BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:34 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 57500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.11
Theta: -26.71
Gamma: 0.00015
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55908.35 | 61 | -63.5 | 19.78 | 95,973 | 1,735 | 23,075 | |||||||||
| 23 Apr | 56305.00 | 119.1 | -316.6 | 17.97 | 97,654 | 979 | 21,345 | |||||||||
| 22 Apr | 57124.45 | 424.5 | -174.14999999999998 | 19.09 | 1,71,311 | 5,480 | 20,654 | |||||||||
| 21 Apr | 57371.45 | 598 | 202.45 | 19.77 | 1,19,551 | 1,955 | 15,422 | |||||||||
| 20 Apr | 56582.35 | 366.5 | -43.69999999999999 | 21.02 | 87,709 | 2,377 | 13,709 | |||||||||
| 17 Apr | 56565.70 | 416.2 | 90.59999999999997 | 18.78 | 39,126 | -568 | 11,346 | |||||||||
| 16 Apr | 56086.40 | 315.15 | -95.45000000000005 | 19.9 | 41,874 | 414 | 11,920 | |||||||||
| 15 Apr | 56301.95 | 402.65 | 72.75 | 19.62 | 47,487 | -343 | 11,575 | |||||||||
| 13 Apr | 55605.05 | 323.55 | -34.75 | 20.96 | 39,844 | 525 | 11,902 | |||||||||
| 10 Apr | 55912.75 | 367.75 | 135.05 | 17.82 | 42,655 | 1,592 | 11,434 | |||||||||
| 9 Apr | 54821.70 | 226.25 | -141.35000000000002 | 20 | 37,521 | -533 | 9,842 | |||||||||
| 8 Apr | 55703.90 | 389.15 | 299.8 | 17.72 | 65,227 | 3,974 | 10,487 | |||||||||
| 7 Apr | 52716.25 | 87 | -20.6 | 22.57 | 11,308 | -104 | 7,110 | |||||||||
| 6 Apr | 52609.10 | 110 | 22.2 | 23.76 | 14,526 | 1,695 | 7,129 | |||||||||
| 2 Apr | 51548.75 | 80.3 | -7.75 | 23.84 | 16,026 | -492 | 5,485 | |||||||||
| 1 Apr | 51448.65 | 86 | 1.65 | 23.84 | 13,354 | 909 | 5,975 | |||||||||
| 30 Mar | 50275.35 | 82.7 | -104.75 | 26.69 | 7,552 | -28 | 5,139 | |||||||||
| 27 Mar | 52274.60 | 188.5 | -158.7 | 23 | 5,955 | 620 | 5,190 | |||||||||
| 25 Mar | 53708.10 | 360.95 | 89.85 | 21.51 | 6,313 | 2,187 | 4,571 | |||||||||
| 24 Mar | 52605.65 | 279 | 48.95 | 22.98 | 2,064 | 359 | 2,395 | |||||||||
| 23 Mar | 51437.75 | 222.55 | -120.4 | 25.88 | 3,445 | 98 | 2,041 | |||||||||
| 20 Mar | 53427.05 | 337.2 | -11.5 | 20.19 | 2,214 | 19 | 1,874 | |||||||||
| 19 Mar | 53451.00 | 388.9 | -225.95 | 20.09 | 3,003 | -163 | 1,830 | |||||||||
| 18 Mar | 55326.05 | 600.05 | 23.8 | 16.23 | 1,116 | 211 | 2,008 | |||||||||
| 17 Mar | 54876.00 | 575 | -37.55 | 17.85 | 1,465 | 44 | 1,798 | |||||||||
| 16 Mar | 54413.40 | 582.95 | 62.15 | 20.1 | 1,581 | 80 | 1,757 | |||||||||
| 13 Mar | 53757.85 | 520 | -313.45 | 20.35 | 2,129 | 152 | 1,728 | |||||||||
| 12 Mar | 55100.95 | 858.3 | -205.9 | 19.21 | 1,606 | 527 | 1,555 | |||||||||
| 11 Mar | 55735.75 | 1016.35 | -579.4 | 18.38 | 1,891 | 331 | 1,031 | |||||||||
| 10 Mar | 56950.80 | 1602.3 | 236.9 | 17.66 | 1,172 | 391 | 699 | |||||||||
| 9 Mar | 56019.80 | 1370.4 | -708 | 20.49 | 709 | 209 | 307 | |||||||||
| 6 Mar | 57783.25 | 2040 | -881.55 | 16.27 | 87 | 42 | 97 | |||||||||
| 5 Mar | 59055.85 | 2921.55 | 140.85 | 16.76 | 2 | 1 | 55 | |||||||||
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| 4 Mar | 58755.25 | 2791.95 | -548.05 | 16.56 | 72 | 44 | 50 | |||||||||
| 2 Mar | 59839.65 | 3340 | -1230 | 10.15 | 2 | 1 | 6 | |||||||||
| 27 Feb | 60529.00 | 4570 | 28.2 | - | 0 | 0 | 5 | |||||||||
| 26 Feb | 61187.70 | 4570 | 28.2 | - | 0 | 0 | 5 | |||||||||
| 25 Feb | 61043.35 | 4570 | 28.2 | - | 0 | 0 | 5 | |||||||||
| 24 Feb | 61047.30 | 4570 | 28.2 | - | 0 | 0 | 5 | |||||||||
| 23 Feb | 61264.25 | 4570 | 28.2 | 8.71 | 1 | 0 | 4 | |||||||||
| 20 Feb | 61172.00 | 4541.8 | 1170.6 | - | 0 | 0 | 4 | |||||||||
| 19 Feb | 60739.55 | 4541.8 | 1170.6 | - | 0 | 0 | 4 | |||||||||
| 18 Feb | 61550.80 | 4541.8 | 1170.6 | - | 6 | 3 | 3 | |||||||||
| 17 Feb | 61174.00 | 3371.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 3371.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 60186.65 | 3371.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 60739.75 | 3371.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 3371.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 3371.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 3371.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 3371.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 3371.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 3371.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 3371.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 3371.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 3371.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 3371.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 3371.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 57500 expiring on 28APR2026
Delta for 57500 CE is 0.11
Historical price for 57500 CE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 61, which was -63.5 lower than the previous day. The implied volatity was 19.78, the open interest changed by 1735 which increased total open position to 23075
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 119.1, which was -316.6 lower than the previous day. The implied volatity was 17.97, the open interest changed by 979 which increased total open position to 21345
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 424.5, which was -174.14999999999998 lower than the previous day. The implied volatity was 19.09, the open interest changed by 5480 which increased total open position to 20654
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 598, which was 202.45 higher than the previous day. The implied volatity was 19.77, the open interest changed by 1955 which increased total open position to 15422
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 366.5, which was -43.69999999999999 lower than the previous day. The implied volatity was 21.02, the open interest changed by 2377 which increased total open position to 13709
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 416.2, which was 90.59999999999997 higher than the previous day. The implied volatity was 18.78, the open interest changed by -568 which decreased total open position to 11346
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 315.15, which was -95.45000000000005 lower than the previous day. The implied volatity was 19.9, the open interest changed by 414 which increased total open position to 11920
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 402.65, which was 72.75 higher than the previous day. The implied volatity was 19.62, the open interest changed by -343 which decreased total open position to 11575
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 323.55, which was -34.75 lower than the previous day. The implied volatity was 20.96, the open interest changed by 525 which increased total open position to 11902
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 367.75, which was 135.05 higher than the previous day. The implied volatity was 17.82, the open interest changed by 1592 which increased total open position to 11434
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 226.25, which was -141.35000000000002 lower than the previous day. The implied volatity was 20, the open interest changed by -533 which decreased total open position to 9842
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 389.15, which was 299.8 higher than the previous day. The implied volatity was 17.72, the open interest changed by 3974 which increased total open position to 10487
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 87, which was -20.6 lower than the previous day. The implied volatity was 22.57, the open interest changed by -104 which decreased total open position to 7110
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 110, which was 22.2 higher than the previous day. The implied volatity was 23.76, the open interest changed by 1695 which increased total open position to 7129
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 80.3, which was -7.75 lower than the previous day. The implied volatity was 23.84, the open interest changed by -492 which decreased total open position to 5485
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 86, which was 1.65 higher than the previous day. The implied volatity was 23.84, the open interest changed by 909 which increased total open position to 5975
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 82.7, which was -104.75 lower than the previous day. The implied volatity was 26.69, the open interest changed by -28 which decreased total open position to 5139
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 188.5, which was -158.7 lower than the previous day. The implied volatity was 23, the open interest changed by 620 which increased total open position to 5190
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 360.95, which was 89.85 higher than the previous day. The implied volatity was 21.51, the open interest changed by 2187 which increased total open position to 4571
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 279, which was 48.95 higher than the previous day. The implied volatity was 22.98, the open interest changed by 359 which increased total open position to 2395
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 222.55, which was -120.4 lower than the previous day. The implied volatity was 25.88, the open interest changed by 98 which increased total open position to 2041
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 337.2, which was -11.5 lower than the previous day. The implied volatity was 20.19, the open interest changed by 19 which increased total open position to 1874
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 388.9, which was -225.95 lower than the previous day. The implied volatity was 20.09, the open interest changed by -163 which decreased total open position to 1830
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 600.05, which was 23.8 higher than the previous day. The implied volatity was 16.23, the open interest changed by 211 which increased total open position to 2008
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 575, which was -37.55 lower than the previous day. The implied volatity was 17.85, the open interest changed by 44 which increased total open position to 1798
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 582.95, which was 62.15 higher than the previous day. The implied volatity was 20.1, the open interest changed by 80 which increased total open position to 1757
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 520, which was -313.45 lower than the previous day. The implied volatity was 20.35, the open interest changed by 152 which increased total open position to 1728
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 858.3, which was -205.9 lower than the previous day. The implied volatity was 19.21, the open interest changed by 527 which increased total open position to 1555
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1016.35, which was -579.4 lower than the previous day. The implied volatity was 18.38, the open interest changed by 331 which increased total open position to 1031
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1602.3, which was 236.9 higher than the previous day. The implied volatity was 17.66, the open interest changed by 391 which increased total open position to 699
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1370.4, which was -708 lower than the previous day. The implied volatity was 20.49, the open interest changed by 209 which increased total open position to 307
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 2040, which was -881.55 lower than the previous day. The implied volatity was 16.27, the open interest changed by 42 which increased total open position to 97
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 2921.55, which was 140.85 higher than the previous day. The implied volatity was 16.76, the open interest changed by 1 which increased total open position to 55
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 2791.95, which was -548.05 lower than the previous day. The implied volatity was 16.56, the open interest changed by 44 which increased total open position to 50
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 3340, which was -1230 lower than the previous day. The implied volatity was 10.15, the open interest changed by 1 which increased total open position to 6
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 4570, which was 28.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 4570, which was 28.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 4570, which was 28.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 4570, which was 28.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 4570, which was 28.2 higher than the previous day. The implied volatity was 8.71, the open interest changed by 0 which decreased total open position to 4
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 4541.8, which was 1170.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 4541.8, which was 1170.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 4541.8, which was 1170.6 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 3371.2, 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 3371.2, 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 3371.2, 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 3371.2, 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 3371.2, 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 3371.2, 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 3371.2, 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 3371.2, 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 3371.2, 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 3371.2, 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 3371.2, 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 3371.2, 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 3371.2, 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 3371.2, 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 3371.2, 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) 57500 PE | |||||||
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Delta: -0.94
Vega: 0.07
Theta: -4.89
Gamma: 0.00012
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55908.35 | 1567.2 | 296.04999999999995 | 15.64 | 1,789 | -345 | 6,423 |
| 23 Apr | 56305.00 | 1277.65 | 483.20000000000005 | 18.6 | 13,412 | -2,313 | 6,780 |
| 22 Apr | 57124.45 | 787.2 | 56.30000000000007 | 20.08 | 86,012 | -667 | 9,233 |
| 21 Apr | 57371.45 | 728.3 | -556.9000000000001 | 21.04 | 37,124 | 5,230 | 9,952 |
| 20 Apr | 56582.35 | 1338 | 84 | 24.06 | 12,145 | 405 | 4,755 |
| 17 Apr | 56565.70 | 1237.45 | -419.75 | 18.99 | 1,591 | -108 | 4,374 |
| 16 Apr | 56086.40 | 1676.85 | 174.44999999999982 | 19.73 | 4,992 | 94 | 4,498 |
| 15 Apr | 56301.95 | 1533.3 | -552.8500000000001 | 19.28 | 3,126 | 305 | 4,399 |
| 13 Apr | 55605.05 | 2101.85 | 320.04999999999995 | 20.17 | 697 | -259 | 4,095 |
| 10 Apr | 55912.75 | 1793.05 | -838.1000000000001 | 18.22 | 1,255 | 35 | 4,351 |
| 9 Apr | 54821.70 | 2647.5 | 701.25 | 16.37 | 1,816 | -233 | 4,335 |
| 8 Apr | 55703.90 | 1912.4 | -2697.85 | 19.78 | 1,676 | 58 | 4,575 |
| 7 Apr | 52716.25 | 4620.5 | -91.05 | 26.28 | 24 | -1 | 4,518 |
| 6 Apr | 52609.10 | 4572.15 | -1083.25 | 13.29 | 82 | 3 | 4,520 |
| 2 Apr | 51548.75 | 5725 | 11 | 29.49 | 66 | 0 | 4,517 |
| 1 Apr | 51448.65 | 5720.65 | -1096.1 | 27.87 | 672 | -76 | 4,526 |
| 30 Mar | 50275.35 | 6626.15 | 1612.55 | 23.49 | 914 | 154 | 4,613 |
| 27 Mar | 52274.60 | 5050 | 1378.45 | 29.13 | 353 | 32 | 4,458 |
| 25 Mar | 53708.10 | 3610.7 | -949.25 | 20.68 | 1,697 | 1,012 | 4,426 |
| 24 Mar | 52605.65 | 4532.8 | -1296.2 | 24.21 | 1,144 | 785 | 3,417 |
| 23 Mar | 51437.75 | 5830 | 2050.4 | 29.1 | 588 | 362 | 2,632 |
| 20 Mar | 53427.05 | 3830.6 | 57.65 | 21.43 | 245 | -45 | 2,268 |
| 19 Mar | 53451.00 | 3637.65 | 1382.75 | 21.02 | 113 | -20 | 2,314 |
| 18 Mar | 55326.05 | 2238.35 | -408.6 | 17.76 | 224 | 18 | 2,335 |
| 17 Mar | 54876.00 | 2651.05 | -423.9 | 18.95 | 120 | 16 | 2,318 |
| 16 Mar | 54413.40 | 3186.45 | -442.2 | 21.14 | 394 | -115 | 2,302 |
| 13 Mar | 53757.85 | 3680 | 1159.95 | 22.82 | 223 | -70 | 2,419 |
| 12 Mar | 55100.95 | 2467.8 | 293.7 | 18.92 | 850 | 227 | 2,492 |
| 11 Mar | 55735.75 | 2251.25 | 851.3 | 20.37 | 2,091 | 113 | 2,258 |
| 10 Mar | 56950.80 | 1406.7 | -755.6 | 18.46 | 911 | 78 | 2,135 |
| 9 Mar | 56019.80 | 2210.1 | 1076.05 | 22 | 1,165 | -50 | 2,115 |
| 6 Mar | 57783.25 | 1140 | 466.05 | 18.83 | 1,871 | 188 | 2,165 |
| 5 Mar | 59055.85 | 695.95 | -153.25 | 17.96 | 728 | -27 | 1,982 |
| 4 Mar | 58755.25 | 849.35 | 440.05 | 19.16 | 1,311 | 38 | 2,019 |
| 2 Mar | 59839.65 | 396.3 | 169.6 | 16.25 | 1,591 | 180 | 1,982 |
| 27 Feb | 60529.00 | 228.3 | 37 | 14.73 | 1,096 | 126 | 1,820 |
| 26 Feb | 61187.70 | 194.35 | -17.25 | 15.37 | 713 | 205 | 1,699 |
| 25 Feb | 61043.35 | 211.05 | 4.75 | 15.43 | 274 | 122 | 1,495 |
| 24 Feb | 61047.30 | 203.15 | 8.1 | 15.34 | 324 | 239 | 1,373 |
| 23 Feb | 61264.25 | 198.55 | -17.75 | 15.62 | 289 | 122 | 1,138 |
| 20 Feb | 61172.00 | 216.3 | -26.55 | 15.46 | 163 | 102 | 1,024 |
| 19 Feb | 60739.55 | 260.5 | 62.1 | 15.14 | 394 | 192 | 923 |
| 18 Feb | 61550.80 | 197.1 | -16.5 | 15.72 | 127 | 84 | 734 |
| 17 Feb | 61174.00 | 214.7 | -26.35 | 15.2 | 268 | 192 | 651 |
| 16 Feb | 60949.10 | 237.25 | -39.95 | 15.25 | 381 | 226 | 463 |
| 13 Feb | 60186.65 | 281.3 | -325.6 | 13.98 | 246 | 234 | 238 |
| 12 Feb | 60739.75 | 656.9 | -128.3 | - | 0 | 0 | 4 |
| 11 Feb | 60745.35 | 656.9 | -128.3 | - | 0 | 0 | 4 |
| 10 Feb | 60626.40 | 656.9 | -128.3 | - | 0 | 0 | 4 |
| 9 Feb | 60669.35 | 656.9 | -128.3 | - | 0 | 0 | 4 |
| 6 Feb | 60120.55 | 656.9 | -128.3 | - | 0 | 0 | 4 |
| 5 Feb | 60063.65 | 656.9 | -128.3 | - | 0 | 0 | 4 |
| 4 Feb | 60238.15 | 656.9 | -128.3 | - | 0 | 0 | 4 |
| 3 Feb | 60041.30 | 656.9 | -128.3 | - | 0 | 0 | 4 |
| 2 Feb | 58619.00 | 656.9 | -128.3 | 14.29 | 7 | 4 | 4 |
| 1 Feb | 58417.20 | 785.2 | 0 | 1.75 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 785.2 | 0 | 2.73 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 785.2 | 0 | 2.99 | 0 | 0 | 0 |
For Nifty Bank - strike price 57500 expiring on 28APR2026
Delta for 57500 PE is -0.94
Historical price for 57500 PE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 1567.2, which was 296.04999999999995 higher than the previous day. The implied volatity was 15.64, the open interest changed by -345 which decreased total open position to 6423
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1277.65, which was 483.20000000000005 higher than the previous day. The implied volatity was 18.6, the open interest changed by -2313 which decreased total open position to 6780
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 787.2, which was 56.30000000000007 higher than the previous day. The implied volatity was 20.08, the open interest changed by -667 which decreased total open position to 9233
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 728.3, which was -556.9000000000001 lower than the previous day. The implied volatity was 21.04, the open interest changed by 5230 which increased total open position to 9952
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1338, which was 84 higher than the previous day. The implied volatity was 24.06, the open interest changed by 405 which increased total open position to 4755
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1237.45, which was -419.75 lower than the previous day. The implied volatity was 18.99, the open interest changed by -108 which decreased total open position to 4374
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1676.85, which was 174.44999999999982 higher than the previous day. The implied volatity was 19.73, the open interest changed by 94 which increased total open position to 4498
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1533.3, which was -552.8500000000001 lower than the previous day. The implied volatity was 19.28, the open interest changed by 305 which increased total open position to 4399
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 2101.85, which was 320.04999999999995 higher than the previous day. The implied volatity was 20.17, the open interest changed by -259 which decreased total open position to 4095
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1793.05, which was -838.1000000000001 lower than the previous day. The implied volatity was 18.22, the open interest changed by 35 which increased total open position to 4351
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 2647.5, which was 701.25 higher than the previous day. The implied volatity was 16.37, the open interest changed by -233 which decreased total open position to 4335
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1912.4, which was -2697.85 lower than the previous day. The implied volatity was 19.78, the open interest changed by 58 which increased total open position to 4575
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 4620.5, which was -91.05 lower than the previous day. The implied volatity was 26.28, the open interest changed by -1 which decreased total open position to 4518
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 4572.15, which was -1083.25 lower than the previous day. The implied volatity was 13.29, the open interest changed by 3 which increased total open position to 4520
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 5725, which was 11 higher than the previous day. The implied volatity was 29.49, the open interest changed by 0 which decreased total open position to 4517
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 5720.65, which was -1096.1 lower than the previous day. The implied volatity was 27.87, the open interest changed by -76 which decreased total open position to 4526
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 6626.15, which was 1612.55 higher than the previous day. The implied volatity was 23.49, the open interest changed by 154 which increased total open position to 4613
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 5050, which was 1378.45 higher than the previous day. The implied volatity was 29.13, the open interest changed by 32 which increased total open position to 4458
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 3610.7, which was -949.25 lower than the previous day. The implied volatity was 20.68, the open interest changed by 1012 which increased total open position to 4426
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 4532.8, which was -1296.2 lower than the previous day. The implied volatity was 24.21, the open interest changed by 785 which increased total open position to 3417
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 5830, which was 2050.4 higher than the previous day. The implied volatity was 29.1, the open interest changed by 362 which increased total open position to 2632
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 3830.6, which was 57.65 higher than the previous day. The implied volatity was 21.43, the open interest changed by -45 which decreased total open position to 2268
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 3637.65, which was 1382.75 higher than the previous day. The implied volatity was 21.02, the open interest changed by -20 which decreased total open position to 2314
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 2238.35, which was -408.6 lower than the previous day. The implied volatity was 17.76, the open interest changed by 18 which increased total open position to 2335
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 2651.05, which was -423.9 lower than the previous day. The implied volatity was 18.95, the open interest changed by 16 which increased total open position to 2318
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 3186.45, which was -442.2 lower than the previous day. The implied volatity was 21.14, the open interest changed by -115 which decreased total open position to 2302
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 3680, which was 1159.95 higher than the previous day. The implied volatity was 22.82, the open interest changed by -70 which decreased total open position to 2419
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 2467.8, which was 293.7 higher than the previous day. The implied volatity was 18.92, the open interest changed by 227 which increased total open position to 2492
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 2251.25, which was 851.3 higher than the previous day. The implied volatity was 20.37, the open interest changed by 113 which increased total open position to 2258
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1406.7, which was -755.6 lower than the previous day. The implied volatity was 18.46, the open interest changed by 78 which increased total open position to 2135
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2210.1, which was 1076.05 higher than the previous day. The implied volatity was 22, the open interest changed by -50 which decreased total open position to 2115
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 1140, which was 466.05 higher than the previous day. The implied volatity was 18.83, the open interest changed by 188 which increased total open position to 2165
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 695.95, which was -153.25 lower than the previous day. The implied volatity was 17.96, the open interest changed by -27 which decreased total open position to 1982
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 849.35, which was 440.05 higher than the previous day. The implied volatity was 19.16, the open interest changed by 38 which increased total open position to 2019
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 396.3, which was 169.6 higher than the previous day. The implied volatity was 16.25, the open interest changed by 180 which increased total open position to 1982
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 228.3, which was 37 higher than the previous day. The implied volatity was 14.73, the open interest changed by 126 which increased total open position to 1820
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 194.35, which was -17.25 lower than the previous day. The implied volatity was 15.37, the open interest changed by 205 which increased total open position to 1699
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 211.05, which was 4.75 higher than the previous day. The implied volatity was 15.43, the open interest changed by 122 which increased total open position to 1495
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 203.15, which was 8.1 higher than the previous day. The implied volatity was 15.34, the open interest changed by 239 which increased total open position to 1373
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 198.55, which was -17.75 lower than the previous day. The implied volatity was 15.62, the open interest changed by 122 which increased total open position to 1138
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 216.3, which was -26.55 lower than the previous day. The implied volatity was 15.46, the open interest changed by 102 which increased total open position to 1024
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 260.5, which was 62.1 higher than the previous day. The implied volatity was 15.14, the open interest changed by 192 which increased total open position to 923
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 197.1, which was -16.5 lower than the previous day. The implied volatity was 15.72, the open interest changed by 84 which increased total open position to 734
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 214.7, which was -26.35 lower than the previous day. The implied volatity was 15.2, the open interest changed by 192 which increased total open position to 651
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 237.25, which was -39.95 lower than the previous day. The implied volatity was 15.25, the open interest changed by 226 which increased total open position to 463
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 281.3, which was -325.6 lower than the previous day. The implied volatity was 13.98, the open interest changed by 234 which increased total open position to 238
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 656.9, which was -128.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 656.9, which was -128.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 656.9, which was -128.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 656.9, which was -128.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 656.9, which was -128.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 656.9, which was -128.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 656.9, which was -128.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 656.9, which was -128.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 656.9, which was -128.3 lower than the previous day. The implied volatity was 14.29, the open interest changed by 4 which increased total open position to 4
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 785.2, which was 0 lower than the previous day. The implied volatity was 1.75, 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 785.2, which was 0 lower than the previous day. The implied volatity was 2.73, 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 785.2, which was 0 lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0
