BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
16 Mar 2026 04:12 PM IST
| BANKNIFTY 30-MAR-2026 57000 CE | ||||||||||||||||
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Delta: 0.16
Vega: 25.47
Theta: -22.5
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Mar | 54413.40 | 189.6 | 2.75 | 22.24 | 90,353 | 1,272 | 23,469.167 | |||||||||
| 13 Mar | 53757.85 | 178.05 | -265.55 | 22.35 | 83,187 | 3,002.167 | 22,197.167 | |||||||||
| 12 Mar | 55100.95 | 448.35 | -230.65 | 21.35 | 88,561 | 4,048.167 | 19,195 | |||||||||
| 11 Mar | 55735.75 | 637.4 | -574.6 | 21.05 | 81,606 | 4,048.667 | 15,146.833 | |||||||||
| 10 Mar | 56950.80 | 1241 | 195.65 | 20.36 | 94,416 | 3,743.5 | 11,098.167 | |||||||||
| 9 Mar | 56019.80 | 1043.75 | -810.05 | 25.1 | 53,763 | 5,127.5 | 7,354.667 | |||||||||
| 6 Mar | 57783.25 | 1785 | -900.7 | 19.02 | 3,419 | 686.5 | 2,227.167 | |||||||||
| 5 Mar | 59055.85 | 2634.6 | 12 | 17.63 | 803 | -61 | 1,540.667 | |||||||||
| 4 Mar | 58755.25 | 2662.6 | -754.3 | 20.88 | 1,299 | 3 | 1,601.667 | |||||||||
| 2 Mar | 59839.65 | 3400 | -541.25 | 15.24 | 473 | 89.5 | 1,598.667 | |||||||||
| 27 Feb | 60529.00 | 3955.95 | -584.05 | 12.72 | 140 | -54.167 | 1,509.167 | |||||||||
| 26 Feb | 61187.70 | 4530 | 104 | - | 72 | -61 | 1,563.333 | |||||||||
| 25 Feb | 61043.35 | 4418 | -25.85 | - | 44 | -3 | 1,624.333 | |||||||||
| 24 Feb | 61047.30 | 4430 | -205.35 | 7.18 | 439 | 274 | 1,627.333 | |||||||||
| 23 Feb | 61264.25 | 4632.85 | 74.1 | - | 149 | 68.333 | 1,353.333 | |||||||||
| 20 Feb | 61172.00 | 4558.75 | 414.85 | 9.78 | 258 | 90.833 | 1,285 | |||||||||
| 19 Feb | 60739.55 | 4088 | -793.7 | - | 159 | 2.5 | 1,194.167 | |||||||||
| 18 Feb | 61550.80 | 4898.1 | 407.6 | - | 333 | 167.333 | 1,191.667 | |||||||||
| 17 Feb | 61174.00 | 4491.65 | 128.55 | - | 187 | 129.667 | 1,024.333 | |||||||||
| 16 Feb | 60949.10 | 4400 | 631.3 | - | 301 | 110.833 | 894.667 | |||||||||
| 13 Feb | 60186.65 | 3749 | -451.75 | 7.72 | 89 | 72 | 783.833 | |||||||||
| 12 Feb | 60739.75 | 4200 | 12.45 | - | 22 | 9 | 711.833 | |||||||||
| 11 Feb | 60745.35 | 4203.1 | 143.4 | - | 30 | 12 | 702.833 | |||||||||
| 10 Feb | 60626.40 | 4059.7 | -59.25 | - | 20 | 13.333 | 690.833 | |||||||||
| 9 Feb | 60669.35 | 4130 | 444 | - | 33 | -2.333 | 677.5 | |||||||||
| 6 Feb | 60120.55 | 3680 | -18.25 | - | 15 | 0.333 | 679.833 | |||||||||
| 5 Feb | 60063.65 | 3698.25 | -184.15 | - | 25 | -5 | 679.5 | |||||||||
| 4 Feb | 60238.15 | 3864.2 | 113.3 | - | 93 | -35 | 684.5 | |||||||||
| 3 Feb | 60041.30 | 3750.9 | 1098.6 | 9.08 | 86 | -15 | 719.5 | |||||||||
| 2 Feb | 58619.00 | 2668.85 | 91.45 | 11.12 | 230 | 21.333 | 734.5 | |||||||||
| 1 Feb | 58417.20 | 2530 | -972.15 | 11.8 | 260 | 55.667 | 713.167 | |||||||||
| 30 Jan | 59610.45 | 3480.95 | -270 | 7.85 | 101 | 54 | 657.5 | |||||||||
| 29 Jan | 59957.85 | 3775 | 320.4 | 7.41 | 34 | 21.167 | 603.5 | |||||||||
| 28 Jan | 59598.80 | 3443.9 | 122.6 | 7.66 | 34 | 9 | 582.333 | |||||||||
| 27 Jan | 59205.45 | 3418.1 | 766.8 | 10.34 | 85 | 19.667 | 573.333 | |||||||||
| 23 Jan | 58473.10 | 2708.05 | -426.05 | 9.94 | 81 | -14.5 | 553.667 | |||||||||
| 22 Jan | 59200.10 | 3134.1 | 186.6 | 5.48 | 18 | 1 | 568.167 | |||||||||
| 21 Jan | 58800.30 | 2955 | -487.35 | 9.97 | 131 | -0.167 | 567.167 | |||||||||
| 20 Jan | 59404.20 | 3385 | -380.2 | 6.52 | 80 | -13.333 | 567.333 | |||||||||
| 19 Jan | 59891.35 | 3765.2 | -198.35 | - | 21 | 2 | 580.667 | |||||||||
| 16 Jan | 60095.15 | 3963.55 | 278.75 | 346552 | 75 | 30 | 578.667 | |||||||||
| 14 Jan | 59580.15 | 3684.8 | 13 | 6.15 | 16 | -2 | 548.667 | |||||||||
| 13 Jan | 59578.80 | 3626.95 | 112.3 | 5.4 | 22 | 14 | 550.667 | |||||||||
| 12 Jan | 59450.50 | 3514.65 | -31.05 | 10.36 | 83 | 11 | 536.667 | |||||||||
| 9 Jan | 59251.55 | 3545.7 | -315.45 | 7.81 | 20 | 1.833 | 525.667 | |||||||||
| 8 Jan | 59686.50 | 3861.15 | -38.85 | - | 6 | 3 | 523.833 | |||||||||
| 7 Jan | 59990.85 | 3900 | -260 | - | 18 | 3.667 | 520.833 | |||||||||
| 6 Jan | 60118.40 | 4160 | 191.85 | - | 21 | -5 | 517.167 | |||||||||
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| 5 Jan | 60044.20 | 3968.15 | -211.15 | - | 7 | -10 | 522.167 | |||||||||
| 2 Jan | 60150.95 | 4179.3 | 374.3 | - | 14 | -7 | 532.167 | |||||||||
| 1 Jan | 59711.55 | 3805 | -27.35 | - | 8 | -9 | 539.167 | |||||||||
| 31 Dec | 59581.85 | 3832.35 | 146.7 | - | 44 | -13 | 548.167 | |||||||||
For Nifty Bank - strike price 57000 expiring on 30MAR2026
Delta for 57000 CE is 0.16
Historical price for 57000 CE is as follows
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 189.6, which was 2.75 higher than the previous day. The implied volatity was 22.24, the open interest changed by 1272 which increased total open position to 23469
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 178.05, which was -265.55 lower than the previous day. The implied volatity was 22.35, the open interest changed by 3002 which increased total open position to 22197
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 448.35, which was -230.65 lower than the previous day. The implied volatity was 21.35, the open interest changed by 4048 which increased total open position to 19195
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 637.4, which was -574.6 lower than the previous day. The implied volatity was 21.05, the open interest changed by 4049 which increased total open position to 15147
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1241, which was 195.65 higher than the previous day. The implied volatity was 20.36, the open interest changed by 3744 which increased total open position to 11098
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1043.75, which was -810.05 lower than the previous day. The implied volatity was 25.1, the open interest changed by 5128 which increased total open position to 7355
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 1785, which was -900.7 lower than the previous day. The implied volatity was 19.02, the open interest changed by 687 which increased total open position to 2227
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 2634.6, which was 12 higher than the previous day. The implied volatity was 17.63, the open interest changed by -61 which decreased total open position to 1541
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 2662.6, which was -754.3 lower than the previous day. The implied volatity was 20.88, the open interest changed by 3 which increased total open position to 1602
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 3400, which was -541.25 lower than the previous day. The implied volatity was 15.24, the open interest changed by 90 which increased total open position to 1599
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 3955.95, which was -584.05 lower than the previous day. The implied volatity was 12.72, the open interest changed by -54 which decreased total open position to 1509
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 4530, which was 104 higher than the previous day. The implied volatity was -, the open interest changed by -61 which decreased total open position to 1563
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 4418, which was -25.85 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 1624
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 4430, which was -205.35 lower than the previous day. The implied volatity was 7.18, the open interest changed by 274 which increased total open position to 1627
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 4632.85, which was 74.1 higher than the previous day. The implied volatity was -, the open interest changed by 68 which increased total open position to 1353
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 4558.75, which was 414.85 higher than the previous day. The implied volatity was 9.78, the open interest changed by 91 which increased total open position to 1285
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 4088, which was -793.7 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 1194
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 4898.1, which was 407.6 higher than the previous day. The implied volatity was -, the open interest changed by 167 which increased total open position to 1192
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 4491.65, which was 128.55 higher than the previous day. The implied volatity was -, the open interest changed by 130 which increased total open position to 1024
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 4400, which was 631.3 higher than the previous day. The implied volatity was -, the open interest changed by 111 which increased total open position to 895
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 3749, which was -451.75 lower than the previous day. The implied volatity was 7.72, the open interest changed by 72 which increased total open position to 784
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 4200, which was 12.45 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 712
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 4203.1, which was 143.4 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 703
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 4059.7, which was -59.25 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 691
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 4130, which was 444 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 678
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 3680, which was -18.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 680
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 3698.25, which was -184.15 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 680
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 3864.2, which was 113.3 higher than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 685
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 3750.9, which was 1098.6 higher than the previous day. The implied volatity was 9.08, the open interest changed by -15 which decreased total open position to 720
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 2668.85, which was 91.45 higher than the previous day. The implied volatity was 11.12, the open interest changed by 21 which increased total open position to 735
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 2530, which was -972.15 lower than the previous day. The implied volatity was 11.8, the open interest changed by 56 which increased total open position to 713
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 3480.95, which was -270 lower than the previous day. The implied volatity was 7.85, the open interest changed by 54 which increased total open position to 658
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 3775, which was 320.4 higher than the previous day. The implied volatity was 7.41, the open interest changed by 21 which increased total open position to 604
On 28 Jan BANKNIFTY was trading at 59598.80. The strike last trading price was 3443.9, which was 122.6 higher than the previous day. The implied volatity was 7.66, the open interest changed by 9 which increased total open position to 582
On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 3418.1, which was 766.8 higher than the previous day. The implied volatity was 10.34, the open interest changed by 20 which increased total open position to 573
On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 2708.05, which was -426.05 lower than the previous day. The implied volatity was 9.94, the open interest changed by -14 which decreased total open position to 554
On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 3134.1, which was 186.6 higher than the previous day. The implied volatity was 5.48, the open interest changed by 1 which increased total open position to 568
On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 2955, which was -487.35 lower than the previous day. The implied volatity was 9.97, the open interest changed by 0 which decreased total open position to 567
On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 3385, which was -380.2 lower than the previous day. The implied volatity was 6.52, the open interest changed by -13 which decreased total open position to 567
On 19 Jan BANKNIFTY was trading at 59891.35. The strike last trading price was 3765.2, which was -198.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 581
On 16 Jan BANKNIFTY was trading at 60095.15. The strike last trading price was 3963.55, which was 278.75 higher than the previous day. The implied volatity was 346552, the open interest changed by 30 which increased total open position to 579
On 14 Jan BANKNIFTY was trading at 59580.15. The strike last trading price was 3684.8, which was 13 higher than the previous day. The implied volatity was 6.15, the open interest changed by -2 which decreased total open position to 549
On 13 Jan BANKNIFTY was trading at 59578.80. The strike last trading price was 3626.95, which was 112.3 higher than the previous day. The implied volatity was 5.4, the open interest changed by 14 which increased total open position to 551
On 12 Jan BANKNIFTY was trading at 59450.50. The strike last trading price was 3514.65, which was -31.05 lower than the previous day. The implied volatity was 10.36, the open interest changed by 11 which increased total open position to 537
On 9 Jan BANKNIFTY was trading at 59251.55. The strike last trading price was 3545.7, which was -315.45 lower than the previous day. The implied volatity was 7.81, the open interest changed by 2 which increased total open position to 526
On 8 Jan BANKNIFTY was trading at 59686.50. The strike last trading price was 3861.15, which was -38.85 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 524
On 7 Jan BANKNIFTY was trading at 59990.85. The strike last trading price was 3900, which was -260 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 521
On 6 Jan BANKNIFTY was trading at 60118.40. The strike last trading price was 4160, which was 191.85 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 517
On 5 Jan BANKNIFTY was trading at 60044.20. The strike last trading price was 3968.15, which was -211.15 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 522
On 2 Jan BANKNIFTY was trading at 60150.95. The strike last trading price was 4179.3, which was 374.3 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 532
On 1 Jan BANKNIFTY was trading at 59711.55. The strike last trading price was 3805, which was -27.35 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 539
On 31 Dec BANKNIFTY was trading at 59581.85. The strike last trading price was 3832.35, which was 146.7 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 548
| BANKNIFTY 30MAR2026 57000 PE | |||||||
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Delta: -0.84
Vega: 25.59
Theta: -7.15
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Mar | 54413.40 | 2687.05 | -542.7 | 22.34 | 3,138 | -1,403 | 11,207.333 |
| 13 Mar | 53757.85 | 3300 | 1249.85 | 27.76 | 6,799 | -1,608.333 | 12,610.333 |
| 12 Mar | 55100.95 | 1990 | 283.6 | 20.27 | 10,905 | -837.167 | 14,218.667 |
| 11 Mar | 55735.75 | 1777.45 | 854.45 | 23.26 | 55,619 | -1,726.167 | 15,055.833 |
| 10 Mar | 56950.80 | 915.6 | -792.85 | 20.01 | 68,202 | 4,671.5 | 16,782 |
| 9 Mar | 56019.80 | 1733.25 | 974 | 25.45 | 30,940 | -2,551.5 | 12,110.5 |
| 6 Mar | 57783.25 | 746.45 | 400.6 | 21.21 | 71,429 | 1,168.167 | 14,662 |
| 5 Mar | 59055.85 | 353.95 | -183.4 | 19.49 | 47,372 | -1,872.333 | 13,493.833 |
| 4 Mar | 58755.25 | 534.15 | 344.15 | 22.09 | 58,317 | 98.667 | 15,366.167 |
| 2 Mar | 59839.65 | 181.65 | 96.65 | 17.92 | 48,672 | 437.5 | 15,267.5 |
| 27 Feb | 60529.00 | 80.1 | 11.95 | 15.65 | 17,238 | 357.5 | 14,830 |
| 26 Feb | 61187.70 | 68.75 | -9.15 | 16.6 | 8,859 | -258 | 14,472.5 |
| 25 Feb | 61043.35 | 79.05 | -6.9 | 16.63 | 14,202 | 1,695.5 | 14,730.5 |
| 24 Feb | 61047.30 | 86.4 | -2.5 | 16.89 | 9,210 | 1,403.5 | 13,035 |
| 23 Feb | 61264.25 | 85.15 | -18.45 | 17.22 | 3,787 | 685 | 11,631.5 |
| 20 Feb | 61172.00 | 101.1 | -23.2 | 16.99 | 6,402 | 1,278 | 10,946.5 |
| 19 Feb | 60739.55 | 131 | 36.95 | 16.59 | 6,653 | 801 | 9,668.5 |
| 18 Feb | 61550.80 | 94 | -10.6 | 17.32 | 6,436 | 245 | 8,867.5 |
| 17 Feb | 61174.00 | 104 | -16.3 | 16.6 | 3,359 | 650 | 8,622.5 |
| 16 Feb | 60949.10 | 120 | -44.75 | 16.63 | 3,672 | 445.667 | 7,972.5 |
| 13 Feb | 60186.65 | 170 | 57.2 | 15.49 | 3,673 | 1,562.333 | 7,526.833 |
| 12 Feb | 60739.75 | 111 | 1 | 15.06 | 1,947 | 416.167 | 5,964.5 |
| 11 Feb | 60745.35 | 110 | -4.9 | 14.98 | 1,440 | 97 | 5,548.333 |
| 10 Feb | 60626.40 | 115.75 | -8.65 | 14.64 | 1,409 | 366.667 | 5,451.333 |
| 9 Feb | 60669.35 | 127 | -37.95 | 15.11 | 1,317 | 77.167 | 5,084.667 |
| 6 Feb | 60120.55 | 163.2 | -19.8 | 14.41 | 2,049 | -64.833 | 5,007.5 |
| 5 Feb | 60063.65 | 184.6 | -10.95 | 14.68 | 1,350 | -38 | 5,072.333 |
| 4 Feb | 60238.15 | 198.5 | -40.6 | 15.13 | 3,420 | -881 | 5,110.333 |
| 3 Feb | 60041.30 | 247.7 | -213.05 | 15.69 | 3,277 | -439.167 | 5,991.333 |
| 2 Feb | 58619.00 | 453 | -94.2 | 14.97 | 7,594 | -2,006.5 | 6,430.5 |
| 1 Feb | 58417.20 | 558 | 248.2 | 15.51 | 4,501 | 371.833 | 8,437 |
| 30 Jan | 59610.45 | 300.3 | 25.95 | 15.19 | 2,314 | 367.833 | 8,065.167 |
| 29 Jan | 59957.85 | 274.5 | -36.2 | 15.65 | 4,667 | 1,254.833 | 7,697.333 |
| 28 Jan | 59598.80 | 315 | -18.55 | 15.22 | 4,337 | 1,197.167 | 6,442.5 |
| 27 Jan | 59205.45 | 338.65 | -170.6 | 15 | 1,200 | 193.833 | 5,245.333 |
| 23 Jan | 58473.10 | 527.4 | 179.1 | 14.96 | 963 | 41.167 | 5,051.5 |
| 22 Jan | 59200.10 | 333.65 | -76.85 | 14.31 | 4,027 | 20.333 | 5,010.333 |
| 21 Jan | 58800.30 | 405.5 | 142.3 | 13.94 | 6,187 | 145.667 | 4,990 |
| 20 Jan | 59404.20 | 272 | 67.45 | 13.49 | 710 | 31 | 4,844.333 |
| 19 Jan | 59891.35 | 208.55 | 6.95 | 13.38 | 982 | 12.667 | 4,813.333 |
| 16 Jan | 60095.15 | 198.4 | -46.95 | 13.61 | 1,312 | -49 | 4,800.667 |
| 14 Jan | 59580.15 | 253.35 | 11.3 | 13.33 | 744 | -140.5 | 4,849.667 |
| 13 Jan | 59578.80 | 247.1 | -16.1 | 13.11 | 344 | 58.5 | 4,990.167 |
| 12 Jan | 59450.50 | 255 | -27.7 | 13.17 | 574 | 2.833 | 4,931.667 |
| 9 Jan | 59251.55 | 286.7 | 49.2 | 12.94 | 1,281 | -145.333 | 4,928.833 |
| 8 Jan | 59686.50 | 237.15 | 32.35 | 13 | 508 | 94.333 | 5,074.167 |
| 7 Jan | 59990.85 | 209.8 | 4.55 | 13.12 | 369 | 18 | 4,979.833 |
| 6 Jan | 60118.40 | 204 | -8.3 | 13.21 | 348 | 26 | 4,961.833 |
| 5 Jan | 60044.20 | 214.55 | 10.75 | 13.27 | 675 | -225 | 4,935.833 |
| 2 Jan | 60150.95 | 201.15 | -34.25 | 13.14 | 802 | -137.167 | 5,160.833 |
| 1 Jan | 59711.55 | 235 | -16.6 | 12.77 | 509 | 97 | 5,298 |
| 31 Dec | 59581.85 | 248 | -36.4 | 12.74 | 679 | 80.5 | 5,201 |
For Nifty Bank - strike price 57000 expiring on 30MAR2026
Delta for 57000 PE is -0.84
Historical price for 57000 PE is as follows
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 2687.05, which was -542.7 lower than the previous day. The implied volatity was 22.34, the open interest changed by -1403 which decreased total open position to 11207
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 3300, which was 1249.85 higher than the previous day. The implied volatity was 27.76, the open interest changed by -1608 which decreased total open position to 12610
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1990, which was 283.6 higher than the previous day. The implied volatity was 20.27, the open interest changed by -837 which decreased total open position to 14219
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1777.45, which was 854.45 higher than the previous day. The implied volatity was 23.26, the open interest changed by -1726 which decreased total open position to 15056
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 915.6, which was -792.85 lower than the previous day. The implied volatity was 20.01, the open interest changed by 4672 which increased total open position to 16782
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1733.25, which was 974 higher than the previous day. The implied volatity was 25.45, the open interest changed by -2551 which decreased total open position to 12111
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 746.45, which was 400.6 higher than the previous day. The implied volatity was 21.21, the open interest changed by 1168 which increased total open position to 14662
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 353.95, which was -183.4 lower than the previous day. The implied volatity was 19.49, the open interest changed by -1872 which decreased total open position to 13494
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 534.15, which was 344.15 higher than the previous day. The implied volatity was 22.09, the open interest changed by 99 which increased total open position to 15366
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 181.65, which was 96.65 higher than the previous day. The implied volatity was 17.92, the open interest changed by 438 which increased total open position to 15268
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 80.1, which was 11.95 higher than the previous day. The implied volatity was 15.65, the open interest changed by 358 which increased total open position to 14830
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 68.75, which was -9.15 lower than the previous day. The implied volatity was 16.6, the open interest changed by -258 which decreased total open position to 14473
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 79.05, which was -6.9 lower than the previous day. The implied volatity was 16.63, the open interest changed by 1696 which increased total open position to 14731
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 86.4, which was -2.5 lower than the previous day. The implied volatity was 16.89, the open interest changed by 1404 which increased total open position to 13035
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 85.15, which was -18.45 lower than the previous day. The implied volatity was 17.22, the open interest changed by 685 which increased total open position to 11632
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 101.1, which was -23.2 lower than the previous day. The implied volatity was 16.99, the open interest changed by 1278 which increased total open position to 10947
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 131, which was 36.95 higher than the previous day. The implied volatity was 16.59, the open interest changed by 801 which increased total open position to 9669
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 94, which was -10.6 lower than the previous day. The implied volatity was 17.32, the open interest changed by 245 which increased total open position to 8868
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 104, which was -16.3 lower than the previous day. The implied volatity was 16.6, the open interest changed by 650 which increased total open position to 8623
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 120, which was -44.75 lower than the previous day. The implied volatity was 16.63, the open interest changed by 446 which increased total open position to 7973
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 170, which was 57.2 higher than the previous day. The implied volatity was 15.49, the open interest changed by 1562 which increased total open position to 7527
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 111, which was 1 higher than the previous day. The implied volatity was 15.06, the open interest changed by 416 which increased total open position to 5965
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 110, which was -4.9 lower than the previous day. The implied volatity was 14.98, the open interest changed by 97 which increased total open position to 5548
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 115.75, which was -8.65 lower than the previous day. The implied volatity was 14.64, the open interest changed by 367 which increased total open position to 5451
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 127, which was -37.95 lower than the previous day. The implied volatity was 15.11, the open interest changed by 77 which increased total open position to 5085
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 163.2, which was -19.8 lower than the previous day. The implied volatity was 14.41, the open interest changed by -65 which decreased total open position to 5008
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 184.6, which was -10.95 lower than the previous day. The implied volatity was 14.68, the open interest changed by -38 which decreased total open position to 5072
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 198.5, which was -40.6 lower than the previous day. The implied volatity was 15.13, the open interest changed by -881 which decreased total open position to 5110
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 247.7, which was -213.05 lower than the previous day. The implied volatity was 15.69, the open interest changed by -439 which decreased total open position to 5991
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 453, which was -94.2 lower than the previous day. The implied volatity was 14.97, the open interest changed by -2006 which decreased total open position to 6431
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 558, which was 248.2 higher than the previous day. The implied volatity was 15.51, the open interest changed by 372 which increased total open position to 8437
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 300.3, which was 25.95 higher than the previous day. The implied volatity was 15.19, the open interest changed by 368 which increased total open position to 8065
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 274.5, which was -36.2 lower than the previous day. The implied volatity was 15.65, the open interest changed by 1255 which increased total open position to 7697
On 28 Jan BANKNIFTY was trading at 59598.80. The strike last trading price was 315, which was -18.55 lower than the previous day. The implied volatity was 15.22, the open interest changed by 1197 which increased total open position to 6443
On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 338.65, which was -170.6 lower than the previous day. The implied volatity was 15, the open interest changed by 194 which increased total open position to 5245
On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 527.4, which was 179.1 higher than the previous day. The implied volatity was 14.96, the open interest changed by 41 which increased total open position to 5052
On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 333.65, which was -76.85 lower than the previous day. The implied volatity was 14.31, the open interest changed by 20 which increased total open position to 5010
On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 405.5, which was 142.3 higher than the previous day. The implied volatity was 13.94, the open interest changed by 146 which increased total open position to 4990
On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 272, which was 67.45 higher than the previous day. The implied volatity was 13.49, the open interest changed by 31 which increased total open position to 4844
On 19 Jan BANKNIFTY was trading at 59891.35. The strike last trading price was 208.55, which was 6.95 higher than the previous day. The implied volatity was 13.38, the open interest changed by 13 which increased total open position to 4813
On 16 Jan BANKNIFTY was trading at 60095.15. The strike last trading price was 198.4, which was -46.95 lower than the previous day. The implied volatity was 13.61, the open interest changed by -49 which decreased total open position to 4801
On 14 Jan BANKNIFTY was trading at 59580.15. The strike last trading price was 253.35, which was 11.3 higher than the previous day. The implied volatity was 13.33, the open interest changed by -140 which decreased total open position to 4850
On 13 Jan BANKNIFTY was trading at 59578.80. The strike last trading price was 247.1, which was -16.1 lower than the previous day. The implied volatity was 13.11, the open interest changed by 59 which increased total open position to 4990
On 12 Jan BANKNIFTY was trading at 59450.50. The strike last trading price was 255, which was -27.7 lower than the previous day. The implied volatity was 13.17, the open interest changed by 3 which increased total open position to 4932
On 9 Jan BANKNIFTY was trading at 59251.55. The strike last trading price was 286.7, which was 49.2 higher than the previous day. The implied volatity was 12.94, the open interest changed by -145 which decreased total open position to 4929
On 8 Jan BANKNIFTY was trading at 59686.50. The strike last trading price was 237.15, which was 32.35 higher than the previous day. The implied volatity was 13, the open interest changed by 94 which increased total open position to 5074
On 7 Jan BANKNIFTY was trading at 59990.85. The strike last trading price was 209.8, which was 4.55 higher than the previous day. The implied volatity was 13.12, the open interest changed by 18 which increased total open position to 4980
On 6 Jan BANKNIFTY was trading at 60118.40. The strike last trading price was 204, which was -8.3 lower than the previous day. The implied volatity was 13.21, the open interest changed by 26 which increased total open position to 4962
On 5 Jan BANKNIFTY was trading at 60044.20. The strike last trading price was 214.55, which was 10.75 higher than the previous day. The implied volatity was 13.27, the open interest changed by -225 which decreased total open position to 4936
On 2 Jan BANKNIFTY was trading at 60150.95. The strike last trading price was 201.15, which was -34.25 lower than the previous day. The implied volatity was 13.14, the open interest changed by -137 which decreased total open position to 5161
On 1 Jan BANKNIFTY was trading at 59711.55. The strike last trading price was 235, which was -16.6 lower than the previous day. The implied volatity was 12.77, the open interest changed by 97 which increased total open position to 5298
On 31 Dec BANKNIFTY was trading at 59581.85. The strike last trading price was 248, which was -36.4 lower than the previous day. The implied volatity was 12.74, the open interest changed by 81 which increased total open position to 5201
