Historical option data for BANKNIFTY
18 Jun 2026 01:12 PM IST
| BANKNIFTY 30-Jun-2026 (12d) 56000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.89
Vega: 0.2
Theta: -6.55
Gamma: 0.00011
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 57910.15 | 1980.8 | 225.85 (12.87%) | 16.1 | 9,066 | -4,623 | 19,104 | |||||||||
| 17 Jun | 57585.05 | 1746 | 176.6 (11.25%) | 12.67 | 6,706 | -1,640 | 23,745 | |||||||||
| 16 Jun | 57297.15 | 1573 | -12.5 (-0.79%) | 13.67 | 5,585 | -727 | 25,616 | |||||||||
| 15 Jun | 57198.80 | 1566.05 | 193.2 (14.07%) | 16.45 | 19,484 | -8,073 | 26,398 | |||||||||
| 12 Jun | 56814.80 | 1414 | 822.3 (138.97%) | 17.01 | 1,99,442 | 2,988 | 34,792 | |||||||||
| 11 Jun | 55176.75 | 609.95 | 28.8 (4.96%) | 17.39 | 93,353 | 941 | 32,196 | |||||||||
| 10 Jun | 55100.30 | 585 | -101.85 (-14.83%) | 17.27 | 84,605 | 2,380 | 31,446 | |||||||||
| 9 Jun | 55194.50 | 722 | 313.7 (76.83%) | 18.2 | 90,901 | -1,080 | 29,448 | |||||||||
| 8 Jun | 54063.75 | 386 | -147.55 (-27.65%) | 19.41 | 64,744 | 3,531 | 32,631 | |||||||||
| 5 Jun | 54496.25 | 534.1 | 19.15 (3.72%) | 18.05 | 1,09,422 | 17 | 29,773 | |||||||||
| 4 Jun | 54307.85 | 525.1 | 7.8 (1.51%) | 18.66 | 63,756 | 1,406 | 30,403 | |||||||||
| 3 Jun | 54185.95 | 509 | 132.75 (35.28%) | 18.45 | 1,12,042 | 2,530 | 29,503 | |||||||||
| 2 Jun | 53714.65 | 371.55 | -3.8 (-1.01%) | 17.7 | 63,251 | 1,517 | 27,220 | |||||||||
| 1 Jun | 53643.10 | 367.5 | -240.15 (-39.52%) | 18.04 | 62,836 | 753 | 25,738 | |||||||||
| 29 May | 54239.20 | 623.95 | -129.45 (-17.18%) | 18.1 | 70,494 | 1,757 | 25,040 | |||||||||
| 27 May | 54853.85 | 747.4 | -151.55 (-16.86%) | 16.48 | 53,236 | 3,005 | 23,295 | |||||||||
| 26 May | 55092.90 | 909 | -108.05 (-10.62%) | 16.63 | 34,081 | 1,617 | 20,287 | |||||||||
| 25 May | 55293.65 | 1082.4 | 465.75 (75.53%) | 17.66 | 39,534 | 9,557 | 18,678 | |||||||||
| 22 May | 54055.35 | 667 | 178.05 (36.41%) | 17.88 | 11,173 | 1,405 | 9,161 | |||||||||
| 21 May | 53439.40 | 485 | -62.7 (-11.45%) | 17.87 | 7,296 | 1,646 | 7,752 | |||||||||
| 20 May | 53562.20 | 545.35 | 9.7 (1.81%) | 18.17 | 7,079 | 791 | 6,108 | |||||||||
| 19 May | 53409.15 | 529 | -97 (-15.50%) | 18.41 | 5,878 | 465 | 5,357 | |||||||||
| 18 May | 53537.00 | 625 | -77 (-10.97%) | 19.34 | 8,793 | 103 | 4,899 | |||||||||
| 15 May | 53710.35 | 722 | -89 (-10.97%) | 19.09 | 5,130 | 504 | 4,792 | |||||||||
| 14 May | 54128.95 | 883.7 | 188.9 (27.19%) | 19.13 | 3,907 | 513 | 4,305 | |||||||||
| 13 May | 53456.15 | 689.15 | -47.55 (-6.45%) | 19.18 | 2,917 | 482 | 3,800 | |||||||||
| 12 May | 53555.20 | 775 | -254.2 (-24.70%) | 19.16 | 2,179 | 571 | 3,337 | |||||||||
| 11 May | 54439.90 | 1019.35 | -339.15 (-24.97%) | 0 | 3,065 | 195 | 2,799 | |||||||||
| 8 May | 55310.55 | 1348.8 | -371.35 (-21.59%) | 17.26 | 1,852 | 391 | 2,602 | |||||||||
| 7 May | 56047.40 | 1735 | -23.45 (-1.33%) | 16.92 | 1,822 | 203 | 2,211 | |||||||||
| 6 May | 55981.05 | 1796 | 698.65 (63.67%) | 17.62 | 1,945 | -58 | 2,000 | |||||||||
| 5 May | 54547.05 | 1088.75 | -196.35 (-15.28%) | 17.68 | 908 | 156 | 2,050 | |||||||||
| 4 May | 54878.50 | 1260 | -91.5 (-6.77%) | 17.76 | 1,263 | -93 | 1,883 | |||||||||
| 30 Apr | 54863.35 | 1392 | -190.25 (-12.02%) | 17.85 | 1,324 | -105 | 1,871 | |||||||||
| 29 Apr | 55403.60 | 1511.7 | -141.65 (-8.57%) | 17.11 | 1,429 | 340 | 1,975 | |||||||||
| 28 Apr | 55400.35 | 1713.2 | -512.2 (-23.02%) | 18.85 | 2,912 | 1,023 | 1,642 | |||||||||
| 27 Apr | 56264.30 | 2214.9 | 23.5 (1.07%) | 19 | 553 | 255 | 642 | |||||||||
| 24 Apr | 56089.75 | 2194.65 | -76.65 (-3.37%) | 19.35 | 424 | 65 | 433 | |||||||||
| 23 Apr | 56305.00 | 2290 | -519.75 (-18.50%) | 18.93 | 464 | 70 | 364 | |||||||||
| 22 Apr | 57124.45 | 2800 | -138.3 (-4.71%) | 18.65 | 85 | 14 | 293 | |||||||||
| 21 Apr | 57371.45 | 2945 | 452.5 (18.15%) | 18.39 | 115 | -2 | 279 | |||||||||
| 20 Apr | 56582.35 | 2492.5 | -69.55 (-2.71%) | 19.11 | 108 | -4 | 283 | |||||||||
| 17 Apr | 56565.70 | 2551 | 189.35 (8.02%) | 18.84 | 141 | 14 | 289 | |||||||||
| 16 Apr | 56086.40 | 2325 | -169.35 (-6.79%) | 19.56 | 232 | 44 | 274 | |||||||||
| 15 Apr | 56301.95 | 2495.5 | 242.05 (10.74%) | 19.81 | 176 | 12 | 231 | |||||||||
| 13 Apr | 55605.05 | 2259.85 | -61.15 (-2.63%) | 20.93 | 228 | 30 | 229 | |||||||||
| 10 Apr | 55912.75 | 2334.25 | 452.95 (24.08%) | 19.23 | 201 | 78 | 195 | |||||||||
| 9 Apr | 54821.70 | 1869.75 | -393.05 (-17.37%) | 20.3 | 479 | -90 | 116 | |||||||||
| 8 Apr | 55703.90 | 2303.25 | 1160.3 (101.52%) | 16.63 | 223 | 140 | 166 | |||||||||
| 7 Apr | 52716.25 | 1142.95 | 22.95 (2.05%) | 19.37 | 22 | 11 | 26 | |||||||||
| 6 Apr | 52609.10 | 1120 | 247.45 (28.36%) | 19.43 | 10 | 1 | 14 | |||||||||
| 2 Apr | 51548.75 | 872.55 | 360.1 (70.27%) | 19.69 | 16 | 13 | 13 | |||||||||
For Nifty Bank - strike price 56000 expiring on 30JUN2026
Delta for 56000 CE is 0.89
Historical price for 56000 CE is as follows
On 18 Jun BANKNIFTY was trading at 57910.15. The strike last trading price was 1980.8, which was 225.85 higher than the previous day. The implied volatity was 16.1, the open interest changed by -4623 which decreased total open position to 19104
On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 1746, which was 176.6 higher than the previous day. The implied volatity was 12.67, the open interest changed by -1640 which decreased total open position to 23745
On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 1573, which was -12.5 lower than the previous day. The implied volatity was 13.67, the open interest changed by -727 which decreased total open position to 25616
On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 1566.05, which was 193.2 higher than the previous day. The implied volatity was 16.45, the open interest changed by -8073 which decreased total open position to 26398
On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 1414, which was 822.3 higher than the previous day. The implied volatity was 17.01, the open interest changed by 2988 which increased total open position to 34792
On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 609.95, which was 28.8 higher than the previous day. The implied volatity was 17.39, the open interest changed by 941 which increased total open position to 32196
On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 585, which was -101.85 lower than the previous day. The implied volatity was 17.27, the open interest changed by 2380 which increased total open position to 31446
On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 722, which was 313.7 higher than the previous day. The implied volatity was 18.2, the open interest changed by -1080 which decreased total open position to 29448
On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 386, which was -147.55 lower than the previous day. The implied volatity was 19.41, the open interest changed by 3531 which increased total open position to 32631
On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 534.1, which was 19.15 higher than the previous day. The implied volatity was 18.05, the open interest changed by 17 which increased total open position to 29773
On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 525.1, which was 7.8 higher than the previous day. The implied volatity was 18.66, the open interest changed by 1406 which increased total open position to 30403
On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 509, which was 132.75 higher than the previous day. The implied volatity was 18.45, the open interest changed by 2530 which increased total open position to 29503
On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 371.55, which was -3.8 lower than the previous day. The implied volatity was 17.7, the open interest changed by 1517 which increased total open position to 27220
On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 367.5, which was -240.15 lower than the previous day. The implied volatity was 18.04, the open interest changed by 753 which increased total open position to 25738
On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 623.95, which was -129.45 lower than the previous day. The implied volatity was 18.1, the open interest changed by 1757 which increased total open position to 25040
On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 747.4, which was -151.55 lower than the previous day. The implied volatity was 16.48, the open interest changed by 3005 which increased total open position to 23295
On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 909, which was -108.05 lower than the previous day. The implied volatity was 16.63, the open interest changed by 1617 which increased total open position to 20287
On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 1082.4, which was 465.75 higher than the previous day. The implied volatity was 17.66, the open interest changed by 9557 which increased total open position to 18678
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 667, which was 178.05 higher than the previous day. The implied volatity was 17.88, the open interest changed by 1405 which increased total open position to 9161
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 485, which was -62.7 lower than the previous day. The implied volatity was 17.87, the open interest changed by 1646 which increased total open position to 7752
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 545.35, which was 9.7 higher than the previous day. The implied volatity was 18.17, the open interest changed by 791 which increased total open position to 6108
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 529, which was -97 lower than the previous day. The implied volatity was 18.41, the open interest changed by 465 which increased total open position to 5357
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 625, which was -77 lower than the previous day. The implied volatity was 19.34, the open interest changed by 103 which increased total open position to 4899
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 722, which was -89 lower than the previous day. The implied volatity was 19.09, the open interest changed by 504 which increased total open position to 4792
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 883.7, which was 188.9 higher than the previous day. The implied volatity was 19.13, the open interest changed by 513 which increased total open position to 4305
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 689.15, which was -47.55 lower than the previous day. The implied volatity was 19.18, the open interest changed by 482 which increased total open position to 3800
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 775, which was -254.2 lower than the previous day. The implied volatity was 19.16, the open interest changed by 571 which increased total open position to 3337
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 1019.35, which was -339.15 lower than the previous day. The implied volatity was 0, the open interest changed by 195 which increased total open position to 2799
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 1348.8, which was -371.35 lower than the previous day. The implied volatity was 17.26, the open interest changed by 391 which increased total open position to 2602
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 1735, which was -23.45 lower than the previous day. The implied volatity was 16.92, the open interest changed by 203 which increased total open position to 2211
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 1796, which was 698.65 higher than the previous day. The implied volatity was 17.62, the open interest changed by -58 which decreased total open position to 2000
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 1088.75, which was -196.35 lower than the previous day. The implied volatity was 17.68, the open interest changed by 156 which increased total open position to 2050
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 1260, which was -91.5 lower than the previous day. The implied volatity was 17.76, the open interest changed by -93 which decreased total open position to 1883
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 1392, which was -190.25 lower than the previous day. The implied volatity was 17.85, the open interest changed by -105 which decreased total open position to 1871
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 1511.7, which was -141.65 lower than the previous day. The implied volatity was 17.11, the open interest changed by 340 which increased total open position to 1975
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 1713.2, which was -512.2 lower than the previous day. The implied volatity was 18.85, the open interest changed by 1023 which increased total open position to 1642
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 2214.9, which was 23.5 higher than the previous day. The implied volatity was 19, the open interest changed by 255 which increased total open position to 642
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 2194.65, which was -76.65 lower than the previous day. The implied volatity was 19.35, the open interest changed by 65 which increased total open position to 433
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 2290, which was -519.75 lower than the previous day. The implied volatity was 18.93, the open interest changed by 70 which increased total open position to 364
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 2800, which was -138.3 lower than the previous day. The implied volatity was 18.65, the open interest changed by 14 which increased total open position to 293
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 2945, which was 452.5 higher than the previous day. The implied volatity was 18.39, the open interest changed by -2 which decreased total open position to 279
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 2492.5, which was -69.55 lower than the previous day. The implied volatity was 19.11, the open interest changed by -4 which decreased total open position to 283
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 2551, which was 189.35 higher than the previous day. The implied volatity was 18.84, the open interest changed by 14 which increased total open position to 289
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 2325, which was -169.35 lower than the previous day. The implied volatity was 19.56, the open interest changed by 44 which increased total open position to 274
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 2495.5, which was 242.05 higher than the previous day. The implied volatity was 19.81, the open interest changed by 12 which increased total open position to 231
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 2259.85, which was -61.15 lower than the previous day. The implied volatity was 20.93, the open interest changed by 30 which increased total open position to 229
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 2334.25, which was 452.95 higher than the previous day. The implied volatity was 19.23, the open interest changed by 78 which increased total open position to 195
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1869.75, which was -393.05 lower than the previous day. The implied volatity was 20.3, the open interest changed by -90 which decreased total open position to 116
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 2303.25, which was 1160.3 higher than the previous day. The implied volatity was 16.63, the open interest changed by 140 which increased total open position to 166
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 1142.95, which was 22.95 higher than the previous day. The implied volatity was 19.37, the open interest changed by 11 which increased total open position to 26
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 1120, which was 247.45 higher than the previous day. The implied volatity was 19.43, the open interest changed by 1 which increased total open position to 14
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 872.55, which was 360.1 higher than the previous day. The implied volatity was 19.69, the open interest changed by 13 which increased total open position to 13
| BANKNIFTY 30-Jun-2026 (12d) 56000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.2
Theta: -6.43
Gamma: 0.00011
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 57910.15 | 94.75 | -73.75 (-43.77%) | 16.06 | 44,477 | 3,580 | 30,947 |
| 17 Jun | 57585.05 | 169.95 | -85.45 (-33.46%) | 16.65 | 53,649 | 597 | 27,390 |
| 16 Jun | 57297.15 | 252.95 | -75.15 (-22.90%) | 17.03 | 47,816 | 432 | 26,901 |
| 15 Jun | 57198.80 | 340.2 | -183.3 (-35.01%) | 17.99 | 73,909 | -1,516 | 26,571 |
| 12 Jun | 56814.80 | 510.6 | -818.4 (-61.58%) | 18.09 | 1,46,355 | 17,035 | 28,694 |
| 11 Jun | 55176.75 | 1325.15 | -85.35 (-6.05%) | 19.28 | 12,881 | -284 | 11,660 |
| 10 Jun | 55100.30 | 1400 | 83.45 (6.34%) | 19.12 | 14,947 | 321 | 11,947 |
| 9 Jun | 55194.50 | 1252.65 | -883.25 (-41.35%) | 17.74 | 7,971 | 62 | 11,625 |
| 8 Jun | 54063.75 | 2185 | 439.7 (25.19%) | 18.59 | 2,774 | 102 | 11,551 |
| 5 Jun | 54496.25 | 1722 | -162.65 (-8.63%) | 16.57 | 7,337 | 488 | 11,460 |
| 4 Jun | 54307.85 | 1833 | -135.55 (-6.89%) | 16.22 | 2,737 | -76 | 10,981 |
| 3 Jun | 54185.95 | 1940 | -265.85 (-12.05%) | 16.62 | 2,294 | 123 | 11,056 |
| 2 Jun | 53714.65 | 2208.45 | -169.05 (-7.11%) | 14.6 | 1,493 | -193 | 10,935 |
| 1 Jun | 53643.10 | 2398.05 | 576.6 (31.66%) | 16 | 4,077 | -246 | 11,131 |
| 29 May | 54239.20 | 1837.35 | 290.4 (18.77%) | 15.55 | 9,558 | 308 | 11,381 |
| 27 May | 54853.85 | 1528.65 | 73.75 (5.07%) | 15.66 | 10,170 | 1,779 | 11,079 |
| 26 May | 55092.90 | 1420 | 71.9 (5.33%) | 16.58 | 10,553 | 2,583 | 9,322 |
| 25 May | 55293.65 | 1300 | -969.1 (-42.71%) | 16.23 | 6,958 | 1,850 | 6,674 |
| 22 May | 54055.35 | 2075 | -611.45 (-22.76%) | 16.25 | 1,824 | 814 | 4,825 |
| 21 May | 53439.40 | 2660 | 78.8 (3.05%) | 17.22 | 779 | -2 | 4,012 |
| 20 May | 53562.20 | 2602.8 | -152.75 (-5.54%) | 18 | 1,949 | 701 | 4,015 |
| 19 May | 53409.15 | 2760 | 74.95 (2.79%) | 18.45 | 1,119 | 518 | 3,317 |
| 18 May | 53537.00 | 2686.85 | 131.45 (5.14%) | 18.54 | 664 | 53 | 2,801 |
| 15 May | 53710.35 | 2528.05 | 194.9 (8.35%) | 17.69 | 859 | 67 | 2,747 |
| 14 May | 54128.95 | 2280 | -554 (-19.55%) | 18.07 | 921 | -118 | 2,684 |
| 13 May | 53456.15 | 2826.15 | 65.15 (2.36%) | 19.51 | 918 | 311 | 2,803 |
| 12 May | 53555.20 | 2715 | 556.7 (25.79%) | 0 | 1,119 | 173 | 2,496 |
| 11 May | 54439.90 | 2180 | 562.1 (34.74%) | 0 | 966 | -12 | 2,346 |
| 8 May | 55310.55 | 1627.25 | 390.35 (31.56%) | 17.8 | 1,635 | 32 | 2,351 |
| 7 May | 56047.40 | 1210 | -24.35 (-1.97%) | 17.08 | 1,628 | 132 | 2,318 |
| 6 May | 55981.05 | 1200.6 | -882.25 (-42.36%) | 16.64 | 1,531 | -90 | 2,200 |
| 5 May | 54547.05 | 2103.6 | 166.5 (8.60%) | 18.07 | 408 | -24 | 2,296 |
| 4 May | 54878.50 | 1914.7 | -35.3 (-1.81%) | 18.03 | 862 | 40 | 2,322 |
| 30 Apr | 54863.35 | 1881.75 | 203.35 (12.12%) | 17.99 | 1,026 | -49 | 2,233 |
| 29 Apr | 55403.60 | 1735 | 91.3 (5.55%) | 18.38 | 1,876 | -81 | 2,280 |
| 28 Apr | 55400.35 | 1671.7 | 299.55 (21.83%) | 17.96 | 3,618 | 480 | 2,383 |
| 27 Apr | 56264.30 | 1365 | -173.45 (-11.27%) | 18.67 | 401 | 16 | 1,913 |
| 24 Apr | 56089.75 | 1528.45 | 34.75 (2.33%) | 19.23 | 767 | -64 | 1,956 |
| 23 Apr | 56305.00 | 1482 | 296.8 (25.04%) | 19.55 | 517 | 18 | 2,019 |
| 22 Apr | 57124.45 | 1178.8 | 104.9 (9.77%) | 19.46 | 370 | -13 | 2,002 |
| 21 Apr | 57371.45 | 1060.25 | -362.85 (-25.50%) | 18.96 | 459 | 42 | 2,032 |
| 20 Apr | 56582.35 | 1420 | 117.5 (9.02%) | 19.6 | 689 | 180 | 1,984 |
| 17 Apr | 56565.70 | 1292.25 | -256.95 (-16.59%) | 18.22 | 299 | 84 | 1,810 |
| 16 Apr | 56086.40 | 1574.8 | 76.45 (5.10%) | 18.76 | 852 | 444 | 1,731 |
| 15 Apr | 56301.95 | 1521.9 | -390.5 (-20.42%) | 19.04 | 388 | 155 | 1,287 |
| 13 Apr | 55605.05 | 1916.7 | 254.25 (15.29%) | 19.85 | 1,627 | 995 | 1,132 |
| 10 Apr | 55912.75 | 1699 | -450.4 (-20.95%) | 19.08 | 109 | 34 | 131 |
| 9 Apr | 54821.70 | 2150 | 374.55 (21.10%) | 18.2 | 108 | 81 | 97 |
| 8 Apr | 55703.90 | 1720 | -3514 (-67.14%) | 20.86 | 17 | 16 | 16 |
| 7 Apr | 52716.25 | 5234 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 52609.10 | 5234 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 51548.75 | 5234 | 0 (0.00%) | - | 0 | 0 | 0 |
For Nifty Bank - strike price 56000 expiring on 30JUN2026
Delta for 56000 PE is -0.11
Historical price for 56000 PE is as follows
On 18 Jun BANKNIFTY was trading at 57910.15. The strike last trading price was 94.75, which was -73.75 lower than the previous day. The implied volatity was 16.06, the open interest changed by 3580 which increased total open position to 30947
On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 169.95, which was -85.45 lower than the previous day. The implied volatity was 16.65, the open interest changed by 597 which increased total open position to 27390
On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 252.95, which was -75.15 lower than the previous day. The implied volatity was 17.03, the open interest changed by 432 which increased total open position to 26901
On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 340.2, which was -183.3 lower than the previous day. The implied volatity was 17.99, the open interest changed by -1516 which decreased total open position to 26571
On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 510.6, which was -818.4 lower than the previous day. The implied volatity was 18.09, the open interest changed by 17035 which increased total open position to 28694
On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 1325.15, which was -85.35 lower than the previous day. The implied volatity was 19.28, the open interest changed by -284 which decreased total open position to 11660
On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 1400, which was 83.45 higher than the previous day. The implied volatity was 19.12, the open interest changed by 321 which increased total open position to 11947
On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 1252.65, which was -883.25 lower than the previous day. The implied volatity was 17.74, the open interest changed by 62 which increased total open position to 11625
On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 2185, which was 439.7 higher than the previous day. The implied volatity was 18.59, the open interest changed by 102 which increased total open position to 11551
On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 1722, which was -162.65 lower than the previous day. The implied volatity was 16.57, the open interest changed by 488 which increased total open position to 11460
On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 1833, which was -135.55 lower than the previous day. The implied volatity was 16.22, the open interest changed by -76 which decreased total open position to 10981
On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 1940, which was -265.85 lower than the previous day. The implied volatity was 16.62, the open interest changed by 123 which increased total open position to 11056
On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 2208.45, which was -169.05 lower than the previous day. The implied volatity was 14.6, the open interest changed by -193 which decreased total open position to 10935
On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 2398.05, which was 576.6 higher than the previous day. The implied volatity was 16, the open interest changed by -246 which decreased total open position to 11131
On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 1837.35, which was 290.4 higher than the previous day. The implied volatity was 15.55, the open interest changed by 308 which increased total open position to 11381
On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 1528.65, which was 73.75 higher than the previous day. The implied volatity was 15.66, the open interest changed by 1779 which increased total open position to 11079
On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 1420, which was 71.9 higher than the previous day. The implied volatity was 16.58, the open interest changed by 2583 which increased total open position to 9322
On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 1300, which was -969.1 lower than the previous day. The implied volatity was 16.23, the open interest changed by 1850 which increased total open position to 6674
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 2075, which was -611.45 lower than the previous day. The implied volatity was 16.25, the open interest changed by 814 which increased total open position to 4825
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 2660, which was 78.8 higher than the previous day. The implied volatity was 17.22, the open interest changed by -2 which decreased total open position to 4012
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 2602.8, which was -152.75 lower than the previous day. The implied volatity was 18, the open interest changed by 701 which increased total open position to 4015
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 2760, which was 74.95 higher than the previous day. The implied volatity was 18.45, the open interest changed by 518 which increased total open position to 3317
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 2686.85, which was 131.45 higher than the previous day. The implied volatity was 18.54, the open interest changed by 53 which increased total open position to 2801
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 2528.05, which was 194.9 higher than the previous day. The implied volatity was 17.69, the open interest changed by 67 which increased total open position to 2747
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 2280, which was -554 lower than the previous day. The implied volatity was 18.07, the open interest changed by -118 which decreased total open position to 2684
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 2826.15, which was 65.15 higher than the previous day. The implied volatity was 19.51, the open interest changed by 311 which increased total open position to 2803
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 2715, which was 556.7 higher than the previous day. The implied volatity was 0, the open interest changed by 173 which increased total open position to 2496
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 2180, which was 562.1 higher than the previous day. The implied volatity was 0, the open interest changed by -12 which decreased total open position to 2346
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 1627.25, which was 390.35 higher than the previous day. The implied volatity was 17.8, the open interest changed by 32 which increased total open position to 2351
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 1210, which was -24.35 lower than the previous day. The implied volatity was 17.08, the open interest changed by 132 which increased total open position to 2318
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 1200.6, which was -882.25 lower than the previous day. The implied volatity was 16.64, the open interest changed by -90 which decreased total open position to 2200
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 2103.6, which was 166.5 higher than the previous day. The implied volatity was 18.07, the open interest changed by -24 which decreased total open position to 2296
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 1914.7, which was -35.3 lower than the previous day. The implied volatity was 18.03, the open interest changed by 40 which increased total open position to 2322
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 1881.75, which was 203.35 higher than the previous day. The implied volatity was 17.99, the open interest changed by -49 which decreased total open position to 2233
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 1735, which was 91.3 higher than the previous day. The implied volatity was 18.38, the open interest changed by -81 which decreased total open position to 2280
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 1671.7, which was 299.55 higher than the previous day. The implied volatity was 17.96, the open interest changed by 480 which increased total open position to 2383
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 1365, which was -173.45 lower than the previous day. The implied volatity was 18.67, the open interest changed by 16 which increased total open position to 1913
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 1528.45, which was 34.75 higher than the previous day. The implied volatity was 19.23, the open interest changed by -64 which decreased total open position to 1956
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1482, which was 296.8 higher than the previous day. The implied volatity was 19.55, the open interest changed by 18 which increased total open position to 2019
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1178.8, which was 104.9 higher than the previous day. The implied volatity was 19.46, the open interest changed by -13 which decreased total open position to 2002
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 1060.25, which was -362.85 lower than the previous day. The implied volatity was 18.96, the open interest changed by 42 which increased total open position to 2032
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1420, which was 117.5 higher than the previous day. The implied volatity was 19.6, the open interest changed by 180 which increased total open position to 1984
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1292.25, which was -256.95 lower than the previous day. The implied volatity was 18.22, the open interest changed by 84 which increased total open position to 1810
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1574.8, which was 76.45 higher than the previous day. The implied volatity was 18.76, the open interest changed by 444 which increased total open position to 1731
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1521.9, which was -390.5 lower than the previous day. The implied volatity was 19.04, the open interest changed by 155 which increased total open position to 1287
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1916.7, which was 254.25 higher than the previous day. The implied volatity was 19.85, the open interest changed by 995 which increased total open position to 1132
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1699, which was -450.4 lower than the previous day. The implied volatity was 19.08, the open interest changed by 34 which increased total open position to 131
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 2150, which was 374.55 higher than the previous day. The implied volatity was 18.2, the open interest changed by 81 which increased total open position to 97
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1720, which was -3514 lower than the previous day. The implied volatity was 20.86, the open interest changed by 16 which increased total open position to 16
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 5234, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 5234, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 5234, 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
