BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
21 Apr 2026 10:14 AM IST
| BANKNIFTY 28-Apr-2026 (7d) 56000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.25
Theta: -39.25
Gamma: 0.00017
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 Apr | 57189.85 | 1513.2 | 367.85000000000014 | 21.9 | 4,885 | -596 | 12,030 | |||||||||
| 20 Apr | 56582.35 | 1112 | -81.65000000000009 | 22.91 | 29,931 | -3,661 | 13,012 | |||||||||
| 17 Apr | 56565.70 | 1200 | 233.39999999999998 | 20.18 | 74,329 | -733 | 16,677 | |||||||||
| 16 Apr | 56086.40 | 935 | -209.5999999999999 | 21.03 | 73,196 | 558 | 17,414 | |||||||||
| 15 Apr | 56301.95 | 1112 | 178.29999999999995 | 21.34 | 54,293 | -2,547 | 17,118 | |||||||||
| 13 Apr | 55605.05 | 918.85 | -103.29999999999995 | 23.2 | 83,441 | 182 | 19,918 | |||||||||
| 10 Apr | 55912.75 | 1030 | 349.15 | 19.76 | 1,08,526 | 20 | 19,979 | |||||||||
| 9 Apr | 54821.70 | 670 | -341.79999999999995 | 21.75 | 75,161 | 4,243 | 22,016 | |||||||||
| 8 Apr | 55703.90 | 1058 | 792.5 | 19.7 | 1,00,703 | 345 | 17,852 | |||||||||
| 7 Apr | 52716.25 | 263.65 | -42.45 | 23.35 | 38,497 | 2,241 | 17,343 | |||||||||
| 6 Apr | 52609.10 | 307.15 | 86.55 | 24.7 | 52,434 | 886 | 15,134 | |||||||||
| 2 Apr | 51548.75 | 213.45 | -10.75 | 24.45 | 39,697 | -108 | 14,253 | |||||||||
| 1 Apr | 51448.65 | 219.95 | 29.95 | 24.29 | 37,145 | 4,290 | 14,420 | |||||||||
| 30 Mar | 50275.35 | 192.9 | -242.25 | 27.05 | 19,097 | 2,440 | 10,059 | |||||||||
| 27 Mar | 52274.60 | 434 | -340.6 | 23.86 | 12,174 | 383 | 7,578 | |||||||||
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| 25 Mar | 53708.10 | 784.95 | 213.85 | 22.85 | 12,044 | -471 | 7,214 | |||||||||
| 24 Mar | 52605.65 | 612.55 | 150.75 | 24.3 | 10,925 | 1,303 | 7,712 | |||||||||
| 23 Mar | 51437.75 | 451.5 | -322.45 | 26.67 | 10,283 | 488 | 6,409 | |||||||||
| 20 Mar | 53427.05 | 757 | -42.1 | 21.69 | 11,156 | -1,573 | 5,904 | |||||||||
| 19 Mar | 53451.00 | 840 | -485.65 | 21.42 | 16,665 | 2,501 | 7,473 | |||||||||
| 18 Mar | 55326.05 | 1306.3 | 94.55 | 18.01 | 6,594 | 921 | 4,979 | |||||||||
| 17 Mar | 54876.00 | 1205 | -0.95 | 19.46 | 5,666 | 46 | 3,812 | |||||||||
| 16 Mar | 54413.40 | 1154.7 | 123.35 | 21.71 | 2,967 | -198 | 3,831 | |||||||||
| 13 Mar | 53757.85 | 1010 | -573.05 | 21.55 | 4,441 | -237 | 4,058 | |||||||||
| 12 Mar | 55100.95 | 1604.5 | -254.1 | 21.24 | 4,422 | 1,102 | 4,293 | |||||||||
| 11 Mar | 55735.75 | 1805.15 | -772.8 | 19.9 | 2,477 | 1,593 | 3,192 | |||||||||
| 10 Mar | 56950.80 | 2593.4 | 337.95 | 19.15 | 2,968 | -1,110 | 1,601 | |||||||||
| 9 Mar | 56019.80 | 2232.1 | -940.05 | 22.23 | 4,802 | 2,485 | 2,686 | |||||||||
| 6 Mar | 57783.25 | 3112 | -1056 | 17.05 | 97 | 42 | 200 | |||||||||
| 5 Mar | 59055.85 | 3971.55 | 4 | 14.44 | 108 | 55 | 159 | |||||||||
| 4 Mar | 58755.25 | 3970 | -715 | 17.24 | 97 | 28 | 104 | |||||||||
| 2 Mar | 59839.65 | 4685 | -870 | 10.25 | 27 | 21 | 74 | |||||||||
| 27 Feb | 60529.00 | 5555 | -145 | 16.76 | 3 | 0 | 50 | |||||||||
| 26 Feb | 61187.70 | 5700 | -223.35 | - | 0 | 0 | 50 | |||||||||
| 25 Feb | 61043.35 | 5700 | -223.35 | - | 5 | 0 | 50 | |||||||||
| 24 Feb | 61047.30 | 5700 | -223.35 | - | 5 | 3 | 49 | |||||||||
| 23 Feb | 61264.25 | 5920 | 70 | - | 35 | 32 | 43 | |||||||||
| 20 Feb | 61172.00 | 5850 | 70 | - | 0 | 0 | 11 | |||||||||
| 19 Feb | 60739.55 | 5850 | 70 | - | 0 | 0 | 11 | |||||||||
| 18 Feb | 61550.80 | 5850 | 70 | - | 4 | 3 | 10 | |||||||||
| 17 Feb | 61174.00 | 5780 | 330 | - | 2 | 1 | 6 | |||||||||
| 16 Feb | 60949.10 | 5450 | 75 | - | 0 | 0 | 5 | |||||||||
| 13 Feb | 60186.65 | 5450 | 75 | - | 0 | 0 | 5 | |||||||||
| 12 Feb | 60739.75 | 5450 | 75 | - | 0 | 0 | 5 | |||||||||
| 11 Feb | 60745.35 | 5450 | 75 | - | 1 | 0 | 4 | |||||||||
| 10 Feb | 60626.40 | 5375 | 881.2 | - | 4 | 1 | 1 | |||||||||
| 9 Feb | 60669.35 | 4493.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 4493.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 4493.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 4493.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 4493.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 4493.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 4493.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 4493.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 4493.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 56000 expiring on 28APR2026
Delta for 56000 CE is 0.77
Historical price for 56000 CE is as follows
On 21 Apr BANKNIFTY was trading at 57189.85. The strike last trading price was 1513.2, which was 367.85000000000014 higher than the previous day. The implied volatity was 21.9, the open interest changed by -596 which decreased total open position to 12030
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1112, which was -81.65000000000009 lower than the previous day. The implied volatity was 22.91, the open interest changed by -3661 which decreased total open position to 13012
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1200, which was 233.39999999999998 higher than the previous day. The implied volatity was 20.18, the open interest changed by -733 which decreased total open position to 16677
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 935, which was -209.5999999999999 lower than the previous day. The implied volatity was 21.03, the open interest changed by 558 which increased total open position to 17414
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1112, which was 178.29999999999995 higher than the previous day. The implied volatity was 21.34, the open interest changed by -2547 which decreased total open position to 17118
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 918.85, which was -103.29999999999995 lower than the previous day. The implied volatity was 23.2, the open interest changed by 182 which increased total open position to 19918
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1030, which was 349.15 higher than the previous day. The implied volatity was 19.76, the open interest changed by 20 which increased total open position to 19979
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 670, which was -341.79999999999995 lower than the previous day. The implied volatity was 21.75, the open interest changed by 4243 which increased total open position to 22016
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1058, which was 792.5 higher than the previous day. The implied volatity was 19.7, the open interest changed by 345 which increased total open position to 17852
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 263.65, which was -42.45 lower than the previous day. The implied volatity was 23.35, the open interest changed by 2241 which increased total open position to 17343
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 307.15, which was 86.55 higher than the previous day. The implied volatity was 24.7, the open interest changed by 886 which increased total open position to 15134
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 213.45, which was -10.75 lower than the previous day. The implied volatity was 24.45, the open interest changed by -108 which decreased total open position to 14253
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 219.95, which was 29.95 higher than the previous day. The implied volatity was 24.29, the open interest changed by 4290 which increased total open position to 14420
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 192.9, which was -242.25 lower than the previous day. The implied volatity was 27.05, the open interest changed by 2440 which increased total open position to 10059
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 434, which was -340.6 lower than the previous day. The implied volatity was 23.86, the open interest changed by 383 which increased total open position to 7578
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 784.95, which was 213.85 higher than the previous day. The implied volatity was 22.85, the open interest changed by -471 which decreased total open position to 7214
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 612.55, which was 150.75 higher than the previous day. The implied volatity was 24.3, the open interest changed by 1303 which increased total open position to 7712
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 451.5, which was -322.45 lower than the previous day. The implied volatity was 26.67, the open interest changed by 488 which increased total open position to 6409
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 757, which was -42.1 lower than the previous day. The implied volatity was 21.69, the open interest changed by -1573 which decreased total open position to 5904
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 840, which was -485.65 lower than the previous day. The implied volatity was 21.42, the open interest changed by 2501 which increased total open position to 7473
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1306.3, which was 94.55 higher than the previous day. The implied volatity was 18.01, the open interest changed by 921 which increased total open position to 4979
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1205, which was -0.95 lower than the previous day. The implied volatity was 19.46, the open interest changed by 46 which increased total open position to 3812
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1154.7, which was 123.35 higher than the previous day. The implied volatity was 21.71, the open interest changed by -198 which decreased total open position to 3831
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1010, which was -573.05 lower than the previous day. The implied volatity was 21.55, the open interest changed by -237 which decreased total open position to 4058
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1604.5, which was -254.1 lower than the previous day. The implied volatity was 21.24, the open interest changed by 1102 which increased total open position to 4293
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1805.15, which was -772.8 lower than the previous day. The implied volatity was 19.9, the open interest changed by 1593 which increased total open position to 3192
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 2593.4, which was 337.95 higher than the previous day. The implied volatity was 19.15, the open interest changed by -1110 which decreased total open position to 1601
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2232.1, which was -940.05 lower than the previous day. The implied volatity was 22.23, the open interest changed by 2485 which increased total open position to 2686
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 3112, which was -1056 lower than the previous day. The implied volatity was 17.05, the open interest changed by 42 which increased total open position to 200
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 3971.55, which was 4 higher than the previous day. The implied volatity was 14.44, the open interest changed by 55 which increased total open position to 159
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 3970, which was -715 lower than the previous day. The implied volatity was 17.24, the open interest changed by 28 which increased total open position to 104
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 4685, which was -870 lower than the previous day. The implied volatity was 10.25, the open interest changed by 21 which increased total open position to 74
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 5555, which was -145 lower than the previous day. The implied volatity was 16.76, the open interest changed by 0 which decreased total open position to 50
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 5700, which was -223.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 5700, which was -223.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 5700, which was -223.35 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 49
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 5920, which was 70 higher than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 43
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 5850, which was 70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 5850, which was 70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 5850, which was 70 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 10
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 5780, which was 330 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 5450, which was 75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 5450, which was 75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 5450, which was 75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 5450, which was 75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 5375, which was 881.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 4493.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 4493.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 4493.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 4493.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 4493.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 4493.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 4493.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 4493.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 4493.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28-Apr-2026 (7d) 56000 PE | |||||||
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Delta: -0.26
Vega: 0.27
Theta: -37.44
Gamma: 0.00016
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Apr | 57189.85 | 318.9 | -250 | 24.48 | 22,216 | 943 | 19,960 |
| 20 Apr | 56582.35 | 586.3 | 47.19999999999993 | 25.42 | 99,063 | -1,922 | 19,133 |
| 17 Apr | 56565.70 | 536.65 | -244 | 21.15 | 94,410 | 4,240 | 21,142 |
| 16 Apr | 56086.40 | 821.6 | 77.05000000000007 | 21.52 | 1,13,967 | 213 | 16,988 |
| 15 Apr | 56301.95 | 763.55 | -436.70000000000005 | 21.92 | 89,428 | 1,109 | 17,032 |
| 13 Apr | 55605.05 | 1193 | 227 | 22.88 | 24,027 | 713 | 16,015 |
| 10 Apr | 55912.75 | 962.8 | -638.8 | 20.1 | 55,377 | 6,209 | 15,532 |
| 9 Apr | 54821.70 | 1606.05 | 505.89999999999986 | 20.19 | 20,567 | -218 | 9,332 |
| 8 Apr | 55703.90 | 1075.35 | -2269.9 | 21.28 | 25,422 | 4,268 | 9,478 |
| 7 Apr | 52716.25 | 3378.45 | 24.8 | 27.61 | 315 | 99 | 5,211 |
| 6 Apr | 52609.10 | 3395.45 | -961.8 | 25 | 670 | 63 | 5,112 |
| 2 Apr | 51548.75 | 4201.6 | -161.25 | 22.59 | 1,089 | 29 | 5,055 |
| 1 Apr | 51448.65 | 4329.3 | -1099.35 | 25.82 | 701 | -122 | 5,030 |
| 30 Mar | 50275.35 | 5300 | 1466.65 | 24.96 | 2,228 | 417 | 5,166 |
| 27 Mar | 52274.60 | 3858.9 | 1214.65 | 29.35 | 1,554 | 39 | 4,783 |
| 25 Mar | 53708.10 | 2639.2 | -797.5 | 23.76 | 2,683 | 956 | 4,752 |
| 24 Mar | 52605.65 | 3360.75 | -1153.45 | 24.77 | 1,095 | 10 | 3,804 |
| 23 Mar | 51437.75 | 4742.8 | 2013.75 | 32.46 | 1,437 | 18 | 3,800 |
| 20 Mar | 53427.05 | 2756.8 | -15.1 | 22.5 | 1,524 | -180 | 3,788 |
| 19 Mar | 53451.00 | 2601 | 1112.95 | 22.19 | 1,913 | -271 | 3,974 |
| 18 Mar | 55326.05 | 1527.45 | -290.65 | 20.29 | 2,717 | 101 | 4,248 |
| 17 Mar | 54876.00 | 1820.55 | -383.85 | 20.74 | 1,071 | 135 | 4,165 |
| 16 Mar | 54413.40 | 2227.05 | -428.15 | 21.92 | 1,533 | -111 | 4,041 |
| 13 Mar | 53757.85 | 2682.15 | 913.55 | 23.53 | 2,288 | -852 | 4,162 |
| 12 Mar | 55100.95 | 1728.8 | 215.1 | 20.92 | 3,547 | 758 | 5,013 |
| 11 Mar | 55735.75 | 1557 | 626.7 | 21.82 | 7,538 | 1,770 | 4,258 |
| 10 Mar | 56950.80 | 934.8 | -620.45 | 20.28 | 2,723 | 374 | 2,488 |
| 9 Mar | 56019.80 | 1583.85 | 813.95 | 23.65 | 5,141 | 655 | 2,124 |
| 6 Mar | 57783.25 | 756.5 | 317.9 | 20.47 | 2,093 | 567 | 1,482 |
| 5 Mar | 59055.85 | 434.6 | -147 | 19.4 | 2,059 | 30 | 933 |
| 4 Mar | 58755.25 | 573.4 | 342.5 | 20.93 | 2,629 | 350 | 905 |
| 2 Mar | 59839.65 | 228 | 100.65 | 17.52 | 1,481 | 181 | 566 |
| 27 Feb | 60529.00 | 128 | 13.55 | 16.09 | 249 | 80 | 390 |
| 26 Feb | 61187.70 | 113.25 | -13.25 | 16.78 | 148 | 32 | 319 |
| 25 Feb | 61043.35 | 124.5 | -6.95 | 16.85 | 239 | 116 | 296 |
| 24 Feb | 61047.30 | 128.05 | 1 | 17.05 | 41 | 10 | 182 |
| 23 Feb | 61264.25 | 127.05 | -18.85 | 17.28 | 12 | 1 | 173 |
| 20 Feb | 61172.00 | 140.05 | -22.95 | 17.12 | 111 | -11 | 172 |
| 19 Feb | 60739.55 | 163 | 30 | 16.66 | 71 | 32 | 183 |
| 18 Feb | 61550.80 | 131 | -10.75 | 17.4 | 41 | -11 | 151 |
| 17 Feb | 61174.00 | 133.7 | -17.3 | 16.67 | 91 | 25 | 162 |
| 16 Feb | 60949.10 | 152.6 | -21.05 | 16.82 | 32 | 17 | 145 |
| 13 Feb | 60186.65 | 181.05 | 41.65 | 15.64 | 103 | 18 | 128 |
| 12 Feb | 60739.75 | 131 | -2.45 | 15.37 | 60 | 13 | 110 |
| 11 Feb | 60745.35 | 134 | 0.2 | 15.44 | 21 | 7 | 96 |
| 10 Feb | 60626.40 | 135 | -7.15 | 15.08 | 35 | 8 | 90 |
| 9 Feb | 60669.35 | 134.7 | -27.15 | 15.2 | 35 | 11 | 80 |
| 6 Feb | 60120.55 | 160.35 | -24 | 14.6 | 26 | 5 | 69 |
| 5 Feb | 60063.65 | 189 | -12 | 15.07 | 42 | 11 | 64 |
| 4 Feb | 60238.15 | 201 | -27.35 | 15.44 | 56 | 23 | 54 |
| 3 Feb | 60041.30 | 230 | -210 | 15.67 | 15 | 0 | 26 |
| 2 Feb | 58619.00 | 440 | 40 | 15.86 | 27 | 20 | 25 |
| 1 Feb | 58417.20 | 400 | -30.8 | 14.69 | 10 | 5 | 5 |
| 30 Jan | 59610.45 | 430.8 | 0 | 3.87 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 430.8 | 0 | 4.13 | 0 | 0 | 0 |
For Nifty Bank - strike price 56000 expiring on 28APR2026
Delta for 56000 PE is -0.26
Historical price for 56000 PE is as follows
On 21 Apr BANKNIFTY was trading at 57189.85. The strike last trading price was 318.9, which was -250 lower than the previous day. The implied volatity was 24.48, the open interest changed by 943 which increased total open position to 19960
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 586.3, which was 47.19999999999993 higher than the previous day. The implied volatity was 25.42, the open interest changed by -1922 which decreased total open position to 19133
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 536.65, which was -244 lower than the previous day. The implied volatity was 21.15, the open interest changed by 4240 which increased total open position to 21142
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 821.6, which was 77.05000000000007 higher than the previous day. The implied volatity was 21.52, the open interest changed by 213 which increased total open position to 16988
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 763.55, which was -436.70000000000005 lower than the previous day. The implied volatity was 21.92, the open interest changed by 1109 which increased total open position to 17032
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1193, which was 227 higher than the previous day. The implied volatity was 22.88, the open interest changed by 713 which increased total open position to 16015
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 962.8, which was -638.8 lower than the previous day. The implied volatity was 20.1, the open interest changed by 6209 which increased total open position to 15532
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1606.05, which was 505.89999999999986 higher than the previous day. The implied volatity was 20.19, the open interest changed by -218 which decreased total open position to 9332
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1075.35, which was -2269.9 lower than the previous day. The implied volatity was 21.28, the open interest changed by 4268 which increased total open position to 9478
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 3378.45, which was 24.8 higher than the previous day. The implied volatity was 27.61, the open interest changed by 99 which increased total open position to 5211
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 3395.45, which was -961.8 lower than the previous day. The implied volatity was 25, the open interest changed by 63 which increased total open position to 5112
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 4201.6, which was -161.25 lower than the previous day. The implied volatity was 22.59, the open interest changed by 29 which increased total open position to 5055
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 4329.3, which was -1099.35 lower than the previous day. The implied volatity was 25.82, the open interest changed by -122 which decreased total open position to 5030
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 5300, which was 1466.65 higher than the previous day. The implied volatity was 24.96, the open interest changed by 417 which increased total open position to 5166
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 3858.9, which was 1214.65 higher than the previous day. The implied volatity was 29.35, the open interest changed by 39 which increased total open position to 4783
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 2639.2, which was -797.5 lower than the previous day. The implied volatity was 23.76, the open interest changed by 956 which increased total open position to 4752
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 3360.75, which was -1153.45 lower than the previous day. The implied volatity was 24.77, the open interest changed by 10 which increased total open position to 3804
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 4742.8, which was 2013.75 higher than the previous day. The implied volatity was 32.46, the open interest changed by 18 which increased total open position to 3800
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 2756.8, which was -15.1 lower than the previous day. The implied volatity was 22.5, the open interest changed by -180 which decreased total open position to 3788
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 2601, which was 1112.95 higher than the previous day. The implied volatity was 22.19, the open interest changed by -271 which decreased total open position to 3974
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1527.45, which was -290.65 lower than the previous day. The implied volatity was 20.29, the open interest changed by 101 which increased total open position to 4248
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1820.55, which was -383.85 lower than the previous day. The implied volatity was 20.74, the open interest changed by 135 which increased total open position to 4165
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 2227.05, which was -428.15 lower than the previous day. The implied volatity was 21.92, the open interest changed by -111 which decreased total open position to 4041
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 2682.15, which was 913.55 higher than the previous day. The implied volatity was 23.53, the open interest changed by -852 which decreased total open position to 4162
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1728.8, which was 215.1 higher than the previous day. The implied volatity was 20.92, the open interest changed by 758 which increased total open position to 5013
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1557, which was 626.7 higher than the previous day. The implied volatity was 21.82, the open interest changed by 1770 which increased total open position to 4258
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 934.8, which was -620.45 lower than the previous day. The implied volatity was 20.28, the open interest changed by 374 which increased total open position to 2488
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1583.85, which was 813.95 higher than the previous day. The implied volatity was 23.65, the open interest changed by 655 which increased total open position to 2124
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 756.5, which was 317.9 higher than the previous day. The implied volatity was 20.47, the open interest changed by 567 which increased total open position to 1482
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 434.6, which was -147 lower than the previous day. The implied volatity was 19.4, the open interest changed by 30 which increased total open position to 933
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 573.4, which was 342.5 higher than the previous day. The implied volatity was 20.93, the open interest changed by 350 which increased total open position to 905
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 228, which was 100.65 higher than the previous day. The implied volatity was 17.52, the open interest changed by 181 which increased total open position to 566
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 128, which was 13.55 higher than the previous day. The implied volatity was 16.09, the open interest changed by 80 which increased total open position to 390
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 113.25, which was -13.25 lower than the previous day. The implied volatity was 16.78, the open interest changed by 32 which increased total open position to 319
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 124.5, which was -6.95 lower than the previous day. The implied volatity was 16.85, the open interest changed by 116 which increased total open position to 296
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 128.05, which was 1 higher than the previous day. The implied volatity was 17.05, the open interest changed by 10 which increased total open position to 182
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 127.05, which was -18.85 lower than the previous day. The implied volatity was 17.28, the open interest changed by 1 which increased total open position to 173
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 140.05, which was -22.95 lower than the previous day. The implied volatity was 17.12, the open interest changed by -11 which decreased total open position to 172
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 163, which was 30 higher than the previous day. The implied volatity was 16.66, the open interest changed by 32 which increased total open position to 183
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 131, which was -10.75 lower than the previous day. The implied volatity was 17.4, the open interest changed by -11 which decreased total open position to 151
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 133.7, which was -17.3 lower than the previous day. The implied volatity was 16.67, the open interest changed by 25 which increased total open position to 162
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 152.6, which was -21.05 lower than the previous day. The implied volatity was 16.82, the open interest changed by 17 which increased total open position to 145
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 181.05, which was 41.65 higher than the previous day. The implied volatity was 15.64, the open interest changed by 18 which increased total open position to 128
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 131, which was -2.45 lower than the previous day. The implied volatity was 15.37, the open interest changed by 13 which increased total open position to 110
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 134, which was 0.2 higher than the previous day. The implied volatity was 15.44, the open interest changed by 7 which increased total open position to 96
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 135, which was -7.15 lower than the previous day. The implied volatity was 15.08, the open interest changed by 8 which increased total open position to 90
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 134.7, which was -27.15 lower than the previous day. The implied volatity was 15.2, the open interest changed by 11 which increased total open position to 80
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 160.35, which was -24 lower than the previous day. The implied volatity was 14.6, the open interest changed by 5 which increased total open position to 69
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 189, which was -12 lower than the previous day. The implied volatity was 15.07, the open interest changed by 11 which increased total open position to 64
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 201, which was -27.35 lower than the previous day. The implied volatity was 15.44, the open interest changed by 23 which increased total open position to 54
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 230, which was -210 lower than the previous day. The implied volatity was 15.67, the open interest changed by 0 which decreased total open position to 26
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 440, which was 40 higher than the previous day. The implied volatity was 15.86, the open interest changed by 20 which increased total open position to 25
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 400, which was -30.8 lower than the previous day. The implied volatity was 14.69, the open interest changed by 5 which increased total open position to 5
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 430.8, which was 0 lower than the previous day. The implied volatity was 3.87, 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 430.8, which was 0 lower than the previous day. The implied volatity was 4.13, the open interest changed by 0 which decreased total open position to 0
