BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 04:10 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 57000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 0.19
Theta: -45.94
Gamma: 0.00026
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 56089.75 | 168.2 | -70.85000000000002 | 19.83 | 2,45,796 | 698 | 28,024 | |||||||||
| 23 Apr | 56305.00 | 237.25 | -451.35 | 18.03 | 1,82,522 | 5,875 | 27,523 | |||||||||
| 22 Apr | 57124.45 | 672 | -214.89999999999998 | 19.49 | 1,17,245 | 2,155 | 22,967 | |||||||||
| 21 Apr | 57371.45 | 885.2 | 289 | 20.34 | 1,31,617 | -4,043 | 21,940 | |||||||||
| 20 Apr | 56582.35 | 563.55 | -56.15000000000009 | 21.54 | 1,89,470 | 3,713 | 26,159 | |||||||||
| 17 Apr | 56565.70 | 624.75 | 139.3 | 18.93 | 92,356 | -868 | 22,459 | |||||||||
| 16 Apr | 56086.40 | 469.05 | -137.15000000000003 | 20 | 94,495 | 2,017 | 23,519 | |||||||||
| 15 Apr | 56301.95 | 590.9 | 105.14999999999998 | 20.14 | 89,921 | 1,604 | 21,605 | |||||||||
| 13 Apr | 55605.05 | 477.7 | -54.849999999999966 | 21.63 | 81,768 | -646 | 20,244 | |||||||||
| 10 Apr | 55912.75 | 545.55 | 202.09999999999997 | 18.49 | 99,328 | -1,282 | 20,912 | |||||||||
| 9 Apr | 54821.70 | 335.3 | -205.90000000000003 | 20.54 | 78,196 | 3,070 | 22,290 | |||||||||
| 8 Apr | 55703.90 | 569 | 439.45 | 18.35 | 1,08,922 | 5,778 | 19,345 | |||||||||
| 7 Apr | 52716.25 | 126.3 | -27.5 | 22.68 | 26,167 | -684 | 13,211 | |||||||||
| 6 Apr | 52609.10 | 154 | 33.75 | 23.86 | 40,703 | -687 | 13,885 | |||||||||
| 2 Apr | 51548.75 | 111.25 | -9.45 | 23.96 | 37,874 | 1,150 | 14,916 | |||||||||
| 1 Apr | 51448.65 | 117.65 | 11.1 | 23.89 | 35,649 | 2,230 | 13,781 | |||||||||
| 30 Mar | 50275.35 | 105.55 | -148.6 | 26.45 | 23,384 | 1,474 | 11,576 | |||||||||
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| 27 Mar | 52274.60 | 252 | -211.15 | 23.24 | 13,120 | -1,016 | 10,130 | |||||||||
| 25 Mar | 53708.10 | 469.5 | 118.95 | 21.78 | 13,415 | 776 | 11,193 | |||||||||
| 24 Mar | 52605.65 | 369 | 82.2 | 23.39 | 8,330 | -692 | 10,427 | |||||||||
| 23 Mar | 51437.75 | 282 | -179.75 | 26.04 | 14,866 | 3,624 | 11,119 | |||||||||
| 20 Mar | 53427.05 | 457.95 | -11.9 | 20.78 | 12,496 | 94 | 7,470 | |||||||||
| 19 Mar | 53451.00 | 510 | -300.05 | 20.39 | 12,581 | 437 | 7,386 | |||||||||
| 18 Mar | 55326.05 | 801 | 40.6 | 16.79 | 12,719 | 3 | 6,973 | |||||||||
| 17 Mar | 54876.00 | 749.8 | -27.35 | 18.31 | 10,822 | 38 | 6,835 | |||||||||
| 16 Mar | 54413.40 | 750.05 | 72.3 | 20.67 | 14,964 | -301 | 6,814 | |||||||||
| 13 Mar | 53757.85 | 675.9 | -381.95 | 20.99 | 6,235 | 608 | 7,091 | |||||||||
| 12 Mar | 55100.95 | 1058.25 | -244.95 | 19.59 | 3,208 | 228 | 6,484 | |||||||||
| 11 Mar | 55735.75 | 1256.6 | -633.35 | 18.92 | 6,305 | 3,596 | 6,257 | |||||||||
| 10 Mar | 56950.80 | 1900 | 267.75 | 18.03 | 2,925 | 1,014 | 2,648 | |||||||||
| 9 Mar | 56019.80 | 1624.7 | -799.35 | 20.93 | 3,317 | 1,291 | 1,628 | |||||||||
| 6 Mar | 57783.25 | 2320.3 | -907.5 | 15.8 | 351 | 121 | 336 | |||||||||
| 5 Mar | 59055.85 | 3161.75 | 12.4 | 14.78 | 147 | 53 | 215 | |||||||||
| 4 Mar | 58755.25 | 3220 | -683.25 | 17.54 | 85 | 32 | 162 | |||||||||
| 2 Mar | 59839.65 | 3881 | -422.8 | 12.69 | 58 | 0 | 129 | |||||||||
| 27 Feb | 60529.00 | 4269.4 | -507.6 | - | 32 | 10 | 119 | |||||||||
| 26 Feb | 61187.70 | 4777 | 137 | - | 5 | 0 | 108 | |||||||||
| 25 Feb | 61043.35 | 4640 | -218.05 | 9.86 | 10 | 7 | 107 | |||||||||
| 24 Feb | 61047.30 | 4820 | -130 | - | 47 | 40 | 99 | |||||||||
| 23 Feb | 61264.25 | 4950 | -67.6 | - | 5 | 3 | 58 | |||||||||
| 20 Feb | 61172.00 | 5017.6 | 317.6 | 4.77 | 1 | 0 | 54 | |||||||||
| 19 Feb | 60739.55 | 4700 | -446.8 | 9.16 | 4 | 2 | 54 | |||||||||
| 18 Feb | 61550.80 | 5146.75 | 296.75 | - | 26 | 18 | 49 | |||||||||
| 17 Feb | 61174.00 | 4850 | 250 | - | 2 | 1 | 30 | |||||||||
| 16 Feb | 60949.10 | 4600 | 378 | 10.06 | 17 | 15 | 28 | |||||||||
| 13 Feb | 60186.65 | 4222 | -314 | - | 9 | 8 | 12 | |||||||||
| 12 Feb | 60739.75 | 4536 | 805.45 | - | 0 | 0 | 4 | |||||||||
| 11 Feb | 60745.35 | 4536 | 805.45 | - | 4 | 3 | 3 | |||||||||
| 10 Feb | 60626.40 | 3730.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 3730.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 3730.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 3730.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 3730.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 3730.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 3730.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 3730.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 3730.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 3730.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 57000 expiring on 28APR2026
Delta for 57000 CE is 0.24
Historical price for 57000 CE is as follows
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 168.2, which was -70.85000000000002 lower than the previous day. The implied volatity was 19.83, the open interest changed by 698 which increased total open position to 28024
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 237.25, which was -451.35 lower than the previous day. The implied volatity was 18.03, the open interest changed by 5875 which increased total open position to 27523
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 672, which was -214.89999999999998 lower than the previous day. The implied volatity was 19.49, the open interest changed by 2155 which increased total open position to 22967
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 885.2, which was 289 higher than the previous day. The implied volatity was 20.34, the open interest changed by -4043 which decreased total open position to 21940
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 563.55, which was -56.15000000000009 lower than the previous day. The implied volatity was 21.54, the open interest changed by 3713 which increased total open position to 26159
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 624.75, which was 139.3 higher than the previous day. The implied volatity was 18.93, the open interest changed by -868 which decreased total open position to 22459
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 469.05, which was -137.15000000000003 lower than the previous day. The implied volatity was 20, the open interest changed by 2017 which increased total open position to 23519
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 590.9, which was 105.14999999999998 higher than the previous day. The implied volatity was 20.14, the open interest changed by 1604 which increased total open position to 21605
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 477.7, which was -54.849999999999966 lower than the previous day. The implied volatity was 21.63, the open interest changed by -646 which decreased total open position to 20244
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 545.55, which was 202.09999999999997 higher than the previous day. The implied volatity was 18.49, the open interest changed by -1282 which decreased total open position to 20912
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 335.3, which was -205.90000000000003 lower than the previous day. The implied volatity was 20.54, the open interest changed by 3070 which increased total open position to 22290
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 569, which was 439.45 higher than the previous day. The implied volatity was 18.35, the open interest changed by 5778 which increased total open position to 19345
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 126.3, which was -27.5 lower than the previous day. The implied volatity was 22.68, the open interest changed by -684 which decreased total open position to 13211
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 154, which was 33.75 higher than the previous day. The implied volatity was 23.86, the open interest changed by -687 which decreased total open position to 13885
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 111.25, which was -9.45 lower than the previous day. The implied volatity was 23.96, the open interest changed by 1150 which increased total open position to 14916
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 117.65, which was 11.1 higher than the previous day. The implied volatity was 23.89, the open interest changed by 2230 which increased total open position to 13781
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 105.55, which was -148.6 lower than the previous day. The implied volatity was 26.45, the open interest changed by 1474 which increased total open position to 11576
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 252, which was -211.15 lower than the previous day. The implied volatity was 23.24, the open interest changed by -1016 which decreased total open position to 10130
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 469.5, which was 118.95 higher than the previous day. The implied volatity was 21.78, the open interest changed by 776 which increased total open position to 11193
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 369, which was 82.2 higher than the previous day. The implied volatity was 23.39, the open interest changed by -692 which decreased total open position to 10427
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 282, which was -179.75 lower than the previous day. The implied volatity was 26.04, the open interest changed by 3624 which increased total open position to 11119
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 457.95, which was -11.9 lower than the previous day. The implied volatity was 20.78, the open interest changed by 94 which increased total open position to 7470
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 510, which was -300.05 lower than the previous day. The implied volatity was 20.39, the open interest changed by 437 which increased total open position to 7386
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 801, which was 40.6 higher than the previous day. The implied volatity was 16.79, the open interest changed by 3 which increased total open position to 6973
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 749.8, which was -27.35 lower than the previous day. The implied volatity was 18.31, the open interest changed by 38 which increased total open position to 6835
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 750.05, which was 72.3 higher than the previous day. The implied volatity was 20.67, the open interest changed by -301 which decreased total open position to 6814
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 675.9, which was -381.95 lower than the previous day. The implied volatity was 20.99, the open interest changed by 608 which increased total open position to 7091
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1058.25, which was -244.95 lower than the previous day. The implied volatity was 19.59, the open interest changed by 228 which increased total open position to 6484
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1256.6, which was -633.35 lower than the previous day. The implied volatity was 18.92, the open interest changed by 3596 which increased total open position to 6257
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1900, which was 267.75 higher than the previous day. The implied volatity was 18.03, the open interest changed by 1014 which increased total open position to 2648
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1624.7, which was -799.35 lower than the previous day. The implied volatity was 20.93, the open interest changed by 1291 which increased total open position to 1628
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 2320.3, which was -907.5 lower than the previous day. The implied volatity was 15.8, the open interest changed by 121 which increased total open position to 336
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 3161.75, which was 12.4 higher than the previous day. The implied volatity was 14.78, the open interest changed by 53 which increased total open position to 215
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 3220, which was -683.25 lower than the previous day. The implied volatity was 17.54, the open interest changed by 32 which increased total open position to 162
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 3881, which was -422.8 lower than the previous day. The implied volatity was 12.69, the open interest changed by 0 which decreased total open position to 129
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 4269.4, which was -507.6 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 119
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 4777, which was 137 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 108
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 4640, which was -218.05 lower than the previous day. The implied volatity was 9.86, the open interest changed by 7 which increased total open position to 107
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 4820, which was -130 lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 99
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 4950, which was -67.6 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 58
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 5017.6, which was 317.6 higher than the previous day. The implied volatity was 4.77, the open interest changed by 0 which decreased total open position to 54
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 4700, which was -446.8 lower than the previous day. The implied volatity was 9.16, the open interest changed by 2 which increased total open position to 54
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 5146.75, which was 296.75 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 49
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 4850, which was 250 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 30
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 4600, which was 378 higher than the previous day. The implied volatity was 10.06, the open interest changed by 15 which increased total open position to 28
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 4222, which was -314 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 12
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 4536, which was 805.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 4536, which was 805.45 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 3730.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 3730.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 3730.55, 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 3730.55, 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 3730.55, 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 3730.55, 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 3730.55, 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 3730.55, 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 3730.55, 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 3730.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28-Apr-2026 (4d) 57000 PE | |||||||
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Delta: -0.8
Vega: 0.17
Theta: -27.15
Gamma: 0.00027
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 56089.75 | 992.9 | 79.60000000000002 | 16.84 | 32,960 | -1,911 | 20,514 |
| 23 Apr | 56305.00 | 889.2 | 347.1 | 18.52 | 1,09,797 | -1,754 | 23,618 |
| 22 Apr | 57124.45 | 536.15 | 11.5 | 20.58 | 1,61,714 | -447 | 26,620 |
| 21 Apr | 57371.45 | 514.8 | -481.70000000000005 | 21.75 | 1,23,593 | 7,550 | 27,299 |
| 20 Apr | 56582.35 | 1029.45 | 68.75 | 24.19 | 1,07,021 | 7,166 | 19,832 |
| 17 Apr | 56565.70 | 954.95 | -335.5 | 19.83 | 19,061 | 942 | 12,688 |
| 16 Apr | 56086.40 | 1352 | 154.20000000000005 | 20.28 | 29,824 | 761 | 11,746 |
| 15 Apr | 56301.95 | 1230.5 | -521.4000000000001 | 20.49 | 23,004 | 2,621 | 10,988 |
| 13 Apr | 55605.05 | 1762 | 289.8499999999999 | 21.42 | 3,037 | -87 | 8,377 |
| 10 Apr | 55912.75 | 1460.3 | -800.7500000000002 | 18.52 | 4,840 | 930 | 8,448 |
| 9 Apr | 54821.70 | 2255 | 633.8 | 17.94 | 2,699 | -89 | 7,521 |
| 8 Apr | 55703.90 | 1580 | -2581 | 20.01 | 6,863 | 998 | 7,611 |
| 7 Apr | 52716.25 | 4210.85 | -58.3 | 27.54 | 184 | 44 | 6,613 |
| 6 Apr | 52609.10 | 4175 | -1034.45 | 21.51 | 256 | -72 | 6,570 |
| 2 Apr | 51548.75 | 5119.95 | -106.45 | 22.71 | 1,147 | 2 | 6,641 |
| 1 Apr | 51448.65 | 5202.8 | -1046.05 | 25.31 | 1,226 | 293 | 6,639 |
| 30 Mar | 50275.35 | 6157.2 | 1580.45 | 18.16 | 3,970 | 1,112 | 6,345 |
| 27 Mar | 52274.60 | 4629.75 | 1314.35 | 28.99 | 1,154 | -224 | 5,227 |
| 25 Mar | 53708.10 | 3298.1 | -916.3 | 22.53 | 1,627 | 242 | 5,452 |
| 24 Mar | 52605.65 | 4112.4 | -1263.55 | 24.07 | 638 | 70 | 5,257 |
| 23 Mar | 51437.75 | 5461 | 1975.3 | 30.55 | 504 | -188 | 5,188 |
| 20 Mar | 53427.05 | 3480 | 0.4 | 22.34 | 725 | -54 | 5,376 |
| 19 Mar | 53451.00 | 3297.25 | 1332.75 | 21.9 | 660 | 25 | 5,439 |
| 18 Mar | 55326.05 | 1980 | -347.25 | 18.73 | 1,286 | -220 | 5,428 |
| 17 Mar | 54876.00 | 2330.8 | -424.25 | 19.32 | 755 | -306 | 5,648 |
| 16 Mar | 54413.40 | 2850 | -443.25 | 21.5 | 746 | -222 | 5,963 |
| 13 Mar | 53757.85 | 3300 | 1067.45 | 22.65 | 1,416 | -446 | 6,203 |
| 12 Mar | 55100.95 | 2198.7 | 266.35 | 19.63 | 1,889 | 76 | 6,658 |
| 11 Mar | 55735.75 | 2000 | 777.55 | 20.89 | 6,126 | 3,040 | 6,583 |
| 10 Mar | 56950.80 | 1232.05 | -700.7 | 19.11 | 2,887 | 154 | 3,492 |
| 9 Mar | 56019.80 | 1979.65 | 982.35 | 22.53 | 3,389 | 240 | 3,381 |
| 6 Mar | 57783.25 | 988.9 | 415.75 | 19.3 | 3,607 | 211 | 3,142 |
| 5 Mar | 59055.85 | 595.95 | -151.1 | 18.45 | 2,757 | 41 | 2,943 |
| 4 Mar | 58755.25 | 735.55 | 398.3 | 19.63 | 3,625 | -182 | 2,910 |
| 2 Mar | 59839.65 | 334.7 | 149.5 | 16.76 | 4,253 | 742 | 3,055 |
| 27 Feb | 60529.00 | 184.6 | 28.65 | 15.11 | 494 | 69 | 2,320 |
| 26 Feb | 61187.70 | 160.4 | -15.1 | 15.8 | 337 | 90 | 2,259 |
| 25 Feb | 61043.35 | 175.15 | 2.3 | 15.86 | 564 | 110 | 2,171 |
| 24 Feb | 61047.30 | 169.65 | 2.65 | 15.85 | 507 | 150 | 2,060 |
| 23 Feb | 61264.25 | 166.95 | -16.15 | 16.09 | 376 | 190 | 1,953 |
| 20 Feb | 61172.00 | 178.8 | -25.75 | 15.84 | 601 | 163 | 1,764 |
| 19 Feb | 60739.55 | 213.6 | 39.6 | 15.48 | 531 | 307 | 1,601 |
| 18 Feb | 61550.80 | 171 | -8.25 | 16.27 | 468 | 101 | 1,298 |
| 17 Feb | 61174.00 | 179.75 | -16.5 | 15.62 | 218 | 145 | 1,198 |
| 16 Feb | 60949.10 | 193.7 | -41.05 | 15.55 | 453 | 171 | 1,051 |
| 13 Feb | 60186.65 | 249.05 | 59.75 | 14.66 | 478 | 354 | 879 |
| 12 Feb | 60739.75 | 190.45 | 5.15 | 14.61 | 165 | 9 | 527 |
| 11 Feb | 60745.35 | 183.6 | -2.45 | 14.47 | 125 | 52 | 500 |
| 10 Feb | 60626.40 | 186 | -12.05 | 14.12 | 224 | 96 | 447 |
| 9 Feb | 60669.35 | 188.45 | -62.05 | 14.31 | 181 | 80 | 351 |
| 6 Feb | 60120.55 | 250 | -12.3 | 14.17 | 202 | 133 | 274 |
| 5 Feb | 60063.65 | 262.25 | -36.85 | 14.21 | 77 | 39 | 141 |
| 4 Feb | 60238.15 | 314.1 | -8.95 | 15.2 | 112 | 66 | 104 |
| 3 Feb | 60041.30 | 359.65 | -208.85 | 15.52 | 24 | 12 | 37 |
| 2 Feb | 58619.00 | 568 | 36.4 | 14.75 | 35 | 8 | 25 |
| 1 Feb | 58417.20 | 531.6 | 155.1 | 13.62 | 12 | 5 | 18 |
| 30 Jan | 59610.45 | 376.5 | 26.5 | 14.61 | 4 | 3 | 12 |
| 29 Jan | 59957.85 | 350 | -50 | 15.03 | 7 | 3 | 8 |
For Nifty Bank - strike price 57000 expiring on 28APR2026
Delta for 57000 PE is -0.8
Historical price for 57000 PE is as follows
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 992.9, which was 79.60000000000002 higher than the previous day. The implied volatity was 16.84, the open interest changed by -1911 which decreased total open position to 20514
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 889.2, which was 347.1 higher than the previous day. The implied volatity was 18.52, the open interest changed by -1754 which decreased total open position to 23618
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 536.15, which was 11.5 higher than the previous day. The implied volatity was 20.58, the open interest changed by -447 which decreased total open position to 26620
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 514.8, which was -481.70000000000005 lower than the previous day. The implied volatity was 21.75, the open interest changed by 7550 which increased total open position to 27299
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1029.45, which was 68.75 higher than the previous day. The implied volatity was 24.19, the open interest changed by 7166 which increased total open position to 19832
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 954.95, which was -335.5 lower than the previous day. The implied volatity was 19.83, the open interest changed by 942 which increased total open position to 12688
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1352, which was 154.20000000000005 higher than the previous day. The implied volatity was 20.28, the open interest changed by 761 which increased total open position to 11746
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1230.5, which was -521.4000000000001 lower than the previous day. The implied volatity was 20.49, the open interest changed by 2621 which increased total open position to 10988
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1762, which was 289.8499999999999 higher than the previous day. The implied volatity was 21.42, the open interest changed by -87 which decreased total open position to 8377
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1460.3, which was -800.7500000000002 lower than the previous day. The implied volatity was 18.52, the open interest changed by 930 which increased total open position to 8448
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 2255, which was 633.8 higher than the previous day. The implied volatity was 17.94, the open interest changed by -89 which decreased total open position to 7521
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1580, which was -2581 lower than the previous day. The implied volatity was 20.01, the open interest changed by 998 which increased total open position to 7611
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 4210.85, which was -58.3 lower than the previous day. The implied volatity was 27.54, the open interest changed by 44 which increased total open position to 6613
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 4175, which was -1034.45 lower than the previous day. The implied volatity was 21.51, the open interest changed by -72 which decreased total open position to 6570
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 5119.95, which was -106.45 lower than the previous day. The implied volatity was 22.71, the open interest changed by 2 which increased total open position to 6641
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 5202.8, which was -1046.05 lower than the previous day. The implied volatity was 25.31, the open interest changed by 293 which increased total open position to 6639
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 6157.2, which was 1580.45 higher than the previous day. The implied volatity was 18.16, the open interest changed by 1112 which increased total open position to 6345
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 4629.75, which was 1314.35 higher than the previous day. The implied volatity was 28.99, the open interest changed by -224 which decreased total open position to 5227
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 3298.1, which was -916.3 lower than the previous day. The implied volatity was 22.53, the open interest changed by 242 which increased total open position to 5452
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 4112.4, which was -1263.55 lower than the previous day. The implied volatity was 24.07, the open interest changed by 70 which increased total open position to 5257
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 5461, which was 1975.3 higher than the previous day. The implied volatity was 30.55, the open interest changed by -188 which decreased total open position to 5188
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 3480, which was 0.4 higher than the previous day. The implied volatity was 22.34, the open interest changed by -54 which decreased total open position to 5376
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 3297.25, which was 1332.75 higher than the previous day. The implied volatity was 21.9, the open interest changed by 25 which increased total open position to 5439
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1980, which was -347.25 lower than the previous day. The implied volatity was 18.73, the open interest changed by -220 which decreased total open position to 5428
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 2330.8, which was -424.25 lower than the previous day. The implied volatity was 19.32, the open interest changed by -306 which decreased total open position to 5648
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 2850, which was -443.25 lower than the previous day. The implied volatity was 21.5, the open interest changed by -222 which decreased total open position to 5963
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 3300, which was 1067.45 higher than the previous day. The implied volatity was 22.65, the open interest changed by -446 which decreased total open position to 6203
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 2198.7, which was 266.35 higher than the previous day. The implied volatity was 19.63, the open interest changed by 76 which increased total open position to 6658
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 2000, which was 777.55 higher than the previous day. The implied volatity was 20.89, the open interest changed by 3040 which increased total open position to 6583
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1232.05, which was -700.7 lower than the previous day. The implied volatity was 19.11, the open interest changed by 154 which increased total open position to 3492
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1979.65, which was 982.35 higher than the previous day. The implied volatity was 22.53, the open interest changed by 240 which increased total open position to 3381
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 988.9, which was 415.75 higher than the previous day. The implied volatity was 19.3, the open interest changed by 211 which increased total open position to 3142
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 595.95, which was -151.1 lower than the previous day. The implied volatity was 18.45, the open interest changed by 41 which increased total open position to 2943
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 735.55, which was 398.3 higher than the previous day. The implied volatity was 19.63, the open interest changed by -182 which decreased total open position to 2910
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 334.7, which was 149.5 higher than the previous day. The implied volatity was 16.76, the open interest changed by 742 which increased total open position to 3055
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 184.6, which was 28.65 higher than the previous day. The implied volatity was 15.11, the open interest changed by 69 which increased total open position to 2320
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 160.4, which was -15.1 lower than the previous day. The implied volatity was 15.8, the open interest changed by 90 which increased total open position to 2259
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 175.15, which was 2.3 higher than the previous day. The implied volatity was 15.86, the open interest changed by 110 which increased total open position to 2171
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 169.65, which was 2.65 higher than the previous day. The implied volatity was 15.85, the open interest changed by 150 which increased total open position to 2060
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 166.95, which was -16.15 lower than the previous day. The implied volatity was 16.09, the open interest changed by 190 which increased total open position to 1953
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 178.8, which was -25.75 lower than the previous day. The implied volatity was 15.84, the open interest changed by 163 which increased total open position to 1764
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 213.6, which was 39.6 higher than the previous day. The implied volatity was 15.48, the open interest changed by 307 which increased total open position to 1601
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 171, which was -8.25 lower than the previous day. The implied volatity was 16.27, the open interest changed by 101 which increased total open position to 1298
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 179.75, which was -16.5 lower than the previous day. The implied volatity was 15.62, the open interest changed by 145 which increased total open position to 1198
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 193.7, which was -41.05 lower than the previous day. The implied volatity was 15.55, the open interest changed by 171 which increased total open position to 1051
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 249.05, which was 59.75 higher than the previous day. The implied volatity was 14.66, the open interest changed by 354 which increased total open position to 879
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 190.45, which was 5.15 higher than the previous day. The implied volatity was 14.61, the open interest changed by 9 which increased total open position to 527
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 183.6, which was -2.45 lower than the previous day. The implied volatity was 14.47, the open interest changed by 52 which increased total open position to 500
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 186, which was -12.05 lower than the previous day. The implied volatity was 14.12, the open interest changed by 96 which increased total open position to 447
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 188.45, which was -62.05 lower than the previous day. The implied volatity was 14.31, the open interest changed by 80 which increased total open position to 351
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 250, which was -12.3 lower than the previous day. The implied volatity was 14.17, the open interest changed by 133 which increased total open position to 274
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 262.25, which was -36.85 lower than the previous day. The implied volatity was 14.21, the open interest changed by 39 which increased total open position to 141
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 314.1, which was -8.95 lower than the previous day. The implied volatity was 15.2, the open interest changed by 66 which increased total open position to 104
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 359.65, which was -208.85 lower than the previous day. The implied volatity was 15.52, the open interest changed by 12 which increased total open position to 37
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 568, which was 36.4 higher than the previous day. The implied volatity was 14.75, the open interest changed by 8 which increased total open position to 25
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 531.6, which was 155.1 higher than the previous day. The implied volatity was 13.62, the open interest changed by 5 which increased total open position to 18
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 376.5, which was 26.5 higher than the previous day. The implied volatity was 14.61, the open interest changed by 3 which increased total open position to 12
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 350, which was -50 lower than the previous day. The implied volatity was 15.03, the open interest changed by 3 which increased total open position to 8
