[--[65.84.65.76]--]

BANKNIFTY

Nifty Bank
54863.35 -540.25 (-0.98%)
L: 54440.25 H: 55111.6

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Historical option data for BANKNIFTY

30 Apr 2026 04:10 PM IST
BANKNIFTY 26-May-2026 (25d) 56500 CE
Delta: 0.34
Vega: 0.54
Theta: -22.73
Gamma: 0.00013
Date Close Ltp Change IV Volume OI Chg OI
30 Apr 54863.35 616.25 -127.25 19.26 20,671 -498 14,265
29 Apr 55403.60 710.5 -134.60000000000002 18.16 34,887 1,105 14,758
28 Apr 55400.35 853.4 -440.2500000000001 19.69 17,722 2,696 13,636
27 Apr 56264.30 1302.95 -26.899999999999864 20.08 13,138 3,808 10,867
24 Apr 56089.75 1315.45 -95.89999999999986 20.79 7,207 1,538 7,060
23 Apr 56305.00 1418 -524.7 20.18 3,980 1,082 5,527
22 Apr 57124.45 1917.5 -120.54999999999995 20.61 1,793 250 4,454
21 Apr 57371.45 2050 444.0999999999999 19.85 1,380 213 4,208
20 Apr 56582.35 1606.65 5.4500000000000455 20.14 2,169 -107 3,993
17 Apr 56565.70 1595 183.54999999999995 18.52 3,114 779 4,100
16 Apr 56086.40 1385.05 -173.45000000000005 19.6 2,912 1,233 3,320
15 Apr 56301.95 1529 158.79999999999995 19.66 3,216 1,385 2,084
13 Apr 55605.05 1347.35 -86.15000000000009 20.96 563 37 694
10 Apr 55912.75 1416.2 312.9000000000001 18.88 531 73 658
9 Apr 54821.70 1081 -322.75 20.62 398 22 586
8 Apr 55703.90 1425 809.7 17.69 937 14 537
7 Apr 52716.25 603.95 -54.5 21.58 315 -42 548
6 Apr 52609.10 658.6 174.7 22.7 649 306 589
2 Apr 51548.75 460.55 -9.9 22.18 207 16 293
1 Apr 51448.65 474.2 41.05 22.31 56 0 277
30 Mar 50275.35 422.8 -272.3 24.71 942 -181 277
27 Mar 52274.60 702.1 -340.2 21.72 310 -15 457
25 Mar 53708.10 1059.6 236.25 20.55 151 8 472
24 Mar 52605.65 846.65 180.8 21.51 362 14 465
23 Mar 51437.75 656.8 -347 23.47 636 216 457
20 Mar 53427.05 1003.8 -37.3 19.76 93 46 240
19 Mar 53451.00 1044.4 -383.65 19.14 324 -98 197
18 Mar 55326.05 1441.3 78.45 15.62 24 -5 293
17 Mar 54876.00 1384.05 73.2 17.26 157 111 299
16 Mar 54413.40 1274.15 126.85 18.45 187 44 187
13 Mar 53757.85 1082.45 -577.3 18.03 210 128 144
12 Mar 55100.95 1660.1 -238.65 17.69 16 -3 12
11 Mar 55735.75 1870 -755 16.81 12 4 15
10 Mar 56950.80 2625 382.4 16.08 17 0 12
9 Mar 56019.80 2281.15 -3453.95 18.64 22 12 12
6 Mar 57783.25 5735.1 0 - 0 0 0
5 Mar 59055.85 5735.1 0 - 0 0 0
4 Mar 58755.25 5735.1 0 - 0 0 0
2 Mar 59839.65 5735.1 0 - 0 0 0


For Nifty Bank - strike price 56500 expiring on 26MAY2026

Delta for 56500 CE is 0.34

Historical price for 56500 CE is as follows

On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 616.25, which was -127.25 lower than the previous day. The implied volatity was 19.26, the open interest changed by -498 which decreased total open position to 14265


On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 710.5, which was -134.60000000000002 lower than the previous day. The implied volatity was 18.16, the open interest changed by 1105 which increased total open position to 14758


On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 853.4, which was -440.2500000000001 lower than the previous day. The implied volatity was 19.69, the open interest changed by 2696 which increased total open position to 13636


On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 1302.95, which was -26.899999999999864 lower than the previous day. The implied volatity was 20.08, the open interest changed by 3808 which increased total open position to 10867


On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 1315.45, which was -95.89999999999986 lower than the previous day. The implied volatity was 20.79, the open interest changed by 1538 which increased total open position to 7060


On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1418, which was -524.7 lower than the previous day. The implied volatity was 20.18, the open interest changed by 1082 which increased total open position to 5527


On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1917.5, which was -120.54999999999995 lower than the previous day. The implied volatity was 20.61, the open interest changed by 250 which increased total open position to 4454


On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 2050, which was 444.0999999999999 higher than the previous day. The implied volatity was 19.85, the open interest changed by 213 which increased total open position to 4208


On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1606.65, which was 5.4500000000000455 higher than the previous day. The implied volatity was 20.14, the open interest changed by -107 which decreased total open position to 3993


On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1595, which was 183.54999999999995 higher than the previous day. The implied volatity was 18.52, the open interest changed by 779 which increased total open position to 4100


On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1385.05, which was -173.45000000000005 lower than the previous day. The implied volatity was 19.6, the open interest changed by 1233 which increased total open position to 3320


On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1529, which was 158.79999999999995 higher than the previous day. The implied volatity was 19.66, the open interest changed by 1385 which increased total open position to 2084


On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1347.35, which was -86.15000000000009 lower than the previous day. The implied volatity was 20.96, the open interest changed by 37 which increased total open position to 694


On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1416.2, which was 312.9000000000001 higher than the previous day. The implied volatity was 18.88, the open interest changed by 73 which increased total open position to 658


On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1081, which was -322.75 lower than the previous day. The implied volatity was 20.62, the open interest changed by 22 which increased total open position to 586


On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1425, which was 809.7 higher than the previous day. The implied volatity was 17.69, the open interest changed by 14 which increased total open position to 537


On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 603.95, which was -54.5 lower than the previous day. The implied volatity was 21.58, the open interest changed by -42 which decreased total open position to 548


On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 658.6, which was 174.7 higher than the previous day. The implied volatity was 22.7, the open interest changed by 306 which increased total open position to 589


On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 460.55, which was -9.9 lower than the previous day. The implied volatity was 22.18, the open interest changed by 16 which increased total open position to 293


On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 474.2, which was 41.05 higher than the previous day. The implied volatity was 22.31, the open interest changed by 0 which decreased total open position to 277


On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 422.8, which was -272.3 lower than the previous day. The implied volatity was 24.71, the open interest changed by -181 which decreased total open position to 277


On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 702.1, which was -340.2 lower than the previous day. The implied volatity was 21.72, the open interest changed by -15 which decreased total open position to 457


On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 1059.6, which was 236.25 higher than the previous day. The implied volatity was 20.55, the open interest changed by 8 which increased total open position to 472


On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 846.65, which was 180.8 higher than the previous day. The implied volatity was 21.51, the open interest changed by 14 which increased total open position to 465


On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 656.8, which was -347 lower than the previous day. The implied volatity was 23.47, the open interest changed by 216 which increased total open position to 457


On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 1003.8, which was -37.3 lower than the previous day. The implied volatity was 19.76, the open interest changed by 46 which increased total open position to 240


On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 1044.4, which was -383.65 lower than the previous day. The implied volatity was 19.14, the open interest changed by -98 which decreased total open position to 197


On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1441.3, which was 78.45 higher than the previous day. The implied volatity was 15.62, the open interest changed by -5 which decreased total open position to 293


On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 1384.05, which was 73.2 higher than the previous day. The implied volatity was 17.26, the open interest changed by 111 which increased total open position to 299


On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 1274.15, which was 126.85 higher than the previous day. The implied volatity was 18.45, the open interest changed by 44 which increased total open position to 187


On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1082.45, which was -577.3 lower than the previous day. The implied volatity was 18.03, the open interest changed by 128 which increased total open position to 144


On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1660.1, which was -238.65 lower than the previous day. The implied volatity was 17.69, the open interest changed by -3 which decreased total open position to 12


On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1870, which was -755 lower than the previous day. The implied volatity was 16.81, the open interest changed by 4 which increased total open position to 15


On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 2625, which was 382.4 higher than the previous day. The implied volatity was 16.08, the open interest changed by 0 which decreased total open position to 12


On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2281.15, which was -3453.95 lower than the previous day. The implied volatity was 18.64, the open interest changed by 12 which increased total open position to 12


On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 5735.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 5735.1, 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 5735.1, 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 5735.1, 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 26-May-2026 (25d) 56500 PE
Delta: -0.68
Vega: 0.53
Theta: -12.42
Gamma: 0.00014
Date Close Ltp Change IV Volume OI Chg OI
30 Apr 54863.35 1814.95 231.85000000000014 17.77 3,277 -323 11,682
29 Apr 55403.60 1600.05 25.5 17.74 15,142 1,711 13,016
28 Apr 55400.35 1589.75 441.79999999999995 18.25 11,062 923 12,452
27 Apr 56264.30 1137 -186.3499999999999 18.2 12,653 2,890 11,513
24 Apr 56089.75 1341.3 69.89999999999986 19.01 6,625 375 8,616
23 Apr 56305.00 1269.2 306.1 19.45 6,261 756 8,253
22 Apr 57124.45 955 105.54999999999995 19.64 6,604 2,219 7,507
21 Apr 57371.45 846.35 -367.55000000000007 19.18 3,852 431 5,276
20 Apr 56582.35 1234.25 103.29999999999995 19.63 3,646 626 4,895
17 Apr 56565.70 1117.6 -252.70000000000005 17.77 2,668 941 4,269
16 Apr 56086.40 1421.25 76.84999999999991 18.09 3,629 1,068 3,329
15 Apr 56301.95 1363.8 -454.35000000000014 18.67 4,000 1,816 2,224
13 Apr 55605.05 1805.05 196.64999999999986 19.59 304 174 407
10 Apr 55912.75 1600.2 -630.4999999999998 19.03 240 0 232
9 Apr 54821.70 2206 455.6500000000001 18.74 213 62 233
8 Apr 55703.90 1723.1 -3003.65 21.35 306 123 171
7 Apr 52716.25 4726.75 -243.25 - 0 0 48
6 Apr 52609.10 4726.75 -243.25 36.11 3 -1 48
2 Apr 51548.75 4970 172 28.87 21 -2 49
1 Apr 51448.65 4790.95 -709.05 25.49 18 -8 54
30 Mar 50275.35 5500 1281 21.63 16 -3 62
27 Mar 52274.60 4219 1278.05 25.75 12 0 65
25 Mar 53708.10 2940.95 -959.05 20.72 22 -3 66
24 Mar 52605.65 3900 -1284.55 24.93 3 0 69
23 Mar 51437.75 5184.55 2211.05 29.82 13 -9 69
20 Mar 53427.05 2973.5 1013.45 - 0 0 78
19 Mar 53451.00 2973.5 1013.45 20.79 12 1 79
18 Mar 55326.05 1964.9 -462.15 19.83 30 9 58
17 Mar 54876.00 2427.05 -261.7 22.02 5 0 49
16 Mar 54413.40 2688.75 -194.2 21.54 4 0 51
13 Mar 53757.85 2882.95 660.35 20.24 2 -1 52
12 Mar 55100.95 2222.6 329 21.15 1 0 54
11 Mar 55735.75 1893.6 637.3 20.36 18 4 54
10 Mar 56950.80 1256.3 -803.55 19.27 29 -4 52
9 Mar 56019.80 2059.85 1038.3 23.32 44 3 59
6 Mar 57783.25 1030.2 369.55 19.31 56 21 58
5 Mar 59055.85 660.65 -141.95 18.48 17 2 40
4 Mar 58755.25 798.15 401.05 19.54 45 4 36
2 Mar 59839.65 397.1 139.7 16.94 41 32 32


For Nifty Bank - strike price 56500 expiring on 26MAY2026

Delta for 56500 PE is -0.68

Historical price for 56500 PE is as follows

On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 1814.95, which was 231.85000000000014 higher than the previous day. The implied volatity was 17.77, the open interest changed by -323 which decreased total open position to 11682


On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 1600.05, which was 25.5 higher than the previous day. The implied volatity was 17.74, the open interest changed by 1711 which increased total open position to 13016


On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 1589.75, which was 441.79999999999995 higher than the previous day. The implied volatity was 18.25, the open interest changed by 923 which increased total open position to 12452


On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 1137, which was -186.3499999999999 lower than the previous day. The implied volatity was 18.2, the open interest changed by 2890 which increased total open position to 11513


On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 1341.3, which was 69.89999999999986 higher than the previous day. The implied volatity was 19.01, the open interest changed by 375 which increased total open position to 8616


On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1269.2, which was 306.1 higher than the previous day. The implied volatity was 19.45, the open interest changed by 756 which increased total open position to 8253


On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 955, which was 105.54999999999995 higher than the previous day. The implied volatity was 19.64, the open interest changed by 2219 which increased total open position to 7507


On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 846.35, which was -367.55000000000007 lower than the previous day. The implied volatity was 19.18, the open interest changed by 431 which increased total open position to 5276


On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1234.25, which was 103.29999999999995 higher than the previous day. The implied volatity was 19.63, the open interest changed by 626 which increased total open position to 4895


On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1117.6, which was -252.70000000000005 lower than the previous day. The implied volatity was 17.77, the open interest changed by 941 which increased total open position to 4269


On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1421.25, which was 76.84999999999991 higher than the previous day. The implied volatity was 18.09, the open interest changed by 1068 which increased total open position to 3329


On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1363.8, which was -454.35000000000014 lower than the previous day. The implied volatity was 18.67, the open interest changed by 1816 which increased total open position to 2224


On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1805.05, which was 196.64999999999986 higher than the previous day. The implied volatity was 19.59, the open interest changed by 174 which increased total open position to 407


On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1600.2, which was -630.4999999999998 lower than the previous day. The implied volatity was 19.03, the open interest changed by 0 which decreased total open position to 232


On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 2206, which was 455.6500000000001 higher than the previous day. The implied volatity was 18.74, the open interest changed by 62 which increased total open position to 233


On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1723.1, which was -3003.65 lower than the previous day. The implied volatity was 21.35, the open interest changed by 123 which increased total open position to 171


On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 4726.75, which was -243.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48


On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 4726.75, which was -243.25 lower than the previous day. The implied volatity was 36.11, the open interest changed by -1 which decreased total open position to 48


On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 4970, which was 172 higher than the previous day. The implied volatity was 28.87, the open interest changed by -2 which decreased total open position to 49


On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 4790.95, which was -709.05 lower than the previous day. The implied volatity was 25.49, the open interest changed by -8 which decreased total open position to 54


On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 5500, which was 1281 higher than the previous day. The implied volatity was 21.63, the open interest changed by -3 which decreased total open position to 62


On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 4219, which was 1278.05 higher than the previous day. The implied volatity was 25.75, the open interest changed by 0 which decreased total open position to 65


On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 2940.95, which was -959.05 lower than the previous day. The implied volatity was 20.72, the open interest changed by -3 which decreased total open position to 66


On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 3900, which was -1284.55 lower than the previous day. The implied volatity was 24.93, the open interest changed by 0 which decreased total open position to 69


On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 5184.55, which was 2211.05 higher than the previous day. The implied volatity was 29.82, the open interest changed by -9 which decreased total open position to 69


On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 2973.5, which was 1013.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78


On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 2973.5, which was 1013.45 higher than the previous day. The implied volatity was 20.79, the open interest changed by 1 which increased total open position to 79


On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1964.9, which was -462.15 lower than the previous day. The implied volatity was 19.83, the open interest changed by 9 which increased total open position to 58


On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 2427.05, which was -261.7 lower than the previous day. The implied volatity was 22.02, the open interest changed by 0 which decreased total open position to 49


On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 2688.75, which was -194.2 lower than the previous day. The implied volatity was 21.54, the open interest changed by 0 which decreased total open position to 51


On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 2882.95, which was 660.35 higher than the previous day. The implied volatity was 20.24, the open interest changed by -1 which decreased total open position to 52


On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 2222.6, which was 329 higher than the previous day. The implied volatity was 21.15, the open interest changed by 0 which decreased total open position to 54


On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1893.6, which was 637.3 higher than the previous day. The implied volatity was 20.36, the open interest changed by 4 which increased total open position to 54


On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1256.3, which was -803.55 lower than the previous day. The implied volatity was 19.27, the open interest changed by -4 which decreased total open position to 52


On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2059.85, which was 1038.3 higher than the previous day. The implied volatity was 23.32, the open interest changed by 3 which increased total open position to 59


On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 1030.2, which was 369.55 higher than the previous day. The implied volatity was 19.31, the open interest changed by 21 which increased total open position to 58


On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 660.65, which was -141.95 lower than the previous day. The implied volatity was 18.48, the open interest changed by 2 which increased total open position to 40


On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 798.15, which was 401.05 higher than the previous day. The implied volatity was 19.54, the open interest changed by 4 which increased total open position to 36


On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 397.1, which was 139.7 higher than the previous day. The implied volatity was 16.94, the open interest changed by 32 which increased total open position to 32