BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:35 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 56400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.35
Vega: 0.23
Theta: -53.35
Gamma: 0.00031
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55882.70 | 279.1 | -201.54999999999995 | 19.46 | 79,658 | 3,322 | 7,228 | |||||||||
| 23 Apr | 56305.00 | 481.9 | -589.85 | 18.51 | 55,364 | 2,426 | 3,945 | |||||||||
| 22 Apr | 57124.45 | 1053.6 | -252.6500000000001 | 20.1 | 630 | -96 | 1,520 | |||||||||
| 21 Apr | 57371.45 | 1317.2 | 407.05000000000007 | 20.74 | 2,598 | -620 | 1,622 | |||||||||
| 20 Apr | 56582.35 | 866.4 | -75.10000000000002 | 22.36 | 15,447 | -1,600 | 2,291 | |||||||||
| 17 Apr | 56565.70 | 943.45 | 184.35000000000002 | 19.45 | 41,774 | 770 | 3,909 | |||||||||
| 16 Apr | 56086.40 | 730 | -183 | 20.72 | 28,807 | -375 | 3,153 | |||||||||
|
|
||||||||||||||||
| 15 Apr | 56301.95 | 880.1 | 144.89999999999998 | 20.84 | 45,533 | 2,451 | 3,535 | |||||||||
| 13 Apr | 55605.05 | 720.25 | -80.64999999999998 | 22.63 | 7,415 | 46 | 1,104 | |||||||||
| 10 Apr | 55912.75 | 813.45 | 285.9000000000001 | 19.18 | 9,670 | -169 | 1,081 | |||||||||
| 9 Apr | 54821.70 | 509.6 | -287.6 | 21.04 | 7,078 | -212 | 1,257 | |||||||||
| 8 Apr | 55703.90 | 842 | 639.7 | 19.14 | 7,840 | 1,032 | 1,463 | |||||||||
| 7 Apr | 52716.25 | 194.05 | -40.35 | 22.89 | 1,665 | 66 | 430 | |||||||||
| 6 Apr | 52609.10 | 235.5 | 60.85 | 24.34 | 2,798 | -154 | 362 | |||||||||
| 2 Apr | 51548.75 | 165 | -10.45 | 24.18 | 1,647 | 75 | 518 | |||||||||
| 1 Apr | 51448.65 | 169.55 | 13.5 | 24.01 | 2,743 | 246 | 447 | |||||||||
| 30 Mar | 50275.35 | 154.3 | -196.75 | 26.98 | 403 | 66 | 200 | |||||||||
| 27 Mar | 52274.60 | 345 | -299.3 | 23.43 | 174 | -15 | 133 | |||||||||
| 25 Mar | 53708.10 | 633.95 | 157.05 | 22.2 | 128 | 2 | 148 | |||||||||
| 24 Mar | 52605.65 | 490.05 | 102.5 | 23.64 | 336 | 32 | 146 | |||||||||
| 23 Mar | 51437.75 | 377.75 | -255.05 | 26.45 | 209 | 37 | 122 | |||||||||
| 20 Mar | 53427.05 | 641.55 | -2.5 | 21.6 | 69 | -18 | 84 | |||||||||
| 19 Mar | 53451.00 | 644.05 | -473.55 | 20.27 | 83 | -42 | 101 | |||||||||
| 18 Mar | 55326.05 | 1100.95 | 100.95 | 17.68 | 52 | -5 | 141 | |||||||||
| 17 Mar | 54876.00 | 1000 | 22.95 | 18.86 | 42 | 2 | 146 | |||||||||
| 16 Mar | 54413.40 | 958.75 | 116.75 | 20.98 | 48 | -19 | 144 | |||||||||
| 13 Mar | 53757.85 | 842 | -532.7 | 20.98 | 108 | 16 | 166 | |||||||||
| 12 Mar | 55100.95 | 1337.65 | -281.25 | 20.12 | 144 | 87 | 147 | |||||||||
| 11 Mar | 55735.75 | 1617 | -235.2 | 20.04 | 261 | 56 | 60 | |||||||||
| 10 Mar | 56950.80 | 1852.2 | -928.65 | - | 7 | 0 | 4 | |||||||||
| 9 Mar | 56019.80 | 1852.2 | -928.65 | 20.16 | 7 | 3 | 4 | |||||||||
| 6 Mar | 57783.25 | 2780.85 | -1398.8 | 16.46 | 2 | 1 | 1 | |||||||||
| 5 Mar | 59055.85 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 58755.25 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 59839.65 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 60529.00 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 61187.70 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 61043.35 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 61047.30 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 61264.25 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 61172.00 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 60739.55 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 61550.80 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 61174.00 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 60186.65 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 60739.75 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 4179.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 56400 expiring on 28APR2026
Delta for 56400 CE is 0.35
Historical price for 56400 CE is as follows
On 24 Apr BANKNIFTY was trading at 55882.70. The strike last trading price was 279.1, which was -201.54999999999995 lower than the previous day. The implied volatity was 19.46, the open interest changed by 3322 which increased total open position to 7228
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 481.9, which was -589.85 lower than the previous day. The implied volatity was 18.51, the open interest changed by 2426 which increased total open position to 3945
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1053.6, which was -252.6500000000001 lower than the previous day. The implied volatity was 20.1, the open interest changed by -96 which decreased total open position to 1520
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 1317.2, which was 407.05000000000007 higher than the previous day. The implied volatity was 20.74, the open interest changed by -620 which decreased total open position to 1622
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 866.4, which was -75.10000000000002 lower than the previous day. The implied volatity was 22.36, the open interest changed by -1600 which decreased total open position to 2291
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 943.45, which was 184.35000000000002 higher than the previous day. The implied volatity was 19.45, the open interest changed by 770 which increased total open position to 3909
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 730, which was -183 lower than the previous day. The implied volatity was 20.72, the open interest changed by -375 which decreased total open position to 3153
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 880.1, which was 144.89999999999998 higher than the previous day. The implied volatity was 20.84, the open interest changed by 2451 which increased total open position to 3535
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 720.25, which was -80.64999999999998 lower than the previous day. The implied volatity was 22.63, the open interest changed by 46 which increased total open position to 1104
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 813.45, which was 285.9000000000001 higher than the previous day. The implied volatity was 19.18, the open interest changed by -169 which decreased total open position to 1081
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 509.6, which was -287.6 lower than the previous day. The implied volatity was 21.04, the open interest changed by -212 which decreased total open position to 1257
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 842, which was 639.7 higher than the previous day. The implied volatity was 19.14, the open interest changed by 1032 which increased total open position to 1463
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 194.05, which was -40.35 lower than the previous day. The implied volatity was 22.89, the open interest changed by 66 which increased total open position to 430
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 235.5, which was 60.85 higher than the previous day. The implied volatity was 24.34, the open interest changed by -154 which decreased total open position to 362
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 165, which was -10.45 lower than the previous day. The implied volatity was 24.18, the open interest changed by 75 which increased total open position to 518
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 169.55, which was 13.5 higher than the previous day. The implied volatity was 24.01, the open interest changed by 246 which increased total open position to 447
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 154.3, which was -196.75 lower than the previous day. The implied volatity was 26.98, the open interest changed by 66 which increased total open position to 200
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 345, which was -299.3 lower than the previous day. The implied volatity was 23.43, the open interest changed by -15 which decreased total open position to 133
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 633.95, which was 157.05 higher than the previous day. The implied volatity was 22.2, the open interest changed by 2 which increased total open position to 148
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 490.05, which was 102.5 higher than the previous day. The implied volatity was 23.64, the open interest changed by 32 which increased total open position to 146
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 377.75, which was -255.05 lower than the previous day. The implied volatity was 26.45, the open interest changed by 37 which increased total open position to 122
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 641.55, which was -2.5 lower than the previous day. The implied volatity was 21.6, the open interest changed by -18 which decreased total open position to 84
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 644.05, which was -473.55 lower than the previous day. The implied volatity was 20.27, the open interest changed by -42 which decreased total open position to 101
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1100.95, which was 100.95 higher than the previous day. The implied volatity was 17.68, the open interest changed by -5 which decreased total open position to 141
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1000, which was 22.95 higher than the previous day. The implied volatity was 18.86, the open interest changed by 2 which increased total open position to 146
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 958.75, which was 116.75 higher than the previous day. The implied volatity was 20.98, the open interest changed by -19 which decreased total open position to 144
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 842, which was -532.7 lower than the previous day. The implied volatity was 20.98, the open interest changed by 16 which increased total open position to 166
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1337.65, which was -281.25 lower than the previous day. The implied volatity was 20.12, the open interest changed by 87 which increased total open position to 147
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1617, which was -235.2 lower than the previous day. The implied volatity was 20.04, the open interest changed by 56 which increased total open position to 60
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1852.2, which was -928.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1852.2, which was -928.65 lower than the previous day. The implied volatity was 20.16, the open interest changed by 3 which increased total open position to 4
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 2780.85, which was -1398.8 lower than the previous day. The implied volatity was 16.46, the open interest changed by 1 which increased total open position to 1
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 4179.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 4179.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 4179.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 4179.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 4179.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 4179.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 4179.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 4179.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 4179.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 4179.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 4179.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 4179.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 4179.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 4179.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 4179.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 4179.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 4179.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 4179.65, 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 4179.65, 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 4179.65, 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 4179.65, 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 4179.65, 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 4179.65, 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 4179.65, 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 4179.65, 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 4179.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28-Apr-2026 (4d) 56400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 0.22
Theta: -38.93
Gamma: 0.00034
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55882.70 | 709.5 | 157.10000000000002 | 17.51 | 38,135 | 555 | 4,901 |
| 23 Apr | 56305.00 | 544.75 | 211.25 | 19.26 | 77,639 | 683 | 4,355 |
| 22 Apr | 57124.45 | 325 | -21.649999999999977 | 21.11 | 15,866 | 586 | 3,674 |
| 21 Apr | 57371.45 | 341.2 | -374.8 | 23.39 | 14,039 | -1,241 | 3,078 |
| 20 Apr | 56582.35 | 734.4 | 49.049999999999955 | 24.48 | 27,088 | -368 | 4,406 |
| 17 Apr | 56565.70 | 676.2 | -278.69999999999993 | 20.84 | 34,450 | 2,352 | 4,794 |
| 16 Apr | 56086.40 | 1008.6 | 107.85000000000002 | 21 | 29,717 | -739 | 2,451 |
| 15 Apr | 56301.95 | 924.3 | -470.85000000000014 | 21.25 | 48,081 | 1,160 | 3,193 |
| 13 Apr | 55605.05 | 1406.15 | 266.8000000000002 | 22.43 | 842 | 359 | 2,037 |
| 10 Apr | 55912.75 | 1140.45 | -708.5 | 19.36 | 2,262 | 153 | 1,707 |
| 9 Apr | 54821.70 | 1819.75 | 530.3499999999999 | 18.28 | 2,796 | 1,358 | 1,652 |
| 8 Apr | 55703.90 | 1267.05 | -3589.05 | 20.92 | 442 | 228 | 295 |
| 7 Apr | 52716.25 | 4856.1 | -1113.3 | - | 0 | 0 | 67 |
| 6 Apr | 52609.10 | 4856.1 | -1113.3 | - | 0 | 0 | 67 |
| 2 Apr | 51548.75 | 4856.1 | -1113.3 | - | 0 | 0 | 67 |
| 1 Apr | 51448.65 | 4856.1 | -1113.3 | 31.2 | 99 | -34 | 73 |
| 30 Mar | 50275.35 | 5969.4 | 2291.45 | 35.87 | 1 | 0 | 108 |
| 27 Mar | 52274.60 | 3677.95 | 977.95 | 16.95 | 3 | 0 | 108 |
| 25 Mar | 53708.10 | 2700 | -1120.3 | 19.82 | 7 | -1 | 107 |
| 24 Mar | 52605.65 | 3820.3 | -898.9 | 27.73 | 3 | -1 | 109 |
| 23 Mar | 51437.75 | 4719.2 | 1639.7 | 24.75 | 9 | 4 | 110 |
| 20 Mar | 53427.05 | 3079.5 | 413.5 | 23.15 | 9 | -2 | 106 |
| 19 Mar | 53451.00 | 2666 | 901.95 | 18.75 | 32 | 10 | 108 |
| 18 Mar | 55326.05 | 1764.05 | -735.95 | 20.6 | 57 | -11 | 97 |
| 17 Mar | 54876.00 | 2500 | 61.3 | 26.85 | 1 | 0 | 108 |
| 16 Mar | 54413.40 | 2438.7 | -430.55 | 21.37 | 35 | -9 | 107 |
| 13 Mar | 53757.85 | 2869.25 | 1184.25 | 22.47 | 8 | -3 | 116 |
| 12 Mar | 55100.95 | 1685 | 19.45 | 17.6 | 54 | 19 | 118 |
| 11 Mar | 55735.75 | 1682 | 643.55 | 20.93 | 524 | 39 | 100 |
| 10 Mar | 56950.80 | 1032.55 | -758.5 | 19.66 | 152 | 23 | 61 |
| 9 Mar | 56019.80 | 1791.05 | 930.5 | 23.91 | 4 | 1 | 37 |
| 6 Mar | 57783.25 | 837.4 | 294.5 | 19.94 | 113 | -17 | 36 |
| 5 Mar | 59055.85 | 542.9 | -100.7 | 19.8 | 20 | 8 | 53 |
| 4 Mar | 58755.25 | 640.4 | 372.75 | 20.52 | 122 | 35 | 46 |
| 2 Mar | 59839.65 | 267.65 | 125 | 17.24 | 14 | 8 | 8 |
| 27 Feb | 60529.00 | 142.65 | 6.15 | 15.55 | 2 | 0 | 2 |
| 26 Feb | 61187.70 | 136.5 | -374 | 16.58 | 2 | 0 | 0 |
| 25 Feb | 61043.35 | 510.5 | 0 | 5.04 | 0 | 0 | 0 |
| 24 Feb | 61047.30 | 510.5 | 0 | 5.04 | 0 | 0 | 0 |
| 23 Feb | 61264.25 | 510.5 | 0 | 5.22 | 0 | 0 | 0 |
| 20 Feb | 61172.00 | 510.5 | 0 | 5.04 | 0 | 0 | 0 |
| 19 Feb | 60739.55 | 510.5 | 0 | 4.8 | 0 | 0 | 0 |
| 18 Feb | 61550.80 | 510.5 | 0 | 5.31 | 0 | 0 | 0 |
| 17 Feb | 61174.00 | 510.5 | 0 | 4.98 | 0 | 0 | 0 |
| 16 Feb | 60949.10 | 510.5 | 0 | 4.84 | 0 | 0 | 0 |
| 13 Feb | 60186.65 | 510.5 | 0 | 4.15 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 510.5 | 0 | 4.57 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 510.5 | 0 | 4.56 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 510.5 | 0 | 4.42 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 510.5 | 0 | 4.46 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 510.5 | 0 | 4.03 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 510.5 | 0 | 3.97 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 510.5 | 0 | 4.02 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 510.5 | 0 | 3.93 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 510.5 | 0 | 2.83 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 510.5 | 0 | 2.87 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 510.5 | 0 | 3.56 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 510.5 | 0 | 3.81 | 0 | 0 | 0 |
For Nifty Bank - strike price 56400 expiring on 28APR2026
Delta for 56400 PE is -0.67
Historical price for 56400 PE is as follows
On 24 Apr BANKNIFTY was trading at 55882.70. The strike last trading price was 709.5, which was 157.10000000000002 higher than the previous day. The implied volatity was 17.51, the open interest changed by 555 which increased total open position to 4901
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 544.75, which was 211.25 higher than the previous day. The implied volatity was 19.26, the open interest changed by 683 which increased total open position to 4355
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 325, which was -21.649999999999977 lower than the previous day. The implied volatity was 21.11, the open interest changed by 586 which increased total open position to 3674
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 341.2, which was -374.8 lower than the previous day. The implied volatity was 23.39, the open interest changed by -1241 which decreased total open position to 3078
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 734.4, which was 49.049999999999955 higher than the previous day. The implied volatity was 24.48, the open interest changed by -368 which decreased total open position to 4406
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 676.2, which was -278.69999999999993 lower than the previous day. The implied volatity was 20.84, the open interest changed by 2352 which increased total open position to 4794
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1008.6, which was 107.85000000000002 higher than the previous day. The implied volatity was 21, the open interest changed by -739 which decreased total open position to 2451
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 924.3, which was -470.85000000000014 lower than the previous day. The implied volatity was 21.25, the open interest changed by 1160 which increased total open position to 3193
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1406.15, which was 266.8000000000002 higher than the previous day. The implied volatity was 22.43, the open interest changed by 359 which increased total open position to 2037
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1140.45, which was -708.5 lower than the previous day. The implied volatity was 19.36, the open interest changed by 153 which increased total open position to 1707
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1819.75, which was 530.3499999999999 higher than the previous day. The implied volatity was 18.28, the open interest changed by 1358 which increased total open position to 1652
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1267.05, which was -3589.05 lower than the previous day. The implied volatity was 20.92, the open interest changed by 228 which increased total open position to 295
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 4856.1, which was -1113.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 67
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 4856.1, which was -1113.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 67
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 4856.1, which was -1113.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 67
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 4856.1, which was -1113.3 lower than the previous day. The implied volatity was 31.2, the open interest changed by -34 which decreased total open position to 73
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 5969.4, which was 2291.45 higher than the previous day. The implied volatity was 35.87, the open interest changed by 0 which decreased total open position to 108
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 3677.95, which was 977.95 higher than the previous day. The implied volatity was 16.95, the open interest changed by 0 which decreased total open position to 108
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 2700, which was -1120.3 lower than the previous day. The implied volatity was 19.82, the open interest changed by -1 which decreased total open position to 107
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 3820.3, which was -898.9 lower than the previous day. The implied volatity was 27.73, the open interest changed by -1 which decreased total open position to 109
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 4719.2, which was 1639.7 higher than the previous day. The implied volatity was 24.75, the open interest changed by 4 which increased total open position to 110
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 3079.5, which was 413.5 higher than the previous day. The implied volatity was 23.15, the open interest changed by -2 which decreased total open position to 106
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 2666, which was 901.95 higher than the previous day. The implied volatity was 18.75, the open interest changed by 10 which increased total open position to 108
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1764.05, which was -735.95 lower than the previous day. The implied volatity was 20.6, the open interest changed by -11 which decreased total open position to 97
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 2500, which was 61.3 higher than the previous day. The implied volatity was 26.85, the open interest changed by 0 which decreased total open position to 108
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 2438.7, which was -430.55 lower than the previous day. The implied volatity was 21.37, the open interest changed by -9 which decreased total open position to 107
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 2869.25, which was 1184.25 higher than the previous day. The implied volatity was 22.47, the open interest changed by -3 which decreased total open position to 116
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1685, which was 19.45 higher than the previous day. The implied volatity was 17.6, the open interest changed by 19 which increased total open position to 118
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1682, which was 643.55 higher than the previous day. The implied volatity was 20.93, the open interest changed by 39 which increased total open position to 100
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1032.55, which was -758.5 lower than the previous day. The implied volatity was 19.66, the open interest changed by 23 which increased total open position to 61
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1791.05, which was 930.5 higher than the previous day. The implied volatity was 23.91, the open interest changed by 1 which increased total open position to 37
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 837.4, which was 294.5 higher than the previous day. The implied volatity was 19.94, the open interest changed by -17 which decreased total open position to 36
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 542.9, which was -100.7 lower than the previous day. The implied volatity was 19.8, the open interest changed by 8 which increased total open position to 53
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 640.4, which was 372.75 higher than the previous day. The implied volatity was 20.52, the open interest changed by 35 which increased total open position to 46
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 267.65, which was 125 higher than the previous day. The implied volatity was 17.24, the open interest changed by 8 which increased total open position to 8
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 142.65, which was 6.15 higher than the previous day. The implied volatity was 15.55, the open interest changed by 0 which decreased total open position to 2
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 136.5, which was -374 lower than the previous day. The implied volatity was 16.58, the open interest changed by 0 which decreased total open position to 0
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 510.5, which was 0 lower than the previous day. The implied volatity was 5.04, the open interest changed by 0 which decreased total open position to 0
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 510.5, which was 0 lower than the previous day. The implied volatity was 5.04, the open interest changed by 0 which decreased total open position to 0
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 510.5, which was 0 lower than the previous day. The implied volatity was 5.22, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 510.5, which was 0 lower than the previous day. The implied volatity was 5.04, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 510.5, which was 0 lower than the previous day. The implied volatity was 4.8, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 510.5, which was 0 lower than the previous day. The implied volatity was 5.31, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 510.5, which was 0 lower than the previous day. The implied volatity was 4.98, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 510.5, which was 0 lower than the previous day. The implied volatity was 4.84, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 510.5, which was 0 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 510.5, which was 0 lower than the previous day. The implied volatity was 4.57, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 510.5, which was 0 lower than the previous day. The implied volatity was 4.56, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 510.5, which was 0 lower than the previous day. The implied volatity was 4.42, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 510.5, which was 0 lower than the previous day. The implied volatity was 4.46, 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 510.5, which was 0 lower than the previous day. The implied volatity was 4.03, 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 510.5, 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 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 510.5, which was 0 lower than the previous day. The implied volatity was 4.02, 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 510.5, 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 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 510.5, which was 0 lower than the previous day. The implied volatity was 2.83, 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 510.5, which was 0 lower than the previous day. The implied volatity was 2.87, 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 510.5, which was 0 lower than the previous day. The implied volatity was 3.56, 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 510.5, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0
