[--[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 57400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 59839.65 4172.1 -47.9 - 0 0 0
27 Feb 60529.00 4172.1 -47.9 - 0 0 10
26 Feb 61187.70 4172.1 -47.9 - 0 0 10
25 Feb 61043.35 4172.1 -47.9 - 0 0 10
24 Feb 61047.30 4172.1 -47.9 - 0 -1 10
23 Feb 61264.25 4172.1 -47.9 - 3 1 11
20 Feb 61172.00 4220 617.9 8.37 2 1 10
19 Feb 60739.55 3602.1 -60.45 - 0 0 9
18 Feb 61550.80 3602.1 -60.45 - 0 0 9
17 Feb 61174.00 3602.1 -60.45 - 0 0 9
16 Feb 60949.10 3602.1 -60.45 - 0 -1 9
13 Feb 60186.65 3602.1 -60.45 13.25 2 -1 10
12 Feb 60739.75 3662.55 -84 - 0 0 11
11 Feb 60745.35 3662.55 -84 - 0 0 11
10 Feb 60626.40 3662.55 -84 - 1 -1 11
9 Feb 60669.35 3767.4 1720.1 100499 10 2 12
6 Feb 60120.55 2047.3 -304.7 - 0 0 10
5 Feb 60063.65 2047.3 -304.7 - 0 0 10
4 Feb 60238.15 2047.3 -304.7 - 0 0 10
3 Feb 60041.30 2047.3 -304.7 - 0 1 10
2 Feb 58619.00 2047.3 -304.7 4.45 5 4 9
1 Feb 58417.20 2352 -303.35 13.49 3 0 5
30 Jan 59610.45 2655.35 265.1 - 0 5 5
29 Jan 59957.85 2655.35 265.1 - 0 0 0
28 Jan 59598.80 2655.35 265.1 - 0 1 5
27 Jan 59205.45 2655.35 265.1 5.93 2 0 4
23 Jan 58473.10 2394.7 -550.7 10.16 2 0 4
22 Jan 59200.10 2945.4 -463.55 - 0 1 4
21 Jan 58800.30 2945.4 -463.55 14.43 4 3 3
20 Jan 59404.20 3408.95 0 - 0 0 0
19 Jan 59891.35 3408.95 0 - 0 0 0
16 Jan 60095.15 3408.95 0 - 0 0 0
14 Jan 59580.15 3408.95 0 - 0 0 0
13 Jan 59578.80 3408.95 0 - 0 0 0
12 Jan 59450.50 3408.95 0 - 0 0 0
9 Jan 59251.55 3408.95 0 - 0 0 0
8 Jan 59686.50 3408.95 0 - 0 0 0
7 Jan 59990.85 3408.95 0 - 0 0 0
6 Jan 60118.40 3408.95 0 - 0 0 0
5 Jan 60044.20 3408.95 0 - 0 0 0
2 Jan 60150.95 3408.95 0 - 0 0 0
1 Jan 59711.55 3408.95 0 - 0 0 0
31 Dec 59581.85 3408.95 0 - 0 0 0


For Nifty Bank - strike price 57400 expiring on 30MAR2026

Delta for 57400 CE is -

Historical price for 57400 CE is as follows

On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 4172.1, which was -47.9 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 4172.1, which was -47.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 4172.1, which was -47.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 4172.1, which was -47.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 4172.1, which was -47.9 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 10


On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 4172.1, which was -47.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11


On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 4220, which was 617.9 higher than the previous day. The implied volatity was 8.37, the open interest changed by 1 which increased total open position to 10


On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 3602.1, which was -60.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 3602.1, which was -60.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 3602.1, which was -60.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 3602.1, which was -60.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 9


On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 3602.1, which was -60.45 lower than the previous day. The implied volatity was 13.25, the open interest changed by -1 which decreased total open position to 10


On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 3662.55, which was -84 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 3662.55, which was -84 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 3662.55, which was -84 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 11


On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 3767.4, which was 1720.1 higher than the previous day. The implied volatity was 100499, the open interest changed by 2 which increased total open position to 12


On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 2047.3, which was -304.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 2047.3, which was -304.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 2047.3, which was -304.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 2047.3, which was -304.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10


On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 2047.3, which was -304.7 lower than the previous day. The implied volatity was 4.45, the open interest changed by 4 which increased total open position to 9


On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 2352, which was -303.35 lower than the previous day. The implied volatity was 13.49, the open interest changed by 0 which decreased total open position to 5


On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 2655.35, which was 265.1 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5


On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 2655.35, which was 265.1 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 2655.35, which was 265.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5


On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 2655.35, which was 265.1 higher than the previous day. The implied volatity was 5.93, the open interest changed by 0 which decreased total open position to 4


On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 2394.7, which was -550.7 lower than the previous day. The implied volatity was 10.16, the open interest changed by 0 which decreased total open position to 4


On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 2945.4, which was -463.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4


On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 2945.4, which was -463.55 lower than the previous day. The implied volatity was 14.43, the open interest changed by 3 which increased total open position to 3


On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 3408.95, 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 3408.95, 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 3408.95, 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 3408.95, 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 3408.95, 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 3408.95, 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 3408.95, 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 3408.95, 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 3408.95, 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 3408.95, 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 3408.95, 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 3408.95, 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 3408.95, 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 3408.95, 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 57400 PE
Delta: -0.15
Vega: 38.01
Theta: -9.38
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 59839.65 222.45 116.55 17.44 3,999 221 588
27 Feb 60529.00 107 25.55 15.44 1,153 65 367
26 Feb 61187.70 81 -12.65 15.97 611 66 302
25 Feb 61043.35 94.65 -4.25 16.08 581 76 236
24 Feb 61047.30 103 1.05 16.43 92 15 160
23 Feb 61264.25 103.8 -6.65 16.8 103 26 145
20 Feb 61172.00 117 -28.95 16.41 83 46 119
19 Feb 60739.55 145.95 36.05 15.81 4 -1 73
18 Feb 61550.80 108.65 -9.65 16.77 25 1 74
17 Feb 61174.00 118 -19.35 15.96 86 36 73
16 Feb 60949.10 137.35 -51.85 16.03 20 1 37
13 Feb 60186.65 198.7 71.6 14.98 39 8 36
12 Feb 60739.75 127.1 -6.5 - 0 5 28
11 Feb 60745.35 127.1 -6.5 14.44 5 1 23
10 Feb 60626.40 133.6 -14.2 14.09 8 -4 22
9 Feb 60669.35 149.95 -49.1 14.68 16 -1 26
6 Feb 60120.55 197.3 -25.65 14.07 18 2 27
5 Feb 60063.65 223.5 -3.45 14.39 9 7 25
4 Feb 60238.15 226.95 -53.15 14.61 42 -3 18
3 Feb 60041.30 281.2 -259.45 15.17 47 -13 21
2 Feb 58619.00 540.65 226.6 - 0 -6 34
1 Feb 58417.20 540.65 226.6 13.81 14 0 40
30 Jan 59610.45 314.05 -91.2 - 0 4 40
29 Jan 59957.85 314.05 -91.2 15.21 25 8 36
28 Jan 59598.80 405.25 19.6 15.47 28 27 28
27 Jan 59205.45 385.65 -158.2 14.53 6 1 1
23 Jan 58473.10 543.85 -243.95 13.84 2 0 0
22 Jan 59200.10 787.8 0 2.62 0 0 0
21 Jan 58800.30 787.8 0 2.17 0 0 0
20 Jan 59404.20 787.8 0 2.7 0 0 0
19 Jan 59891.35 787.8 0 3.08 0 0 0
16 Jan 60095.15 787.8 0 3.27 0 0 0
14 Jan 59580.15 787.8 0 2.83 0 0 0
13 Jan 59578.80 787.8 0 2.81 0 0 0
12 Jan 59450.50 787.8 0 2.79 0 0 0
9 Jan 59251.55 787.8 0 - 0 0 0
8 Jan 59686.50 787.8 0 2.89 0 0 0
7 Jan 59990.85 787.8 0 3.12 0 0 0
6 Jan 60118.40 787.8 0 3.2 0 0 0
5 Jan 60044.20 787.8 0 3.16 0 0 0
2 Jan 60150.95 787.8 0 3.23 0 0 0
1 Jan 59711.55 787.8 0 2.89 0 0 0
31 Dec 59581.85 787.8 0 2.81 0 0 0


For Nifty Bank - strike price 57400 expiring on 30MAR2026

Delta for 57400 PE is -0.15

Historical price for 57400 PE is as follows

On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 222.45, which was 116.55 higher than the previous day. The implied volatity was 17.44, the open interest changed by 221 which increased total open position to 588


On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 107, which was 25.55 higher than the previous day. The implied volatity was 15.44, the open interest changed by 65 which increased total open position to 367


On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 81, which was -12.65 lower than the previous day. The implied volatity was 15.97, the open interest changed by 66 which increased total open position to 302


On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 94.65, which was -4.25 lower than the previous day. The implied volatity was 16.08, the open interest changed by 76 which increased total open position to 236


On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 103, which was 1.05 higher than the previous day. The implied volatity was 16.43, the open interest changed by 15 which increased total open position to 160


On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 103.8, which was -6.65 lower than the previous day. The implied volatity was 16.8, the open interest changed by 26 which increased total open position to 145


On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 117, which was -28.95 lower than the previous day. The implied volatity was 16.41, the open interest changed by 46 which increased total open position to 119


On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 145.95, which was 36.05 higher than the previous day. The implied volatity was 15.81, the open interest changed by -1 which decreased total open position to 73


On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 108.65, which was -9.65 lower than the previous day. The implied volatity was 16.77, the open interest changed by 1 which increased total open position to 74


On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 118, which was -19.35 lower than the previous day. The implied volatity was 15.96, the open interest changed by 36 which increased total open position to 73


On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 137.35, which was -51.85 lower than the previous day. The implied volatity was 16.03, the open interest changed by 1 which increased total open position to 37


On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 198.7, which was 71.6 higher than the previous day. The implied volatity was 14.98, the open interest changed by 8 which increased total open position to 36


On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 127.1, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 28


On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 127.1, which was -6.5 lower than the previous day. The implied volatity was 14.44, the open interest changed by 1 which increased total open position to 23


On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 133.6, which was -14.2 lower than the previous day. The implied volatity was 14.09, the open interest changed by -4 which decreased total open position to 22


On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 149.95, which was -49.1 lower than the previous day. The implied volatity was 14.68, the open interest changed by -1 which decreased total open position to 26


On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 197.3, which was -25.65 lower than the previous day. The implied volatity was 14.07, the open interest changed by 2 which increased total open position to 27


On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 223.5, which was -3.45 lower than the previous day. The implied volatity was 14.39, the open interest changed by 7 which increased total open position to 25


On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 226.95, which was -53.15 lower than the previous day. The implied volatity was 14.61, the open interest changed by -3 which decreased total open position to 18


On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 281.2, which was -259.45 lower than the previous day. The implied volatity was 15.17, the open interest changed by -13 which decreased total open position to 21


On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 540.65, which was 226.6 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 34


On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 540.65, which was 226.6 higher than the previous day. The implied volatity was 13.81, the open interest changed by 0 which decreased total open position to 40


On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 314.05, which was -91.2 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 40


On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 314.05, which was -91.2 lower than the previous day. The implied volatity was 15.21, the open interest changed by 8 which increased total open position to 36


On 28 Jan BANKNIFTY was trading at 59598.80. The strike last trading price was 405.25, which was 19.6 higher than the previous day. The implied volatity was 15.47, the open interest changed by 27 which increased total open position to 28


On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 385.65, which was -158.2 lower than the previous day. The implied volatity was 14.53, the open interest changed by 1 which increased total open position to 1


On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 543.85, which was -243.95 lower than the previous day. The implied volatity was 13.84, the open interest changed by 0 which decreased total open position to 0


On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 787.8, which was 0 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0


On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 787.8, which was 0 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0


On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 787.8, which was 0 lower than the previous day. The implied volatity was 2.7, 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 787.8, which was 0 lower than the previous day. The implied volatity was 3.08, 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 787.8, which was 0 lower than the previous day. The implied volatity was 3.27, 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 787.8, which was 0 lower than the previous day. The implied volatity was 2.83, 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 787.8, which was 0 lower than the previous day. The implied volatity was 2.81, 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 787.8, which was 0 lower than the previous day. The implied volatity was 2.79, 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 787.8, 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 8 Jan BANKNIFTY was trading at 59686.50. The strike last trading price was 787.8, which was 0 lower than the previous day. The implied volatity was 2.89, 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 787.8, which was 0 lower than the previous day. The implied volatity was 3.12, 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 787.8, which was 0 lower than the previous day. The implied volatity was 3.2, 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 787.8, which was 0 lower than the previous day. The implied volatity was 3.16, 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 787.8, which was 0 lower than the previous day. The implied volatity was 3.23, 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 787.8, which was 0 lower than the previous day. The implied volatity was 2.89, 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 787.8, which was 0 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0