BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
19 Mar 2026 04:12 PM IST
| BANKNIFTY 30-MAR-2026 56000 CE | ||||||||||||||||
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Delta: 0.16
Vega: 22.54
Theta: -25.12
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Mar | 53451.00 | 170 | -316.55 | 22.29 | 1,43,604 | 7,869 | 33,636 | |||||||||
| 18 Mar | 55326.05 | 478.3 | 51.55 | 17.33 | 1,19,526 | -201 | 25,767 | |||||||||
| 17 Mar | 54876.00 | 426.25 | -22.6 | 19.67 | 77,671 | -670 | 25,968 | |||||||||
| 16 Mar | 54413.40 | 426.5 | 31.35 | 23.32 | 93,015 | 4,604 | 26,638 | |||||||||
| 13 Mar | 53757.85 | 391.75 | -456.65 | 23.54 | 81,663 | 2,933 | 22,034 | |||||||||
| 12 Mar | 55100.95 | 859.8 | -313.4 | 23.03 | 93,400 | 3,788 | 19,101 | |||||||||
| 11 Mar | 55735.75 | 1112 | -796.4 | 22.33 | 47,995 | 5,634 | 15,313 | |||||||||
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| 10 Mar | 56950.80 | 1936 | 333.5 | 22.28 | 25,290 | -3,254 | 9,679 | |||||||||
| 9 Mar | 56019.80 | 1594 | -1022.55 | 26.7 | 76,045 | 10,725 | 12,933 | |||||||||
| 6 Mar | 57783.25 | 2581.25 | -1063.95 | 20.9 | 1,826 | 128 | 2,208 | |||||||||
| 5 Mar | 59055.85 | 3463.8 | -4.45 | 16.96 | 323 | -53 | 2,080 | |||||||||
| 4 Mar | 58755.25 | 3498.8 | -829.35 | 22.73 | 370 | -76 | 2,133 | |||||||||
| 2 Mar | 59839.65 | 4328.15 | -580.25 | 15.22 | 137 | -50 | 2,209 | |||||||||
| 27 Feb | 60529.00 | 4850 | -623.5 | 11.07 | 200 | 132 | 2,259 | |||||||||
| 26 Feb | 61187.70 | 5450 | 90.2 | 10.69 | 364 | 331 | 2,127 | |||||||||
| 25 Feb | 61043.35 | 5370.75 | -61 | - | 355 | 229 | 1,796 | |||||||||
| 24 Feb | 61047.30 | 5390 | -183.6 | 11.23 | 648 | 504 | 1,567 | |||||||||
| 23 Feb | 61264.25 | 5551.55 | 34.15 | 10.88 | 289 | 242 | 1,063 | |||||||||
| 20 Feb | 61172.00 | 5514.5 | 466.85 | 10.73 | 242 | 178 | 821 | |||||||||
| 19 Feb | 60739.55 | 5029.7 | -808.7 | - | 171 | 74 | 643 | |||||||||
| 18 Feb | 61550.80 | 5825 | 369.35 | - | 45 | 31 | 569 | |||||||||
| 17 Feb | 61174.00 | 5460 | 160 | - | 240 | 205 | 538 | |||||||||
| 16 Feb | 60949.10 | 5300 | 543.55 | - | 20 | 9 | 333 | |||||||||
| 13 Feb | 60186.65 | 4654.6 | -475.4 | - | 75 | 52 | 324 | |||||||||
| 12 Feb | 60739.75 | 5130 | -3.8 | - | 14 | 11 | 272 | |||||||||
| 11 Feb | 60745.35 | 5133.8 | 113.8 | - | 2 | 1 | 261 | |||||||||
| 10 Feb | 60626.40 | 5020 | -56.85 | - | 23 | -12 | 260 | |||||||||
| 9 Feb | 60669.35 | 5077.35 | 544.7 | - | 99 | 49 | 272 | |||||||||
| 6 Feb | 60120.55 | 4532.65 | -178.8 | 8.49 | 13 | 4 | 223 | |||||||||
| 5 Feb | 60063.65 | 4711.45 | 49.1 | - | 8 | 3 | 219 | |||||||||
| 4 Feb | 60238.15 | 4662.35 | 1218.15 | - | 0 | -1 | 216 | |||||||||
| 3 Feb | 60041.30 | 4662.35 | 1218.15 | - | 8 | 2 | 217 | |||||||||
| 2 Feb | 58619.00 | 3438.65 | 111.9 | 7.64 | 204 | 50 | 215 | |||||||||
| 1 Feb | 58417.20 | 3289.55 | -1180.45 | 9.99 | 43 | 7 | 165 | |||||||||
| 30 Jan | 59610.45 | 4470 | 145 | - | 4 | 158 | 158 | |||||||||
| 29 Jan | 59957.85 | 4325 | 79.45 | - | 0 | 1 | 0 | |||||||||
| 28 Jan | 59598.80 | 4325 | 79.45 | 11.92 | 7 | 0 | 157 | |||||||||
| 27 Jan | 59205.45 | 4272.7 | 709.2 | 7.84 | 56 | 10 | 157 | |||||||||
| 23 Jan | 58473.10 | 3551.65 | -498.35 | 9.1 | 59 | 28 | 147 | |||||||||
| 22 Jan | 59200.10 | 4050 | 80 | 8.75 | 29 | 21 | 119 | |||||||||
| 21 Jan | 58800.30 | 3970 | -355.45 | 13.05 | 92 | 65 | 98 | |||||||||
| 20 Jan | 59404.20 | 4325.4 | -374.6 | 8.88 | 9 | 8 | 33 | |||||||||
| 19 Jan | 59891.35 | 4700 | -150 | - | 17 | 17 | 25 | |||||||||
| 16 Jan | 60095.15 | 4850 | 364 | - | 9 | 6 | 8 | |||||||||
| 14 Jan | 59580.15 | 4486 | 286 | - | 3 | 2 | 2 | |||||||||
| 13 Jan | 59578.80 | 4200 | -253.3 | - | 0 | 1 | 0 | |||||||||
| 12 Jan | 59450.50 | 4200 | -253.3 | - | 1 | 0 | 0 | |||||||||
| 9 Jan | 59251.55 | 4453.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 59686.50 | 4453.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 59990.85 | 4453.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 60118.40 | 4453.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 60044.20 | 4453.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 60150.95 | 4453.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 59711.55 | 4453.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 59581.85 | 4453.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 56000 expiring on 30MAR2026
Delta for 56000 CE is 0.16
Historical price for 56000 CE is as follows
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 170, which was -316.55 lower than the previous day. The implied volatity was 22.29, the open interest changed by 7869 which increased total open position to 33636
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 478.3, which was 51.55 higher than the previous day. The implied volatity was 17.33, the open interest changed by -201 which decreased total open position to 25767
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 426.25, which was -22.6 lower than the previous day. The implied volatity was 19.67, the open interest changed by -670 which decreased total open position to 25968
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 426.5, which was 31.35 higher than the previous day. The implied volatity was 23.32, the open interest changed by 4604 which increased total open position to 26638
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 391.75, which was -456.65 lower than the previous day. The implied volatity was 23.54, the open interest changed by 2933 which increased total open position to 22034
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 859.8, which was -313.4 lower than the previous day. The implied volatity was 23.03, the open interest changed by 3788 which increased total open position to 19101
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1112, which was -796.4 lower than the previous day. The implied volatity was 22.33, the open interest changed by 5634 which increased total open position to 15313
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1936, which was 333.5 higher than the previous day. The implied volatity was 22.28, the open interest changed by -3254 which decreased total open position to 9679
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1594, which was -1022.55 lower than the previous day. The implied volatity was 26.7, the open interest changed by 10725 which increased total open position to 12933
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 2581.25, which was -1063.95 lower than the previous day. The implied volatity was 20.9, the open interest changed by 128 which increased total open position to 2208
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 3463.8, which was -4.45 lower than the previous day. The implied volatity was 16.96, the open interest changed by -53 which decreased total open position to 2080
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 3498.8, which was -829.35 lower than the previous day. The implied volatity was 22.73, the open interest changed by -76 which decreased total open position to 2133
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 4328.15, which was -580.25 lower than the previous day. The implied volatity was 15.22, the open interest changed by -50 which decreased total open position to 2209
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 4850, which was -623.5 lower than the previous day. The implied volatity was 11.07, the open interest changed by 132 which increased total open position to 2259
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 5450, which was 90.2 higher than the previous day. The implied volatity was 10.69, the open interest changed by 331 which increased total open position to 2127
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 5370.75, which was -61 lower than the previous day. The implied volatity was -, the open interest changed by 229 which increased total open position to 1796
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 5390, which was -183.6 lower than the previous day. The implied volatity was 11.23, the open interest changed by 504 which increased total open position to 1567
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 5551.55, which was 34.15 higher than the previous day. The implied volatity was 10.88, the open interest changed by 242 which increased total open position to 1063
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 5514.5, which was 466.85 higher than the previous day. The implied volatity was 10.73, the open interest changed by 178 which increased total open position to 821
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 5029.7, which was -808.7 lower than the previous day. The implied volatity was -, the open interest changed by 74 which increased total open position to 643
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 5825, which was 369.35 higher than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 569
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 5460, which was 160 higher than the previous day. The implied volatity was -, the open interest changed by 205 which increased total open position to 538
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 5300, which was 543.55 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 333
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 4654.6, which was -475.4 lower than the previous day. The implied volatity was -, the open interest changed by 52 which increased total open position to 324
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 5130, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 272
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 5133.8, which was 113.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 261
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 5020, which was -56.85 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 260
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 5077.35, which was 544.7 higher than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 272
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 4532.65, which was -178.8 lower than the previous day. The implied volatity was 8.49, the open interest changed by 4 which increased total open position to 223
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 4711.45, which was 49.1 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 219
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 4662.35, which was 1218.15 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 216
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 4662.35, which was 1218.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 217
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 3438.65, which was 111.9 higher than the previous day. The implied volatity was 7.64, the open interest changed by 50 which increased total open position to 215
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 3289.55, which was -1180.45 lower than the previous day. The implied volatity was 9.99, the open interest changed by 7 which increased total open position to 165
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 4470, which was 145 higher than the previous day. The implied volatity was -, the open interest changed by 158 which increased total open position to 158
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 4325, which was 79.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 28 Jan BANKNIFTY was trading at 59598.80. The strike last trading price was 4325, which was 79.45 higher than the previous day. The implied volatity was 11.92, the open interest changed by 0 which decreased total open position to 157
On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 4272.7, which was 709.2 higher than the previous day. The implied volatity was 7.84, the open interest changed by 10 which increased total open position to 157
On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 3551.65, which was -498.35 lower than the previous day. The implied volatity was 9.1, the open interest changed by 28 which increased total open position to 147
On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 4050, which was 80 higher than the previous day. The implied volatity was 8.75, the open interest changed by 21 which increased total open position to 119
On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 3970, which was -355.45 lower than the previous day. The implied volatity was 13.05, the open interest changed by 65 which increased total open position to 98
On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 4325.4, which was -374.6 lower than the previous day. The implied volatity was 8.88, the open interest changed by 8 which increased total open position to 33
On 19 Jan BANKNIFTY was trading at 59891.35. The strike last trading price was 4700, which was -150 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 25
On 16 Jan BANKNIFTY was trading at 60095.15. The strike last trading price was 4850, which was 364 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 8
On 14 Jan BANKNIFTY was trading at 59580.15. The strike last trading price was 4486, which was 286 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 13 Jan BANKNIFTY was trading at 59578.80. The strike last trading price was 4200, which was -253.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 12 Jan BANKNIFTY was trading at 59450.50. The strike last trading price was 4200, which was -253.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Jan BANKNIFTY was trading at 59251.55. The strike last trading price was 4453.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan BANKNIFTY was trading at 59686.50. The strike last trading price was 4453.3, 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 7 Jan BANKNIFTY was trading at 59990.85. The strike last trading price was 4453.3, 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 Jan BANKNIFTY was trading at 60118.40. The strike last trading price was 4453.3, 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 Jan BANKNIFTY was trading at 60044.20. The strike last trading price was 4453.3, 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 Jan BANKNIFTY was trading at 60150.95. The strike last trading price was 4453.3, 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 Jan BANKNIFTY was trading at 59711.55. The strike last trading price was 4453.3, 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 31 Dec BANKNIFTY was trading at 59581.85. The strike last trading price was 4453.3, 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 30MAR2026 56000 PE | |||||||
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Delta: -0.82
Vega: 24.59
Theta: -14.63
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Mar | 53451.00 | 2380.2 | 1317.35 | 24.43 | 6,212 | -1,371 | 14,347 |
| 18 Mar | 55326.05 | 1056.4 | -376.9 | 19.56 | 15,472 | 471 | 15,718 |
| 17 Mar | 54876.00 | 1412.55 | -460.35 | 20.31 | 6,063 | -81 | 15,247 |
| 16 Mar | 54413.40 | 1954.75 | -480.3 | 24.14 | 6,213 | -1,414 | 15,328 |
| 13 Mar | 53757.85 | 2511 | 1041 | 27.47 | 17,068 | -4,621 | 16,742 |
| 12 Mar | 55100.95 | 1407.8 | 200.85 | 22.14 | 44,929 | -2,743 | 21,363 |
| 11 Mar | 55735.75 | 1252.15 | 635.1 | 24.31 | 1,11,137 | 2,859 | 24,106 |
| 10 Mar | 56950.80 | 620.15 | -646.35 | 21.98 | 67,935 | 3,497 | 21,247 |
| 9 Mar | 56019.80 | 1292.85 | 767.45 | 27.12 | 90,201 | 3,957 | 17,750 |
| 6 Mar | 57783.25 | 504.2 | 271.1 | 22.56 | 60,027 | 1,341 | 13,793 |
| 5 Mar | 59055.85 | 234.6 | -151.55 | 21.1 | 40,282 | 1,332 | 12,452 |
| 4 Mar | 58755.25 | 387 | 263.15 | 23.94 | 54,864 | 601 | 11,120 |
| 2 Mar | 59839.65 | 119 | 67.75 | 19.47 | 38,313 | 1,283 | 10,519 |
| 27 Feb | 60529.00 | 51.5 | 5.65 | 17.17 | 11,176 | 566 | 9,236 |
| 26 Feb | 61187.70 | 47 | -3.3 | 18.18 | 9,675 | 180 | 8,670 |
| 25 Feb | 61043.35 | 51 | -4.75 | 17.98 | 12,408 | 1,151 | 8,490 |
| 24 Feb | 61047.30 | 54.9 | -5.5 | 18.12 | 11,281 | 2,113 | 7,339 |
| 23 Feb | 61264.25 | 58.9 | -12 | 18.68 | 4,301 | 867 | 5,226 |
| 20 Feb | 61172.00 | 71.9 | -9.45 | 18.48 | 3,484 | 518 | 4,359 |
| 19 Feb | 60739.55 | 89.95 | 22.2 | 17.93 | 3,518 | 639 | 3,841 |
| 18 Feb | 61550.80 | 68.2 | -5.95 | 18.78 | 1,716 | -89 | 3,202 |
| 17 Feb | 61174.00 | 72.9 | -17.2 | 17.97 | 2,208 | 89 | 3,291 |
| 16 Feb | 60949.10 | 93.55 | -19.35 | 18.38 | 1,426 | 504 | 3,202 |
| 13 Feb | 60186.65 | 121.7 | 38.35 | 16.94 | 1,068 | 87 | 2,698 |
| 12 Feb | 60739.75 | 81.6 | 1.4 | 16.56 | 974 | 29 | 2,611 |
| 11 Feb | 60745.35 | 83.1 | 0.25 | 16.56 | 616 | 110 | 2,582 |
| 10 Feb | 60626.40 | 82.5 | -2.95 | 16.02 | 1,305 | 201 | 2,472 |
| 9 Feb | 60669.35 | 87.65 | -18.7 | 16.32 | 1,205 | 197 | 2,271 |
| 6 Feb | 60120.55 | 106 | -13.5 | 15.39 | 1,083 | 17 | 2,074 |
| 5 Feb | 60063.65 | 122.85 | -4.05 | 15.69 | 835 | 267 | 2,057 |
| 4 Feb | 60238.15 | 127.2 | -29.65 | 15.93 | 1,726 | 543 | 1,790 |
| 3 Feb | 60041.30 | 157.6 | -142 | 16.35 | 2,218 | -393 | 1,247 |
| 2 Feb | 58619.00 | 287.75 | -61.85 | 15.47 | 2,152 | 450 | 1,640 |
| 1 Feb | 58417.20 | 352.1 | 150.8 | 15.82 | 2,396 | -172 | 1,190 |
| 30 Jan | 59610.45 | 193.95 | 19.15 | 15.84 | 814 | 245 | 1,362 |
| 29 Jan | 59957.85 | 179 | -17.85 | 16.34 | 734 | 140 | 1,117 |
| 28 Jan | 59598.80 | 195.85 | -22 | 15.65 | 602 | -127 | 977 |
| 27 Jan | 59205.45 | 233.25 | -105.2 | 15.92 | 557 | 104 | 1,104 |
| 23 Jan | 58473.10 | 349.8 | 130.5 | 15.48 | 728 | 280 | 1,000 |
| 22 Jan | 59200.10 | 215.95 | -53.2 | 14.9 | 540 | 194 | 720 |
| 21 Jan | 58800.30 | 265 | -187.85 | 14.55 | 849 | 526 | 526 |
| 20 Jan | 59404.20 | 452.85 | 0 | 3.93 | 0 | 0 | 0 |
| 19 Jan | 59891.35 | 452.85 | 0 | 4.28 | 0 | 0 | 0 |
| 16 Jan | 60095.15 | 452.85 | 0 | 4.45 | 0 | 0 | 0 |
| 14 Jan | 59580.15 | 452.85 | 0 | 4 | 0 | 0 | 0 |
| 13 Jan | 59578.80 | 452.85 | 0 | 3.97 | 0 | 0 | 0 |
| 12 Jan | 59450.50 | 452.85 | 0 | 3.95 | 0 | 0 | 0 |
| 9 Jan | 59251.55 | 452.85 | 0 | 3.71 | 0 | 0 | 0 |
| 8 Jan | 59686.50 | 452.85 | 0 | 4.01 | 0 | 0 | 0 |
| 7 Jan | 59990.85 | 452.85 | 0 | 4.23 | 0 | 0 | 0 |
| 6 Jan | 60118.40 | 452.85 | 0 | 4.3 | 0 | 0 | 0 |
| 5 Jan | 60044.20 | 452.85 | 0 | 4.26 | 0 | 0 | 0 |
| 2 Jan | 60150.95 | 452.85 | 0 | 4.31 | 0 | 0 | 0 |
| 1 Jan | 59711.55 | 452.85 | 0 | 3.97 | 0 | 0 | 0 |
| 31 Dec | 59581.85 | 452.85 | 0 | 3.89 | 0 | 0 | 0 |
For Nifty Bank - strike price 56000 expiring on 30MAR2026
Delta for 56000 PE is -0.82
Historical price for 56000 PE is as follows
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 2380.2, which was 1317.35 higher than the previous day. The implied volatity was 24.43, the open interest changed by -1371 which decreased total open position to 14347
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1056.4, which was -376.9 lower than the previous day. The implied volatity was 19.56, the open interest changed by 471 which increased total open position to 15718
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1412.55, which was -460.35 lower than the previous day. The implied volatity was 20.31, the open interest changed by -81 which decreased total open position to 15247
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1954.75, which was -480.3 lower than the previous day. The implied volatity was 24.14, the open interest changed by -1414 which decreased total open position to 15328
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 2511, which was 1041 higher than the previous day. The implied volatity was 27.47, the open interest changed by -4621 which decreased total open position to 16742
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1407.8, which was 200.85 higher than the previous day. The implied volatity was 22.14, the open interest changed by -2743 which decreased total open position to 21363
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1252.15, which was 635.1 higher than the previous day. The implied volatity was 24.31, the open interest changed by 2859 which increased total open position to 24106
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 620.15, which was -646.35 lower than the previous day. The implied volatity was 21.98, the open interest changed by 3497 which increased total open position to 21247
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1292.85, which was 767.45 higher than the previous day. The implied volatity was 27.12, the open interest changed by 3957 which increased total open position to 17750
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 504.2, which was 271.1 higher than the previous day. The implied volatity was 22.56, the open interest changed by 1341 which increased total open position to 13793
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 234.6, which was -151.55 lower than the previous day. The implied volatity was 21.1, the open interest changed by 1332 which increased total open position to 12452
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 387, which was 263.15 higher than the previous day. The implied volatity was 23.94, the open interest changed by 601 which increased total open position to 11120
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 119, which was 67.75 higher than the previous day. The implied volatity was 19.47, the open interest changed by 1283 which increased total open position to 10519
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 51.5, which was 5.65 higher than the previous day. The implied volatity was 17.17, the open interest changed by 566 which increased total open position to 9236
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 47, which was -3.3 lower than the previous day. The implied volatity was 18.18, the open interest changed by 180 which increased total open position to 8670
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 51, which was -4.75 lower than the previous day. The implied volatity was 17.98, the open interest changed by 1151 which increased total open position to 8490
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 54.9, which was -5.5 lower than the previous day. The implied volatity was 18.12, the open interest changed by 2113 which increased total open position to 7339
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 58.9, which was -12 lower than the previous day. The implied volatity was 18.68, the open interest changed by 867 which increased total open position to 5226
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 71.9, which was -9.45 lower than the previous day. The implied volatity was 18.48, the open interest changed by 518 which increased total open position to 4359
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 89.95, which was 22.2 higher than the previous day. The implied volatity was 17.93, the open interest changed by 639 which increased total open position to 3841
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 68.2, which was -5.95 lower than the previous day. The implied volatity was 18.78, the open interest changed by -89 which decreased total open position to 3202
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 72.9, which was -17.2 lower than the previous day. The implied volatity was 17.97, the open interest changed by 89 which increased total open position to 3291
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 93.55, which was -19.35 lower than the previous day. The implied volatity was 18.38, the open interest changed by 504 which increased total open position to 3202
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 121.7, which was 38.35 higher than the previous day. The implied volatity was 16.94, the open interest changed by 87 which increased total open position to 2698
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 81.6, which was 1.4 higher than the previous day. The implied volatity was 16.56, the open interest changed by 29 which increased total open position to 2611
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 83.1, which was 0.25 higher than the previous day. The implied volatity was 16.56, the open interest changed by 110 which increased total open position to 2582
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 82.5, which was -2.95 lower than the previous day. The implied volatity was 16.02, the open interest changed by 201 which increased total open position to 2472
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 87.65, which was -18.7 lower than the previous day. The implied volatity was 16.32, the open interest changed by 197 which increased total open position to 2271
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 106, which was -13.5 lower than the previous day. The implied volatity was 15.39, the open interest changed by 17 which increased total open position to 2074
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 122.85, which was -4.05 lower than the previous day. The implied volatity was 15.69, the open interest changed by 267 which increased total open position to 2057
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 127.2, which was -29.65 lower than the previous day. The implied volatity was 15.93, the open interest changed by 543 which increased total open position to 1790
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 157.6, which was -142 lower than the previous day. The implied volatity was 16.35, the open interest changed by -393 which decreased total open position to 1247
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 287.75, which was -61.85 lower than the previous day. The implied volatity was 15.47, the open interest changed by 450 which increased total open position to 1640
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 352.1, which was 150.8 higher than the previous day. The implied volatity was 15.82, the open interest changed by -172 which decreased total open position to 1190
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 193.95, which was 19.15 higher than the previous day. The implied volatity was 15.84, the open interest changed by 245 which increased total open position to 1362
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 179, which was -17.85 lower than the previous day. The implied volatity was 16.34, the open interest changed by 140 which increased total open position to 1117
On 28 Jan BANKNIFTY was trading at 59598.80. The strike last trading price was 195.85, which was -22 lower than the previous day. The implied volatity was 15.65, the open interest changed by -127 which decreased total open position to 977
On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 233.25, which was -105.2 lower than the previous day. The implied volatity was 15.92, the open interest changed by 104 which increased total open position to 1104
On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 349.8, which was 130.5 higher than the previous day. The implied volatity was 15.48, the open interest changed by 280 which increased total open position to 1000
On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 215.95, which was -53.2 lower than the previous day. The implied volatity was 14.9, the open interest changed by 194 which increased total open position to 720
On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 265, which was -187.85 lower than the previous day. The implied volatity was 14.55, the open interest changed by 526 which increased total open position to 526
On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 452.85, which was 0 lower than the previous day. The implied volatity was 3.93, the open interest changed by 0 which decreased total open position to 0
On 19 Jan BANKNIFTY was trading at 59891.35. The strike last trading price was 452.85, which was 0 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0
On 16 Jan BANKNIFTY was trading at 60095.15. The strike last trading price was 452.85, which was 0 lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0
On 14 Jan BANKNIFTY was trading at 59580.15. The strike last trading price was 452.85, which was 0 lower than the previous day. The implied volatity was 4, the open interest changed by 0 which decreased total open position to 0
On 13 Jan BANKNIFTY was trading at 59578.80. The strike last trading price was 452.85, which was 0 lower than the previous day. The implied volatity was 3.97, the open interest changed by 0 which decreased total open position to 0
On 12 Jan BANKNIFTY was trading at 59450.50. The strike last trading price was 452.85, which was 0 lower than the previous day. The implied volatity was 3.95, the open interest changed by 0 which decreased total open position to 0
On 9 Jan BANKNIFTY was trading at 59251.55. The strike last trading price was 452.85, which was 0 lower than the previous day. The implied volatity was 3.71, the open interest changed by 0 which decreased total open position to 0
On 8 Jan BANKNIFTY was trading at 59686.50. The strike last trading price was 452.85, which was 0 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0
On 7 Jan BANKNIFTY was trading at 59990.85. The strike last trading price was 452.85, which was 0 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0
On 6 Jan BANKNIFTY was trading at 60118.40. The strike last trading price was 452.85, which was 0 lower than the previous day. The implied volatity was 4.3, the open interest changed by 0 which decreased total open position to 0
On 5 Jan BANKNIFTY was trading at 60044.20. The strike last trading price was 452.85, which was 0 lower than the previous day. The implied volatity was 4.26, the open interest changed by 0 which decreased total open position to 0
On 2 Jan BANKNIFTY was trading at 60150.95. The strike last trading price was 452.85, which was 0 lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0
On 1 Jan BANKNIFTY was trading at 59711.55. The strike last trading price was 452.85, which was 0 lower than the previous day. The implied volatity was 3.97, the open interest changed by 0 which decreased total open position to 0
On 31 Dec BANKNIFTY was trading at 59581.85. The strike last trading price was 452.85, which was 0 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0
