BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:34 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 57400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.12
Theta: -29.2
Gamma: 0.00017
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55908.35 | 71.2 | -70.89999999999999 | 19.67 | 32,430 | 1,023 | 9,197 | |||||||||
| 23 Apr | 56305.00 | 138 | -347.45 | 17.99 | 36,076 | -1,201 | 8,178 | |||||||||
| 22 Apr | 57124.45 | 465.55 | -185.7 | 19.08 | 1,19,956 | 4,442 | 9,392 | |||||||||
| 21 Apr | 57371.45 | 650.45 | 221.55000000000007 | 19.82 | 48,964 | 2,316 | 4,998 | |||||||||
| 20 Apr | 56582.35 | 405.05 | -41.80000000000001 | 21.41 | 20,666 | 21 | 2,744 | |||||||||
| 17 Apr | 56565.70 | 453 | 99.5 | 18.55 | 12,852 | 119 | 2,721 | |||||||||
| 16 Apr | 56086.40 | 345 | -102.10000000000002 | 19.98 | 20,089 | 668 | 2,595 | |||||||||
| 15 Apr | 56301.95 | 436 | 78.30000000000001 | 19.73 | 8,753 | 217 | 1,927 | |||||||||
| 13 Apr | 55605.05 | 353.05 | -37.05000000000001 | 21.12 | 5,378 | -175 | 1,693 | |||||||||
| 10 Apr | 55912.75 | 391.55 | 141.20000000000002 | 17.78 | 8,975 | -200 | 1,868 | |||||||||
| 9 Apr | 54821.70 | 247.05 | -151.8 | 20.13 | 5,108 | 313 | 2,068 | |||||||||
| 8 Apr | 55703.90 | 425 | 328.7 | 17.92 | 7,134 | 1,198 | 1,762 | |||||||||
| 7 Apr | 52716.25 | 94.7 | -20.75 | 22.63 | 999 | 70 | 574 | |||||||||
| 6 Apr | 52609.10 | 120.7 | 27.25 | 23.92 | 1,349 | 127 | 504 | |||||||||
| 2 Apr | 51548.75 | 83.2 | -10 | 23.71 | 1,053 | -75 | 380 | |||||||||
| 1 Apr | 51448.65 | 93.1 | -3.25 | 23.99 | 1,670 | 222 | 459 | |||||||||
| 30 Mar | 50275.35 | 97 | -108.85 | 27.28 | 320 | 52 | 235 | |||||||||
| 27 Mar | 52274.60 | 214.8 | -161.65 | 23.52 | 114 | 1 | 183 | |||||||||
| 25 Mar | 53708.10 | 370 | 81.15 | 21.32 | 320 | 37 | 181 | |||||||||
| 24 Mar | 52605.65 | 302.2 | 52.95 | 23.24 | 230 | -5 | 133 | |||||||||
| 23 Mar | 51437.75 | 239.6 | -138 | 26.1 | 309 | 71 | 142 | |||||||||
| 20 Mar | 53427.05 | 355 | -21 | 20.21 | 359 | 21 | 75 | |||||||||
| 19 Mar | 53451.00 | 408.8 | -241.2 | 20.12 | 199 | -13 | 43 | |||||||||
| 18 Mar | 55326.05 | 650 | 41.55 | 16.53 | 68 | -10 | 55 | |||||||||
| 17 Mar | 54876.00 | 607.05 | -51.15 | 17.9 | 154 | -38 | 47 | |||||||||
| 16 Mar | 54413.40 | 658.2 | 104.7 | 20.92 | 94 | -9 | 86 | |||||||||
| 13 Mar | 53757.85 | 538 | -352 | 20.29 | 78 | -16 | 95 | |||||||||
| 12 Mar | 55100.95 | 890 | -203 | 19.2 | 21 | 1 | 110 | |||||||||
| 11 Mar | 55735.75 | 1093 | -539.35 | 18.88 | 227 | 61 | 109 | |||||||||
| 10 Mar | 56950.80 | 1632.35 | -1220.55 | 17.4 | 53 | 42 | 48 | |||||||||
| 9 Mar | 56019.80 | 2852.9 | -1502.9 | - | 0 | 0 | 6 | |||||||||
| 6 Mar | 57783.25 | 2852.9 | -1502.9 | - | 0 | 0 | 6 | |||||||||
| 5 Mar | 59055.85 | 2852.9 | -1502.9 | - | 4 | 4 | 0 | |||||||||
| 4 Mar | 58755.25 | 2852.9 | -1502.9 | 16.44 | 4 | 0 | 2 | |||||||||
| 2 Mar | 59839.65 | 4355.8 | 914.8 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 60529.00 | 4355.8 | 914.8 | - | 0 | 0 | 2 | |||||||||
| 26 Feb | 61187.70 | 4355.8 | 914.8 | - | 0 | 0 | 2 | |||||||||
| 25 Feb | 61043.35 | 4355.8 | 914.8 | - | 0 | 0 | 2 | |||||||||
| 24 Feb | 61047.30 | 4355.8 | 914.8 | - | 0 | 0 | 2 | |||||||||
| 23 Feb | 61264.25 | 4355.8 | 914.8 | - | 0 | 0 | 2 | |||||||||
| 20 Feb | 61172.00 | 4355.8 | 914.8 | - | 2 | 0 | 0 | |||||||||
| 19 Feb | 60739.55 | 3441 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 61550.80 | 3441 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 61174.00 | 3441 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 3441 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 60186.65 | 3441 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 60739.75 | 3441 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 3441 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 3441 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 3441 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 3441 | 0 | - | 0 | 0 | 0 | |||||||||
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| 5 Feb | 60063.65 | 3441 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 3441 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 3441 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 3441 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 3441 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 3441 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 3441 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 57400 expiring on 28APR2026
Delta for 57400 CE is 0.12
Historical price for 57400 CE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 71.2, which was -70.89999999999999 lower than the previous day. The implied volatity was 19.67, the open interest changed by 1023 which increased total open position to 9197
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 138, which was -347.45 lower than the previous day. The implied volatity was 17.99, the open interest changed by -1201 which decreased total open position to 8178
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 465.55, which was -185.7 lower than the previous day. The implied volatity was 19.08, the open interest changed by 4442 which increased total open position to 9392
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 650.45, which was 221.55000000000007 higher than the previous day. The implied volatity was 19.82, the open interest changed by 2316 which increased total open position to 4998
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 405.05, which was -41.80000000000001 lower than the previous day. The implied volatity was 21.41, the open interest changed by 21 which increased total open position to 2744
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 453, which was 99.5 higher than the previous day. The implied volatity was 18.55, the open interest changed by 119 which increased total open position to 2721
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 345, which was -102.10000000000002 lower than the previous day. The implied volatity was 19.98, the open interest changed by 668 which increased total open position to 2595
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 436, which was 78.30000000000001 higher than the previous day. The implied volatity was 19.73, the open interest changed by 217 which increased total open position to 1927
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 353.05, which was -37.05000000000001 lower than the previous day. The implied volatity was 21.12, the open interest changed by -175 which decreased total open position to 1693
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 391.55, which was 141.20000000000002 higher than the previous day. The implied volatity was 17.78, the open interest changed by -200 which decreased total open position to 1868
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 247.05, which was -151.8 lower than the previous day. The implied volatity was 20.13, the open interest changed by 313 which increased total open position to 2068
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 425, which was 328.7 higher than the previous day. The implied volatity was 17.92, the open interest changed by 1198 which increased total open position to 1762
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 94.7, which was -20.75 lower than the previous day. The implied volatity was 22.63, the open interest changed by 70 which increased total open position to 574
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 120.7, which was 27.25 higher than the previous day. The implied volatity was 23.92, the open interest changed by 127 which increased total open position to 504
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 83.2, which was -10 lower than the previous day. The implied volatity was 23.71, the open interest changed by -75 which decreased total open position to 380
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 93.1, which was -3.25 lower than the previous day. The implied volatity was 23.99, the open interest changed by 222 which increased total open position to 459
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 97, which was -108.85 lower than the previous day. The implied volatity was 27.28, the open interest changed by 52 which increased total open position to 235
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 214.8, which was -161.65 lower than the previous day. The implied volatity was 23.52, the open interest changed by 1 which increased total open position to 183
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 370, which was 81.15 higher than the previous day. The implied volatity was 21.32, the open interest changed by 37 which increased total open position to 181
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 302.2, which was 52.95 higher than the previous day. The implied volatity was 23.24, the open interest changed by -5 which decreased total open position to 133
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 239.6, which was -138 lower than the previous day. The implied volatity was 26.1, the open interest changed by 71 which increased total open position to 142
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 355, which was -21 lower than the previous day. The implied volatity was 20.21, the open interest changed by 21 which increased total open position to 75
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 408.8, which was -241.2 lower than the previous day. The implied volatity was 20.12, the open interest changed by -13 which decreased total open position to 43
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 650, which was 41.55 higher than the previous day. The implied volatity was 16.53, the open interest changed by -10 which decreased total open position to 55
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 607.05, which was -51.15 lower than the previous day. The implied volatity was 17.9, the open interest changed by -38 which decreased total open position to 47
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 658.2, which was 104.7 higher than the previous day. The implied volatity was 20.92, the open interest changed by -9 which decreased total open position to 86
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 538, which was -352 lower than the previous day. The implied volatity was 20.29, the open interest changed by -16 which decreased total open position to 95
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 890, which was -203 lower than the previous day. The implied volatity was 19.2, the open interest changed by 1 which increased total open position to 110
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1093, which was -539.35 lower than the previous day. The implied volatity was 18.88, the open interest changed by 61 which increased total open position to 109
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1632.35, which was -1220.55 lower than the previous day. The implied volatity was 17.4, the open interest changed by 42 which increased total open position to 48
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2852.9, which was -1502.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 2852.9, which was -1502.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 2852.9, which was -1502.9 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 2852.9, which was -1502.9 lower than the previous day. The implied volatity was 16.44, the open interest changed by 0 which decreased total open position to 2
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 4355.8, which was 914.8 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 4355.8, which was 914.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 4355.8, which was 914.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 4355.8, which was 914.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 4355.8, which was 914.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 4355.8, which was 914.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 4355.8, which was 914.8 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 3441, 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 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 3441, 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 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 3441, 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 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 3441, 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 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 3441, 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 3441, 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 3441, 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 3441, 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 3441, 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 3441, 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 3441, 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 3441, 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 3441, 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 3441, 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 3441, 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 3441, 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 3441, 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) 57400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.09
Theta: -8.5
Gamma: 0.00014
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55908.35 | 1491.3 | 277.75 | 16.17 | 387 | -170 | 2,912 |
| 23 Apr | 56305.00 | 1168.15 | 436.20000000000005 | 16.28 | 3,512 | -1,146 | 3,083 |
| 22 Apr | 57124.45 | 726.2 | 38.15000000000009 | 19.47 | 77,346 | 561 | 4,239 |
| 21 Apr | 57371.45 | 682.35 | -580.6999999999999 | 21.7 | 32,845 | 3,416 | 3,760 |
| 20 Apr | 56582.35 | 1266.05 | 77.25 | 23.38 | 1,632 | 194 | 343 |
| 17 Apr | 56565.70 | 1181.9 | -376.25 | 19.44 | 198 | -7 | 149 |
| 16 Apr | 56086.40 | 1602.2 | 153.70000000000005 | 19.96 | 140 | 15 | 156 |
| 15 Apr | 56301.95 | 1469.8 | -1082.8999999999999 | 19.54 | 229 | 21 | 141 |
| 13 Apr | 55605.05 | 2552.7 | 835.4999999999998 | 19.91 | 2 | -1 | 120 |
| 10 Apr | 55912.75 | 1692.3 | -864.7500000000002 | 17.8 | 11 | 1 | 121 |
| 9 Apr | 54821.70 | 2602.55 | -2697.45 | 18.01 | 110 | 83 | 120 |
| 8 Apr | 55703.90 | 5300 | 700 | - | 0 | 0 | 37 |
| 7 Apr | 52716.25 | 5300 | 700 | 48.58 | 2 | 0 | 38 |
| 6 Apr | 52609.10 | 4600 | -339.75 | 24.38 | 6 | -4 | 37 |
| 2 Apr | 51548.75 | 4939.75 | 1387.5 | - | 0 | 0 | 41 |
| 1 Apr | 51448.65 | 4939.75 | 1387.5 | - | 0 | 0 | 41 |
| 30 Mar | 50275.35 | 4939.75 | 1387.5 | - | 0 | 0 | 41 |
| 27 Mar | 52274.60 | 4939.75 | 1387.5 | 28.47 | 2 | 0 | 40 |
| 25 Mar | 53708.10 | 3552.25 | -1054.8 | 21.21 | 15 | 3 | 40 |
| 24 Mar | 52605.65 | 4607.05 | -708.4 | 27.78 | 29 | -7 | 38 |
| 23 Mar | 51437.75 | 5315.45 | 1692.6 | 13.03 | 1 | 0 | 46 |
| 20 Mar | 53427.05 | 3622.85 | 1464.35 | - | 0 | 0 | 46 |
| 19 Mar | 53451.00 | 3622.85 | 1464.35 | 22.23 | 20 | -13 | 49 |
| 18 Mar | 55326.05 | 2158.5 | -1604.65 | 17.58 | 36 | -7 | 74 |
| 17 Mar | 54876.00 | 3763.15 | 298.95 | - | 29 | 0 | 81 |
| 16 Mar | 54413.40 | 3763.15 | 298.95 | 30.85 | 29 | -14 | 82 |
| 13 Mar | 53757.85 | 3464.2 | 1283.2 | 20.54 | 30 | -8 | 98 |
| 12 Mar | 55100.95 | 2181 | 774.6 | - | 0 | 0 | 106 |
| 11 Mar | 55735.75 | 2181 | 774.6 | 20.24 | 317 | 55 | 106 |
| 10 Mar | 56950.80 | 1406.4 | -758.25 | 19.03 | 16 | 7 | 50 |
| 9 Mar | 56019.80 | 2129 | 1734.6 | 21.7 | 3 | 0 | 42 |
| 6 Mar | 57783.25 | 384.95 | 178.65 | - | 0 | 0 | 42 |
| 5 Mar | 59055.85 | 384.95 | 178.65 | - | 0 | 0 | 0 |
| 4 Mar | 58755.25 | 384.95 | 178.65 | - | 0 | 0 | 42 |
| 2 Mar | 59839.65 | 384.95 | 178.65 | 16.38 | 72 | 15 | 42 |
| 27 Feb | 60529.00 | 206.3 | 24.5 | 14.5 | 3 | 0 | 24 |
| 26 Feb | 61187.70 | 181.8 | -30.55 | 15.33 | 19 | 8 | 26 |
| 25 Feb | 61043.35 | 212.35 | 8.5 | 15.71 | 9 | 6 | 15 |
| 24 Feb | 61047.30 | 203.85 | -34.5 | 15.66 | 2 | 1 | 8 |
| 23 Feb | 61264.25 | 238.35 | -518.15 | - | 0 | 0 | 7 |
| 20 Feb | 61172.00 | 238.35 | -518.15 | - | 0 | 0 | 7 |
| 19 Feb | 60739.55 | 238.35 | -518.15 | - | 0 | 0 | 7 |
| 18 Feb | 61550.80 | 238.35 | -518.15 | - | 0 | 0 | 7 |
| 17 Feb | 61174.00 | 238.35 | -518.15 | - | 0 | 0 | 7 |
| 16 Feb | 60949.10 | 238.35 | -518.15 | 15.52 | 8 | 3 | 3 |
| 13 Feb | 60186.65 | 756.5 | 0 | 3.32 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 756.5 | 0 | 3.73 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 756.5 | 0 | 3.75 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 756.5 | 0 | 3.6 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 756.5 | 0 | 3.67 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 756.5 | 0 | 3.22 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 756.5 | 0 | 3.17 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 756.5 | 0 | 3.28 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 756.5 | 0 | 3.12 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 756.5 | 0 | 2.03 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 756.5 | 0 | 1.85 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 756.5 | 0 | 2.96 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 756.5 | 0 | 3.04 | 0 | 0 | 0 |
For Nifty Bank - strike price 57400 expiring on 28APR2026
Delta for 57400 PE is -0.92
Historical price for 57400 PE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 1491.3, which was 277.75 higher than the previous day. The implied volatity was 16.17, the open interest changed by -170 which decreased total open position to 2912
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1168.15, which was 436.20000000000005 higher than the previous day. The implied volatity was 16.28, the open interest changed by -1146 which decreased total open position to 3083
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 726.2, which was 38.15000000000009 higher than the previous day. The implied volatity was 19.47, the open interest changed by 561 which increased total open position to 4239
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 682.35, which was -580.6999999999999 lower than the previous day. The implied volatity was 21.7, the open interest changed by 3416 which increased total open position to 3760
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1266.05, which was 77.25 higher than the previous day. The implied volatity was 23.38, the open interest changed by 194 which increased total open position to 343
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1181.9, which was -376.25 lower than the previous day. The implied volatity was 19.44, the open interest changed by -7 which decreased total open position to 149
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1602.2, which was 153.70000000000005 higher than the previous day. The implied volatity was 19.96, the open interest changed by 15 which increased total open position to 156
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1469.8, which was -1082.8999999999999 lower than the previous day. The implied volatity was 19.54, the open interest changed by 21 which increased total open position to 141
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 2552.7, which was 835.4999999999998 higher than the previous day. The implied volatity was 19.91, the open interest changed by -1 which decreased total open position to 120
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1692.3, which was -864.7500000000002 lower than the previous day. The implied volatity was 17.8, the open interest changed by 1 which increased total open position to 121
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 2602.55, which was -2697.45 lower than the previous day. The implied volatity was 18.01, the open interest changed by 83 which increased total open position to 120
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 5300, which was 700 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 5300, which was 700 higher than the previous day. The implied volatity was 48.58, the open interest changed by 0 which decreased total open position to 38
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 4600, which was -339.75 lower than the previous day. The implied volatity was 24.38, the open interest changed by -4 which decreased total open position to 37
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 4939.75, which was 1387.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 4939.75, which was 1387.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 4939.75, which was 1387.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 4939.75, which was 1387.5 higher than the previous day. The implied volatity was 28.47, the open interest changed by 0 which decreased total open position to 40
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 3552.25, which was -1054.8 lower than the previous day. The implied volatity was 21.21, the open interest changed by 3 which increased total open position to 40
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 4607.05, which was -708.4 lower than the previous day. The implied volatity was 27.78, the open interest changed by -7 which decreased total open position to 38
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 5315.45, which was 1692.6 higher than the previous day. The implied volatity was 13.03, the open interest changed by 0 which decreased total open position to 46
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 3622.85, which was 1464.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 3622.85, which was 1464.35 higher than the previous day. The implied volatity was 22.23, the open interest changed by -13 which decreased total open position to 49
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 2158.5, which was -1604.65 lower than the previous day. The implied volatity was 17.58, the open interest changed by -7 which decreased total open position to 74
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 3763.15, which was 298.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 81
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 3763.15, which was 298.95 higher than the previous day. The implied volatity was 30.85, the open interest changed by -14 which decreased total open position to 82
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 3464.2, which was 1283.2 higher than the previous day. The implied volatity was 20.54, the open interest changed by -8 which decreased total open position to 98
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 2181, which was 774.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 106
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 2181, which was 774.6 higher than the previous day. The implied volatity was 20.24, the open interest changed by 55 which increased total open position to 106
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1406.4, which was -758.25 lower than the previous day. The implied volatity was 19.03, the open interest changed by 7 which increased total open position to 50
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2129, which was 1734.6 higher than the previous day. The implied volatity was 21.7, the open interest changed by 0 which decreased total open position to 42
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 384.95, which was 178.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 384.95, which was 178.65 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 384.95, which was 178.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 384.95, which was 178.65 higher than the previous day. The implied volatity was 16.38, the open interest changed by 15 which increased total open position to 42
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 206.3, which was 24.5 higher than the previous day. The implied volatity was 14.5, the open interest changed by 0 which decreased total open position to 24
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 181.8, which was -30.55 lower than the previous day. The implied volatity was 15.33, the open interest changed by 8 which increased total open position to 26
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 212.35, which was 8.5 higher than the previous day. The implied volatity was 15.71, the open interest changed by 6 which increased total open position to 15
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 203.85, which was -34.5 lower than the previous day. The implied volatity was 15.66, the open interest changed by 1 which increased total open position to 8
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 238.35, which was -518.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 238.35, which was -518.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 238.35, which was -518.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 238.35, which was -518.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 238.35, which was -518.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 238.35, which was -518.15 lower than the previous day. The implied volatity was 15.52, the open interest changed by 3 which increased total open position to 3
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 756.5, which was 0 lower than the previous day. The implied volatity was 3.32, 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 756.5, which was 0 lower than the previous day. The implied volatity was 3.73, 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 756.5, which was 0 lower than the previous day. The implied volatity was 3.75, 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 756.5, which was 0 lower than the previous day. The implied volatity was 3.6, 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 756.5, which was 0 lower than the previous day. The implied volatity was 3.67, 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 756.5, which was 0 lower than the previous day. The implied volatity was 3.22, 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 756.5, which was 0 lower than the previous day. The implied volatity was 3.17, 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 756.5, which was 0 lower than the previous day. The implied volatity was 3.28, 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 756.5, 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 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 756.5, which was 0 lower than the previous day. The implied volatity was 2.03, 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 756.5, which was 0 lower than the previous day. The implied volatity was 1.85, 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 756.5, which was 0 lower than the previous day. The implied volatity was 2.96, 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 756.5, 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
