Historical option data for BANKNIFTY
24 Jun 2026 04:00 PM IST
| BANKNIFTY 30-Jun-2026 (6d) 57400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.8
Vega: 0.21
Theta: -23.48
Gamma: 0.00029
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 58150.35 | 904.8 | 517.85 (133.83%) | 12.5 | 75,924 | -3,820 | 4,692 | |||||||||
| 23 Jun | 57183.75 | 349.5 | -471.5 (-57.43%) | 14.12 | 64,108 | 5,686 | 8,529 | |||||||||
| 22 Jun | 57935.60 | 794.75 | 25.7 (3.34%) | 13.25 | 5,769 | -157 | 2,841 | |||||||||
| 19 Jun | 57685.75 | 740.2 | -139.85 (-15.89%) | 12.6 | 19,036 | -489 | 2,998 | |||||||||
| 18 Jun | 57963.80 | 903 | 172.2 (23.56%) | 11.05 | 16,223 | -3,306 | 4,088 | |||||||||
| 17 Jun | 57585.05 | 720.15 | 84.3 (13.26%) | 12.86 | 53,532 | 111 | 7,504 | |||||||||
| 16 Jun | 57297.15 | 643.3 | -49.6 (-7.16%) | 13.88 | 31,340 | 28 | 7,559 | |||||||||
| 15 Jun | 57198.80 | 673.4 | 79.95 (13.47%) | 15.56 | 67,530 | 6,338 | 7,649 | |||||||||
| 12 Jun | 56814.80 | 626.4 | 420.6 (204.37%) | 16.29 | 10,223 | 92 | 1,323 | |||||||||
| 11 Jun | 55176.75 | 212.4 | 5 (2.41%) | 16.92 | 4,150 | 262 | 1,232 | |||||||||
| 10 Jun | 55100.30 | 208.15 | -52.35 (-20.10%) | 16.95 | 3,780 | 87 | 969 | |||||||||
| 9 Jun | 55194.50 | 275.1 | 123.7 (81.70%) | 17.48 | 3,357 | 13 | 882 | |||||||||
| 8 Jun | 54063.75 | 143.9 | -67.25 (-31.85%) | 19.2 | 1,566 | 22 | 877 | |||||||||
| 5 Jun | 54496.25 | 210.3 | -0.65 (-0.31%) | 17.75 | 2,903 | 61 | 855 | |||||||||
| 4 Jun | 54307.85 | 215.55 | 2.1 (0.98%) | 18.38 | 2,125 | -11 | 795 | |||||||||
| 3 Jun | 54185.95 | 208 | 62.35 (42.81%) | 18.29 | 2,880 | 17 | 812 | |||||||||
| 2 Jun | 53714.65 | 142.7 | 1.2 (0.85%) | 17.55 | 2,010 | 34 | 803 | |||||||||
| 1 Jun | 53643.10 | 142.2 | -105.1 (-42.50%) | 17.79 | 2,238 | 45 | 768 | |||||||||
| 29 May | 54239.20 | 258 | -62 (-19.38%) | 17.35 | 4,043 | 111 | 727 | |||||||||
| 27 May | 54853.85 | 316.7 | -74.85 (-19.12%) | 15.85 | 2,728 | 250 | 617 | |||||||||
| 26 May | 55092.90 | 401.5 | -88.5 (-18.06%) | 15.86 | 742 | 219 | 371 | |||||||||
| 25 May | 55293.65 | 517.05 | 251.85 (94.97%) | 16.68 | 309 | 57 | 148 | |||||||||
| 22 May | 54055.35 | 276.2 | 68.5 (32.98%) | 16.67 | 62 | 13 | 91 | |||||||||
| 21 May | 53439.40 | 205.7 | -23.85 (-10.39%) | 17.35 | 34 | 5 | 79 | |||||||||
| 20 May | 53562.20 | 237.55 | 4 (1.71%) | 17.5 | 94 | 11 | 74 | |||||||||
| 19 May | 53409.15 | 240.4 | -39.6 (-14.14%) | 17.88 | 40 | -12 | 62 | |||||||||
| 18 May | 53537.00 | 280.15 | -55.85 (-16.62%) | 18.07 | 73 | -5 | 74 | |||||||||
| 15 May | 53710.35 | 342.8 | -67.65 (-16.48%) | 18.08 | 80 | 26 | 75 | |||||||||
| 14 May | 54128.95 | 435.2 | 74.6 (20.69%) | 17.98 | 89 | 3 | 52 | |||||||||
| 13 May | 53456.15 | 358.45 | -16.95 (-4.52%) | 18.77 | 62 | 7 | 49 | |||||||||
| 12 May | 53555.20 | 375.4 | -169.95 (-31.16%) | 0 | 16 | -6 | 42 | |||||||||
| 11 May | 54439.90 | 543.75 | -266.25 (-32.87%) | 0 | 19 | 2 | 48 | |||||||||
| 8 May | 55310.55 | 810 | -209.25 (-20.53%) | 16.97 | 8 | 2 | 48 | |||||||||
| 7 May | 56047.40 | 1021.55 | 7.4 (0.73%) | 16.47 | 7 | 3 | 45 | |||||||||
| 6 May | 55981.05 | 1030.95 | 438.6 (74.04%) | 16.47 | 32 | 15 | 43 | |||||||||
| 5 May | 54547.05 | 592.35 | -127.3 (-17.69%) | 16.98 | 11 | -5 | 28 | |||||||||
| 4 May | 54878.50 | 710.65 | -420.35 (-37.17%) | 17.1 | 18 | -6 | 35 | |||||||||
| 30 Apr | 54863.35 | 1131 | 0 (0.00%) | 16.53 | 0 | 0 | 41 | |||||||||
| 29 Apr | 55403.60 | 1131 | 181 (19.05%) | 16.53 | 20 | 16 | 41 | |||||||||
| 28 Apr | 55400.35 | 950 | -456.2 (-32.44%) | 17.33 | 8 | 2 | 25 | |||||||||
| 27 Apr | 56264.30 | 1409.5 | 3.3 (0.23%) | 18.31 | 0 | 0 | 23 | |||||||||
| 24 Apr | 56089.75 | 1409.5 | -91.8 (-6.11%) | 18.31 | 17 | 15 | 21 | |||||||||
| 23 Apr | 56305.00 | 1501.3 | -531.7 (-26.15%) | 18.15 | 1 | 0 | 6 | |||||||||
| 22 Apr | 57124.45 | 2033 | 362.35 (21.69%) | 18.04 | 2 | 1 | 5 | |||||||||
| 21 Apr | 57371.45 | 1670.65 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 20 Apr | 56582.35 | 1670.65 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 17 Apr | 56565.70 | 1670.65 | 1350.25 (421.43%) | 17.03 | 4 | 3 | 3 | |||||||||
| 16 Apr | 56086.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 56301.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 55605.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 55912.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 54821.70 | 0 | 0 (0.00%) | 1.01 | 0 | 0 | 0 | |||||||||
| 8 Apr | 55703.90 | 320.4 | 0 (0.00%) | 0.33 | 0 | 0 | 0 | |||||||||
| 7 Apr | 52716.25 | 320.4 | 0 (0.00%) | 2.89 | 0 | 0 | 0 | |||||||||
| 6 Apr | 52609.10 | 0 | 0 (0.00%) | 3.03 | 0 | 0 | 0 | |||||||||
| 2 Apr | 51548.75 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 57400 expiring on 30JUN2026
Delta for 57400 CE is 0.8
Historical price for 57400 CE is as follows
On 24 Jun BANKNIFTY was trading at 58150.35. The strike last trading price was 904.8, which was 517.85 higher than the previous day. The implied volatity was 12.5, the open interest changed by -3820 which decreased total open position to 4692
On 23 Jun BANKNIFTY was trading at 57183.75. The strike last trading price was 349.5, which was -471.5 lower than the previous day. The implied volatity was 14.12, the open interest changed by 5686 which increased total open position to 8529
On 22 Jun BANKNIFTY was trading at 57935.60. The strike last trading price was 794.75, which was 25.7 higher than the previous day. The implied volatity was 13.25, the open interest changed by -157 which decreased total open position to 2841
On 19 Jun BANKNIFTY was trading at 57685.75. The strike last trading price was 740.2, which was -139.85 lower than the previous day. The implied volatity was 12.6, the open interest changed by -489 which decreased total open position to 2998
On 18 Jun BANKNIFTY was trading at 57963.80. The strike last trading price was 903, which was 172.2 higher than the previous day. The implied volatity was 11.05, the open interest changed by -3306 which decreased total open position to 4088
On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 720.15, which was 84.3 higher than the previous day. The implied volatity was 12.86, the open interest changed by 111 which increased total open position to 7504
On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 643.3, which was -49.6 lower than the previous day. The implied volatity was 13.88, the open interest changed by 28 which increased total open position to 7559
On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 673.4, which was 79.95 higher than the previous day. The implied volatity was 15.56, the open interest changed by 6338 which increased total open position to 7649
On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 626.4, which was 420.6 higher than the previous day. The implied volatity was 16.29, the open interest changed by 92 which increased total open position to 1323
On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 212.4, which was 5 higher than the previous day. The implied volatity was 16.92, the open interest changed by 262 which increased total open position to 1232
On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 208.15, which was -52.35 lower than the previous day. The implied volatity was 16.95, the open interest changed by 87 which increased total open position to 969
On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 275.1, which was 123.7 higher than the previous day. The implied volatity was 17.48, the open interest changed by 13 which increased total open position to 882
On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 143.9, which was -67.25 lower than the previous day. The implied volatity was 19.2, the open interest changed by 22 which increased total open position to 877
On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 210.3, which was -0.65 lower than the previous day. The implied volatity was 17.75, the open interest changed by 61 which increased total open position to 855
On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 215.55, which was 2.1 higher than the previous day. The implied volatity was 18.38, the open interest changed by -11 which decreased total open position to 795
On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 208, which was 62.35 higher than the previous day. The implied volatity was 18.29, the open interest changed by 17 which increased total open position to 812
On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 142.7, which was 1.2 higher than the previous day. The implied volatity was 17.55, the open interest changed by 34 which increased total open position to 803
On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 142.2, which was -105.1 lower than the previous day. The implied volatity was 17.79, the open interest changed by 45 which increased total open position to 768
On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 258, which was -62 lower than the previous day. The implied volatity was 17.35, the open interest changed by 111 which increased total open position to 727
On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 316.7, which was -74.85 lower than the previous day. The implied volatity was 15.85, the open interest changed by 250 which increased total open position to 617
On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 401.5, which was -88.5 lower than the previous day. The implied volatity was 15.86, the open interest changed by 219 which increased total open position to 371
On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 517.05, which was 251.85 higher than the previous day. The implied volatity was 16.68, the open interest changed by 57 which increased total open position to 148
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 276.2, which was 68.5 higher than the previous day. The implied volatity was 16.67, the open interest changed by 13 which increased total open position to 91
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 205.7, which was -23.85 lower than the previous day. The implied volatity was 17.35, the open interest changed by 5 which increased total open position to 79
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 237.55, which was 4 higher than the previous day. The implied volatity was 17.5, the open interest changed by 11 which increased total open position to 74
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 240.4, which was -39.6 lower than the previous day. The implied volatity was 17.88, the open interest changed by -12 which decreased total open position to 62
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 280.15, which was -55.85 lower than the previous day. The implied volatity was 18.07, the open interest changed by -5 which decreased total open position to 74
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 342.8, which was -67.65 lower than the previous day. The implied volatity was 18.08, the open interest changed by 26 which increased total open position to 75
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 435.2, which was 74.6 higher than the previous day. The implied volatity was 17.98, the open interest changed by 3 which increased total open position to 52
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 358.45, which was -16.95 lower than the previous day. The implied volatity was 18.77, the open interest changed by 7 which increased total open position to 49
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 375.4, which was -169.95 lower than the previous day. The implied volatity was 0, the open interest changed by -6 which decreased total open position to 42
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 543.75, which was -266.25 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 48
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 810, which was -209.25 lower than the previous day. The implied volatity was 16.97, the open interest changed by 2 which increased total open position to 48
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 1021.55, which was 7.4 higher than the previous day. The implied volatity was 16.47, the open interest changed by 3 which increased total open position to 45
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 1030.95, which was 438.6 higher than the previous day. The implied volatity was 16.47, the open interest changed by 15 which increased total open position to 43
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 592.35, which was -127.3 lower than the previous day. The implied volatity was 16.98, the open interest changed by -5 which decreased total open position to 28
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 710.65, which was -420.35 lower than the previous day. The implied volatity was 17.1, the open interest changed by -6 which decreased total open position to 35
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 1131, which was 0 lower than the previous day. The implied volatity was 16.53, the open interest changed by 0 which decreased total open position to 41
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 1131, which was 181 higher than the previous day. The implied volatity was 16.53, the open interest changed by 16 which increased total open position to 41
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 950, which was -456.2 lower than the previous day. The implied volatity was 17.33, the open interest changed by 2 which increased total open position to 25
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 1409.5, which was 3.3 higher than the previous day. The implied volatity was 18.31, the open interest changed by 0 which decreased total open position to 23
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 1409.5, which was -91.8 lower than the previous day. The implied volatity was 18.31, the open interest changed by 15 which increased total open position to 21
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1501.3, which was -531.7 lower than the previous day. The implied volatity was 18.15, the open interest changed by 0 which decreased total open position to 6
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 2033, which was 362.35 higher than the previous day. The implied volatity was 18.04, the open interest changed by 1 which increased total open position to 5
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 1670.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1670.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1670.65, which was 1350.25 higher than the previous day. The implied volatity was 17.03, the open interest changed by 3 which increased total open position to 3
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 0, 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 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 0, 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 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 0, 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 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 0, 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 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.01, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 320.4, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 320.4, 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 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 0, 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 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 0, 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 30-Jun-2026 (6d) 57400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.22
Theta: -17.41
Gamma: 0.00027
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 58150.35 | 122.95 | -382.05 (-75.65%) | 13.6 | 92,334 | 2,285 | 8,752 |
| 23 Jun | 57183.75 | 581 | 378.55 (186.98%) | 14.06 | 86,899 | 1,197 | 6,516 |
| 22 Jun | 57935.60 | 208.45 | -120.65 (-36.66%) | 12.54 | 15,181 | 783 | 5,356 |
| 19 Jun | 57685.75 | 320.35 | 8.05 (2.58%) | 12.33 | 31,672 | 249 | 4,575 |
| 18 Jun | 57963.80 | 281.05 | -258.85 (-47.94%) | 13.34 | 21,207 | -1,432 | 4,363 |
| 17 Jun | 57585.05 | 543.65 | -177.6 (-24.62%) | 15.35 | 39,694 | 1,246 | 5,803 |
| 16 Jun | 57297.15 | 703.9 | -120.25 (-14.59%) | 15.91 | 22,157 | 391 | 4,567 |
| 15 Jun | 57198.80 | 845 | -292.9 (-25.74%) | 16.81 | 54,214 | 4,117 | 4,227 |
| 12 Jun | 56814.80 | 1111.75 | -1063.65 (-48.89%) | 17 | 148 | 88 | 112 |
| 11 Jun | 55176.75 | 2175.4 | 2175.4 (-7.34%) | 19.87 | 3 | 0 | 24 |
| 10 Jun | 55100.30 | 2175.4 | -172.4 (-7.34%) | 19.87 | 3 | 0 | 24 |
| 9 Jun | 55194.50 | 2347.8 | -414.85 (-15.02%) | 18.3 | 5 | -1 | 24 |
| 8 Jun | 54063.75 | 2762.65 | 2762.65 | - | 3 | 0 | 25 |
| 5 Jun | 54496.25 | 2762.65 | -735.3 (-21.02%) | 14.29 | 3 | 0 | 25 |
| 4 Jun | 54307.85 | 3497.95 | 3497.95 | - | 1 | 0 | 25 |
| 3 Jun | 54185.95 | 3497.95 | 3497.95 | - | 1 | 0 | 25 |
| 2 Jun | 53714.65 | 3497.95 | 3497.95 (29.56%) | 17.9 | 1 | 0 | 25 |
| 1 Jun | 53643.10 | 3497.95 | 798.15 (29.56%) | 17.9 | 1 | 0 | 25 |
| 29 May | 54239.20 | 2699.8 | 207.1 (8.31%) | 14.26 | 9 | 0 | 33 |
| 27 May | 54853.85 | 2441 | 47.45 (1.98%) | 13.45 | 4 | -1 | 34 |
| 26 May | 55092.90 | 2393.55 | -31.45 (-1.30%) | 15.19 | 24 | 13 | 36 |
| 25 May | 55293.65 | 2425 | -675 (-21.77%) | 16.11 | 34 | 0 | 14 |
| 22 May | 54055.35 | 3100 | -800 (-20.51%) | 15 | 11 | 1 | 14 |
| 21 May | 53439.40 | 3900 | 1893.1 (94.33%) | 17.96 | 2 | 1 | 13 |
| 20 May | 53562.20 | 2006.9 | 2006.9 | - | 1 | 0 | 12 |
| 19 May | 53409.15 | 2006.9 | 2006.9 | - | 1 | 0 | 12 |
| 18 May | 53537.00 | 2006.9 | 2006.9 (0.00%) | - | 1 | 0 | 12 |
| 15 May | 53710.35 | 2006.9 | 0 (0.00%) | - | 0 | 0 | 12 |
| 14 May | 54128.95 | 2006.9 | 0 (0.00%) | 0 | 0 | 0 | 12 |
| 13 May | 53456.15 | 2006.9 | 0 (0.00%) | 0 | 0 | 0 | 12 |
| 12 May | 53555.20 | 2006.9 | 0 (0.00%) | 0 | 0 | 0 | 12 |
| 11 May | 54439.90 | 2006.9 | 0 (0.00%) | 0 | 0 | 0 | 12 |
| 8 May | 55310.55 | 2006.9 | 2006.9 | - | 0 | 0 | 12 |
| 7 May | 56047.40 | 2006.9 | 2006.9 | - | 0 | 0 | 12 |
| 6 May | 55981.05 | 2006.9 | 2006.9 | - | 0 | 0 | 12 |
| 5 May | 54547.05 | 2006.9 | 2006.9 | - | 0 | 0 | 12 |
| 4 May | 54878.50 | 2006.9 | 2006.9 | - | 0 | 0 | 12 |
| 30 Apr | 54863.35 | 2006.9 | 2006.9 | - | 0 | 0 | 12 |
| 29 Apr | 55403.60 | 2006.9 | 2006.9 (2.79%) | 16.96 | 0 | 0 | 12 |
| 28 Apr | 55400.35 | 2006.9 | 54.55 (2.79%) | 16.96 | 1 | 0 | 12 |
| 27 Apr | 56264.30 | 1952.35 | -130.05 (-6.25%) | 17.91 | 1 | 0 | 12 |
| 24 Apr | 56089.75 | 2082.4 | 270.2 (14.91%) | 17.9 | 2 | 0 | 14 |
| 23 Apr | 56305.00 | 1812.2 | 216.95 (13.60%) | 18.25 | 2 | 1 | 14 |
| 22 Apr | 57124.45 | 1595.25 | 13.9 (0.88%) | 18.14 | 6 | 0 | 12 |
| 21 Apr | 57371.45 | 1581.35 | -4835.5 (-75.36%) | 18.46 | 12 | 9 | 9 |
| 20 Apr | 56582.35 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 56565.70 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 56086.40 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 56301.95 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 55605.05 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 55912.75 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 54821.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 55703.90 | 6416.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 52716.25 | 6416.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 52609.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 51548.75 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Nifty Bank - strike price 57400 expiring on 30JUN2026
Delta for 57400 PE is -0.21
Historical price for 57400 PE is as follows
On 24 Jun BANKNIFTY was trading at 58150.35. The strike last trading price was 122.95, which was -382.05 lower than the previous day. The implied volatity was 13.6, the open interest changed by 2285 which increased total open position to 8752
On 23 Jun BANKNIFTY was trading at 57183.75. The strike last trading price was 581, which was 378.55 higher than the previous day. The implied volatity was 14.06, the open interest changed by 1197 which increased total open position to 6516
On 22 Jun BANKNIFTY was trading at 57935.60. The strike last trading price was 208.45, which was -120.65 lower than the previous day. The implied volatity was 12.54, the open interest changed by 783 which increased total open position to 5356
On 19 Jun BANKNIFTY was trading at 57685.75. The strike last trading price was 320.35, which was 8.05 higher than the previous day. The implied volatity was 12.33, the open interest changed by 249 which increased total open position to 4575
On 18 Jun BANKNIFTY was trading at 57963.80. The strike last trading price was 281.05, which was -258.85 lower than the previous day. The implied volatity was 13.34, the open interest changed by -1432 which decreased total open position to 4363
On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 543.65, which was -177.6 lower than the previous day. The implied volatity was 15.35, the open interest changed by 1246 which increased total open position to 5803
On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 703.9, which was -120.25 lower than the previous day. The implied volatity was 15.91, the open interest changed by 391 which increased total open position to 4567
On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 845, which was -292.9 lower than the previous day. The implied volatity was 16.81, the open interest changed by 4117 which increased total open position to 4227
On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 1111.75, which was -1063.65 lower than the previous day. The implied volatity was 17, the open interest changed by 88 which increased total open position to 112
On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 2175.4, which was 2175.4 higher than the previous day. The implied volatity was 19.87, the open interest changed by 0 which decreased total open position to 24
On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 2175.4, which was -172.4 lower than the previous day. The implied volatity was 19.87, the open interest changed by 0 which decreased total open position to 24
On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 2347.8, which was -414.85 lower than the previous day. The implied volatity was 18.3, the open interest changed by -1 which decreased total open position to 24
On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 2762.65, which was 2762.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 2762.65, which was -735.3 lower than the previous day. The implied volatity was 14.29, the open interest changed by 0 which decreased total open position to 25
On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 3497.95, which was 3497.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 3497.95, which was 3497.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 3497.95, which was 3497.95 higher than the previous day. The implied volatity was 17.9, the open interest changed by 0 which decreased total open position to 25
On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 3497.95, which was 798.15 higher than the previous day. The implied volatity was 17.9, the open interest changed by 0 which decreased total open position to 25
On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 2699.8, which was 207.1 higher than the previous day. The implied volatity was 14.26, the open interest changed by 0 which decreased total open position to 33
On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 2441, which was 47.45 higher than the previous day. The implied volatity was 13.45, the open interest changed by -1 which decreased total open position to 34
On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 2393.55, which was -31.45 lower than the previous day. The implied volatity was 15.19, the open interest changed by 13 which increased total open position to 36
On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 2425, which was -675 lower than the previous day. The implied volatity was 16.11, the open interest changed by 0 which decreased total open position to 14
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 3100, which was -800 lower than the previous day. The implied volatity was 15, the open interest changed by 1 which increased total open position to 14
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 3900, which was 1893.1 higher than the previous day. The implied volatity was 17.96, the open interest changed by 1 which increased total open position to 13
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 2006.9, which was 2006.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 2006.9, which was 2006.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 2006.9, which was 2006.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 2006.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 2006.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 12
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 2006.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 12
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 2006.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 12
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 2006.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 12
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 2006.9, which was 2006.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 2006.9, which was 2006.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 2006.9, which was 2006.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 2006.9, which was 2006.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 2006.9, which was 2006.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 2006.9, which was 2006.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 2006.9, which was 2006.9 higher than the previous day. The implied volatity was 16.96, the open interest changed by 0 which decreased total open position to 12
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 2006.9, which was 54.55 higher than the previous day. The implied volatity was 16.96, the open interest changed by 0 which decreased total open position to 12
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 1952.35, which was -130.05 lower than the previous day. The implied volatity was 17.91, the open interest changed by 0 which decreased total open position to 12
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 2082.4, which was 270.2 higher than the previous day. The implied volatity was 17.9, the open interest changed by 0 which decreased total open position to 14
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1812.2, which was 216.95 higher than the previous day. The implied volatity was 18.25, the open interest changed by 1 which increased total open position to 14
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1595.25, which was 13.9 higher than the previous day. The implied volatity was 18.14, the open interest changed by 0 which decreased total open position to 12
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 1581.35, which was -4835.5 lower than the previous day. The implied volatity was 18.46, the open interest changed by 9 which increased total open position to 9
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 0, 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 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 0, 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 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 0, 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 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 0, 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 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 0, 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 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 0, 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 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 0, 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 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 6416.85, 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 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 6416.85, 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 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 0, 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 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 0, 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
