BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:34 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 57600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.1
Theta: -24.9
Gamma: 0.00014
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55908.35 | 54.05 | -53.85000000000001 | 19.96 | 26,742 | -278 | 4,906 | |||||||||
| 23 Apr | 56305.00 | 102 | -291.15 | 17.89 | 28,664 | 1,139 | 5,194 | |||||||||
| 22 Apr | 57124.45 | 384.95 | -161.7 | 19.37 | 39,587 | 659 | 4,064 | |||||||||
| 21 Apr | 57371.45 | 548 | 182 | 19.1 | 22,029 | 596 | 3,444 | |||||||||
| 20 Apr | 56582.35 | 339.2 | -38.25 | 21.3 | 17,568 | -382 | 2,855 | |||||||||
| 17 Apr | 56565.70 | 381.45 | 86.30000000000001 | 18.4 | 10,687 | 993 | 3,165 | |||||||||
| 16 Apr | 56086.40 | 291.55 | -85.64999999999998 | 19.94 | 10,319 | -9 | 2,184 | |||||||||
| 15 Apr | 56301.95 | 369.9 | 66 | 19.61 | 8,191 | 541 | 2,278 | |||||||||
| 13 Apr | 55605.05 | 297.4 | -34.10000000000002 | 20.89 | 6,893 | -166 | 1,779 | |||||||||
| 10 Apr | 55912.75 | 336.8 | 121.45000000000002 | 17.72 | 8,345 | 278 | 1,944 | |||||||||
| 9 Apr | 54821.70 | 208.35 | -130.54999999999998 | 19.99 | 6,673 | 202 | 1,639 | |||||||||
| 8 Apr | 55703.90 | 363.15 | 278.15 | 17.71 | 7,905 | 980 | 1,438 | |||||||||
| 7 Apr | 52716.25 | 83 | -17.65 | 22.69 | 709 | 36 | 467 | |||||||||
| 6 Apr | 52609.10 | 103 | 19.2 | 23.81 | 1,354 | -44 | 425 | |||||||||
| 2 Apr | 51548.75 | 78.35 | -5.6 | 24.05 | 740 | 19 | 469 | |||||||||
| 1 Apr | 51448.65 | 83.75 | -3.75 | 24.02 | 1,473 | 210 | 453 | |||||||||
| 30 Mar | 50275.35 | 84.2 | -100.2 | 26.99 | 268 | 52 | 244 | |||||||||
| 27 Mar | 52274.60 | 182.5 | -150.75 | 23.13 | 214 | 22 | 192 | |||||||||
| 25 Mar | 53708.10 | 330.8 | 65.55 | 21.2 | 197 | 53 | 170 | |||||||||
| 24 Mar | 52605.65 | 255.75 | 33.45 | 22.7 | 82 | -1 | 104 | |||||||||
| 23 Mar | 51437.75 | 219.75 | -107.7 | 26.1 | 169 | 13 | 105 | |||||||||
| 20 Mar | 53427.05 | 328.95 | -7.1 | 20.36 | 226 | 48 | 98 | |||||||||
| 19 Mar | 53451.00 | 347.85 | -206.65 | 19.61 | 186 | -22 | 38 | |||||||||
| 18 Mar | 55326.05 | 555 | -8.15 | 15.98 | 62 | 10 | 59 | |||||||||
| 17 Mar | 54876.00 | 533.05 | -57.1 | 17.56 | 105 | -26 | 50 | |||||||||
| 16 Mar | 54413.40 | 590.15 | 82.7 | 20.61 | 72 | -19 | 75 | |||||||||
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| 13 Mar | 53757.85 | 492.3 | -304.7 | 20.23 | 189 | -9 | 95 | |||||||||
| 12 Mar | 55100.95 | 812.9 | -195.05 | 19.02 | 187 | -99 | 106 | |||||||||
| 11 Mar | 55735.75 | 985.05 | -568.75 | 18.45 | 375 | 128 | 207 | |||||||||
| 10 Mar | 56950.80 | 1541.3 | 228.9 | 17.53 | 67 | -1 | 75 | |||||||||
| 9 Mar | 56019.80 | 1329 | -753.55 | 20.48 | 90 | 63 | 76 | |||||||||
| 6 Mar | 57783.25 | 2040 | -502.25 | 16.96 | 5 | 2 | 12 | |||||||||
| 5 Mar | 59055.85 | 2542.25 | -161.15 | 12.34 | 1 | 0 | 9 | |||||||||
| 4 Mar | 58755.25 | 2703.4 | -681.95 | 16.47 | 4 | 0 | 5 | |||||||||
| 2 Mar | 59839.65 | 3385.35 | -982.3 | 13.11 | 3 | 0 | 2 | |||||||||
| 27 Feb | 60529.00 | 4367.65 | 1065.45 | - | 0 | 0 | 2 | |||||||||
| 26 Feb | 61187.70 | 4367.65 | 1065.45 | - | 0 | 0 | 2 | |||||||||
| 25 Feb | 61043.35 | 4367.65 | 1065.45 | - | 0 | 0 | 2 | |||||||||
| 24 Feb | 61047.30 | 4367.65 | 1065.45 | - | 0 | 0 | 2 | |||||||||
| 23 Feb | 61264.25 | 4367.65 | 1065.45 | - | 0 | 0 | 2 | |||||||||
| 20 Feb | 61172.00 | 4367.65 | 1065.45 | - | 0 | 0 | 2 | |||||||||
| 19 Feb | 60739.55 | 4367.65 | 1065.45 | - | 0 | 0 | 2 | |||||||||
| 18 Feb | 61550.80 | 4367.65 | 1065.45 | - | 2 | 0 | 0 | |||||||||
| 17 Feb | 61174.00 | 3302.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 3302.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 60186.65 | 3302.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 60739.75 | 3302.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 3302.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 3302.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 3302.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 3302.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 3302.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 3302.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 3302.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 3302.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 3302.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 3302.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 3302.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 57600 expiring on 28APR2026
Delta for 57600 CE is 0.09
Historical price for 57600 CE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 54.05, which was -53.85000000000001 lower than the previous day. The implied volatity was 19.96, the open interest changed by -278 which decreased total open position to 4906
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 102, which was -291.15 lower than the previous day. The implied volatity was 17.89, the open interest changed by 1139 which increased total open position to 5194
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 384.95, which was -161.7 lower than the previous day. The implied volatity was 19.37, the open interest changed by 659 which increased total open position to 4064
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 548, which was 182 higher than the previous day. The implied volatity was 19.1, the open interest changed by 596 which increased total open position to 3444
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 339.2, which was -38.25 lower than the previous day. The implied volatity was 21.3, the open interest changed by -382 which decreased total open position to 2855
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 381.45, which was 86.30000000000001 higher than the previous day. The implied volatity was 18.4, the open interest changed by 993 which increased total open position to 3165
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 291.55, which was -85.64999999999998 lower than the previous day. The implied volatity was 19.94, the open interest changed by -9 which decreased total open position to 2184
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 369.9, which was 66 higher than the previous day. The implied volatity was 19.61, the open interest changed by 541 which increased total open position to 2278
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 297.4, which was -34.10000000000002 lower than the previous day. The implied volatity was 20.89, the open interest changed by -166 which decreased total open position to 1779
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 336.8, which was 121.45000000000002 higher than the previous day. The implied volatity was 17.72, the open interest changed by 278 which increased total open position to 1944
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 208.35, which was -130.54999999999998 lower than the previous day. The implied volatity was 19.99, the open interest changed by 202 which increased total open position to 1639
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 363.15, which was 278.15 higher than the previous day. The implied volatity was 17.71, the open interest changed by 980 which increased total open position to 1438
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 83, which was -17.65 lower than the previous day. The implied volatity was 22.69, the open interest changed by 36 which increased total open position to 467
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 103, which was 19.2 higher than the previous day. The implied volatity was 23.81, the open interest changed by -44 which decreased total open position to 425
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 78.35, which was -5.6 lower than the previous day. The implied volatity was 24.05, the open interest changed by 19 which increased total open position to 469
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 83.75, which was -3.75 lower than the previous day. The implied volatity was 24.02, the open interest changed by 210 which increased total open position to 453
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 84.2, which was -100.2 lower than the previous day. The implied volatity was 26.99, the open interest changed by 52 which increased total open position to 244
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 182.5, which was -150.75 lower than the previous day. The implied volatity was 23.13, the open interest changed by 22 which increased total open position to 192
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 330.8, which was 65.55 higher than the previous day. The implied volatity was 21.2, the open interest changed by 53 which increased total open position to 170
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 255.75, which was 33.45 higher than the previous day. The implied volatity was 22.7, the open interest changed by -1 which decreased total open position to 104
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 219.75, which was -107.7 lower than the previous day. The implied volatity was 26.1, the open interest changed by 13 which increased total open position to 105
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 328.95, which was -7.1 lower than the previous day. The implied volatity was 20.36, the open interest changed by 48 which increased total open position to 98
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 347.85, which was -206.65 lower than the previous day. The implied volatity was 19.61, the open interest changed by -22 which decreased total open position to 38
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 555, which was -8.15 lower than the previous day. The implied volatity was 15.98, the open interest changed by 10 which increased total open position to 59
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 533.05, which was -57.1 lower than the previous day. The implied volatity was 17.56, the open interest changed by -26 which decreased total open position to 50
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 590.15, which was 82.7 higher than the previous day. The implied volatity was 20.61, the open interest changed by -19 which decreased total open position to 75
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 492.3, which was -304.7 lower than the previous day. The implied volatity was 20.23, the open interest changed by -9 which decreased total open position to 95
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 812.9, which was -195.05 lower than the previous day. The implied volatity was 19.02, the open interest changed by -99 which decreased total open position to 106
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 985.05, which was -568.75 lower than the previous day. The implied volatity was 18.45, the open interest changed by 128 which increased total open position to 207
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1541.3, which was 228.9 higher than the previous day. The implied volatity was 17.53, the open interest changed by -1 which decreased total open position to 75
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1329, which was -753.55 lower than the previous day. The implied volatity was 20.48, the open interest changed by 63 which increased total open position to 76
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 2040, which was -502.25 lower than the previous day. The implied volatity was 16.96, the open interest changed by 2 which increased total open position to 12
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 2542.25, which was -161.15 lower than the previous day. The implied volatity was 12.34, the open interest changed by 0 which decreased total open position to 9
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 2703.4, which was -681.95 lower than the previous day. The implied volatity was 16.47, the open interest changed by 0 which decreased total open position to 5
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 3385.35, which was -982.3 lower than the previous day. The implied volatity was 13.11, the open interest changed by 0 which decreased total open position to 2
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 4367.65, which was 1065.45 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 4367.65, which was 1065.45 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 4367.65, which was 1065.45 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 4367.65, which was 1065.45 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 4367.65, which was 1065.45 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 4367.65, which was 1065.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 4367.65, which was 1065.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 4367.65, which was 1065.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 3302.2, 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 3302.2, 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 3302.2, 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 3302.2, 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 3302.2, 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 3302.2, 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 3302.2, 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 3302.2, 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 3302.2, 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 3302.2, 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 3302.2, 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 3302.2, 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 3302.2, 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 3302.2, 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 3302.2, 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) 57600 PE | |||||||
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Delta: -0.95
Vega: 0.07
Theta: -4.85
Gamma: 0.00011
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55908.35 | 1674.65 | 302.10000000000014 | 16.41 | 114 | -44 | 2,733 |
| 23 Apr | 56305.00 | 1370 | 514.05 | 17.85 | 1,127 | -308 | 2,841 |
| 22 Apr | 57124.45 | 845.5 | 61 | 19.44 | 14,915 | 2,377 | 3,153 |
| 21 Apr | 57371.45 | 772.8 | -617.1000000000001 | 21.49 | 3,429 | 410 | 747 |
| 20 Apr | 56582.35 | 1400.1 | 87.64999999999986 | 23.33 | 1,270 | 268 | 400 |
| 17 Apr | 56565.70 | 1302.3 | -409.29999999999995 | 18.79 | 117 | 14 | 149 |
| 16 Apr | 56086.40 | 1752.05 | 152.89999999999986 | 19.73 | 331 | -142 | 138 |
| 15 Apr | 56301.95 | 1610 | -537.6500000000001 | 19.68 | 390 | 183 | 280 |
| 13 Apr | 55605.05 | 2147.65 | 291.4000000000001 | 20.85 | 17 | 0 | 96 |
| 10 Apr | 55912.75 | 1854.7 | -431.14999999999986 | 18.09 | 28 | -2 | 91 |
| 9 Apr | 54821.70 | 2285.85 | 292.39999999999986 | 18.19 | 55 | 20 | 86 |
| 8 Apr | 55703.90 | 2008 | -2746 | 20.31 | 11 | 8 | 63 |
| 7 Apr | 52716.25 | 4754 | -2796.9 | 28.12 | 1 | 0 | 56 |
| 6 Apr | 52609.10 | 7550.9 | 1706.85 | - | 0 | 0 | 56 |
| 2 Apr | 51548.75 | 7550.9 | 1706.85 | 71.74 | 1 | 0 | 56 |
| 1 Apr | 51448.65 | 5844.05 | -973.6 | 29.22 | 11 | -2 | 58 |
| 30 Mar | 50275.35 | 6817.65 | 1714.2 | 26.53 | 3 | 2 | 60 |
| 27 Mar | 52274.60 | 5103.45 | 1399.05 | 28.32 | 2 | 0 | 58 |
| 25 Mar | 53708.10 | 3704.4 | -987.55 | 20.93 | 17 | 4 | 59 |
| 24 Mar | 52605.65 | 4691.95 | -978.8 | 25.97 | 19 | -4 | 55 |
| 23 Mar | 51437.75 | 5670.75 | 2262.55 | 20.14 | 4 | -1 | 61 |
| 20 Mar | 53427.05 | 3408.2 | 785.95 | - | 0 | 0 | 62 |
| 19 Mar | 53451.00 | 3408.2 | 785.95 | 13.62 | 22 | -10 | 62 |
| 18 Mar | 55326.05 | 2622.25 | -87.75 | 22.39 | 49 | -1 | 72 |
| 17 Mar | 54876.00 | 2710 | -1003.1 | 18.75 | 13 | -3 | 72 |
| 16 Mar | 54413.40 | 3713.1 | 48.1 | 28.12 | 37 | -9 | 77 |
| 13 Mar | 53757.85 | 3665 | 1120.4 | 21.33 | 12 | -5 | 88 |
| 12 Mar | 55100.95 | 2544.6 | 348.65 | 19.05 | 12 | -5 | 95 |
| 11 Mar | 55735.75 | 2202 | 736.8 | 18.95 | 177 | 27 | 101 |
| 10 Mar | 56950.80 | 1465.2 | -1006.35 | 18.58 | 40 | 6 | 74 |
| 9 Mar | 56019.80 | 2471.55 | 1589.35 | 24.48 | 8 | -3 | 69 |
| 6 Mar | 57783.25 | 880.6 | 453.85 | - | 0 | 0 | 72 |
| 5 Mar | 59055.85 | 880.6 | 453.85 | - | 274 | 8 | 0 |
| 4 Mar | 58755.25 | 880.6 | 453.85 | 19.15 | 274 | 8 | 72 |
| 2 Mar | 59839.65 | 415.6 | 182.7 | 16.24 | 290 | 31 | 65 |
| 27 Feb | 60529.00 | 234.85 | 37.95 | 14.54 | 7 | 1 | 35 |
| 26 Feb | 61187.70 | 196.9 | -18.1 | 15.17 | 22 | 16 | 34 |
| 25 Feb | 61043.35 | 215 | -5 | - | 0 | 0 | 18 |
| 24 Feb | 61047.30 | 215 | -5 | 15.39 | 1 | 0 | 17 |
| 23 Feb | 61264.25 | 220 | -32.4 | 15.83 | 13 | 11 | 15 |
| 20 Feb | 61172.00 | 252.4 | -562.25 | - | 0 | 0 | 4 |
| 19 Feb | 60739.55 | 252.4 | -562.25 | - | 0 | 0 | 4 |
| 18 Feb | 61550.80 | 252.4 | -562.25 | - | 0 | 0 | 4 |
| 17 Feb | 61174.00 | 252.4 | -562.25 | - | 0 | 0 | 4 |
| 16 Feb | 60949.10 | 252.4 | -562.25 | 15.3 | 4 | 2 | 2 |
| 13 Feb | 60186.65 | 814.65 | 0 | 3.15 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 814.65 | 0 | 3.56 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 814.65 | 0 | 3.58 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 814.65 | 0 | 3.44 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 814.65 | 0 | 3.51 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 814.65 | 0 | 3.06 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 814.65 | 0 | 3.02 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 814.65 | 0 | 3.08 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 814.65 | 0 | 2.96 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 814.65 | 0 | 1.87 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 814.65 | 0 | 1.7 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 814.65 | 0 | 2.63 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 814.65 | 0 | 2.91 | 0 | 0 | 0 |
For Nifty Bank - strike price 57600 expiring on 28APR2026
Delta for 57600 PE is -0.95
Historical price for 57600 PE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 1674.65, which was 302.10000000000014 higher than the previous day. The implied volatity was 16.41, the open interest changed by -44 which decreased total open position to 2733
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1370, which was 514.05 higher than the previous day. The implied volatity was 17.85, the open interest changed by -308 which decreased total open position to 2841
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 845.5, which was 61 higher than the previous day. The implied volatity was 19.44, the open interest changed by 2377 which increased total open position to 3153
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 772.8, which was -617.1000000000001 lower than the previous day. The implied volatity was 21.49, the open interest changed by 410 which increased total open position to 747
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1400.1, which was 87.64999999999986 higher than the previous day. The implied volatity was 23.33, the open interest changed by 268 which increased total open position to 400
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1302.3, which was -409.29999999999995 lower than the previous day. The implied volatity was 18.79, the open interest changed by 14 which increased total open position to 149
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1752.05, which was 152.89999999999986 higher than the previous day. The implied volatity was 19.73, the open interest changed by -142 which decreased total open position to 138
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1610, which was -537.6500000000001 lower than the previous day. The implied volatity was 19.68, the open interest changed by 183 which increased total open position to 280
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 2147.65, which was 291.4000000000001 higher than the previous day. The implied volatity was 20.85, the open interest changed by 0 which decreased total open position to 96
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1854.7, which was -431.14999999999986 lower than the previous day. The implied volatity was 18.09, the open interest changed by -2 which decreased total open position to 91
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 2285.85, which was 292.39999999999986 higher than the previous day. The implied volatity was 18.19, the open interest changed by 20 which increased total open position to 86
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 2008, which was -2746 lower than the previous day. The implied volatity was 20.31, the open interest changed by 8 which increased total open position to 63
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 4754, which was -2796.9 lower than the previous day. The implied volatity was 28.12, the open interest changed by 0 which decreased total open position to 56
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 7550.9, which was 1706.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 7550.9, which was 1706.85 higher than the previous day. The implied volatity was 71.74, the open interest changed by 0 which decreased total open position to 56
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 5844.05, which was -973.6 lower than the previous day. The implied volatity was 29.22, the open interest changed by -2 which decreased total open position to 58
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 6817.65, which was 1714.2 higher than the previous day. The implied volatity was 26.53, the open interest changed by 2 which increased total open position to 60
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 5103.45, which was 1399.05 higher than the previous day. The implied volatity was 28.32, the open interest changed by 0 which decreased total open position to 58
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 3704.4, which was -987.55 lower than the previous day. The implied volatity was 20.93, the open interest changed by 4 which increased total open position to 59
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 4691.95, which was -978.8 lower than the previous day. The implied volatity was 25.97, the open interest changed by -4 which decreased total open position to 55
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 5670.75, which was 2262.55 higher than the previous day. The implied volatity was 20.14, the open interest changed by -1 which decreased total open position to 61
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 3408.2, which was 785.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 3408.2, which was 785.95 higher than the previous day. The implied volatity was 13.62, the open interest changed by -10 which decreased total open position to 62
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 2622.25, which was -87.75 lower than the previous day. The implied volatity was 22.39, the open interest changed by -1 which decreased total open position to 72
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 2710, which was -1003.1 lower than the previous day. The implied volatity was 18.75, the open interest changed by -3 which decreased total open position to 72
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 3713.1, which was 48.1 higher than the previous day. The implied volatity was 28.12, the open interest changed by -9 which decreased total open position to 77
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 3665, which was 1120.4 higher than the previous day. The implied volatity was 21.33, the open interest changed by -5 which decreased total open position to 88
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 2544.6, which was 348.65 higher than the previous day. The implied volatity was 19.05, the open interest changed by -5 which decreased total open position to 95
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 2202, which was 736.8 higher than the previous day. The implied volatity was 18.95, the open interest changed by 27 which increased total open position to 101
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1465.2, which was -1006.35 lower than the previous day. The implied volatity was 18.58, the open interest changed by 6 which increased total open position to 74
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2471.55, which was 1589.35 higher than the previous day. The implied volatity was 24.48, the open interest changed by -3 which decreased total open position to 69
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 880.6, which was 453.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 880.6, which was 453.85 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 880.6, which was 453.85 higher than the previous day. The implied volatity was 19.15, the open interest changed by 8 which increased total open position to 72
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 415.6, which was 182.7 higher than the previous day. The implied volatity was 16.24, the open interest changed by 31 which increased total open position to 65
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 234.85, which was 37.95 higher than the previous day. The implied volatity was 14.54, the open interest changed by 1 which increased total open position to 35
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 196.9, which was -18.1 lower than the previous day. The implied volatity was 15.17, the open interest changed by 16 which increased total open position to 34
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 215, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 215, which was -5 lower than the previous day. The implied volatity was 15.39, the open interest changed by 0 which decreased total open position to 17
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 220, which was -32.4 lower than the previous day. The implied volatity was 15.83, the open interest changed by 11 which increased total open position to 15
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 252.4, which was -562.25 lower 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 252.4, which was -562.25 lower 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 252.4, which was -562.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 252.4, which was -562.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 252.4, which was -562.25 lower than the previous day. The implied volatity was 15.3, the open interest changed by 2 which increased total open position to 2
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 814.65, which was 0 lower than the previous day. The implied volatity was 3.15, 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 814.65, which was 0 lower than the previous day. The implied volatity was 3.56, 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 814.65, which was 0 lower than the previous day. The implied volatity was 3.58, 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 814.65, which was 0 lower than the previous day. The implied volatity was 3.44, 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 814.65, which was 0 lower than the previous day. The implied volatity was 3.51, 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 814.65, which was 0 lower than the previous day. The implied volatity was 3.06, 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 814.65, which was 0 lower than the previous day. The implied volatity was 3.02, 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 814.65, which was 0 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 814.65, 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 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 814.65, which was 0 lower than the previous day. The implied volatity was 1.87, 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 814.65, which was 0 lower than the previous day. The implied volatity was 1.7, 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 814.65, which was 0 lower than the previous day. The implied volatity was 2.63, 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 814.65, which was 0 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
