 37.15 | 24.37 | 2,184 | 225 | 564 | |||||||||
| 30 Mar | 50275.35 | 225.05 | -287.45 | 27.13 | 669 | 78 | 339 | |||||||||
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| 27 Mar | 52274.60 | 506 | -395.05 | 24.09 | 347 | -28 | 258 | |||||||||
| 25 Mar | 53708.10 | 894.6 | 222.55 | 23.09 | 153 | 23 | 286 | |||||||||
| 24 Mar | 52605.65 | 690.8 | 158.95 | 24.37 | 206 | -9 | 263 | |||||||||
| 23 Mar | 51437.75 | 515.15 | -424.8 | 26.87 | 303 | 48 | 280 | |||||||||
| 20 Mar | 53427.05 | 903.65 | 24.65 | 22.55 | 178 | 62 | 233 | |||||||||
| 19 Mar | 53451.00 | 956.9 | -548.75 | 21.81 | 91 | -35 | 171 | |||||||||
| 18 Mar | 55326.05 | 1491.85 | 350.8 | 18.52 | 84 | 42 | 207 | |||||||||
| 17 Mar | 54876.00 | 1141.05 | -92.9 | - | 1 | 0 | 165 | |||||||||
| 16 Mar | 54413.40 | 1141.05 | -92.9 | 19.92 | 1 | 0 | 166 | |||||||||
| 13 Mar | 53757.85 | 1233.95 | -526.4 | 23.15 | 83 | 54 | 166 | |||||||||
| 12 Mar | 55100.95 | 1794.15 | -252.85 | 21.83 | 130 | 85 | 112 | |||||||||
| 11 Mar | 55735.75 | 1970 | -788 | 19.96 | 13 | 9 | 28 | |||||||||
| 10 Mar | 56950.80 | 2758 | 335.85 | 18.67 | 55 | -10 | 23 | |||||||||
| 9 Mar | 56019.80 | 2418.75 | -3372.3 | 22.48 | 117 | 33 | 38 | |||||||||
| 6 Mar | 57783.25 | 5791.05 | -245.8 | - | 0 | 0 | 5 | |||||||||
| 5 Mar | 59055.85 | 5791.05 | -245.8 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 58755.25 | 5791.05 | -245.8 | - | 0 | 0 | 5 | |||||||||
| 2 Mar | 59839.65 | 5791.05 | -245.8 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 60529.00 | 5791.05 | -245.8 | 15.6 | 1 | 0 | 5 | |||||||||
| 26 Feb | 61187.70 | 6036.85 | -73.15 | - | 1 | 0 | 5 | |||||||||
| 25 Feb | 61043.35 | 6110 | 1374.1 | - | 0 | 0 | 5 | |||||||||
| 24 Feb | 61047.30 | 6110 | 1374.1 | - | 0 | 0 | 5 | |||||||||
| 23 Feb | 61264.25 | 6110 | 1374.1 | - | 0 | 0 | 5 | |||||||||
| 20 Feb | 61172.00 | 6110 | 1374.1 | - | 5 | 3 | 3 | |||||||||
| 19 Feb | 60739.55 | 4735.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 61550.80 | 4735.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 61174.00 | 4735.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 4735.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 60186.65 | 4735.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 60739.75 | 4735.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 4735.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 4735.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 4735.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 4735.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 4735.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 4735.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 4735.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 4735.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 4735.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 4735.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 4735.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 55700 expiring on 28APR2026
Delta for 55700 CE is 0.59
Historical price for 55700 CE is as follows
On 24 Apr BANKNIFTY was trading at 55915.15. The strike last trading price was 632.5, which was -265.5 lower than the previous day. The implied volatity was 20.22, the open interest changed by 547 which increased total open position to 2761
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 912.1, which was -714.35 lower than the previous day. The implied volatity was 19.9, the open interest changed by -78 which decreased total open position to 2216
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1610.8, which was -259.45000000000005 lower than the previous day. The implied volatity was 20.97, the open interest changed by -46 which decreased total open position to 2299
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 1876.4, which was 543.9000000000001 higher than the previous day. The implied volatity was 22.03, the open interest changed by -91 which decreased total open position to 2350
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1297.9, which was -113 lower than the previous day. The implied volatity was 22.17, the open interest changed by -142 which decreased total open position to 2439
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1403.5, which was 256.04999999999995 higher than the previous day. The implied volatity was 20.6, the open interest changed by -121 which decreased total open position to 2600
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1117.4, which was -220.94999999999982 lower than the previous day. The implied volatity was 21.83, the open interest changed by -81 which decreased total open position to 2721
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1304.25, which was 198.95000000000005 higher than the previous day. The implied volatity was 22.11, the open interest changed by -1318 which decreased total open position to 2843
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1089.6, which was -114.10000000000014 lower than the previous day. The implied volatity was 23.86, the open interest changed by 1881 which increased total open position to 4279
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1214.8, which was 401.94999999999993 higher than the previous day. The implied volatity was 20.32, the open interest changed by -18 which decreased total open position to 2409
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 800.25, which was -390.4000000000001 lower than the previous day. The implied volatity was 22.18, the open interest changed by -13 which decreased total open position to 2466
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1228.1, which was 895.4 higher than the previous day. The implied volatity was 19.97, the open interest changed by 1799 which increased total open position to 2461
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 334.6, which was -40.95 lower than the previous day. The implied volatity was 23.93, the open interest changed by 60 which increased total open position to 682
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 388.7, which was 125.95 higher than the previous day. The implied volatity was 25.47, the open interest changed by 138 which increased total open position to 633
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 263.3, which was -4.1 lower than the previous day. The implied volatity was 24.8, the open interest changed by -69 which decreased total open position to 495
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 260.2, which was 37.15 higher than the previous day. The implied volatity was 24.37, the open interest changed by 225 which increased total open position to 564
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 225.05, which was -287.45 lower than the previous day. The implied volatity was 27.13, the open interest changed by 78 which increased total open position to 339
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 506, which was -395.05 lower than the previous day. The implied volatity was 24.09, the open interest changed by -28 which decreased total open position to 258
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 894.6, which was 222.55 higher than the previous day. The implied volatity was 23.09, the open interest changed by 23 which increased total open position to 286
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 690.8, which was 158.95 higher than the previous day. The implied volatity was 24.37, the open interest changed by -9 which decreased total open position to 263
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 515.15, which was -424.8 lower than the previous day. The implied volatity was 26.87, the open interest changed by 48 which increased total open position to 280
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 903.65, which was 24.65 higher than the previous day. The implied volatity was 22.55, the open interest changed by 62 which increased total open position to 233
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 956.9, which was -548.75 lower than the previous day. The implied volatity was 21.81, the open interest changed by -35 which decreased total open position to 171
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1491.85, which was 350.8 higher than the previous day. The implied volatity was 18.52, the open interest changed by 42 which increased total open position to 207
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1141.05, which was -92.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 165
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1141.05, which was -92.9 lower than the previous day. The implied volatity was 19.92, the open interest changed by 0 which decreased total open position to 166
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1233.95, which was -526.4 lower than the previous day. The implied volatity was 23.15, the open interest changed by 54 which increased total open position to 166
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1794.15, which was -252.85 lower than the previous day. The implied volatity was 21.83, the open interest changed by 85 which increased total open position to 112
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1970, which was -788 lower than the previous day. The implied volatity was 19.96, the open interest changed by 9 which increased total open position to 28
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 2758, which was 335.85 higher than the previous day. The implied volatity was 18.67, the open interest changed by -10 which decreased total open position to 23
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2418.75, which was -3372.3 lower than the previous day. The implied volatity was 22.48, the open interest changed by 33 which increased total open position to 38
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 5791.05, which was -245.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 5791.05, which was -245.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 5791.05, which was -245.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 5791.05, which was -245.8 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 5791.05, which was -245.8 lower than the previous day. The implied volatity was 15.6, the open interest changed by 0 which decreased total open position to 5
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 6036.85, which was -73.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 6110, which was 1374.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 6110, which was 1374.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 6110, which was 1374.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 6110, which was 1374.1 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 4735.9, 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 4735.9, 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 4735.9, 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 4735.9, 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 4735.9, 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 4735.9, 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 4735.9, 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 4735.9, 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 4735.9, 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 4735.9, 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 4735.9, 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 4735.9, 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 4735.9, 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 4735.9, 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 4735.9, 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 4735.9, 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 4735.9, 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) 55700 PE | |||||||
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Delta: -0.41
Vega: 0.24
Theta: -44.67
Gamma: 0.00034
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55915.15 | 336.1 | 53.200000000000045 | 18.41 | 85,427 | 483 | 5,872 |
| 23 Apr | 56305.00 | 273.85 | 90.50000000000003 | 20.05 | 24,182 | 1,338 | 5,477 |
| 22 Apr | 57124.45 | 176.6 | -36.599999999999994 | 22.54 | 14,037 | -1,310 | 4,144 |
| 21 Apr | 57371.45 | 206.55 | -252.95 | 24.78 | 9,008 | 121 | 5,471 |
| 20 Apr | 56582.35 | 485.4 | 40.89999999999998 | 25.61 | 13,857 | 17 | 5,364 |
| 17 Apr | 56565.70 | 444 | -225.5 | 21.4 | 13,741 | 2,177 | 5,347 |
| 16 Apr | 56086.40 | 699 | 53.299999999999955 | 21.88 | 9,000 | 164 | 3,173 |
| 15 Apr | 56301.95 | 653.65 | -416.2500000000001 | 22.33 | 10,277 | -435 | 3,012 |
| 13 Apr | 55605.05 | 1064.45 | 205.35000000000002 | 23.29 | 13,583 | 733 | 3,506 |
| 10 Apr | 55912.75 | 847 | -603.05 | 20.62 | 39,321 | 1,307 | 2,775 |
| 9 Apr | 54821.70 | 1443.6 | 458.44999999999993 | 20.72 | 10,605 | -602 | 1,468 |
| 8 Apr | 55703.90 | 947.7 | -2401.15 | 21.58 | 11,178 | 1,923 | 2,072 |
| 7 Apr | 52716.25 | 3348.85 | -722.6 | - | 0 | 0 | 149 |
| 6 Apr | 52609.10 | 3348.85 | -722.6 | 30.02 | 1 | 0 | 150 |
| 2 Apr | 51548.75 | 4077.55 | -557.1 | - | 0 | 0 | 150 |
| 1 Apr | 51448.65 | 4077.55 | -557.1 | 25.88 | 132 | 80 | 151 |
| 30 Mar | 50275.35 | 4634.65 | 1489.8 | 11.87 | 22 | 5 | 71 |
| 27 Mar | 52274.60 | 3144.85 | 767.65 | 19.08 | 12 | 2 | 66 |
| 25 Mar | 53708.10 | 2377.2 | -869.9 | 22.76 | 1 | 0 | 64 |
| 24 Mar | 52605.65 | 3247.1 | -640.25 | 26.67 | 7 | 0 | 64 |
| 23 Mar | 51437.75 | 3887.35 | 1337.35 | 18.44 | 19 | -7 | 64 |
| 20 Mar | 53427.05 | 2550 | 35.5 | 22.45 | 2 | 0 | 71 |
| 19 Mar | 53451.00 | 2453.3 | 1054.15 | 22.93 | 228 | -102 | 72 |
| 18 Mar | 55326.05 | 1399.15 | -504.5 | 20.57 | 233 | 40 | 174 |
| 17 Mar | 54876.00 | 1903.65 | -524.3 | 24.07 | 2 | -1 | 135 |
| 16 Mar | 54413.40 | 2427.95 | -25.75 | 27.06 | 6 | -3 | 136 |
| 13 Mar | 53757.85 | 2453.65 | 811.25 | 22.98 | 48 | -25 | 143 |
| 12 Mar | 55100.95 | 1668.1 | 277.55 | 22.08 | 129 | 42 | 169 |
| 11 Mar | 55735.75 | 1454 | 605.15 | 22.26 | 373 | 58 | 126 |
| 10 Mar | 56950.80 | 852.35 | -587.15 | 20.52 | 252 | 2 | 55 |
| 9 Mar | 56019.80 | 1480.2 | 1375.05 | 24 | 180 | 49 | 51 |
| 6 Mar | 57783.25 | 105.15 | 1.65 | - | 0 | 0 | 2 |
| 5 Mar | 59055.85 | 105.15 | 1.65 | - | 0 | 0 | 0 |
| 4 Mar | 58755.25 | 105.15 | 1.65 | - | 0 | 0 | 2 |
| 2 Mar | 59839.65 | 105.15 | 1.65 | - | 0 | 0 | 2 |
| 27 Feb | 60529.00 | 105.15 | 1.65 | 16.07 | 1 | 0 | 1 |
| 26 Feb | 61187.70 | 103.5 | -273.95 | 17.12 | 1 | 0 | 0 |
| 25 Feb | 61043.35 | 377.45 | 0 | 5.67 | 0 | 0 | 0 |
| 24 Feb | 61047.30 | 377.45 | 0 | 5.66 | 0 | 0 | 0 |
| 23 Feb | 61264.25 | 377.45 | 0 | 5.83 | 0 | 0 | 0 |
| 20 Feb | 61172.00 | 377.45 | 0 | 5.64 | 0 | 0 | 0 |
| 19 Feb | 60739.55 | 377.45 | 0 | 5.38 | 0 | 0 | 0 |
| 18 Feb | 61550.80 | 377.45 | 0 | 5.91 | 0 | 0 | 0 |
| 17 Feb | 61174.00 | 377.45 | 0 | 5.55 | 0 | 0 | 0 |
| 16 Feb | 60949.10 | 377.45 | 0 | 5.43 | 0 | 0 | 0 |
| 13 Feb | 60186.65 | 377.45 | 0 | 4.74 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 377.45 | 0 | 5.12 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 377.45 | 0 | 5.13 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 377.45 | 0 | 4.98 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 377.45 | 0 | 5.02 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 377.45 | 0 | 4.59 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 377.45 | 0 | 4.57 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 377.45 | 0 | 4.65 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 377.45 | 0 | 4.48 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 377.45 | 0 | 3.39 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 0 | 0 | 3.42 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 0 | 0 | 4.16 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 0 | 0 | 4.35 | 0 | 0 | 0 |
For Nifty Bank - strike price 55700 expiring on 28APR2026
Delta for 55700 PE is -0.41
Historical price for 55700 PE is as follows
On 24 Apr BANKNIFTY was trading at 55915.15. The strike last trading price was 336.1, which was 53.200000000000045 higher than the previous day. The implied volatity was 18.41, the open interest changed by 483 which increased total open position to 5872
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 273.85, which was 90.50000000000003 higher than the previous day. The implied volatity was 20.05, the open interest changed by 1338 which increased total open position to 5477
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 176.6, which was -36.599999999999994 lower than the previous day. The implied volatity was 22.54, the open interest changed by -1310 which decreased total open position to 4144
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 206.55, which was -252.95 lower than the previous day. The implied volatity was 24.78, the open interest changed by 121 which increased total open position to 5471
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 485.4, which was 40.89999999999998 higher than the previous day. The implied volatity was 25.61, the open interest changed by 17 which increased total open position to 5364
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 444, which was -225.5 lower than the previous day. The implied volatity was 21.4, the open interest changed by 2177 which increased total open position to 5347
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 699, which was 53.299999999999955 higher than the previous day. The implied volatity was 21.88, the open interest changed by 164 which increased total open position to 3173
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 653.65, which was -416.2500000000001 lower than the previous day. The implied volatity was 22.33, the open interest changed by -435 which decreased total open position to 3012
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1064.45, which was 205.35000000000002 higher than the previous day. The implied volatity was 23.29, the open interest changed by 733 which increased total open position to 3506
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 847, which was -603.05 lower than the previous day. The implied volatity was 20.62, the open interest changed by 1307 which increased total open position to 2775
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1443.6, which was 458.44999999999993 higher than the previous day. The implied volatity was 20.72, the open interest changed by -602 which decreased total open position to 1468
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 947.7, which was -2401.15 lower than the previous day. The implied volatity was 21.58, the open interest changed by 1923 which increased total open position to 2072
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 3348.85, which was -722.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 149
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 3348.85, which was -722.6 lower than the previous day. The implied volatity was 30.02, the open interest changed by 0 which decreased total open position to 150
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 4077.55, which was -557.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 4077.55, which was -557.1 lower than the previous day. The implied volatity was 25.88, the open interest changed by 80 which increased total open position to 151
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 4634.65, which was 1489.8 higher than the previous day. The implied volatity was 11.87, the open interest changed by 5 which increased total open position to 71
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 3144.85, which was 767.65 higher than the previous day. The implied volatity was 19.08, the open interest changed by 2 which increased total open position to 66
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 2377.2, which was -869.9 lower than the previous day. The implied volatity was 22.76, the open interest changed by 0 which decreased total open position to 64
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 3247.1, which was -640.25 lower than the previous day. The implied volatity was 26.67, the open interest changed by 0 which decreased total open position to 64
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 3887.35, which was 1337.35 higher than the previous day. The implied volatity was 18.44, the open interest changed by -7 which decreased total open position to 64
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 2550, which was 35.5 higher than the previous day. The implied volatity was 22.45, the open interest changed by 0 which decreased total open position to 71
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 2453.3, which was 1054.15 higher than the previous day. The implied volatity was 22.93, the open interest changed by -102 which decreased total open position to 72
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1399.15, which was -504.5 lower than the previous day. The implied volatity was 20.57, the open interest changed by 40 which increased total open position to 174
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1903.65, which was -524.3 lower than the previous day. The implied volatity was 24.07, the open interest changed by -1 which decreased total open position to 135
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 2427.95, which was -25.75 lower than the previous day. The implied volatity was 27.06, the open interest changed by -3 which decreased total open position to 136
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 2453.65, which was 811.25 higher than the previous day. The implied volatity was 22.98, the open interest changed by -25 which decreased total open position to 143
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1668.1, which was 277.55 higher than the previous day. The implied volatity was 22.08, the open interest changed by 42 which increased total open position to 169
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1454, which was 605.15 higher than the previous day. The implied volatity was 22.26, the open interest changed by 58 which increased total open position to 126
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 852.35, which was -587.15 lower than the previous day. The implied volatity was 20.52, the open interest changed by 2 which increased total open position to 55
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1480.2, which was 1375.05 higher than the previous day. The implied volatity was 24, the open interest changed by 49 which increased total open position to 51
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 105.15, which was 1.65 higher 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 105.15, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 105.15, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 105.15, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 105.15, which was 1.65 higher than the previous day. The implied volatity was 16.07, the open interest changed by 0 which decreased total open position to 1
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 103.5, which was -273.95 lower than the previous day. The implied volatity was 17.12, 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 377.45, which was 0 lower than the previous day. The implied volatity was 5.67, 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 377.45, which was 0 lower than the previous day. The implied volatity was 5.66, 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 377.45, which was 0 lower than the previous day. The implied volatity was 5.83, 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 377.45, which was 0 lower than the previous day. The implied volatity was 5.64, 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 377.45, which was 0 lower than the previous day. The implied volatity was 5.38, 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 377.45, 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 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 377.45, which was 0 lower than the previous day. The implied volatity was 5.55, 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 377.45, which was 0 lower than the previous day. The implied volatity was 5.43, 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 377.45, which was 0 lower than the previous day. The implied volatity was 4.74, 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 377.45, 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 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 377.45, which was 0 lower than the previous day. The implied volatity was 5.13, 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 377.45, which was 0 lower than the previous day. The implied volatity was 4.98, 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 377.45, which was 0 lower than the previous day. The implied volatity was 5.02, 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 377.45, which was 0 lower than the previous day. The implied volatity was 4.59, 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 377.45, which was 0 lower than the previous day. The implied volatity was 4.57, 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 377.45, which was 0 lower than the previous day. The implied volatity was 4.65, 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 377.45, which was 0 lower than the previous day. The implied volatity was 4.48, 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 377.45, which was 0 lower than the previous day. The implied volatity was 3.39, 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 3.42, 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 4.16, 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 4.35, the open interest changed by 0 which decreased total open position to 0
