BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:34 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 55900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0.24
Theta: -58.3
Gamma: 0.00033
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55908.35 | 506.3 | -264.34999999999997 | 19.8 | 71,410 | 3,952 | 5,487 | |||||||||
| 23 Apr | 56305.00 | 785.65 | -670.9 | 19.52 | 1,353 | 79 | 1,534 | |||||||||
| 22 Apr | 57124.45 | 1448 | -265.8499999999999 | 21.67 | 241 | -31 | 1,479 | |||||||||
| 21 Apr | 57371.45 | 1715.15 | 500.1500000000001 | 22 | 328 | -107 | 1,504 | |||||||||
| 20 Apr | 56582.35 | 1175.95 | -87.20000000000005 | 22.65 | 901 | -286 | 1,594 | |||||||||
| 17 Apr | 56565.70 | 1282.55 | 248.54999999999995 | 21.04 | 7,257 | -194 | 1,879 | |||||||||
| 16 Apr | 56086.40 | 1001.3 | -203.85000000000014 | 21.54 | 8,018 | -10 | 2,112 | |||||||||
| 15 Apr | 56301.95 | 1175.2 | 185.9000000000001 | 21.73 | 3,255 | -496 | 2,224 | |||||||||
| 13 Apr | 55605.05 | 969.2 | -115.34999999999991 | 23.31 | 12,306 | -595 | 2,778 | |||||||||
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| 10 Apr | 55912.75 | 1096 | 370.1 | 20.06 | 36,402 | 891 | 3,363 | |||||||||
| 9 Apr | 54821.70 | 710.5 | -360.25 | 21.85 | 8,743 | 939 | 2,503 | |||||||||
| 8 Apr | 55703.90 | 1109.45 | 818.95 | 19.72 | 10,624 | 923 | 1,566 | |||||||||
| 7 Apr | 52716.25 | 281.8 | -47.95 | 23.42 | 1,812 | 143 | 660 | |||||||||
| 6 Apr | 52609.10 | 353 | 116.65 | 25.52 | 2,034 | 14 | 516 | |||||||||
| 2 Apr | 51548.75 | 228.9 | -8.3 | 24.53 | 1,164 | -28 | 503 | |||||||||
| 1 Apr | 51448.65 | 231.4 | 28.15 | 24.27 | 2,517 | 228 | 530 | |||||||||
| 30 Mar | 50275.35 | 203 | -263.05 | 27.19 | 620 | 80 | 295 | |||||||||
| 27 Mar | 52274.60 | 452.2 | -361.35 | 23.83 | 358 | -23 | 216 | |||||||||
| 25 Mar | 53708.10 | 828.3 | 220.25 | 23.06 | 237 | 67 | 238 | |||||||||
| 24 Mar | 52605.65 | 634.65 | 151.15 | 24.27 | 208 | 11 | 169 | |||||||||
| 23 Mar | 51437.75 | 471.4 | -331.35 | 26.72 | 271 | 25 | 175 | |||||||||
| 20 Mar | 53427.05 | 825.55 | 42.6 | 22.31 | 97 | 13 | 149 | |||||||||
| 19 Mar | 53451.00 | 879.25 | -420.95 | 21.64 | 135 | -62 | 137 | |||||||||
| 18 Mar | 55326.05 | 1300.2 | 30.25 | 17.27 | 34 | 11 | 199 | |||||||||
| 17 Mar | 54876.00 | 1267.85 | 27.95 | 19.73 | 29 | 0 | 177 | |||||||||
| 16 Mar | 54413.40 | 1244.45 | 154.1 | 22.41 | 30 | 8 | 177 | |||||||||
| 13 Mar | 53757.85 | 1094.75 | -585.25 | 22.24 | 126 | 107 | 169 | |||||||||
| 12 Mar | 55100.95 | 1680 | -274.9 | 21.6 | 63 | 40 | 60 | |||||||||
| 11 Mar | 55735.75 | 1952.5 | -345.5 | 21.09 | 40 | 20 | 21 | |||||||||
| 10 Mar | 56950.80 | 2298 | -2275.9 | - | 1 | 0 | 1 | |||||||||
| 9 Mar | 56019.80 | 2298 | -2275.9 | 22.37 | 1 | 0 | 0 | |||||||||
| 6 Mar | 57783.25 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 59055.85 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 58755.25 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 59839.65 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 60529.00 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 61187.70 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 61043.35 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 61047.30 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 61264.25 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 61172.00 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 60739.55 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 61550.80 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 61174.00 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 60186.65 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 60739.75 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 4573.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 55900 expiring on 28APR2026
Delta for 55900 CE is 0.52
Historical price for 55900 CE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 506.3, which was -264.34999999999997 lower than the previous day. The implied volatity was 19.8, the open interest changed by 3952 which increased total open position to 5487
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 785.65, which was -670.9 lower than the previous day. The implied volatity was 19.52, the open interest changed by 79 which increased total open position to 1534
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1448, which was -265.8499999999999 lower than the previous day. The implied volatity was 21.67, the open interest changed by -31 which decreased total open position to 1479
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 1715.15, which was 500.1500000000001 higher than the previous day. The implied volatity was 22, the open interest changed by -107 which decreased total open position to 1504
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1175.95, which was -87.20000000000005 lower than the previous day. The implied volatity was 22.65, the open interest changed by -286 which decreased total open position to 1594
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1282.55, which was 248.54999999999995 higher than the previous day. The implied volatity was 21.04, the open interest changed by -194 which decreased total open position to 1879
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1001.3, which was -203.85000000000014 lower than the previous day. The implied volatity was 21.54, the open interest changed by -10 which decreased total open position to 2112
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1175.2, which was 185.9000000000001 higher than the previous day. The implied volatity was 21.73, the open interest changed by -496 which decreased total open position to 2224
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 969.2, which was -115.34999999999991 lower than the previous day. The implied volatity was 23.31, the open interest changed by -595 which decreased total open position to 2778
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1096, which was 370.1 higher than the previous day. The implied volatity was 20.06, the open interest changed by 891 which increased total open position to 3363
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 710.5, which was -360.25 lower than the previous day. The implied volatity was 21.85, the open interest changed by 939 which increased total open position to 2503
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1109.45, which was 818.95 higher than the previous day. The implied volatity was 19.72, the open interest changed by 923 which increased total open position to 1566
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 281.8, which was -47.95 lower than the previous day. The implied volatity was 23.42, the open interest changed by 143 which increased total open position to 660
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 353, which was 116.65 higher than the previous day. The implied volatity was 25.52, the open interest changed by 14 which increased total open position to 516
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 228.9, which was -8.3 lower than the previous day. The implied volatity was 24.53, the open interest changed by -28 which decreased total open position to 503
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 231.4, which was 28.15 higher than the previous day. The implied volatity was 24.27, the open interest changed by 228 which increased total open position to 530
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 203, which was -263.05 lower than the previous day. The implied volatity was 27.19, the open interest changed by 80 which increased total open position to 295
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 452.2, which was -361.35 lower than the previous day. The implied volatity was 23.83, the open interest changed by -23 which decreased total open position to 216
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 828.3, which was 220.25 higher than the previous day. The implied volatity was 23.06, the open interest changed by 67 which increased total open position to 238
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 634.65, which was 151.15 higher than the previous day. The implied volatity was 24.27, the open interest changed by 11 which increased total open position to 169
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 471.4, which was -331.35 lower than the previous day. The implied volatity was 26.72, the open interest changed by 25 which increased total open position to 175
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 825.55, which was 42.6 higher than the previous day. The implied volatity was 22.31, the open interest changed by 13 which increased total open position to 149
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 879.25, which was -420.95 lower than the previous day. The implied volatity was 21.64, the open interest changed by -62 which decreased total open position to 137
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1300.2, which was 30.25 higher than the previous day. The implied volatity was 17.27, the open interest changed by 11 which increased total open position to 199
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1267.85, which was 27.95 higher than the previous day. The implied volatity was 19.73, the open interest changed by 0 which decreased total open position to 177
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1244.45, which was 154.1 higher than the previous day. The implied volatity was 22.41, the open interest changed by 8 which increased total open position to 177
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1094.75, which was -585.25 lower than the previous day. The implied volatity was 22.24, the open interest changed by 107 which increased total open position to 169
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1680, which was -274.9 lower than the previous day. The implied volatity was 21.6, the open interest changed by 40 which increased total open position to 60
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1952.5, which was -345.5 lower than the previous day. The implied volatity was 21.09, the open interest changed by 20 which increased total open position to 21
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 2298, which was -2275.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2298, which was -2275.9 lower than the previous day. The implied volatity was 22.37, the open interest changed by 0 which decreased total open position to 0
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 4573.9, 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 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 4573.9, 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 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 4573.9, 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 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 4573.9, 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 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 4573.9, 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 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 4573.9, 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 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 4573.9, 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 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 4573.9, 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 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 4573.9, 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 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 4573.9, 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 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 4573.9, 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 4573.9, 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 4573.9, 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 4573.9, 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 4573.9, 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 4573.9, 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 4573.9, 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 4573.9, 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 4573.9, 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 4573.9, 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 4573.9, 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 4573.9, 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 4573.9, 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 4573.9, 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 4573.9, 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 4573.9, 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 4573.9, 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) 55900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 0.24
Theta: -45.6
Gamma: 0.00036
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55908.35 | 427.05 | 86.85000000000002 | 18.25 | 1,60,478 | 6,884 | 9,612 |
| 23 Apr | 56305.00 | 336.4 | 118.89999999999998 | 19.78 | 25,700 | -365 | 2,741 |
| 22 Apr | 57124.45 | 209.6 | -34.70000000000002 | 22.21 | 10,284 | 313 | 3,112 |
| 21 Apr | 57371.45 | 239.5 | -290.85 | 24.32 | 7,375 | 574 | 2,848 |
| 20 Apr | 56582.35 | 552.3 | 46.19999999999993 | 25.3 | 11,668 | -378 | 2,313 |
| 17 Apr | 56565.70 | 505.65 | -239 | 21.31 | 19,355 | 422 | 2,689 |
| 16 Apr | 56086.40 | 776.65 | 67.69999999999993 | 21.75 | 17,312 | 394 | 2,326 |
| 15 Apr | 56301.95 | 726.9 | -430.80000000000007 | 22.08 | 9,190 | 77 | 1,976 |
| 13 Apr | 55605.05 | 1159.6 | 229.44999999999993 | 23.33 | 5,221 | -873 | 1,907 |
| 10 Apr | 55912.75 | 915.75 | -622.45 | 20.13 | 26,648 | 2,050 | 2,794 |
| 9 Apr | 54821.70 | 1529.05 | 463.0999999999999 | 19.63 | 3,380 | -270 | 773 |
| 8 Apr | 55703.90 | 1035.9 | -3235.05 | 21.47 | 3,641 | 938 | 1,038 |
| 7 Apr | 52716.25 | 4270.95 | -974.7 | - | 0 | 0 | 100 |
| 6 Apr | 52609.10 | 4270.95 | -974.7 | - | 0 | 0 | 100 |
| 2 Apr | 51548.75 | 4270.95 | -974.7 | - | 0 | 0 | 100 |
| 1 Apr | 51448.65 | 4270.95 | -974.7 | 26.58 | 66 | 7 | 100 |
| 30 Mar | 50275.35 | 5245.65 | 1560.8 | 25.66 | 2 | 0 | 93 |
| 27 Mar | 52274.60 | 3684.85 | 1192.65 | 27.4 | 10 | -1 | 93 |
| 25 Mar | 53708.10 | 2492.2 | -848.9 | 22.44 | 1 | 0 | 95 |
| 24 Mar | 52605.65 | 3341.1 | -667.35 | 25.77 | 17 | -6 | 96 |
| 23 Mar | 51437.75 | 4008.45 | 1260.7 | 16.36 | 5 | 0 | 102 |
| 20 Mar | 53427.05 | 2747.75 | 1317.75 | - | 0 | 0 | 102 |
| 19 Mar | 53451.00 | 2747.75 | 1317.75 | 25.38 | 17 | -11 | 103 |
| 18 Mar | 55326.05 | 1430 | -865.3 | 19.66 | 65 | -6 | 113 |
| 17 Mar | 54876.00 | 2295.3 | -112.95 | - | 27 | 0 | 119 |
| 16 Mar | 54413.40 | 2295.3 | -112.95 | 23.68 | 27 | -8 | 119 |
| 13 Mar | 53757.85 | 2408.25 | 659.7 | 20.64 | 13 | -1 | 127 |
| 12 Mar | 55100.95 | 1737.85 | 260.95 | 21.69 | 99 | 10 | 128 |
| 11 Mar | 55735.75 | 1464.95 | 560.1 | 21.25 | 168 | 69 | 118 |
| 10 Mar | 56950.80 | 910.55 | -607.1 | 20.41 | 215 | -5 | 62 |
| 9 Mar | 56019.80 | 1554.7 | 904.25 | 23.84 | 113 | 37 | 63 |
| 6 Mar | 57783.25 | 650.45 | 234.55 | 19.37 | 65 | -12 | 26 |
| 5 Mar | 59055.85 | 414.2 | 230.95 | 19.38 | 147 | 40 | 41 |
| 4 Mar | 58755.25 | 183.25 | 64.3 | - | 0 | 0 | 1 |
| 2 Mar | 59839.65 | 183.25 | 64.3 | 16.73 | 3 | 0 | 4 |
| 27 Feb | 60529.00 | 117.9 | -294.5 | - | 0 | 0 | 4 |
| 26 Feb | 61187.70 | 117.9 | -294.5 | - | 0 | 0 | 4 |
| 25 Feb | 61043.35 | 117.9 | -294.5 | 16.87 | 13 | 5 | 5 |
| 24 Feb | 61047.30 | 412.4 | 0 | 5.48 | 0 | 0 | 0 |
| 23 Feb | 61264.25 | 412.4 | 0 | 5.65 | 0 | 0 | 0 |
| 20 Feb | 61172.00 | 412.4 | 0 | 5.47 | 0 | 0 | 0 |
| 19 Feb | 60739.55 | 412.4 | 0 | 5.22 | 0 | 0 | 0 |
| 18 Feb | 61550.80 | 412.4 | 0 | 5.73 | 0 | 0 | 0 |
| 17 Feb | 61174.00 | 412.4 | 0 | 5.4 | 0 | 0 | 0 |
| 16 Feb | 60949.10 | 412.4 | 0 | 5.26 | 0 | 0 | 0 |
| 13 Feb | 60186.65 | 412.4 | 0 | 4.57 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 412.4 | 0 | 4.96 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 412.4 | 0 | 4.96 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 412.4 | 0 | 4.82 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 412.4 | 0 | 4.88 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 412.4 | 0 | 4.42 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 412.4 | 0 | 4.36 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 412.4 | 0 | 4.42 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 412.4 | 0 | 4.32 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 412.4 | 0 | 3.23 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 412.4 | 0 | 3.26 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 412.4 | 0 | 3.96 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 412.4 | 0 | 4.21 | 0 | 0 | 0 |
For Nifty Bank - strike price 55900 expiring on 28APR2026
Delta for 55900 PE is -0.48
Historical price for 55900 PE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 427.05, which was 86.85000000000002 higher than the previous day. The implied volatity was 18.25, the open interest changed by 6884 which increased total open position to 9612
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 336.4, which was 118.89999999999998 higher than the previous day. The implied volatity was 19.78, the open interest changed by -365 which decreased total open position to 2741
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 209.6, which was -34.70000000000002 lower than the previous day. The implied volatity was 22.21, the open interest changed by 313 which increased total open position to 3112
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 239.5, which was -290.85 lower than the previous day. The implied volatity was 24.32, the open interest changed by 574 which increased total open position to 2848
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 552.3, which was 46.19999999999993 higher than the previous day. The implied volatity was 25.3, the open interest changed by -378 which decreased total open position to 2313
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 505.65, which was -239 lower than the previous day. The implied volatity was 21.31, the open interest changed by 422 which increased total open position to 2689
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 776.65, which was 67.69999999999993 higher than the previous day. The implied volatity was 21.75, the open interest changed by 394 which increased total open position to 2326
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 726.9, which was -430.80000000000007 lower than the previous day. The implied volatity was 22.08, the open interest changed by 77 which increased total open position to 1976
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1159.6, which was 229.44999999999993 higher than the previous day. The implied volatity was 23.33, the open interest changed by -873 which decreased total open position to 1907
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 915.75, which was -622.45 lower than the previous day. The implied volatity was 20.13, the open interest changed by 2050 which increased total open position to 2794
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1529.05, which was 463.0999999999999 higher than the previous day. The implied volatity was 19.63, the open interest changed by -270 which decreased total open position to 773
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1035.9, which was -3235.05 lower than the previous day. The implied volatity was 21.47, the open interest changed by 938 which increased total open position to 1038
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 4270.95, which was -974.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 4270.95, which was -974.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 4270.95, which was -974.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 4270.95, which was -974.7 lower than the previous day. The implied volatity was 26.58, the open interest changed by 7 which increased total open position to 100
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 5245.65, which was 1560.8 higher than the previous day. The implied volatity was 25.66, the open interest changed by 0 which decreased total open position to 93
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 3684.85, which was 1192.65 higher than the previous day. The implied volatity was 27.4, the open interest changed by -1 which decreased total open position to 93
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 2492.2, which was -848.9 lower than the previous day. The implied volatity was 22.44, the open interest changed by 0 which decreased total open position to 95
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 3341.1, which was -667.35 lower than the previous day. The implied volatity was 25.77, the open interest changed by -6 which decreased total open position to 96
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 4008.45, which was 1260.7 higher than the previous day. The implied volatity was 16.36, the open interest changed by 0 which decreased total open position to 102
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 2747.75, which was 1317.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 102
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 2747.75, which was 1317.75 higher than the previous day. The implied volatity was 25.38, the open interest changed by -11 which decreased total open position to 103
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1430, which was -865.3 lower than the previous day. The implied volatity was 19.66, the open interest changed by -6 which decreased total open position to 113
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 2295.3, which was -112.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 119
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 2295.3, which was -112.95 lower than the previous day. The implied volatity was 23.68, the open interest changed by -8 which decreased total open position to 119
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 2408.25, which was 659.7 higher than the previous day. The implied volatity was 20.64, the open interest changed by -1 which decreased total open position to 127
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1737.85, which was 260.95 higher than the previous day. The implied volatity was 21.69, the open interest changed by 10 which increased total open position to 128
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1464.95, which was 560.1 higher than the previous day. The implied volatity was 21.25, the open interest changed by 69 which increased total open position to 118
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 910.55, which was -607.1 lower than the previous day. The implied volatity was 20.41, the open interest changed by -5 which decreased total open position to 62
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1554.7, which was 904.25 higher than the previous day. The implied volatity was 23.84, the open interest changed by 37 which increased total open position to 63
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 650.45, which was 234.55 higher than the previous day. The implied volatity was 19.37, the open interest changed by -12 which decreased total open position to 26
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 414.2, which was 230.95 higher than the previous day. The implied volatity was 19.38, the open interest changed by 40 which increased total open position to 41
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 183.25, which was 64.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 183.25, which was 64.3 higher than the previous day. The implied volatity was 16.73, the open interest changed by 0 which decreased total open position to 4
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 117.9, which was -294.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 117.9, which was -294.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 117.9, which was -294.5 lower than the previous day. The implied volatity was 16.87, the open interest changed by 5 which increased total open position to 5
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 412.4, 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 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 412.4, which was 0 lower than the previous day. The implied volatity was 5.65, 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 412.4, which was 0 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 412.4, which was 0 lower than the previous day. The implied volatity was 5.22, 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 412.4, which was 0 lower than the previous day. The implied volatity was 5.73, 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 412.4, which was 0 lower than the previous day. The implied volatity was 5.4, 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 412.4, which was 0 lower than the previous day. The implied volatity was 5.26, 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 412.4, 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 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 412.4, which was 0 lower than the previous day. The implied volatity was 4.96, 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 412.4, which was 0 lower than the previous day. The implied volatity was 4.96, 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 412.4, 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 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 412.4, which was 0 lower than the previous day. The implied volatity was 4.88, 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 412.4, 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
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 412.4, which was 0 lower than the previous day. The implied volatity was 4.36, 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 412.4, 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
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 412.4, which was 0 lower than the previous day. The implied volatity was 4.32, 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 412.4, which was 0 lower than the previous day. The implied volatity was 3.23, 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 412.4, which was 0 lower than the previous day. The implied volatity was 3.26, 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 412.4, which was 0 lower than the previous day. The implied volatity was 3.96, 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 412.4, which was 0 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0
