BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:34 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 57100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.17
Vega: 0.16
Theta: -36.41
Gamma: 0.00021
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55908.35 | 108 | -102.5 | 19.36 | 31,527 | 1,702 | 6,247 | |||||||||
| 23 Apr | 56305.00 | 205.3 | -425.24999999999994 | 17.88 | 33,173 | 616 | 4,588 | |||||||||
| 22 Apr | 57124.45 | 615.1 | -209.54999999999995 | 19.45 | 48,712 | 1,609 | 3,973 | |||||||||
| 21 Apr | 57371.45 | 825.2 | 277.70000000000005 | 19.65 | 41,844 | -659 | 2,459 | |||||||||
| 20 Apr | 56582.35 | 516.6 | -57.25 | 21.62 | 34,183 | -181 | 3,158 | |||||||||
|
|
||||||||||||||||
| 17 Apr | 56565.70 | 581 | 132.2 | 19.24 | 16,230 | -22 | 3,350 | |||||||||
| 16 Apr | 56086.40 | 436.55 | -121.65000000000003 | 20 | 13,803 | 878 | 3,402 | |||||||||
| 15 Apr | 56301.95 | 547 | 97.30000000000001 | 19.98 | 15,564 | 74 | 2,528 | |||||||||
| 13 Apr | 55605.05 | 446 | -48.05000000000001 | 21.66 | 9,597 | 138 | 2,536 | |||||||||
| 10 Apr | 55912.75 | 509.3 | 191.2 | 18.5 | 9,361 | -89 | 2,392 | |||||||||
| 9 Apr | 54821.70 | 308.5 | -189.55 | 20.32 | 7,314 | 261 | 2,481 | |||||||||
| 8 Apr | 55703.90 | 528.15 | 407.95 | 18.2 | 13,550 | 1,711 | 2,263 | |||||||||
| 7 Apr | 52716.25 | 116.55 | -27.8 | 22.61 | 1,294 | 40 | 561 | |||||||||
| 6 Apr | 52609.10 | 149.85 | 36.15 | 24.08 | 1,791 | -50 | 529 | |||||||||
| 2 Apr | 51548.75 | 104 | -8.25 | 23.89 | 1,108 | -92 | 590 | |||||||||
| 1 Apr | 51448.65 | 107.9 | 0.1 | 23.75 | 1,929 | 300 | 683 | |||||||||
| 30 Mar | 50275.35 | 105.6 | -135.05 | 26.78 | 2,655 | 50 | 382 | |||||||||
| 27 Mar | 52274.60 | 238 | -204 | 23.18 | 286 | -13 | 332 | |||||||||
| 25 Mar | 53708.10 | 441.8 | 101.8 | 21.63 | 382 | 19 | 344 | |||||||||
| 24 Mar | 52605.65 | 357.9 | 80.55 | 23.51 | 129 | -8 | 316 | |||||||||
| 23 Mar | 51437.75 | 277 | -167.35 | 26.24 | 480 | 227 | 329 | |||||||||
| 20 Mar | 53427.05 | 420.6 | -15.1 | 20.44 | 199 | 17 | 101 | |||||||||
| 19 Mar | 53451.00 | 481.9 | -291.2 | 20.37 | 142 | -38 | 84 | |||||||||
| 18 Mar | 55326.05 | 758.65 | 42.55 | 16.69 | 134 | -19 | 121 | |||||||||
| 17 Mar | 54876.00 | 716.1 | -39.95 | 18.24 | 3 | 0 | 139 | |||||||||
| 16 Mar | 54413.40 | 720 | -290 | 20.64 | 12 | 2 | 140 | |||||||||
| 13 Mar | 53757.85 | 1010 | -240.45 | - | 0 | 12 | 0 | |||||||||
| 12 Mar | 55100.95 | 1010 | -240.45 | 19.43 | 31 | 14 | 140 | |||||||||
| 11 Mar | 55735.75 | 1240 | -626.25 | 19.24 | 301 | 59 | 126 | |||||||||
| 10 Mar | 56950.80 | 1867.7 | 236.05 | 18.31 | 128 | 12 | 68 | |||||||||
| 9 Mar | 56019.80 | 1631.65 | -1453.8 | 21.56 | 72 | 51 | 54 | |||||||||
| 6 Mar | 57783.25 | 3085.45 | -1012.75 | - | 0 | 0 | 3 | |||||||||
| 5 Mar | 59055.85 | 3085.45 | -1012.75 | - | 3 | 3 | 0 | |||||||||
| 4 Mar | 58755.25 | 3085.45 | -1012.75 | 16.67 | 3 | 0 | 0 | |||||||||
| 2 Mar | 59839.65 | 4098.2 | 440.6 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 60529.00 | 4098.2 | 440.6 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 61187.70 | 4098.2 | 440.6 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 61043.35 | 4098.2 | 440.6 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 61047.30 | 4098.2 | 440.6 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 61264.25 | 4098.2 | 440.6 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 61172.00 | 4098.2 | 440.6 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 60739.55 | 4098.2 | 440.6 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 61550.80 | 4098.2 | 440.6 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 61174.00 | 4098.2 | 440.6 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 4098.2 | 440.6 | - | 2 | 1 | 1 | |||||||||
| 13 Feb | 60186.65 | 3657.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 60739.75 | 3657.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 3657.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 3657.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 3657.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 3657.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 3657.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 3657.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 3657.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 3657.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 3657.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 3657.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 3657.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 57100 expiring on 28APR2026
Delta for 57100 CE is 0.17
Historical price for 57100 CE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 108, which was -102.5 lower than the previous day. The implied volatity was 19.36, the open interest changed by 1702 which increased total open position to 6247
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 205.3, which was -425.24999999999994 lower than the previous day. The implied volatity was 17.88, the open interest changed by 616 which increased total open position to 4588
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 615.1, which was -209.54999999999995 lower than the previous day. The implied volatity was 19.45, the open interest changed by 1609 which increased total open position to 3973
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 825.2, which was 277.70000000000005 higher than the previous day. The implied volatity was 19.65, the open interest changed by -659 which decreased total open position to 2459
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 516.6, which was -57.25 lower than the previous day. The implied volatity was 21.62, the open interest changed by -181 which decreased total open position to 3158
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 581, which was 132.2 higher than the previous day. The implied volatity was 19.24, the open interest changed by -22 which decreased total open position to 3350
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 436.55, which was -121.65000000000003 lower than the previous day. The implied volatity was 20, the open interest changed by 878 which increased total open position to 3402
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 547, which was 97.30000000000001 higher than the previous day. The implied volatity was 19.98, the open interest changed by 74 which increased total open position to 2528
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 446, which was -48.05000000000001 lower than the previous day. The implied volatity was 21.66, the open interest changed by 138 which increased total open position to 2536
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 509.3, which was 191.2 higher than the previous day. The implied volatity was 18.5, the open interest changed by -89 which decreased total open position to 2392
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 308.5, which was -189.55 lower than the previous day. The implied volatity was 20.32, the open interest changed by 261 which increased total open position to 2481
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 528.15, which was 407.95 higher than the previous day. The implied volatity was 18.2, the open interest changed by 1711 which increased total open position to 2263
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 116.55, which was -27.8 lower than the previous day. The implied volatity was 22.61, the open interest changed by 40 which increased total open position to 561
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 149.85, which was 36.15 higher than the previous day. The implied volatity was 24.08, the open interest changed by -50 which decreased total open position to 529
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 104, which was -8.25 lower than the previous day. The implied volatity was 23.89, the open interest changed by -92 which decreased total open position to 590
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 107.9, which was 0.1 higher than the previous day. The implied volatity was 23.75, the open interest changed by 300 which increased total open position to 683
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 105.6, which was -135.05 lower than the previous day. The implied volatity was 26.78, the open interest changed by 50 which increased total open position to 382
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 238, which was -204 lower than the previous day. The implied volatity was 23.18, the open interest changed by -13 which decreased total open position to 332
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 441.8, which was 101.8 higher than the previous day. The implied volatity was 21.63, the open interest changed by 19 which increased total open position to 344
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 357.9, which was 80.55 higher than the previous day. The implied volatity was 23.51, the open interest changed by -8 which decreased total open position to 316
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 277, which was -167.35 lower than the previous day. The implied volatity was 26.24, the open interest changed by 227 which increased total open position to 329
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 420.6, which was -15.1 lower than the previous day. The implied volatity was 20.44, the open interest changed by 17 which increased total open position to 101
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 481.9, which was -291.2 lower than the previous day. The implied volatity was 20.37, the open interest changed by -38 which decreased total open position to 84
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 758.65, which was 42.55 higher than the previous day. The implied volatity was 16.69, the open interest changed by -19 which decreased total open position to 121
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 716.1, which was -39.95 lower than the previous day. The implied volatity was 18.24, the open interest changed by 0 which decreased total open position to 139
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 720, which was -290 lower than the previous day. The implied volatity was 20.64, the open interest changed by 2 which increased total open position to 140
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 1010, which was -240.45 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 0
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1010, which was -240.45 lower than the previous day. The implied volatity was 19.43, the open interest changed by 14 which increased total open position to 140
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1240, which was -626.25 lower than the previous day. The implied volatity was 19.24, the open interest changed by 59 which increased total open position to 126
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1867.7, which was 236.05 higher than the previous day. The implied volatity was 18.31, the open interest changed by 12 which increased total open position to 68
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1631.65, which was -1453.8 lower than the previous day. The implied volatity was 21.56, the open interest changed by 51 which increased total open position to 54
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 3085.45, which was -1012.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 3085.45, which was -1012.75 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 3085.45, which was -1012.75 lower than the previous day. The implied volatity was 16.67, the open interest changed by 0 which decreased total open position to 0
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 4098.2, which was 440.6 higher 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 4098.2, which was 440.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 4098.2, which was 440.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 4098.2, which was 440.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 4098.2, which was 440.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 4098.2, which was 440.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 4098.2, which was 440.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 4098.2, which was 440.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 4098.2, which was 440.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 4098.2, which was 440.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 4098.2, which was 440.6 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 3657.6, 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 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 3657.6, 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 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 3657.6, 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 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 3657.6, 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 3657.6, 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 3657.6, 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 3657.6, 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 3657.6, 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 3657.6, 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 3657.6, 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 3657.6, 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 3657.6, 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 3657.6, 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) 57100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.13
Theta: -17.37
Gamma: 0.00021
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55908.35 | 1202.65 | 224.6500000000001 | 16.24 | 877 | -325 | 2,247 |
| 23 Apr | 56305.00 | 965.1 | 377.15 | 18.69 | 8,949 | -1,272 | 2,572 |
| 22 Apr | 57124.45 | 579.2 | 13.300000000000068 | 20.44 | 69,484 | 673 | 3,862 |
| 21 Apr | 57371.45 | 558 | -497.5 | 22.22 | 34,109 | 2,490 | 3,297 |
| 20 Apr | 56582.35 | 1091 | 80.45000000000005 | 23.91 | 14,027 | 226 | 841 |
| 17 Apr | 56565.70 | 1014.4 | -324.6 | 19.78 | 1,098 | 330 | 613 |
| 16 Apr | 56086.40 | 1405.4 | 149.4000000000001 | 20.18 | 1,405 | 73 | 286 |
| 15 Apr | 56301.95 | 1297.2 | -513.6499999999999 | 20.54 | 1,038 | 103 | 213 |
| 13 Apr | 55605.05 | 1810.85 | 301.14999999999986 | 20.28 | 6 | 0 | 115 |
| 10 Apr | 55912.75 | 1550.55 | -3001.8999999999996 | 18.86 | 134 | 64 | 112 |
| 9 Apr | 54821.70 | 4552.45 | 4552.45 | - | 0 | 0 | 48 |
| 8 Apr | 55703.90 | 4552.45 | -797.65 | - | 0 | 0 | 48 |
| 7 Apr | 52716.25 | 4552.45 | -797.65 | 35.47 | 1 | 0 | 48 |
| 6 Apr | 52609.10 | 5350.1 | 729 | - | 0 | 0 | 48 |
| 2 Apr | 51548.75 | 5350.1 | 729 | - | 0 | 0 | 48 |
| 1 Apr | 51448.65 | 5350.1 | 729 | 27.52 | 18 | -5 | 48 |
| 30 Mar | 50275.35 | 4621.1 | 1279.9 | - | 0 | 0 | 53 |
| 27 Mar | 52274.60 | 4621.1 | 1279.9 | 26.79 | 22 | -2 | 53 |
| 25 Mar | 53708.10 | 3341.2 | -917.5 | 21.83 | 3 | 0 | 54 |
| 24 Mar | 52605.65 | 4258.7 | -760.4 | 25.5 | 9 | -3 | 55 |
| 23 Mar | 51437.75 | 5019.1 | 1577.55 | 13.89 | 15 | -4 | 58 |
| 20 Mar | 53427.05 | 3441.55 | 435.85 | 20.11 | 4 | 0 | 61 |
| 19 Mar | 53451.00 | 3005.7 | 925.95 | 14.61 | 31 | 2 | 62 |
| 18 Mar | 55326.05 | 2079.75 | -598.8 | 19.25 | 39 | -6 | 61 |
| 17 Mar | 54876.00 | 2678.55 | -560.25 | 23.36 | 6 | -2 | 68 |
| 16 Mar | 54413.40 | 3238.8 | -137 | 26.2 | 61 | -24 | 94 |
| 13 Mar | 53757.85 | 3375.8 | 1230.3 | 22.69 | 6 | -4 | 119 |
| 12 Mar | 55100.95 | 2145.5 | 145.6 | 18.1 | 17 | -8 | 123 |
| 11 Mar | 55735.75 | 1959.3 | 710.6 | 19.67 | 303 | 27 | 134 |
| 10 Mar | 56950.80 | 1251.05 | -915.05 | 18.81 | 105 | 7 | 82 |
| 9 Mar | 56019.80 | 2166.1 | 1089.65 | 24.14 | 8 | -1 | 74 |
| 6 Mar | 57783.25 | 1064.55 | 711 | 19.78 | 16 | 0 | 75 |
| 5 Mar | 59055.85 | 347.85 | 155.3 | - | 317 | 0 | 0 |
| 4 Mar | 58755.25 | 347.85 | 155.3 | - | 317 | 0 | 75 |
| 2 Mar | 59839.65 | 347.85 | 155.3 | 16.68 | 317 | 36 | 75 |
| 27 Feb | 60529.00 | 197.3 | 36.1 | 15.13 | 55 | 6 | 39 |
| 26 Feb | 61187.70 | 163.6 | -17.15 | 15.63 | 52 | 22 | 33 |
| 25 Feb | 61043.35 | 180.75 | -496.95 | 15.75 | 11 | 8 | 8 |
| 24 Feb | 61047.30 | 677.7 | 0 | 4.43 | 0 | 0 | 0 |
| 23 Feb | 61264.25 | 677.7 | 0 | 4.6 | 0 | 0 | 0 |
| 20 Feb | 61172.00 | 677.7 | 0 | 4.44 | 0 | 0 | 0 |
| 19 Feb | 60739.55 | 677.7 | 0 | 4.04 | 0 | 0 | 0 |
| 18 Feb | 61550.80 | 677.7 | 0 | 4.72 | 0 | 0 | 0 |
| 17 Feb | 61174.00 | 677.7 | 0 | 4.39 | 0 | 0 | 0 |
| 16 Feb | 60949.10 | 677.7 | 0 | 4.26 | 0 | 0 | 0 |
| 13 Feb | 60186.65 | 677.7 | 0 | 3.57 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 677.7 | 0 | 3.98 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 677.7 | 0 | 3.99 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 677.7 | 0 | 3.85 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 677.7 | 0 | 3.91 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 677.7 | 0 | 3.35 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 677.7 | 0 | 3.46 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 677.7 | 0 | 3.52 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 677.7 | 0 | 3.35 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 677.7 | 0 | 2.27 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 677.7 | 0 | 2.28 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 677.7 | 0 | 3.03 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 677.7 | 0 | 3.29 | 0 | 0 | 0 |
For Nifty Bank - strike price 57100 expiring on 28APR2026
Delta for 57100 PE is -0.87
Historical price for 57100 PE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 1202.65, which was 224.6500000000001 higher than the previous day. The implied volatity was 16.24, the open interest changed by -325 which decreased total open position to 2247
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 965.1, which was 377.15 higher than the previous day. The implied volatity was 18.69, the open interest changed by -1272 which decreased total open position to 2572
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 579.2, which was 13.300000000000068 higher than the previous day. The implied volatity was 20.44, the open interest changed by 673 which increased total open position to 3862
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 558, which was -497.5 lower than the previous day. The implied volatity was 22.22, the open interest changed by 2490 which increased total open position to 3297
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1091, which was 80.45000000000005 higher than the previous day. The implied volatity was 23.91, the open interest changed by 226 which increased total open position to 841
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1014.4, which was -324.6 lower than the previous day. The implied volatity was 19.78, the open interest changed by 330 which increased total open position to 613
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1405.4, which was 149.4000000000001 higher than the previous day. The implied volatity was 20.18, the open interest changed by 73 which increased total open position to 286
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1297.2, which was -513.6499999999999 lower than the previous day. The implied volatity was 20.54, the open interest changed by 103 which increased total open position to 213
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1810.85, which was 301.14999999999986 higher than the previous day. The implied volatity was 20.28, the open interest changed by 0 which decreased total open position to 115
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1550.55, which was -3001.8999999999996 lower than the previous day. The implied volatity was 18.86, the open interest changed by 64 which increased total open position to 112
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 4552.45, which was 4552.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 4552.45, which was -797.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 4552.45, which was -797.65 lower than the previous day. The implied volatity was 35.47, the open interest changed by 0 which decreased total open position to 48
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 5350.1, which was 729 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 5350.1, which was 729 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 5350.1, which was 729 higher than the previous day. The implied volatity was 27.52, the open interest changed by -5 which decreased total open position to 48
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 4621.1, which was 1279.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 4621.1, which was 1279.9 higher than the previous day. The implied volatity was 26.79, the open interest changed by -2 which decreased total open position to 53
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 3341.2, which was -917.5 lower than the previous day. The implied volatity was 21.83, the open interest changed by 0 which decreased total open position to 54
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 4258.7, which was -760.4 lower than the previous day. The implied volatity was 25.5, the open interest changed by -3 which decreased total open position to 55
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 5019.1, which was 1577.55 higher than the previous day. The implied volatity was 13.89, the open interest changed by -4 which decreased total open position to 58
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 3441.55, which was 435.85 higher than the previous day. The implied volatity was 20.11, the open interest changed by 0 which decreased total open position to 61
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 3005.7, which was 925.95 higher than the previous day. The implied volatity was 14.61, the open interest changed by 2 which increased total open position to 62
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 2079.75, which was -598.8 lower than the previous day. The implied volatity was 19.25, the open interest changed by -6 which decreased total open position to 61
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 2678.55, which was -560.25 lower than the previous day. The implied volatity was 23.36, the open interest changed by -2 which decreased total open position to 68
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 3238.8, which was -137 lower than the previous day. The implied volatity was 26.2, the open interest changed by -24 which decreased total open position to 94
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 3375.8, which was 1230.3 higher than the previous day. The implied volatity was 22.69, the open interest changed by -4 which decreased total open position to 119
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 2145.5, which was 145.6 higher than the previous day. The implied volatity was 18.1, the open interest changed by -8 which decreased total open position to 123
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1959.3, which was 710.6 higher than the previous day. The implied volatity was 19.67, the open interest changed by 27 which increased total open position to 134
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1251.05, which was -915.05 lower than the previous day. The implied volatity was 18.81, the open interest changed by 7 which increased total open position to 82
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2166.1, which was 1089.65 higher than the previous day. The implied volatity was 24.14, the open interest changed by -1 which decreased total open position to 74
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 1064.55, which was 711 higher than the previous day. The implied volatity was 19.78, the open interest changed by 0 which decreased total open position to 75
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 347.85, which was 155.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 347.85, which was 155.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 347.85, which was 155.3 higher than the previous day. The implied volatity was 16.68, the open interest changed by 36 which increased total open position to 75
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 197.3, which was 36.1 higher than the previous day. The implied volatity was 15.13, the open interest changed by 6 which increased total open position to 39
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 163.6, which was -17.15 lower than the previous day. The implied volatity was 15.63, the open interest changed by 22 which increased total open position to 33
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 180.75, which was -496.95 lower than the previous day. The implied volatity was 15.75, the open interest changed by 8 which increased total open position to 8
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 677.7, which was 0 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 677.7, which was 0 lower than the previous day. The implied volatity was 4.6, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 677.7, which was 0 lower than the previous day. The implied volatity was 4.44, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 677.7, which was 0 lower than the previous day. The implied volatity was 4.04, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 677.7, which was 0 lower than the previous day. The implied volatity was 4.72, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 677.7, which was 0 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 677.7, which was 0 lower than the previous day. The implied volatity was 4.26, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 677.7, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 677.7, which was 0 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 677.7, which was 0 lower than the previous day. The implied volatity was 3.99, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 677.7, which was 0 lower than the previous day. The implied volatity was 3.85, 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 677.7, which was 0 lower than the previous day. The implied volatity was 3.91, 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 677.7, 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 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 677.7, 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 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 677.7, which was 0 lower than the previous day. The implied volatity was 3.52, 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 677.7, 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 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 677.7, which was 0 lower than the previous day. The implied volatity was 2.27, 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 677.7, which was 0 lower than the previous day. The implied volatity was 2.28, 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 677.7, which was 0 lower than the previous day. The implied volatity was 3.03, 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 677.7, which was 0 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0
