Historical option data for BANKNIFTY
22 Jun 2026 04:10 PM IST
| BANKNIFTY 30-Jun-2026 (8d) 57000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.78
Vega: 0.26
Theta: -24.35
Gamma: 0.00024
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 57935.60 | 1110 | 47.65 (4.49%) | 14.19 | 16,428 | -1,796 | 17,222 | |||||||||
| 19 Jun | 57685.75 | 1041.2 | -131.05 (-11.18%) | 13.27 | 36,805 | 487 | 19,181 | |||||||||
| 18 Jun | 57963.80 | 1218.85 | 239.3 (24.43%) | 11.72 | 41,364 | -3,465 | 18,729 | |||||||||
| 17 Jun | 57585.05 | 965.05 | 110.5 (12.93%) | 12.68 | 66,362 | -3,529 | 22,853 | |||||||||
| 16 Jun | 57297.15 | 860.1 | -43.75 (-4.84%) | 13.96 | 84,749 | 2,773 | 26,824 | |||||||||
| 15 Jun | 57198.80 | 887 | 111.25 (14.34%) | 15.66 | 61,188 | -191 | 24,267 | |||||||||
| 12 Jun | 56814.80 | 811 | 528.45 (187.03%) | 16.33 | 1,52,098 | -1,202 | 25,430 | |||||||||
| 11 Jun | 55176.75 | 292.35 | 10.1 (3.58%) | 16.98 | 64,368 | -83 | 26,642 | |||||||||
| 10 Jun | 55100.30 | 283.9 | -67.2 (-19.14%) | 16.94 | 54,509 | -767 | 27,526 | |||||||||
| 9 Jun | 55194.50 | 370 | 168.25 (83.40%) | 17.6 | 67,391 | -452 | 28,653 | |||||||||
| 8 Jun | 54063.75 | 195.7 | -82.95 (-29.77%) | 19.29 | 52,332 | 4,472 | 30,551 | |||||||||
| 5 Jun | 54496.25 | 282.85 | 7.9 (2.87%) | 18 | 81,176 | 947 | 26,558 | |||||||||
| 4 Jun | 54307.85 | 282 | 3.25 (1.17%) | 18.36 | 60,495 | 1,374 | 25,659 | |||||||||
| 3 Jun | 54185.95 | 267.2 | 74.8 (38.88%) | 18.1 | 70,178 | -40 | 24,291 | |||||||||
| 2 Jun | 53714.65 | 192.15 | 2.6 (1.37%) | 17.74 | 48,929 | 1,057 | 24,389 | |||||||||
| 1 Jun | 53643.10 | 185.5 | -139.55 (-42.93%) | 17.77 | 52,878 | 3,306 | 23,487 | |||||||||
| 29 May | 54239.20 | 335 | -84.35 (-20.11%) | 17.5 | 51,445 | 2,155 | 20,217 | |||||||||
| 27 May | 54853.85 | 415.05 | -98.15 (-19.13%) | 16.07 | 34,186 | 1,578 | 18,058 | |||||||||
| 26 May | 55092.90 | 522.7 | -78.6 (-13.07%) | 16.08 | 30,275 | 3,810 | 16,615 | |||||||||
| 25 May | 55293.65 | 644.95 | 292.6 (83.04%) | 16.84 | 21,635 | 3,715 | 12,805 | |||||||||
| 22 May | 54055.35 | 371.6 | 97.05 (35.35%) | 17.15 | 12,263 | 1,230 | 9,092 | |||||||||
| 21 May | 53439.40 | 275 | -23.75 (-7.95%) | 17.64 | 7,747 | 1,417 | 7,867 | |||||||||
| 20 May | 53562.20 | 309 | 6.45 (2.13%) | 17.7 | 5,750 | 643 | 6,486 | |||||||||
| 19 May | 53409.15 | 300 | -63 (-17.36%) | 17.89 | 4,103 | 369 | 5,843 | |||||||||
| 18 May | 53537.00 | 359 | -61 (-14.52%) | 18.4 | 8,219 | 1,050 | 5,523 | |||||||||
| 15 May | 53710.35 | 429 | -78.2 (-15.42%) | 18.31 | 3,933 | 414 | 4,468 | |||||||||
| 14 May | 54128.95 | 534 | 96.95 (22.18%) | 18.17 | 3,625 | -115 | 4,059 | |||||||||
| 13 May | 53456.15 | 425 | -41.2 (-8.84%) | 18.67 | 3,448 | 278 | 4,175 | |||||||||
| 12 May | 53555.20 | 485 | -188.45 (-27.98%) | 18.61 | 3,932 | -246 | 3,902 | |||||||||
| 11 May | 54439.90 | 663.85 | -251.9 (-27.51%) | 18 | 3,726 | 250 | 4,158 | |||||||||
| 8 May | 55310.55 | 898.85 | -286.5 (-24.17%) | 16.81 | 2,792 | 705 | 3,900 | |||||||||
| 7 May | 56047.40 | 1195 | -13.15 (-1.09%) | 16.2 | 2,780 | 355 | 3,203 | |||||||||
| 6 May | 55981.05 | 1230.05 | 504.95 (69.64%) | 16.73 | 6,075 | 119 | 2,851 | |||||||||
| 5 May | 54547.05 | 710 | -148.5 (-17.30%) | 17.15 | 1,504 | 303 | 2,732 | |||||||||
| 4 May | 54878.50 | 847.4 | -69.95 (-7.63%) | 17.33 | 1,167 | 99 | 2,428 | |||||||||
| 30 Apr | 54863.35 | 951.3 | -115.45 (-10.82%) | 17.33 | 1,442 | -6 | 2,323 | |||||||||
| 29 Apr | 55403.60 | 1036.7 | -134.05 (-11.45%) | 16.69 | 1,076 | 435 | 2,330 | |||||||||
| 28 Apr | 55400.35 | 1180.5 | -436.1 (-26.98%) | 17.65 | 665 | 99 | 1,893 | |||||||||
| 27 Apr | 56264.30 | 1615 | -32.3 (-1.96%) | 17.96 | 750 | 306 | 1,799 | |||||||||
| 24 Apr | 56089.75 | 1640.15 | -32.05 (-1.92%) | 18.63 | 393 | 35 | 1,497 | |||||||||
| 23 Apr | 56305.00 | 1680.25 | -481.15 (-22.26%) | 17.88 | 789 | 266 | 1,464 | |||||||||
| 22 Apr | 57124.45 | 2164.9 | -99.25 (-4.38%) | 18.26 | 428 | 0 | 1,199 | |||||||||
| 21 Apr | 57371.45 | 2258.35 | 364.65 (19.26%) | 17.52 | 431 | 79 | 1,197 | |||||||||
| 20 Apr | 56582.35 | 1870 | -40.45 (-2.12%) | 18.01 | 718 | 225 | 1,117 | |||||||||
| 17 Apr | 56565.70 | 1905.35 | 137.85 (7.80%) | 17.63 | 335 | 223 | 886 | |||||||||
| 16 Apr | 56086.40 | 1733.85 | -170.3 (-8.94%) | 18.49 | 143 | 4 | 663 | |||||||||
| 15 Apr | 56301.95 | 1886.65 | 187.55 (11.04%) | 18.88 | 480 | 169 | 659 | |||||||||
| 13 Apr | 55605.05 | 1690 | -52.15 (-2.99%) | 19.69 | 257 | 26 | 490 | |||||||||
| 10 Apr | 55912.75 | 1750 | 377.1 (27.47%) | 18.29 | 249 | 71 | 463 | |||||||||
| 9 Apr | 54821.70 | 1365 | -332.95 (-19.61%) | 19.18 | 156 | 13 | 392 | |||||||||
| 8 Apr | 55703.90 | 1721 | 883.75 (105.55%) | 16.04 | 264 | 80 | 373 | |||||||||
| 7 Apr | 52716.25 | 819.25 | -27.8 (-3.28%) | 18.93 | 443 | -47 | 297 | |||||||||
| 6 Apr | 52609.10 | 854.35 | 201.15 (30.79%) | 19.6 | 437 | 105 | 338 | |||||||||
| 2 Apr | 51548.75 | 640 | -10.25 (-1.58%) | 19.59 | 327 | 9 | 233 | |||||||||
For Nifty Bank - strike price 57000 expiring on 30JUN2026
Delta for 57000 CE is 0.78
Historical price for 57000 CE is as follows
On 22 Jun BANKNIFTY was trading at 57935.60. The strike last trading price was 1110, which was 47.65 higher than the previous day. The implied volatity was 14.19, the open interest changed by -1796 which decreased total open position to 17222
On 19 Jun BANKNIFTY was trading at 57685.75. The strike last trading price was 1041.2, which was -131.05 lower than the previous day. The implied volatity was 13.27, the open interest changed by 487 which increased total open position to 19181
On 18 Jun BANKNIFTY was trading at 57963.80. The strike last trading price was 1218.85, which was 239.3 higher than the previous day. The implied volatity was 11.72, the open interest changed by -3465 which decreased total open position to 18729
On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 965.05, which was 110.5 higher than the previous day. The implied volatity was 12.68, the open interest changed by -3529 which decreased total open position to 22853
On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 860.1, which was -43.75 lower than the previous day. The implied volatity was 13.96, the open interest changed by 2773 which increased total open position to 26824
On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 887, which was 111.25 higher than the previous day. The implied volatity was 15.66, the open interest changed by -191 which decreased total open position to 24267
On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 811, which was 528.45 higher than the previous day. The implied volatity was 16.33, the open interest changed by -1202 which decreased total open position to 25430
On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 292.35, which was 10.1 higher than the previous day. The implied volatity was 16.98, the open interest changed by -83 which decreased total open position to 26642
On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 283.9, which was -67.2 lower than the previous day. The implied volatity was 16.94, the open interest changed by -767 which decreased total open position to 27526
On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 370, which was 168.25 higher than the previous day. The implied volatity was 17.6, the open interest changed by -452 which decreased total open position to 28653
On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 195.7, which was -82.95 lower than the previous day. The implied volatity was 19.29, the open interest changed by 4472 which increased total open position to 30551
On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 282.85, which was 7.9 higher than the previous day. The implied volatity was 18, the open interest changed by 947 which increased total open position to 26558
On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 282, which was 3.25 higher than the previous day. The implied volatity was 18.36, the open interest changed by 1374 which increased total open position to 25659
On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 267.2, which was 74.8 higher than the previous day. The implied volatity was 18.1, the open interest changed by -40 which decreased total open position to 24291
On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 192.15, which was 2.6 higher than the previous day. The implied volatity was 17.74, the open interest changed by 1057 which increased total open position to 24389
On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 185.5, which was -139.55 lower than the previous day. The implied volatity was 17.77, the open interest changed by 3306 which increased total open position to 23487
On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 335, which was -84.35 lower than the previous day. The implied volatity was 17.5, the open interest changed by 2155 which increased total open position to 20217
On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 415.05, which was -98.15 lower than the previous day. The implied volatity was 16.07, the open interest changed by 1578 which increased total open position to 18058
On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 522.7, which was -78.6 lower than the previous day. The implied volatity was 16.08, the open interest changed by 3810 which increased total open position to 16615
On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 644.95, which was 292.6 higher than the previous day. The implied volatity was 16.84, the open interest changed by 3715 which increased total open position to 12805
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 371.6, which was 97.05 higher than the previous day. The implied volatity was 17.15, the open interest changed by 1230 which increased total open position to 9092
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 275, which was -23.75 lower than the previous day. The implied volatity was 17.64, the open interest changed by 1417 which increased total open position to 7867
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 309, which was 6.45 higher than the previous day. The implied volatity was 17.7, the open interest changed by 643 which increased total open position to 6486
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 300, which was -63 lower than the previous day. The implied volatity was 17.89, the open interest changed by 369 which increased total open position to 5843
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 359, which was -61 lower than the previous day. The implied volatity was 18.4, the open interest changed by 1050 which increased total open position to 5523
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 429, which was -78.2 lower than the previous day. The implied volatity was 18.31, the open interest changed by 414 which increased total open position to 4468
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 534, which was 96.95 higher than the previous day. The implied volatity was 18.17, the open interest changed by -115 which decreased total open position to 4059
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 425, which was -41.2 lower than the previous day. The implied volatity was 18.67, the open interest changed by 278 which increased total open position to 4175
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 485, which was -188.45 lower than the previous day. The implied volatity was 18.61, the open interest changed by -246 which decreased total open position to 3902
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 663.85, which was -251.9 lower than the previous day. The implied volatity was 18, the open interest changed by 250 which increased total open position to 4158
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 898.85, which was -286.5 lower than the previous day. The implied volatity was 16.81, the open interest changed by 705 which increased total open position to 3900
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 1195, which was -13.15 lower than the previous day. The implied volatity was 16.2, the open interest changed by 355 which increased total open position to 3203
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 1230.05, which was 504.95 higher than the previous day. The implied volatity was 16.73, the open interest changed by 119 which increased total open position to 2851
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 710, which was -148.5 lower than the previous day. The implied volatity was 17.15, the open interest changed by 303 which increased total open position to 2732
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 847.4, which was -69.95 lower than the previous day. The implied volatity was 17.33, the open interest changed by 99 which increased total open position to 2428
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 951.3, which was -115.45 lower than the previous day. The implied volatity was 17.33, the open interest changed by -6 which decreased total open position to 2323
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 1036.7, which was -134.05 lower than the previous day. The implied volatity was 16.69, the open interest changed by 435 which increased total open position to 2330
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 1180.5, which was -436.1 lower than the previous day. The implied volatity was 17.65, the open interest changed by 99 which increased total open position to 1893
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 1615, which was -32.3 lower than the previous day. The implied volatity was 17.96, the open interest changed by 306 which increased total open position to 1799
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 1640.15, which was -32.05 lower than the previous day. The implied volatity was 18.63, the open interest changed by 35 which increased total open position to 1497
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1680.25, which was -481.15 lower than the previous day. The implied volatity was 17.88, the open interest changed by 266 which increased total open position to 1464
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 2164.9, which was -99.25 lower than the previous day. The implied volatity was 18.26, the open interest changed by 0 which decreased total open position to 1199
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 2258.35, which was 364.65 higher than the previous day. The implied volatity was 17.52, the open interest changed by 79 which increased total open position to 1197
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1870, which was -40.45 lower than the previous day. The implied volatity was 18.01, the open interest changed by 225 which increased total open position to 1117
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1905.35, which was 137.85 higher than the previous day. The implied volatity was 17.63, the open interest changed by 223 which increased total open position to 886
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1733.85, which was -170.3 lower than the previous day. The implied volatity was 18.49, the open interest changed by 4 which increased total open position to 663
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1886.65, which was 187.55 higher than the previous day. The implied volatity was 18.88, the open interest changed by 169 which increased total open position to 659
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1690, which was -52.15 lower than the previous day. The implied volatity was 19.69, the open interest changed by 26 which increased total open position to 490
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1750, which was 377.1 higher than the previous day. The implied volatity was 18.29, the open interest changed by 71 which increased total open position to 463
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1365, which was -332.95 lower than the previous day. The implied volatity was 19.18, the open interest changed by 13 which increased total open position to 392
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1721, which was 883.75 higher than the previous day. The implied volatity was 16.04, the open interest changed by 80 which increased total open position to 373
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 819.25, which was -27.8 lower than the previous day. The implied volatity was 18.93, the open interest changed by -47 which decreased total open position to 297
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 854.35, which was 201.15 higher than the previous day. The implied volatity was 19.6, the open interest changed by 105 which increased total open position to 338
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 640, which was -10.25 lower than the previous day. The implied volatity was 19.59, the open interest changed by 9 which increased total open position to 233
| BANKNIFTY 30-Jun-2026 (8d) 57000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.2
Vega: 0.24
Theta: -12.45
Gamma: 0.00025
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 57935.60 | 122.85 | -90.7 (-42.47%) | 12.87 | 67,287 | -1,325 | 25,738 |
| 19 Jun | 57685.75 | 210.55 | 3.25 (1.57%) | 12.88 | 1,05,362 | -2,273 | 27,086 |
| 18 Jun | 57963.80 | 190.05 | -201.35 (-51.44%) | 13.74 | 89,249 | 4,287 | 29,365 |
| 17 Jun | 57585.05 | 389.15 | -154.05 (-28.36%) | 15.43 | 82,314 | 2,146 | 25,114 |
| 16 Jun | 57297.15 | 531.6 | -108.3 (-16.92%) | 16.08 | 1,05,843 | 4,391 | 23,048 |
| 15 Jun | 57198.80 | 658.8 | -256 (-27.98%) | 17.11 | 82,758 | 5,132 | 18,683 |
| 12 Jun | 56814.80 | 907.9 | -1088 (-54.51%) | 17.39 | 25,649 | 5,172 | 13,564 |
| 11 Jun | 55176.75 | 1980.3 | -118.3 (-5.64%) | 18.36 | 2,671 | -674 | 8,394 |
| 10 Jun | 55100.30 | 2092.2 | 122.15 (6.20%) | 19.18 | 2,024 | -113 | 9,068 |
| 9 Jun | 55194.50 | 1901 | -1027.25 (-35.08%) | 16.81 | 1,891 | -34 | 9,192 |
| 8 Jun | 54063.75 | 2975 | 488.45 (19.64%) | 18.03 | 606 | -31 | 9,226 |
| 5 Jun | 54496.25 | 2488.95 | -120.95 (-4.63%) | 16.99 | 830 | 22 | 9,261 |
| 4 Jun | 54307.85 | 2590 | -120.75 (-4.45%) | 14.73 | 544 | 124 | 9,240 |
| 3 Jun | 54185.95 | 2715 | -271.4 (-9.09%) | 16.45 | 1,068 | -168 | 9,116 |
| 2 Jun | 53714.65 | 3009 | -109.55 (-3.51%) | 10.13 | 749 | -86 | 9,283 |
| 1 Jun | 53643.10 | 3202.25 | 643.6 (25.15%) | 14.74 | 952 | -112 | 9,371 |
| 29 May | 54239.20 | 2543.65 | 343.45 (15.61%) | 13.3 | 3,065 | 2 | 9,486 |
| 27 May | 54853.85 | 2180.65 | 129.15 (6.30%) | 14.95 | 2,490 | 480 | 9,485 |
| 26 May | 55092.90 | 1985.75 | 50.45 (2.61%) | 15.44 | 4,993 | 2,119 | 8,963 |
| 25 May | 55293.65 | 1840 | -999.1 (-35.19%) | 15 | 4,991 | 2,546 | 6,833 |
| 22 May | 54055.35 | 2769.95 | -698.1 (-20.13%) | 15.26 | 1,187 | 809 | 4,290 |
| 21 May | 53439.40 | 3434 | 126.7 (3.83%) | 16.31 | 351 | 103 | 3,481 |
| 20 May | 53562.20 | 3284.15 | -230.8 (-6.57%) | 16.38 | 117 | -25 | 3,377 |
| 19 May | 53409.15 | 3492.3 | 88.65 (2.60%) | 17.27 | 525 | 203 | 3,403 |
| 18 May | 53537.00 | 3400 | 134.5 (4.12%) | 17.31 | 655 | 88 | 3,201 |
| 15 May | 53710.35 | 3225 | 170.75 (5.59%) | 16.54 | 298 | -20 | 3,114 |
| 14 May | 54128.95 | 2970 | -566.35 (-16.02%) | 18.68 | 409 | -74 | 3,133 |
| 13 May | 53456.15 | 3541.3 | 48.35 (1.38%) | 0 | 487 | 73 | 3,208 |
| 12 May | 53555.20 | 3400 | 601.4 (21.49%) | 0 | 428 | -154 | 3,139 |
| 11 May | 54439.90 | 2844.15 | 675.95 (31.18%) | 0 | 637 | -131 | 3,296 |
| 8 May | 55310.55 | 2163.05 | 475.95 (28.21%) | 17.22 | 1,169 | 308 | 3,428 |
| 7 May | 56047.40 | 1646 | -22.75 (-1.36%) | 16.32 | 1,293 | 467 | 3,124 |
| 6 May | 55981.05 | 1620 | -1053.2 (-39.40%) | 15.54 | 1,308 | 122 | 2,642 |
| 5 May | 54547.05 | 2673.45 | 237.25 (9.74%) | 16.89 | 140 | 52 | 2,521 |
| 4 May | 54878.50 | 2436.2 | -60.45 (-2.42%) | 17.26 | 176 | 124 | 2,469 |
| 30 Apr | 54863.35 | 2425 | 230.05 (10.48%) | 17.26 | 590 | 72 | 2,417 |
| 29 Apr | 55403.60 | 2219.25 | 63.7 (2.96%) | 17.29 | 860 | 241 | 2,345 |
| 28 Apr | 55400.35 | 2137.5 | 389.35 (22.27%) | 16.9 | 451 | 25 | 2,105 |
| 27 Apr | 56264.30 | 1728 | -195.25 (-10.15%) | 17.47 | 616 | 17 | 2,080 |
| 24 Apr | 56089.75 | 1920 | 37.65 (2.00%) | 18.11 | 256 | -84 | 2,058 |
| 23 Apr | 56305.00 | 1842.75 | 367.35 (24.90%) | 18.29 | 638 | 160 | 2,143 |
| 22 Apr | 57124.45 | 1471.55 | 127.95 (9.52%) | 18.19 | 430 | 74 | 1,984 |
| 21 Apr | 57371.45 | 1342.55 | -403 (-23.09%) | 17.88 | 687 | 117 | 1,903 |
| 20 Apr | 56582.35 | 1770.15 | 131.75 (8.04%) | 18.54 | 958 | 92 | 1,786 |
| 17 Apr | 56565.70 | 1640 | -228.55 (-12.23%) | 17.38 | 344 | 11 | 1,695 |
| 16 Apr | 56086.40 | 1943.55 | 147.05 (8.19%) | 17.43 | 181 | 55 | 1,684 |
| 15 Apr | 56301.95 | 1852.85 | -430.2 (-18.84%) | 17.57 | 450 | 97 | 1,629 |
| 13 Apr | 55605.05 | 2280 | 240.25 (11.78%) | 18.12 | 155 | -13 | 1,532 |
| 10 Apr | 55912.75 | 2025.25 | -577.45 (-22.19%) | 17.42 | 84 | 7 | 1,541 |
| 9 Apr | 54821.70 | 2610.8 | 462.95 (21.55%) | 16.99 | 114 | 44 | 1,535 |
| 8 Apr | 55703.90 | 2106 | -2047.85 (-49.30%) | 20.06 | 576 | 49 | 1,490 |
| 7 Apr | 52716.25 | 4153.85 | -10.95 (-0.26%) | 22.79 | 8 | 0 | 1,441 |
| 6 Apr | 52609.10 | 4168 | -1008.45 (-19.48%) | 21.99 | 264 | 9 | 1,442 |
| 2 Apr | 51548.75 | 5176.45 | 190.5 (3.82%) | 25.29 | 29 | -5 | 1,433 |
For Nifty Bank - strike price 57000 expiring on 30JUN2026
Delta for 57000 PE is -0.2
Historical price for 57000 PE is as follows
On 22 Jun BANKNIFTY was trading at 57935.60. The strike last trading price was 122.85, which was -90.7 lower than the previous day. The implied volatity was 12.87, the open interest changed by -1325 which decreased total open position to 25738
On 19 Jun BANKNIFTY was trading at 57685.75. The strike last trading price was 210.55, which was 3.25 higher than the previous day. The implied volatity was 12.88, the open interest changed by -2273 which decreased total open position to 27086
On 18 Jun BANKNIFTY was trading at 57963.80. The strike last trading price was 190.05, which was -201.35 lower than the previous day. The implied volatity was 13.74, the open interest changed by 4287 which increased total open position to 29365
On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 389.15, which was -154.05 lower than the previous day. The implied volatity was 15.43, the open interest changed by 2146 which increased total open position to 25114
On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 531.6, which was -108.3 lower than the previous day. The implied volatity was 16.08, the open interest changed by 4391 which increased total open position to 23048
On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 658.8, which was -256 lower than the previous day. The implied volatity was 17.11, the open interest changed by 5132 which increased total open position to 18683
On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 907.9, which was -1088 lower than the previous day. The implied volatity was 17.39, the open interest changed by 5172 which increased total open position to 13564
On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 1980.3, which was -118.3 lower than the previous day. The implied volatity was 18.36, the open interest changed by -674 which decreased total open position to 8394
On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 2092.2, which was 122.15 higher than the previous day. The implied volatity was 19.18, the open interest changed by -113 which decreased total open position to 9068
On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 1901, which was -1027.25 lower than the previous day. The implied volatity was 16.81, the open interest changed by -34 which decreased total open position to 9192
On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 2975, which was 488.45 higher than the previous day. The implied volatity was 18.03, the open interest changed by -31 which decreased total open position to 9226
On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 2488.95, which was -120.95 lower than the previous day. The implied volatity was 16.99, the open interest changed by 22 which increased total open position to 9261
On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 2590, which was -120.75 lower than the previous day. The implied volatity was 14.73, the open interest changed by 124 which increased total open position to 9240
On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 2715, which was -271.4 lower than the previous day. The implied volatity was 16.45, the open interest changed by -168 which decreased total open position to 9116
On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 3009, which was -109.55 lower than the previous day. The implied volatity was 10.13, the open interest changed by -86 which decreased total open position to 9283
On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 3202.25, which was 643.6 higher than the previous day. The implied volatity was 14.74, the open interest changed by -112 which decreased total open position to 9371
On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 2543.65, which was 343.45 higher than the previous day. The implied volatity was 13.3, the open interest changed by 2 which increased total open position to 9486
On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 2180.65, which was 129.15 higher than the previous day. The implied volatity was 14.95, the open interest changed by 480 which increased total open position to 9485
On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 1985.75, which was 50.45 higher than the previous day. The implied volatity was 15.44, the open interest changed by 2119 which increased total open position to 8963
On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 1840, which was -999.1 lower than the previous day. The implied volatity was 15, the open interest changed by 2546 which increased total open position to 6833
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 2769.95, which was -698.1 lower than the previous day. The implied volatity was 15.26, the open interest changed by 809 which increased total open position to 4290
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 3434, which was 126.7 higher than the previous day. The implied volatity was 16.31, the open interest changed by 103 which increased total open position to 3481
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 3284.15, which was -230.8 lower than the previous day. The implied volatity was 16.38, the open interest changed by -25 which decreased total open position to 3377
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 3492.3, which was 88.65 higher than the previous day. The implied volatity was 17.27, the open interest changed by 203 which increased total open position to 3403
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 3400, which was 134.5 higher than the previous day. The implied volatity was 17.31, the open interest changed by 88 which increased total open position to 3201
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 3225, which was 170.75 higher than the previous day. The implied volatity was 16.54, the open interest changed by -20 which decreased total open position to 3114
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 2970, which was -566.35 lower than the previous day. The implied volatity was 18.68, the open interest changed by -74 which decreased total open position to 3133
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 3541.3, which was 48.35 higher than the previous day. The implied volatity was 0, the open interest changed by 73 which increased total open position to 3208
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 3400, which was 601.4 higher than the previous day. The implied volatity was 0, the open interest changed by -154 which decreased total open position to 3139
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 2844.15, which was 675.95 higher than the previous day. The implied volatity was 0, the open interest changed by -131 which decreased total open position to 3296
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 2163.05, which was 475.95 higher than the previous day. The implied volatity was 17.22, the open interest changed by 308 which increased total open position to 3428
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 1646, which was -22.75 lower than the previous day. The implied volatity was 16.32, the open interest changed by 467 which increased total open position to 3124
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 1620, which was -1053.2 lower than the previous day. The implied volatity was 15.54, the open interest changed by 122 which increased total open position to 2642
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 2673.45, which was 237.25 higher than the previous day. The implied volatity was 16.89, the open interest changed by 52 which increased total open position to 2521
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 2436.2, which was -60.45 lower than the previous day. The implied volatity was 17.26, the open interest changed by 124 which increased total open position to 2469
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 2425, which was 230.05 higher than the previous day. The implied volatity was 17.26, the open interest changed by 72 which increased total open position to 2417
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 2219.25, which was 63.7 higher than the previous day. The implied volatity was 17.29, the open interest changed by 241 which increased total open position to 2345
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 2137.5, which was 389.35 higher than the previous day. The implied volatity was 16.9, the open interest changed by 25 which increased total open position to 2105
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 1728, which was -195.25 lower than the previous day. The implied volatity was 17.47, the open interest changed by 17 which increased total open position to 2080
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 1920, which was 37.65 higher than the previous day. The implied volatity was 18.11, the open interest changed by -84 which decreased total open position to 2058
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1842.75, which was 367.35 higher than the previous day. The implied volatity was 18.29, the open interest changed by 160 which increased total open position to 2143
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1471.55, which was 127.95 higher than the previous day. The implied volatity was 18.19, the open interest changed by 74 which increased total open position to 1984
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 1342.55, which was -403 lower than the previous day. The implied volatity was 17.88, the open interest changed by 117 which increased total open position to 1903
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1770.15, which was 131.75 higher than the previous day. The implied volatity was 18.54, the open interest changed by 92 which increased total open position to 1786
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1640, which was -228.55 lower than the previous day. The implied volatity was 17.38, the open interest changed by 11 which increased total open position to 1695
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1943.55, which was 147.05 higher than the previous day. The implied volatity was 17.43, the open interest changed by 55 which increased total open position to 1684
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1852.85, which was -430.2 lower than the previous day. The implied volatity was 17.57, the open interest changed by 97 which increased total open position to 1629
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 2280, which was 240.25 higher than the previous day. The implied volatity was 18.12, the open interest changed by -13 which decreased total open position to 1532
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 2025.25, which was -577.45 lower than the previous day. The implied volatity was 17.42, the open interest changed by 7 which increased total open position to 1541
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 2610.8, which was 462.95 higher than the previous day. The implied volatity was 16.99, the open interest changed by 44 which increased total open position to 1535
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 2106, which was -2047.85 lower than the previous day. The implied volatity was 20.06, the open interest changed by 49 which increased total open position to 1490
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 4153.85, which was -10.95 lower than the previous day. The implied volatity was 22.79, the open interest changed by 0 which decreased total open position to 1441
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 4168, which was -1008.45 lower than the previous day. The implied volatity was 21.99, the open interest changed by 9 which increased total open position to 1442
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 5176.45, which was 190.5 higher than the previous day. The implied volatity was 25.29, the open interest changed by -5 which decreased total open position to 1433
