[--[65.84.65.76]--]

BANKNIFTY

Nifty Bank
59839.65 -689.35 (-1.14%)
L: 59148 H: 60177.5

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Historical option data for BANKNIFTY

02 Mar 2026 04:12 PM IST
BANKNIFTY 30-MAR-2026 57100 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 59839.65 4270 -183.7 - 0 0 0
27 Feb 60529.00 4270 -183.7 - 0 0 5
26 Feb 61187.70 4270 -183.7 - 0 0 5
25 Feb 61043.35 4270 -183.7 - 1 1 5
24 Feb 61047.30 4270 -183.7 8.64 1 0 4
23 Feb 61264.25 4453.7 342.7 - 0 0 4
20 Feb 61172.00 4453.7 342.7 - 0 0 4
19 Feb 60739.55 4453.7 342.7 - 0 -1 4
18 Feb 61550.80 4453.7 342.7 - 1 0 5
17 Feb 61174.00 4111 282.3 - 0 -1 5
16 Feb 60949.10 4111 282.3 - 1 0 6
13 Feb 60186.65 3828.7 1518.25 11.71 6 -3 6
12 Feb 60739.75 2310.45 -237 - 0 0 9
11 Feb 60745.35 2310.45 -237 - 0 0 9
10 Feb 60626.40 2310.45 -237 - 0 0 9
9 Feb 60669.35 2310.45 -237 - 0 0 9
6 Feb 60120.55 2310.45 -237 - 0 0 9
5 Feb 60063.65 2310.45 -237 - 0 0 9
4 Feb 60238.15 2310.45 -237 - 0 0 9
3 Feb 60041.30 2310.45 -237 - 0 1 9
2 Feb 58619.00 2310.45 -237 5.19 2 2 8
1 Feb 58417.20 2547.45 -666.5 13.19 8 4 6
30 Jan 59610.45 3223.45 562.6 - 0 2 2
29 Jan 59957.85 3223.45 562.6 - 0 0 0
28 Jan 59598.80 3223.45 562.6 - 0 -1 2
27 Jan 59205.45 3223.45 562.6 5.76 2 1 3
23 Jan 58473.10 2660.85 -274 10.59 1 0 2
22 Jan 59200.10 2934.85 -688.65 - 0 1 2
21 Jan 58800.30 2934.85 -688.65 11.01 2 1 1
20 Jan 59404.20 3623.5 0 - 0 0 0
19 Jan 59891.35 3623.5 0 - 0 0 0
16 Jan 60095.15 3623.5 0 - 0 0 0
14 Jan 59580.15 3623.5 0 - 0 0 0
13 Jan 59578.80 3623.5 0 - 0 0 0
12 Jan 59450.50 3623.5 0 - 0 0 0
9 Jan 59251.55 3623.5 0 - 0 0 0
8 Jan 59686.50 3623.5 0 - 0 0 0
7 Jan 59990.85 3623.5 0 - 0 0 0
6 Jan 60118.40 3623.5 0 - 0 0 0
5 Jan 60044.20 3623.5 0 - 0 0 0
2 Jan 60150.95 3623.5 0 - 0 0 0
1 Jan 59711.55 3623.5 0 - 0 0 0
31 Dec 59581.85 3623.5 0 - 0 0 0


For Nifty Bank - strike price 57100 expiring on 30MAR2026

Delta for 57100 CE is -

Historical price for 57100 CE is as follows

On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 4270, which was -183.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 4270, which was -183.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 4270, which was -183.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 4270, which was -183.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5


On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 4270, which was -183.7 lower than the previous day. The implied volatity was 8.64, the open interest changed by 0 which decreased total open position to 4


On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 4453.7, which was 342.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 4453.7, which was 342.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 4453.7, which was 342.7 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 4


On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 4453.7, which was 342.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 4111, which was 282.3 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 5


On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 4111, which was 282.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 3828.7, which was 1518.25 higher than the previous day. The implied volatity was 11.71, the open interest changed by -3 which decreased total open position to 6


On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 2310.45, which was -237 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 2310.45, which was -237 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 2310.45, which was -237 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 2310.45, which was -237 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 2310.45, which was -237 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 2310.45, which was -237 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 2310.45, which was -237 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 2310.45, which was -237 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9


On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 2310.45, which was -237 lower than the previous day. The implied volatity was 5.19, the open interest changed by 2 which increased total open position to 8


On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 2547.45, which was -666.5 lower than the previous day. The implied volatity was 13.19, the open interest changed by 4 which increased total open position to 6


On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 3223.45, which was 562.6 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 3223.45, which was 562.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Jan BANKNIFTY was trading at 59598.80. The strike last trading price was 3223.45, which was 562.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2


On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 3223.45, which was 562.6 higher than the previous day. The implied volatity was 5.76, the open interest changed by 1 which increased total open position to 3


On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 2660.85, which was -274 lower than the previous day. The implied volatity was 10.59, the open interest changed by 0 which decreased total open position to 2


On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 2934.85, which was -688.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2


On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 2934.85, which was -688.65 lower than the previous day. The implied volatity was 11.01, the open interest changed by 1 which increased total open position to 1


On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 3623.5, 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 19 Jan BANKNIFTY was trading at 59891.35. The strike last trading price was 3623.5, 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 16 Jan BANKNIFTY was trading at 60095.15. The strike last trading price was 3623.5, 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 14 Jan BANKNIFTY was trading at 59580.15. The strike last trading price was 3623.5, 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 13 Jan BANKNIFTY was trading at 59578.80. The strike last trading price was 3623.5, 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 12 Jan BANKNIFTY was trading at 59450.50. The strike last trading price was 3623.5, 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 Jan BANKNIFTY was trading at 59251.55. The strike last trading price was 3623.5, 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 8 Jan BANKNIFTY was trading at 59686.50. The strike last trading price was 3623.5, 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 7 Jan BANKNIFTY was trading at 59990.85. The strike last trading price was 3623.5, 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 Jan BANKNIFTY was trading at 60118.40. The strike last trading price was 3623.5, 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 Jan BANKNIFTY was trading at 60044.20. The strike last trading price was 3623.5, 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 Jan BANKNIFTY was trading at 60150.95. The strike last trading price was 3623.5, 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 Jan BANKNIFTY was trading at 59711.55. The strike last trading price was 3623.5, 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 31 Dec BANKNIFTY was trading at 59581.85. The strike last trading price was 3623.5, 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 30MAR2026 57100 PE
Delta: -0.13
Vega: 34.56
Theta: -8.84
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 59839.65 191.15 102.4 17.79 3,233 58 309
27 Feb 60529.00 87.65 16.6 15.64 585 49 251
26 Feb 61187.70 73.85 -6.15 16.55 405 33 202
25 Feb 61043.35 80.9 -6.9 16.48 443 -9 169
24 Feb 61047.30 89.15 1.2 16.84 199 46 178
23 Feb 61264.25 90.2 -19.05 17.14 75 33 132
20 Feb 61172.00 108.55 -11.35 16.99 10 -1 99
19 Feb 60739.55 119.9 24.1 15.9 3 -3 100
18 Feb 61550.80 94.85 -9.7 17.08 30 -26 103
17 Feb 61174.00 103.65 -18.85 16.3 67 23 129
16 Feb 60949.10 122.55 -49.9 16.43 83 17 106
13 Feb 60186.65 175 60 15.32 167 43 89
12 Feb 60739.75 115 -5 - 0 0 46
11 Feb 60745.35 115 -5 14.88 1 0 46
10 Feb 60626.40 120 -8 14.5 19 10 46
9 Feb 60669.35 128 -42 14.87 28 6 36
6 Feb 60120.55 170 -28.5 14.3 33 1 30
5 Feb 60063.65 198.5 -1.5 14.71 13 -4 29
4 Feb 60238.15 200 -49.25 14.89 20 1 33
3 Feb 60041.30 249.25 -239.05 15.44 48 -22 32
2 Feb 58619.00 482.55 -43 14.99 12 -14 54
1 Feb 58417.20 537.3 215.6 14.87 61 5 68
30 Jan 59610.45 325.25 42.5 15.33 13 1 63
29 Jan 59957.85 282.75 -47.65 15.52 38 14 62
28 Jan 59598.80 330.4 -9.45 15.19 50 39 48
27 Jan 59205.45 339.85 -48.5 14.73 8 3 9
23 Jan 58473.10 388.35 1.4 12.77 2 0 6
22 Jan 59200.10 386.95 -319.85 - 0 2 6
21 Jan 58800.30 386.95 -319.85 13.38 6 4 4
20 Jan 59404.20 706.8 0 2.97 0 0 0
19 Jan 59891.35 706.8 0 3.34 0 0 0
16 Jan 60095.15 706.8 0 3.53 0 0 0
14 Jan 59580.15 706.8 0 3.09 0 0 0
13 Jan 59578.80 706.8 0 3.06 0 0 0
12 Jan 59450.50 706.8 0 3.04 0 0 0
9 Jan 59251.55 706.8 0 2.82 0 0 0
8 Jan 59686.50 706.8 0 3.13 0 0 0
7 Jan 59990.85 706.8 0 3.35 0 0 0
6 Jan 60118.40 706.8 0 3.43 0 0 0
5 Jan 60044.20 706.8 0 3.4 0 0 0
2 Jan 60150.95 706.8 0 3.46 0 0 0
1 Jan 59711.55 706.8 0 - 0 0 0
31 Dec 59581.85 706.8 0 3.06 0 0 0


For Nifty Bank - strike price 57100 expiring on 30MAR2026

Delta for 57100 PE is -0.13

Historical price for 57100 PE is as follows

On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 191.15, which was 102.4 higher than the previous day. The implied volatity was 17.79, the open interest changed by 58 which increased total open position to 309


On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 87.65, which was 16.6 higher than the previous day. The implied volatity was 15.64, the open interest changed by 49 which increased total open position to 251


On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 73.85, which was -6.15 lower than the previous day. The implied volatity was 16.55, the open interest changed by 33 which increased total open position to 202


On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 80.9, which was -6.9 lower than the previous day. The implied volatity was 16.48, the open interest changed by -9 which decreased total open position to 169


On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 89.15, which was 1.2 higher than the previous day. The implied volatity was 16.84, the open interest changed by 46 which increased total open position to 178


On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 90.2, which was -19.05 lower than the previous day. The implied volatity was 17.14, the open interest changed by 33 which increased total open position to 132


On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 108.55, which was -11.35 lower than the previous day. The implied volatity was 16.99, the open interest changed by -1 which decreased total open position to 99


On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 119.9, which was 24.1 higher than the previous day. The implied volatity was 15.9, the open interest changed by -3 which decreased total open position to 100


On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 94.85, which was -9.7 lower than the previous day. The implied volatity was 17.08, the open interest changed by -26 which decreased total open position to 103


On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 103.65, which was -18.85 lower than the previous day. The implied volatity was 16.3, the open interest changed by 23 which increased total open position to 129


On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 122.55, which was -49.9 lower than the previous day. The implied volatity was 16.43, the open interest changed by 17 which increased total open position to 106


On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 175, which was 60 higher than the previous day. The implied volatity was 15.32, the open interest changed by 43 which increased total open position to 89


On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 115, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46


On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 115, which was -5 lower than the previous day. The implied volatity was 14.88, the open interest changed by 0 which decreased total open position to 46


On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 120, which was -8 lower than the previous day. The implied volatity was 14.5, the open interest changed by 10 which increased total open position to 46


On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 128, which was -42 lower than the previous day. The implied volatity was 14.87, the open interest changed by 6 which increased total open position to 36


On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 170, which was -28.5 lower than the previous day. The implied volatity was 14.3, the open interest changed by 1 which increased total open position to 30


On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 198.5, which was -1.5 lower than the previous day. The implied volatity was 14.71, the open interest changed by -4 which decreased total open position to 29


On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 200, which was -49.25 lower than the previous day. The implied volatity was 14.89, the open interest changed by 1 which increased total open position to 33


On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 249.25, which was -239.05 lower than the previous day. The implied volatity was 15.44, the open interest changed by -22 which decreased total open position to 32


On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 482.55, which was -43 lower than the previous day. The implied volatity was 14.99, the open interest changed by -14 which decreased total open position to 54


On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 537.3, which was 215.6 higher than the previous day. The implied volatity was 14.87, the open interest changed by 5 which increased total open position to 68


On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 325.25, which was 42.5 higher than the previous day. The implied volatity was 15.33, the open interest changed by 1 which increased total open position to 63


On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 282.75, which was -47.65 lower than the previous day. The implied volatity was 15.52, the open interest changed by 14 which increased total open position to 62


On 28 Jan BANKNIFTY was trading at 59598.80. The strike last trading price was 330.4, which was -9.45 lower than the previous day. The implied volatity was 15.19, the open interest changed by 39 which increased total open position to 48


On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 339.85, which was -48.5 lower than the previous day. The implied volatity was 14.73, the open interest changed by 3 which increased total open position to 9


On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 388.35, which was 1.4 higher than the previous day. The implied volatity was 12.77, the open interest changed by 0 which decreased total open position to 6


On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 386.95, which was -319.85 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6


On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 386.95, which was -319.85 lower than the previous day. The implied volatity was 13.38, the open interest changed by 4 which increased total open position to 4


On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 706.8, which was 0 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0


On 19 Jan BANKNIFTY was trading at 59891.35. The strike last trading price was 706.8, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0


On 16 Jan BANKNIFTY was trading at 60095.15. The strike last trading price was 706.8, which was 0 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0


On 14 Jan BANKNIFTY was trading at 59580.15. The strike last trading price was 706.8, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0


On 13 Jan BANKNIFTY was trading at 59578.80. The strike last trading price was 706.8, which was 0 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0


On 12 Jan BANKNIFTY was trading at 59450.50. The strike last trading price was 706.8, which was 0 lower than the previous day. The implied volatity was 3.04, the open interest changed by 0 which decreased total open position to 0


On 9 Jan BANKNIFTY was trading at 59251.55. The strike last trading price was 706.8, which was 0 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0


On 8 Jan BANKNIFTY was trading at 59686.50. The strike last trading price was 706.8, which was 0 lower than the previous day. The implied volatity was 3.13, the open interest changed by 0 which decreased total open position to 0


On 7 Jan BANKNIFTY was trading at 59990.85. The strike last trading price was 706.8, which was 0 lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0


On 6 Jan BANKNIFTY was trading at 60118.40. The strike last trading price was 706.8, which was 0 lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0


On 5 Jan BANKNIFTY was trading at 60044.20. The strike last trading price was 706.8, which was 0 lower than the previous day. The implied volatity was 3.4, the open interest changed by 0 which decreased total open position to 0


On 2 Jan BANKNIFTY was trading at 60150.95. The strike last trading price was 706.8, which was 0 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0


On 1 Jan BANKNIFTY was trading at 59711.55. The strike last trading price was 706.8, 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 31 Dec BANKNIFTY was trading at 59581.85. The strike last trading price was 706.8, which was 0 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0