BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
23 Apr 2026 11:49 AM IST
| BANKNIFTY 28-Apr-2026 (5d) 56500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.28
Theta: -51.01
Gamma: 0.0003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Apr | 56535.30 | 565.5 | -441.15 | 18.95 | 51,606 | 5,338 | 18,146 | |||||||||
| 22 Apr | 57124.45 | 991 | -234.0999999999999 | 20.47 | 13,037 | -881 | 12,848 | |||||||||
| 21 Apr | 57371.45 | 1231 | 390.20000000000005 | 20.2 | 27,921 | -4,600 | 13,843 | |||||||||
| 20 Apr | 56582.35 | 808.1 | -78.39999999999998 | 21.9 | 81,480 | -2,736 | 18,877 | |||||||||
| 17 Apr | 56565.70 | 894.55 | 185.25 | 19.6 | 99,269 | 2,467 | 22,430 | |||||||||
| 16 Apr | 56086.40 | 682.25 | -179.14999999999998 | 20.77 | 1,36,531 | 4,119 | 20,111 | |||||||||
| 15 Apr | 56301.95 | 827 | 140.54999999999995 | 20.73 | 1,07,525 | 8,562 | 16,031 | |||||||||
| 13 Apr | 55605.05 | 675 | -77.70000000000005 | 22.31 | 36,621 | 366 | 7,551 | |||||||||
| 10 Apr | 55912.75 | 762 | 272.9 | 18.93 | 39,502 | -1,733 | 7,203 | |||||||||
| 9 Apr | 54821.70 | 482.7 | -269.90000000000003 | 21.07 | 30,407 | 1,492 | 8,986 | |||||||||
| 8 Apr | 55703.90 | 789 | 603.05 | 18.94 | 47,184 | 1,158 | 7,502 | |||||||||
| 7 Apr | 52716.25 | 190.05 | -27.8 | 23.19 | 15,648 | -443 | 6,169 | |||||||||
| 6 Apr | 52609.10 | 217.85 | 54.85 | 24.18 | 24,915 | 945 | 6,624 | |||||||||
| 2 Apr | 51548.75 | 157 | -9.3 | 24.23 | 17,747 | 774 | 5,704 | |||||||||
| 1 Apr | 51448.65 | 162 | 19.6 | 24.08 | 14,784 | 1,348 | 4,938 | |||||||||
| 30 Mar | 50275.35 | 143.55 | -187.7 | 26.73 | 7,953 | 694 | 3,617 | |||||||||
| 27 Mar | 52274.60 | 339.35 | -261.8 | 23.68 | 3,006 | 511 | 2,922 | |||||||||
| 25 Mar | 53708.10 | 602.9 | 150.25 | 22.06 | 3,052 | 73 | 2,411 | |||||||||
| 24 Mar | 52605.65 | 471 | 101 | 23.66 | 2,975 | 257 | 2,339 | |||||||||
| 23 Mar | 51437.75 | 354.85 | -250.85 | 26.24 | 2,715 | -91 | 2,116 | |||||||||
| 20 Mar | 53427.05 | 593.65 | -12.5 | 21.21 | 2,074 | 93 | 2,214 | |||||||||
| 19 Mar | 53451.00 | 646.75 | -395.2 | 20.75 | 3,164 | 293 | 2,123 | |||||||||
| 18 Mar | 55326.05 | 1047.5 | 76.35 | 17.51 | 2,055 | -27 | 1,820 | |||||||||
| 17 Mar | 54876.00 | 954.6 | -32.05 | 18.77 | 1,803 | -113 | 1,847 | |||||||||
| 16 Mar | 54413.40 | 949 | 106.65 | 21.32 | 1,456 | 38 | 2,021 | |||||||||
| 13 Mar | 53757.85 | 823.35 | -485.65 | 21.15 | 2,260 | 495 | 2,008 | |||||||||
| 12 Mar | 55100.95 | 1329.1 | -244.5 | 20.55 | 938 | 318 | 1,514 | |||||||||
| 11 Mar | 55735.75 | 1549.85 | -702.2 | 19.82 | 1,341 | 555 | 1,195 | |||||||||
| 10 Mar | 56950.80 | 2267.1 | 352 | 18.98 | 575 | 72 | 642 | |||||||||
| 9 Mar | 56019.80 | 1924 | -776 | 21.65 | 942 | 544 | 571 | |||||||||
| 6 Mar | 57783.25 | 2700 | -850 | 16.34 | 32 | 20 | 27 | |||||||||
| 5 Mar | 59055.85 | 3550 | -550 | - | 10 | 1 | 0 | |||||||||
| 4 Mar | 58755.25 | 3550 | -550 | 16.85 | 10 | 3 | 9 | |||||||||
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| 2 Mar | 59839.65 | 4100 | -1192.7 | 6.81 | 2 | 1 | 7 | |||||||||
| 27 Feb | 60529.00 | 5292.7 | 352.7 | - | 1 | 0 | 6 | |||||||||
| 26 Feb | 61187.70 | 5292.7 | 352.7 | - | 1 | 0 | 6 | |||||||||
| 25 Feb | 61043.35 | 4940 | 837.25 | - | 0 | 0 | 6 | |||||||||
| 24 Feb | 61047.30 | 4940 | 837.25 | - | 0 | 0 | 6 | |||||||||
| 23 Feb | 61264.25 | 4940 | 837.25 | - | 0 | 0 | 6 | |||||||||
| 20 Feb | 61172.00 | 4940 | 837.25 | - | 0 | 0 | 6 | |||||||||
| 19 Feb | 60739.55 | 4940 | 837.25 | - | 0 | 0 | 6 | |||||||||
| 18 Feb | 61550.80 | 4940 | 837.25 | - | 0 | 0 | 6 | |||||||||
| 17 Feb | 61174.00 | 4940 | 837.25 | - | 0 | 0 | 6 | |||||||||
| 16 Feb | 60949.10 | 4940 | 837.25 | - | 0 | 0 | 6 | |||||||||
| 13 Feb | 60186.65 | 4940 | 837.25 | - | 0 | 0 | 6 | |||||||||
| 12 Feb | 60739.75 | 4940 | 837.25 | - | 0 | 0 | 6 | |||||||||
| 11 Feb | 60745.35 | 4940 | 837.25 | - | 0 | 0 | 6 | |||||||||
| 10 Feb | 60626.40 | 4940 | 837.25 | - | 0 | 0 | 6 | |||||||||
| 9 Feb | 60669.35 | 4940 | 837.25 | - | 6 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 4102.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 4102.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 4102.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 4102.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 4102.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 4102.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 4102.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 4102.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 56500 expiring on 28APR2026
Delta for 56500 CE is 0.53
Historical price for 56500 CE is as follows
On 23 Apr BANKNIFTY was trading at 56535.30. The strike last trading price was 565.5, which was -441.15 lower than the previous day. The implied volatity was 18.95, the open interest changed by 5338 which increased total open position to 18146
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 991, which was -234.0999999999999 lower than the previous day. The implied volatity was 20.47, the open interest changed by -881 which decreased total open position to 12848
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 1231, which was 390.20000000000005 higher than the previous day. The implied volatity was 20.2, the open interest changed by -4600 which decreased total open position to 13843
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 808.1, which was -78.39999999999998 lower than the previous day. The implied volatity was 21.9, the open interest changed by -2736 which decreased total open position to 18877
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 894.55, which was 185.25 higher than the previous day. The implied volatity was 19.6, the open interest changed by 2467 which increased total open position to 22430
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 682.25, which was -179.14999999999998 lower than the previous day. The implied volatity was 20.77, the open interest changed by 4119 which increased total open position to 20111
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 827, which was 140.54999999999995 higher than the previous day. The implied volatity was 20.73, the open interest changed by 8562 which increased total open position to 16031
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 675, which was -77.70000000000005 lower than the previous day. The implied volatity was 22.31, the open interest changed by 366 which increased total open position to 7551
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 762, which was 272.9 higher than the previous day. The implied volatity was 18.93, the open interest changed by -1733 which decreased total open position to 7203
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 482.7, which was -269.90000000000003 lower than the previous day. The implied volatity was 21.07, the open interest changed by 1492 which increased total open position to 8986
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 789, which was 603.05 higher than the previous day. The implied volatity was 18.94, the open interest changed by 1158 which increased total open position to 7502
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 190.05, which was -27.8 lower than the previous day. The implied volatity was 23.19, the open interest changed by -443 which decreased total open position to 6169
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 217.85, which was 54.85 higher than the previous day. The implied volatity was 24.18, the open interest changed by 945 which increased total open position to 6624
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 157, which was -9.3 lower than the previous day. The implied volatity was 24.23, the open interest changed by 774 which increased total open position to 5704
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 162, which was 19.6 higher than the previous day. The implied volatity was 24.08, the open interest changed by 1348 which increased total open position to 4938
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 143.55, which was -187.7 lower than the previous day. The implied volatity was 26.73, the open interest changed by 694 which increased total open position to 3617
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 339.35, which was -261.8 lower than the previous day. The implied volatity was 23.68, the open interest changed by 511 which increased total open position to 2922
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 602.9, which was 150.25 higher than the previous day. The implied volatity was 22.06, the open interest changed by 73 which increased total open position to 2411
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 471, which was 101 higher than the previous day. The implied volatity was 23.66, the open interest changed by 257 which increased total open position to 2339
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 354.85, which was -250.85 lower than the previous day. The implied volatity was 26.24, the open interest changed by -91 which decreased total open position to 2116
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 593.65, which was -12.5 lower than the previous day. The implied volatity was 21.21, the open interest changed by 93 which increased total open position to 2214
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 646.75, which was -395.2 lower than the previous day. The implied volatity was 20.75, the open interest changed by 293 which increased total open position to 2123
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1047.5, which was 76.35 higher than the previous day. The implied volatity was 17.51, the open interest changed by -27 which decreased total open position to 1820
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 954.6, which was -32.05 lower than the previous day. The implied volatity was 18.77, the open interest changed by -113 which decreased total open position to 1847
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 949, which was 106.65 higher than the previous day. The implied volatity was 21.32, the open interest changed by 38 which increased total open position to 2021
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 823.35, which was -485.65 lower than the previous day. The implied volatity was 21.15, the open interest changed by 495 which increased total open position to 2008
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1329.1, which was -244.5 lower than the previous day. The implied volatity was 20.55, the open interest changed by 318 which increased total open position to 1514
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1549.85, which was -702.2 lower than the previous day. The implied volatity was 19.82, the open interest changed by 555 which increased total open position to 1195
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 2267.1, which was 352 higher than the previous day. The implied volatity was 18.98, the open interest changed by 72 which increased total open position to 642
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1924, which was -776 lower than the previous day. The implied volatity was 21.65, the open interest changed by 544 which increased total open position to 571
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 2700, which was -850 lower than the previous day. The implied volatity was 16.34, the open interest changed by 20 which increased total open position to 27
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 3550, which was -550 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 3550, which was -550 lower than the previous day. The implied volatity was 16.85, the open interest changed by 3 which increased total open position to 9
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 4100, which was -1192.7 lower than the previous day. The implied volatity was 6.81, the open interest changed by 1 which increased total open position to 7
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 5292.7, which was 352.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 5292.7, which was 352.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 4940, which was 837.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 4940, which was 837.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 4940, which was 837.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 4940, which was 837.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 4940, which was 837.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 4940, which was 837.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 4940, which was 837.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 4940, which was 837.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 4940, which was 837.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 4940, which was 837.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 4940, which was 837.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 4940, which was 837.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 4940, which was 837.25 higher 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 4102.75, 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 4102.75, 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 4102.75, 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 4102.75, 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 4102.75, 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 4102.75, 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 4102.75, 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 4102.75, 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 (5d) 56500 PE | |||||||
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Delta: -0.47
Vega: 0.28
Theta: -45.33
Gamma: 0.00029
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Apr | 56535.30 | 514.6 | 153 | 20.07 | 78,861 | 1,274 | 20,180 |
| 22 Apr | 57124.45 | 353.2 | -17.19999999999999 | 21.08 | 62,806 | 263 | 19,089 |
| 21 Apr | 57371.45 | 365.25 | -394.04999999999995 | 22.76 | 53,621 | 854 | 18,832 |
| 20 Apr | 56582.35 | 780.85 | 54.05000000000007 | 24.68 | 1,00,755 | 815 | 18,212 |
| 17 Apr | 56565.70 | 715.9 | -286 | 20.7 | 62,193 | 5,782 | 18,185 |
| 16 Apr | 56086.40 | 1053.55 | 120.79999999999995 | 20.72 | 1,25,970 | 1,156 | 12,425 |
| 15 Apr | 56301.95 | 967.1 | -486.94999999999993 | 21 | 81,283 | 8,443 | 11,273 |
| 13 Apr | 55605.05 | 1458 | 265 | 22.14 | 2,435 | -19 | 2,838 |
| 10 Apr | 55912.75 | 1189.75 | -716.8 | 19.37 | 7,602 | 892 | 2,743 |
| 9 Apr | 54821.70 | 1890.15 | 551.4000000000001 | 18.19 | 2,641 | 46 | 1,895 |
| 8 Apr | 55703.90 | 1300 | -2452.35 | 20.47 | 3,514 | 922 | 1,852 |
| 7 Apr | 52716.25 | 3793.55 | 29.6 | 27.79 | 16 | -8 | 931 |
| 6 Apr | 52609.10 | 3750 | -1046.05 | 22.62 | 114 | 19 | 938 |
| 2 Apr | 51548.75 | 4852.05 | 29.25 | 29.59 | 97 | -49 | 919 |
| 1 Apr | 51448.65 | 4822.8 | -1007.35 | 27.66 | 399 | -210 | 968 |
| 30 Mar | 50275.35 | 5710.25 | 1502.85 | 22.17 | 358 | 48 | 1,180 |
| 27 Mar | 52274.60 | 4240.6 | 1290 | 29.48 | 223 | 2 | 1,132 |
| 25 Mar | 53708.10 | 2968.95 | -849.6 | 23.49 | 372 | 53 | 1,131 |
| 24 Mar | 52605.65 | 3800 | -990.05 | 25.88 | 80 | -17 | 1,078 |
| 23 Mar | 51437.75 | 4835.3 | 1676 | 25.54 | 137 | -49 | 1,096 |
| 20 Mar | 53427.05 | 3147.55 | 26.7 | 23.08 | 219 | -94 | 1,145 |
| 19 Mar | 53451.00 | 3100 | 1389.15 | 24.61 | 188 | 8 | 1,235 |
| 18 Mar | 55326.05 | 1720.25 | -341.25 | 19.24 | 574 | 192 | 1,231 |
| 17 Mar | 54876.00 | 2060.75 | -411 | 20.01 | 951 | -178 | 1,052 |
| 16 Mar | 54413.40 | 2554.7 | -436.4 | 22.09 | 251 | -110 | 1,234 |
| 13 Mar | 53757.85 | 2975.45 | 1004 | 23.02 | 467 | -233 | 1,358 |
| 12 Mar | 55100.95 | 1969.75 | 258.45 | 20.51 | 475 | -54 | 1,605 |
| 11 Mar | 55735.75 | 1752.75 | 681.3 | 21.17 | 2,042 | 466 | 1,665 |
| 10 Mar | 56950.80 | 1077.75 | -653.5 | 19.75 | 1,112 | 216 | 1,204 |
| 9 Mar | 56019.80 | 1771.95 | 896.25 | 23.09 | 898 | -43 | 1,012 |
| 6 Mar | 57783.25 | 858 | 341.85 | 19.79 | 1,452 | 328 | 1,059 |
| 5 Mar | 59055.85 | 505.65 | -147.85 | 18.87 | 1,253 | 201 | 735 |
| 4 Mar | 58755.25 | 655.65 | 375.45 | 20.38 | 998 | 113 | 542 |
| 2 Mar | 59839.65 | 277.25 | 128.9 | 17.15 | 637 | 87 | 431 |
| 27 Feb | 60529.00 | 148.5 | 18.9 | 15.47 | 374 | 219 | 349 |
| 26 Feb | 61187.70 | 132.1 | -13.15 | 16.21 | 68 | 48 | 133 |
| 25 Feb | 61043.35 | 145.2 | -58.55 | 16.29 | 26 | 6 | 85 |
| 24 Feb | 61047.30 | 207 | -325.05 | - | 0 | 0 | 79 |
| 23 Feb | 61264.25 | 207 | -325.05 | - | 0 | 0 | 79 |
| 20 Feb | 61172.00 | 207 | -325.05 | - | 0 | 0 | 79 |
| 19 Feb | 60739.55 | 207 | -325.05 | - | 0 | 0 | 79 |
| 18 Feb | 61550.80 | 207 | -325.05 | - | 0 | 0 | 79 |
| 17 Feb | 61174.00 | 207 | -325.05 | - | 0 | 0 | 79 |
| 16 Feb | 60949.10 | 207 | -325.05 | - | 0 | 0 | 79 |
| 13 Feb | 60186.65 | 207 | -325.05 | 15.04 | 79 | 59 | 59 |
| 12 Feb | 60739.75 | 532.05 | 0 | 4.47 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 532.05 | 0 | 4.48 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 532.05 | 0 | 4.33 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 532.05 | 0 | 4.39 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 532.05 | 0 | 3.94 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 532.05 | 0 | 3.89 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 532.05 | 0 | 3.95 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 532.05 | 0 | 3.94 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 532.05 | 0 | 2.75 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 532.05 | 0 | 2.54 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 532.05 | 0 | 3.5 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 532.05 | 0 | 3.75 | 0 | 0 | 0 |
For Nifty Bank - strike price 56500 expiring on 28APR2026
Delta for 56500 PE is -0.47
Historical price for 56500 PE is as follows
On 23 Apr BANKNIFTY was trading at 56535.30. The strike last trading price was 514.6, which was 153 higher than the previous day. The implied volatity was 20.07, the open interest changed by 1274 which increased total open position to 20180
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 353.2, which was -17.19999999999999 lower than the previous day. The implied volatity was 21.08, the open interest changed by 263 which increased total open position to 19089
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 365.25, which was -394.04999999999995 lower than the previous day. The implied volatity was 22.76, the open interest changed by 854 which increased total open position to 18832
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 780.85, which was 54.05000000000007 higher than the previous day. The implied volatity was 24.68, the open interest changed by 815 which increased total open position to 18212
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 715.9, which was -286 lower than the previous day. The implied volatity was 20.7, the open interest changed by 5782 which increased total open position to 18185
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1053.55, which was 120.79999999999995 higher than the previous day. The implied volatity was 20.72, the open interest changed by 1156 which increased total open position to 12425
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 967.1, which was -486.94999999999993 lower than the previous day. The implied volatity was 21, the open interest changed by 8443 which increased total open position to 11273
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1458, which was 265 higher than the previous day. The implied volatity was 22.14, the open interest changed by -19 which decreased total open position to 2838
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1189.75, which was -716.8 lower than the previous day. The implied volatity was 19.37, the open interest changed by 892 which increased total open position to 2743
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1890.15, which was 551.4000000000001 higher than the previous day. The implied volatity was 18.19, the open interest changed by 46 which increased total open position to 1895
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1300, which was -2452.35 lower than the previous day. The implied volatity was 20.47, the open interest changed by 922 which increased total open position to 1852
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 3793.55, which was 29.6 higher than the previous day. The implied volatity was 27.79, the open interest changed by -8 which decreased total open position to 931
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 3750, which was -1046.05 lower than the previous day. The implied volatity was 22.62, the open interest changed by 19 which increased total open position to 938
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 4852.05, which was 29.25 higher than the previous day. The implied volatity was 29.59, the open interest changed by -49 which decreased total open position to 919
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 4822.8, which was -1007.35 lower than the previous day. The implied volatity was 27.66, the open interest changed by -210 which decreased total open position to 968
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 5710.25, which was 1502.85 higher than the previous day. The implied volatity was 22.17, the open interest changed by 48 which increased total open position to 1180
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 4240.6, which was 1290 higher than the previous day. The implied volatity was 29.48, the open interest changed by 2 which increased total open position to 1132
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 2968.95, which was -849.6 lower than the previous day. The implied volatity was 23.49, the open interest changed by 53 which increased total open position to 1131
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 3800, which was -990.05 lower than the previous day. The implied volatity was 25.88, the open interest changed by -17 which decreased total open position to 1078
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 4835.3, which was 1676 higher than the previous day. The implied volatity was 25.54, the open interest changed by -49 which decreased total open position to 1096
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 3147.55, which was 26.7 higher than the previous day. The implied volatity was 23.08, the open interest changed by -94 which decreased total open position to 1145
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 3100, which was 1389.15 higher than the previous day. The implied volatity was 24.61, the open interest changed by 8 which increased total open position to 1235
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1720.25, which was -341.25 lower than the previous day. The implied volatity was 19.24, the open interest changed by 192 which increased total open position to 1231
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 2060.75, which was -411 lower than the previous day. The implied volatity was 20.01, the open interest changed by -178 which decreased total open position to 1052
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 2554.7, which was -436.4 lower than the previous day. The implied volatity was 22.09, the open interest changed by -110 which decreased total open position to 1234
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 2975.45, which was 1004 higher than the previous day. The implied volatity was 23.02, the open interest changed by -233 which decreased total open position to 1358
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1969.75, which was 258.45 higher than the previous day. The implied volatity was 20.51, the open interest changed by -54 which decreased total open position to 1605
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1752.75, which was 681.3 higher than the previous day. The implied volatity was 21.17, the open interest changed by 466 which increased total open position to 1665
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1077.75, which was -653.5 lower than the previous day. The implied volatity was 19.75, the open interest changed by 216 which increased total open position to 1204
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1771.95, which was 896.25 higher than the previous day. The implied volatity was 23.09, the open interest changed by -43 which decreased total open position to 1012
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 858, which was 341.85 higher than the previous day. The implied volatity was 19.79, the open interest changed by 328 which increased total open position to 1059
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 505.65, which was -147.85 lower than the previous day. The implied volatity was 18.87, the open interest changed by 201 which increased total open position to 735
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 655.65, which was 375.45 higher than the previous day. The implied volatity was 20.38, the open interest changed by 113 which increased total open position to 542
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 277.25, which was 128.9 higher than the previous day. The implied volatity was 17.15, the open interest changed by 87 which increased total open position to 431
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 148.5, which was 18.9 higher than the previous day. The implied volatity was 15.47, the open interest changed by 219 which increased total open position to 349
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 132.1, which was -13.15 lower than the previous day. The implied volatity was 16.21, the open interest changed by 48 which increased total open position to 133
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 145.2, which was -58.55 lower than the previous day. The implied volatity was 16.29, the open interest changed by 6 which increased total open position to 85
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 207, which was -325.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 207, which was -325.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 207, which was -325.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 207, which was -325.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 207, which was -325.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 207, which was -325.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 207, which was -325.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 207, which was -325.05 lower than the previous day. The implied volatity was 15.04, the open interest changed by 59 which increased total open position to 59
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 532.05, which was 0 lower than the previous day. The implied volatity was 4.47, 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 532.05, which was 0 lower than the previous day. The implied volatity was 4.48, 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 532.05, which was 0 lower than the previous day. The implied volatity was 4.33, 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 532.05, which was 0 lower than the previous day. The implied volatity was 4.39, 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 532.05, which was 0 lower than the previous day. The implied volatity was 3.94, 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 532.05, which was 0 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 532.05, which was 0 lower than the previous day. The implied volatity was 3.95, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 532.05, which was 0 lower than the previous day. The implied volatity was 3.94, 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 532.05, which was 0 lower than the previous day. The implied volatity was 2.75, 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 532.05, which was 0 lower than the previous day. The implied volatity was 2.54, 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 532.05, which was 0 lower than the previous day. The implied volatity was 3.5, 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 532.05, which was 0 lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0
