Historical option data for BANKNIFTY
25 Jun 2026 01:06 PM IST
| BANKNIFTY 30-Jun-2026 (5d) 57600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.87
Vega: 0.15
Theta: -12.28
Gamma: 0.00023
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 58595.25 | 1024.15 | 280.55 (37.73%) | 13.39 | 3,696 | -1,163 | 3,320 | |||||||||
| 24 Jun | 58150.35 | 749.1 | 452.05 (152.18%) | 11.66 | 1,02,220 | -5,296 | 4,488 | |||||||||
| 23 Jun | 57183.75 | 270.1 | -408.1 (-60.17%) | 14.03 | 74,740 | 4,614 | 9,870 | |||||||||
| 22 Jun | 57935.60 | 646 | -3.75 (-0.58%) | 12.95 | 30,704 | -6,042 | 5,270 | |||||||||
| 19 Jun | 57685.75 | 621.4 | -126.2 (-16.88%) | 12.63 | 1,08,092 | 4,154 | 11,344 | |||||||||
| 18 Jun | 57963.80 | 777.5 | 154.4 (24.78%) | 11.65 | 45,943 | -4,762 | 7,268 | |||||||||
| 17 Jun | 57585.05 | 616 | 74.95 (13.85%) | 13.03 | 68,971 | 7,330 | 12,056 | |||||||||
| 16 Jun | 57297.15 | 541.4 | -56.9 (-9.51%) | 13.73 | 18,257 | 277 | 4,738 | |||||||||
| 15 Jun | 57198.80 | 588 | 74.1 (14.42%) | 15.57 | 38,127 | 2,855 | 4,525 | |||||||||
| 12 Jun | 56814.80 | 535 | 360.65 (206.85%) | 16.05 | 8,932 | 815 | 1,700 | |||||||||
| 11 Jun | 55176.75 | 181 | 4.4 (2.49%) | 17 | 5,198 | 14 | 902 | |||||||||
| 10 Jun | 55100.30 | 178.7 | -44.8 (-20.04%) | 17.01 | 4,091 | 106 | 858 | |||||||||
| 9 Jun | 55194.50 | 236.4 | 104.8 (79.64%) | 17.45 | 3,009 | -22 | 755 | |||||||||
| 8 Jun | 54063.75 | 124.95 | -55.9 (-30.91%) | 19.25 | 2,009 | -154 | 771 | |||||||||
| 5 Jun | 54496.25 | 184.65 | 0.9 (0.49%) | 17.82 | 3,829 | 111 | 895 | |||||||||
| 4 Jun | 54307.85 | 189.85 | 5.35 (2.90%) | 18.33 | 2,996 | -63 | 790 | |||||||||
| 3 Jun | 54185.95 | 180 | 54.5 (43.43%) | 18.13 | 3,246 | -50 | 860 | |||||||||
| 2 Jun | 53714.65 | 123.35 | -2.35 (-1.87%) | 17.56 | 2,361 | 166 | 920 | |||||||||
| 1 Jun | 53643.10 | 122.2 | -90.2 (-42.47%) | 17.75 | 2,399 | 213 | 756 | |||||||||
| 29 May | 54239.20 | 223.95 | -52.65 (-19.03%) | 17.27 | 3,724 | 95 | 543 | |||||||||
| 27 May | 54853.85 | 275.55 | -74.8 (-21.35%) | 15.8 | 2,537 | 172 | 456 | |||||||||
| 26 May | 55092.90 | 350.45 | -56.1 (-13.80%) | 15.79 | 577 | 128 | 281 | |||||||||
| 25 May | 55293.65 | 455.8 | 219.7 (93.05%) | 16.52 | 213 | 28 | 153 | |||||||||
| 22 May | 54055.35 | 255.75 | 75.05 (41.53%) | 16.93 | 67 | 8 | 125 | |||||||||
| 21 May | 53439.40 | 183.05 | -18.1 (-9.00%) | 17.44 | 42 | 4 | 117 | |||||||||
| 20 May | 53562.20 | 199.4 | -10.75 (-5.12%) | 17.07 | 100 | 7 | 113 | |||||||||
| 19 May | 53409.15 | 206 | -57 (-21.67%) | 17.63 | 83 | 20 | 106 | |||||||||
| 18 May | 53537.00 | 251.35 | -75.65 (-23.13%) | 18.12 | 175 | 60 | 86 | |||||||||
| 15 May | 53710.35 | 327.25 | -63.75 (-16.30%) | 17.2 | 23 | 5 | 26 | |||||||||
| 14 May | 54128.95 | 391 | 65.35 (20.07%) | 17.56 | 25 | -6 | 23 | |||||||||
| 13 May | 53456.15 | 325.7 | -20.05 (-5.80%) | 0 | 28 | 5 | 27 | |||||||||
| 12 May | 53555.20 | 345 | -155.2 (-31.03%) | 0 | 70 | -40 | 19 | |||||||||
| 11 May | 54439.90 | 498 | -197 (-28.35%) | 0 | 50 | 29 | 59 | |||||||||
| 8 May | 55310.55 | 695 | -182.9 (-20.83%) | 16.71 | 8 | -1 | 28 | |||||||||
| 7 May | 56047.40 | 877.9 | -44.2 (-4.79%) | 16.28 | 4 | 2 | 28 | |||||||||
| 6 May | 55981.05 | 918.9 | 317.4 (52.77%) | 16.41 | 22 | 4 | 26 | |||||||||
| 5 May | 54547.05 | 601.5 | -65.6 (-9.83%) | 17 | 32 | -5 | 19 | |||||||||
| 4 May | 54878.50 | 667.05 | -21.5 (-3.12%) | 17.17 | 15 | -10 | 25 | |||||||||
| 30 Apr | 54863.35 | 688.55 | -140.15 (-16.91%) | 16.86 | 7 | -2 | 33 | |||||||||
| 29 Apr | 55403.60 | 824.45 | -528.35 (-39.06%) | 16.49 | 49 | 32 | 35 | |||||||||
| 28 Apr | 55400.35 | 1352.8 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 27 Apr | 56264.30 | 1352.8 | 0 (0.00%) | 18.02 | 0 | 0 | 3 | |||||||||
| 24 Apr | 56089.75 | 1352.8 | -53.65 (-3.81%) | 18.02 | 1 | 0 | 3 | |||||||||
| 23 Apr | 56305.00 | 1406.45 | -443 (-23.95%) | 18.02 | 1 | 0 | 2 | |||||||||
| 22 Apr | 57124.45 | 1849.45 | 1550.65 (518.96%) | 18.07 | 4 | 0 | 0 | |||||||||
| 21 Apr | 57371.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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%) | 0.73 | 0 | 0 | 0 | |||||||||
| 8 Apr | 55703.90 | 298.8 | 0 (0.00%) | 0.49 | 0 | 0 | 0 | |||||||||
| 7 Apr | 52716.25 | 298.8 | 0 (0.00%) | 3.05 | 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 57600 expiring on 30JUN2026
Delta for 57600 CE is 0.87
Historical price for 57600 CE is as follows
On 25 Jun BANKNIFTY was trading at 58595.25. The strike last trading price was 1024.15, which was 280.55 higher than the previous day. The implied volatity was 13.39, the open interest changed by -1163 which decreased total open position to 3320
On 24 Jun BANKNIFTY was trading at 58150.35. The strike last trading price was 749.1, which was 452.05 higher than the previous day. The implied volatity was 11.66, the open interest changed by -5296 which decreased total open position to 4488
On 23 Jun BANKNIFTY was trading at 57183.75. The strike last trading price was 270.1, which was -408.1 lower than the previous day. The implied volatity was 14.03, the open interest changed by 4614 which increased total open position to 9870
On 22 Jun BANKNIFTY was trading at 57935.60. The strike last trading price was 646, which was -3.75 lower than the previous day. The implied volatity was 12.95, the open interest changed by -6042 which decreased total open position to 5270
On 19 Jun BANKNIFTY was trading at 57685.75. The strike last trading price was 621.4, which was -126.2 lower than the previous day. The implied volatity was 12.63, the open interest changed by 4154 which increased total open position to 11344
On 18 Jun BANKNIFTY was trading at 57963.80. The strike last trading price was 777.5, which was 154.4 higher than the previous day. The implied volatity was 11.65, the open interest changed by -4762 which decreased total open position to 7268
On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 616, which was 74.95 higher than the previous day. The implied volatity was 13.03, the open interest changed by 7330 which increased total open position to 12056
On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 541.4, which was -56.9 lower than the previous day. The implied volatity was 13.73, the open interest changed by 277 which increased total open position to 4738
On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 588, which was 74.1 higher than the previous day. The implied volatity was 15.57, the open interest changed by 2855 which increased total open position to 4525
On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 535, which was 360.65 higher than the previous day. The implied volatity was 16.05, the open interest changed by 815 which increased total open position to 1700
On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 181, which was 4.4 higher than the previous day. The implied volatity was 17, the open interest changed by 14 which increased total open position to 902
On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 178.7, which was -44.8 lower than the previous day. The implied volatity was 17.01, the open interest changed by 106 which increased total open position to 858
On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 236.4, which was 104.8 higher than the previous day. The implied volatity was 17.45, the open interest changed by -22 which decreased total open position to 755
On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 124.95, which was -55.9 lower than the previous day. The implied volatity was 19.25, the open interest changed by -154 which decreased total open position to 771
On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 184.65, which was 0.9 higher than the previous day. The implied volatity was 17.82, the open interest changed by 111 which increased total open position to 895
On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 189.85, which was 5.35 higher than the previous day. The implied volatity was 18.33, the open interest changed by -63 which decreased total open position to 790
On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 180, which was 54.5 higher than the previous day. The implied volatity was 18.13, the open interest changed by -50 which decreased total open position to 860
On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 123.35, which was -2.35 lower than the previous day. The implied volatity was 17.56, the open interest changed by 166 which increased total open position to 920
On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 122.2, which was -90.2 lower than the previous day. The implied volatity was 17.75, the open interest changed by 213 which increased total open position to 756
On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 223.95, which was -52.65 lower than the previous day. The implied volatity was 17.27, the open interest changed by 95 which increased total open position to 543
On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 275.55, which was -74.8 lower than the previous day. The implied volatity was 15.8, the open interest changed by 172 which increased total open position to 456
On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 350.45, which was -56.1 lower than the previous day. The implied volatity was 15.79, the open interest changed by 128 which increased total open position to 281
On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 455.8, which was 219.7 higher than the previous day. The implied volatity was 16.52, the open interest changed by 28 which increased total open position to 153
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 255.75, which was 75.05 higher than the previous day. The implied volatity was 16.93, the open interest changed by 8 which increased total open position to 125
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 183.05, which was -18.1 lower than the previous day. The implied volatity was 17.44, the open interest changed by 4 which increased total open position to 117
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 199.4, which was -10.75 lower than the previous day. The implied volatity was 17.07, the open interest changed by 7 which increased total open position to 113
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 206, which was -57 lower than the previous day. The implied volatity was 17.63, the open interest changed by 20 which increased total open position to 106
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 251.35, which was -75.65 lower than the previous day. The implied volatity was 18.12, the open interest changed by 60 which increased total open position to 86
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 327.25, which was -63.75 lower than the previous day. The implied volatity was 17.2, the open interest changed by 5 which increased total open position to 26
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 391, which was 65.35 higher than the previous day. The implied volatity was 17.56, the open interest changed by -6 which decreased total open position to 23
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 325.7, which was -20.05 lower than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 27
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 345, which was -155.2 lower than the previous day. The implied volatity was 0, the open interest changed by -40 which decreased total open position to 19
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 498, which was -197 lower than the previous day. The implied volatity was 0, the open interest changed by 29 which increased total open position to 59
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 695, which was -182.9 lower than the previous day. The implied volatity was 16.71, the open interest changed by -1 which decreased total open position to 28
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 877.9, which was -44.2 lower than the previous day. The implied volatity was 16.28, the open interest changed by 2 which increased total open position to 28
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 918.9, which was 317.4 higher than the previous day. The implied volatity was 16.41, the open interest changed by 4 which increased total open position to 26
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 601.5, which was -65.6 lower than the previous day. The implied volatity was 17, the open interest changed by -5 which decreased total open position to 19
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 667.05, which was -21.5 lower than the previous day. The implied volatity was 17.17, the open interest changed by -10 which decreased total open position to 25
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 688.55, which was -140.15 lower than the previous day. The implied volatity was 16.86, the open interest changed by -2 which decreased total open position to 33
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 824.45, which was -528.35 lower than the previous day. The implied volatity was 16.49, the open interest changed by 32 which increased total open position to 35
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 1352.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 1352.8, which was 0 lower than the previous day. The implied volatity was 18.02, the open interest changed by 0 which decreased total open position to 3
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 1352.8, which was -53.65 lower than the previous day. The implied volatity was 18.02, the open interest changed by 0 which decreased total open position to 3
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1406.45, which was -443 lower than the previous day. The implied volatity was 18.02, the open interest changed by 0 which decreased total open position to 2
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1849.45, which was 1550.65 higher than the previous day. The implied volatity was 18.07, the open interest changed by 0 which decreased total open position to 0
On 21 Apr BANKNIFTY was trading at 57371.45. 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 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 0.73, 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 298.8, which was 0 lower than the previous day. The implied volatity was 0.49, 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 298.8, which was 0 lower than the previous day. The implied volatity was 3.05, 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
| BANKNIFTY 30-Jun-2026 (5d) 57600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.16
Theta: -12.44
Gamma: 0.00023
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 58595.25 | 66.3 | -108.75 (-62.13%) | 13.36 | 24,984 | -2,008 | 5,691 |
| 24 Jun | 58150.35 | 163 | -460.55 (-73.86%) | 13.26 | 99,469 | 3,740 | 7,738 |
| 23 Jun | 57183.75 | 706.2 | 446.45 (171.88%) | 14.03 | 74,187 | -3,142 | 4,026 |
| 22 Jun | 57935.60 | 266.35 | -137.4 (-34.03%) | 12.17 | 40,383 | -1,219 | 7,264 |
| 19 Jun | 57685.75 | 399.35 | 20.45 (5.40%) | 12.33 | 1,16,240 | 1,671 | 8,513 |
| 18 Jun | 57963.80 | 357.75 | -270.6 (-43.07%) | 13.55 | 38,490 | -822 | 6,844 |
| 17 Jun | 57585.05 | 629.3 | -195.25 (-23.68%) | 15.36 | 49,184 | 6,092 | 7,659 |
| 16 Jun | 57297.15 | 814.2 | -118.7 (-12.72%) | 15.9 | 5,987 | 170 | 1,572 |
| 15 Jun | 57198.80 | 956 | -290.7 (-23.32%) | 16.96 | 19,674 | 1,344 | 1,426 |
| 12 Jun | 56814.80 | 1230 | -1272 (-50.84%) | 17.34 | 107 | 60 | 81 |
| 11 Jun | 55176.75 | 2502 | 0 (0.00%) | 19.79 | 6 | -1 | 20 |
| 10 Jun | 55100.30 | 2502 | 117 (4.91%) | 20.7 | 9 | 0 | 20 |
| 9 Jun | 55194.50 | 2385 | -989.45 (-29.32%) | 17.72 | 3 | -1 | 18 |
| 8 Jun | 54063.75 | 3374.45 | 3374.45 | - | 3 | 0 | 19 |
| 5 Jun | 54496.25 | 3374.45 | 3374.45 | - | 3 | 0 | 19 |
| 4 Jun | 54307.85 | 3374.45 | 3374.45 | - | 3 | 0 | 19 |
| 3 Jun | 54185.95 | 3374.45 | 3374.45 | - | 3 | 0 | 19 |
| 2 Jun | 53714.65 | 3374.45 | 3374.45 (24.98%) | 15.84 | 3 | 0 | 19 |
| 1 Jun | 53643.10 | 3374.45 | 674.45 (24.98%) | 15.84 | 3 | -3 | 19 |
| 29 May | 54239.20 | 2700 | 225 (9.09%) | 14.22 | 1 | 0 | 22 |
| 27 May | 54853.85 | 2475 | 90.75 (3.81%) | 14.13 | 3 | -2 | 23 |
| 26 May | 55092.90 | 2384.25 | -141.2 (-5.59%) | 15.23 | 5 | 3 | 24 |
| 25 May | 55293.65 | 2525.45 | -814.9 (-24.40%) | 15.07 | 1 | 0 | 21 |
| 22 May | 54055.35 | 3340.35 | -641.4 (-16.11%) | 16.17 | 9 | 5 | 20 |
| 21 May | 53439.40 | 3981.75 | 31.75 (0.80%) | 16.19 | 13 | 4 | 16 |
| 20 May | 53562.20 | 3950 | -150 (-3.66%) | 16.42 | 4 | 0 | 11 |
| 19 May | 53409.15 | 4100 | 4100 | - | 0 | 0 | 11 |
| 18 May | 53537.00 | 2053.85 | 2053.85 (99.63%) | 19.5 | 1 | 0 | 11 |
| 15 May | 53710.35 | 2053.85 | 0 (0.00%) | - | 0 | 0 | 11 |
| 14 May | 54128.95 | 2053.85 | 0 (0.00%) | 0 | 0 | 0 | 11 |
| 13 May | 53456.15 | 2053.85 | 0 (0.00%) | 0 | 0 | 0 | 11 |
| 12 May | 53555.20 | 2053.85 | 0 (0.00%) | 0 | 0 | 0 | 11 |
| 11 May | 54439.90 | 2053.85 | 0 (0.00%) | 0 | 0 | 0 | 11 |
| 8 May | 55310.55 | 2053.85 | 2053.85 | - | 0 | 0 | 11 |
| 7 May | 56047.40 | 2053.85 | 2053.85 | - | 0 | 0 | 11 |
| 6 May | 55981.05 | 2053.85 | 2053.85 | - | 0 | 0 | 11 |
| 5 May | 54547.05 | 2053.85 | 2053.85 | - | 0 | 0 | 11 |
| 4 May | 54878.50 | 2053.85 | 2053.85 | - | 0 | 0 | 11 |
| 30 Apr | 54863.35 | 2053.85 | 2053.85 | - | 0 | 0 | 11 |
| 29 Apr | 55403.60 | 2053.85 | 2053.85 | - | 0 | 0 | 11 |
| 28 Apr | 55400.35 | 2053.85 | 2053.85 (-5.77%) | 17.29 | 0 | 0 | 11 |
| 27 Apr | 56264.30 | 2053.85 | -125.65 (-5.77%) | 17.29 | 1 | 0 | 12 |
| 24 Apr | 56089.75 | 2179.5 | 61.3 (2.89%) | 17.74 | 2 | 0 | 12 |
| 23 Apr | 56305.00 | 2118.4 | 502.85 (31.13%) | 17.77 | 4 | -1 | 13 |
| 22 Apr | 57124.45 | 1615.55 | -349.3 (-17.78%) | 17.76 | 10 | 9 | 13 |
| 21 Apr | 57371.45 | 1964.85 | 0 (0.00%) | 17.76 | 0 | 0 | 4 |
| 20 Apr | 56582.35 | 1964.85 | -198.05 (-9.16%) | 17.76 | 3 | 0 | 1 |
| 17 Apr | 56565.70 | 2162.9 | 0 (0.00%) | 16.28 | 0 | 0 | 1 |
| 16 Apr | 56086.40 | 2162.9 | -4428.75 (-67.19%) | 16.28 | 1 | 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 | 6591.65 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 52716.25 | 6591.65 | 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 57600 expiring on 30JUN2026
Delta for 57600 PE is -0.14
Historical price for 57600 PE is as follows
On 25 Jun BANKNIFTY was trading at 58595.25. The strike last trading price was 66.3, which was -108.75 lower than the previous day. The implied volatity was 13.36, the open interest changed by -2008 which decreased total open position to 5691
On 24 Jun BANKNIFTY was trading at 58150.35. The strike last trading price was 163, which was -460.55 lower than the previous day. The implied volatity was 13.26, the open interest changed by 3740 which increased total open position to 7738
On 23 Jun BANKNIFTY was trading at 57183.75. The strike last trading price was 706.2, which was 446.45 higher than the previous day. The implied volatity was 14.03, the open interest changed by -3142 which decreased total open position to 4026
On 22 Jun BANKNIFTY was trading at 57935.60. The strike last trading price was 266.35, which was -137.4 lower than the previous day. The implied volatity was 12.17, the open interest changed by -1219 which decreased total open position to 7264
On 19 Jun BANKNIFTY was trading at 57685.75. The strike last trading price was 399.35, which was 20.45 higher than the previous day. The implied volatity was 12.33, the open interest changed by 1671 which increased total open position to 8513
On 18 Jun BANKNIFTY was trading at 57963.80. The strike last trading price was 357.75, which was -270.6 lower than the previous day. The implied volatity was 13.55, the open interest changed by -822 which decreased total open position to 6844
On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 629.3, which was -195.25 lower than the previous day. The implied volatity was 15.36, the open interest changed by 6092 which increased total open position to 7659
On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 814.2, which was -118.7 lower than the previous day. The implied volatity was 15.9, the open interest changed by 170 which increased total open position to 1572
On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 956, which was -290.7 lower than the previous day. The implied volatity was 16.96, the open interest changed by 1344 which increased total open position to 1426
On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 1230, which was -1272 lower than the previous day. The implied volatity was 17.34, the open interest changed by 60 which increased total open position to 81
On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 2502, which was 0 lower than the previous day. The implied volatity was 19.79, the open interest changed by -1 which decreased total open position to 20
On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 2502, which was 117 higher than the previous day. The implied volatity was 20.7, the open interest changed by 0 which decreased total open position to 20
On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 2385, which was -989.45 lower than the previous day. The implied volatity was 17.72, the open interest changed by -1 which decreased total open position to 18
On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 3374.45, which was 3374.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 3374.45, which was 3374.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 3374.45, which was 3374.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 3374.45, which was 3374.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 3374.45, which was 3374.45 higher than the previous day. The implied volatity was 15.84, the open interest changed by 0 which decreased total open position to 19
On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 3374.45, which was 674.45 higher than the previous day. The implied volatity was 15.84, the open interest changed by -3 which decreased total open position to 19
On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 2700, which was 225 higher than the previous day. The implied volatity was 14.22, the open interest changed by 0 which decreased total open position to 22
On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 2475, which was 90.75 higher than the previous day. The implied volatity was 14.13, the open interest changed by -2 which decreased total open position to 23
On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 2384.25, which was -141.2 lower than the previous day. The implied volatity was 15.23, the open interest changed by 3 which increased total open position to 24
On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 2525.45, which was -814.9 lower than the previous day. The implied volatity was 15.07, the open interest changed by 0 which decreased total open position to 21
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 3340.35, which was -641.4 lower than the previous day. The implied volatity was 16.17, the open interest changed by 5 which increased total open position to 20
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 3981.75, which was 31.75 higher than the previous day. The implied volatity was 16.19, the open interest changed by 4 which increased total open position to 16
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 3950, which was -150 lower than the previous day. The implied volatity was 16.42, the open interest changed by 0 which decreased total open position to 11
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 4100, which was 4100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 2053.85, which was 2053.85 higher than the previous day. The implied volatity was 19.5, the open interest changed by 0 which decreased total open position to 11
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 2053.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 2053.85, 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 11
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 2053.85, 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 11
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 2053.85, 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 11
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 2053.85, 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 11
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 2053.85, which was 2053.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 2053.85, which was 2053.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 2053.85, which was 2053.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 2053.85, which was 2053.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 2053.85, which was 2053.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 2053.85, which was 2053.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 2053.85, which was 2053.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 2053.85, which was 2053.85 higher than the previous day. The implied volatity was 17.29, the open interest changed by 0 which decreased total open position to 11
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 2053.85, which was -125.65 lower than the previous day. The implied volatity was 17.29, 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 2179.5, which was 61.3 higher than the previous day. The implied volatity was 17.74, the open interest changed by 0 which decreased total open position to 12
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 2118.4, which was 502.85 higher than the previous day. The implied volatity was 17.77, the open interest changed by -1 which decreased total open position to 13
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1615.55, which was -349.3 lower than the previous day. The implied volatity was 17.76, the open interest changed by 9 which increased total open position to 13
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 1964.85, which was 0 lower than the previous day. The implied volatity was 17.76, 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 1964.85, which was -198.05 lower than the previous day. The implied volatity was 17.76, the open interest changed by 0 which decreased total open position to 1
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 2162.9, which was 0 lower than the previous day. The implied volatity was 16.28, the open interest changed by 0 which decreased total open position to 1
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 2162.9, which was -4428.75 lower than the previous day. The implied volatity was 16.28, 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 6591.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 6591.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 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
