BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:30 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 57700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.1
Theta: -23.45
Gamma: 0.00013
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55939.35 | 48.95 | -45.349999999999994 | 20.09 | 25,011 | 547 | 4,449 | |||||||||
| 23 Apr | 56305.00 | 90 | -264.25 | 18.21 | 25,315 | 1,030 | 4,023 | |||||||||
| 22 Apr | 57124.45 | 346.2 | -153.05 | 19.08 | 32,090 | 584 | 3,027 | |||||||||
| 21 Apr | 57371.45 | 500 | 164 | 19.5 | 16,660 | 196 | 2,481 | |||||||||
| 20 Apr | 56582.35 | 309.9 | -33.35000000000002 | 21.25 | 21,548 | 148 | 2,290 | |||||||||
| 17 Apr | 56565.70 | 347 | 71.55000000000001 | 18.56 | 10,179 | 646 | 2,142 | |||||||||
| 16 Apr | 56086.40 | 268.7 | -79.80000000000001 | 19.93 | 11,921 | -235 | 1,495 | |||||||||
| 15 Apr | 56301.95 | 341.4 | 60.849999999999966 | 19.6 | 11,958 | 589 | 1,789 | |||||||||
| 13 Apr | 55605.05 | 275.05 | -29.80000000000001 | 20.83 | 6,136 | -45 | 1,227 | |||||||||
| 10 Apr | 55912.75 | 309.4 | 111.79999999999998 | 17.61 | 7,992 | -722 | 1,272 | |||||||||
| 9 Apr | 54821.70 | 189.7 | -124.5 | 19.8 | 6,715 | 450 | 2,008 | |||||||||
| 8 Apr | 55703.90 | 335.7 | 256.6 | 17.64 | 6,488 | 929 | 1,557 | |||||||||
| 7 Apr | 52716.25 | 76 | -18.15 | 22.62 | 517 | 28 | 627 | |||||||||
| 6 Apr | 52609.10 | 98.35 | 19 | 23.85 | 1,069 | -63 | 576 | |||||||||
| 2 Apr | 51548.75 | 79.55 | -0.55 | 24.43 | 769 | -111 | 640 | |||||||||
| 1 Apr | 51448.65 | 75.45 | -8.1 | 23.86 | 3,778 | 369 | 752 | |||||||||
| 30 Mar | 50275.35 | 82.8 | -94.8 | 27.19 | 166 | 21 | 380 | |||||||||
| 27 Mar | 52274.60 | 172.05 | -144.1 | 23.09 | 183 | 33 | 359 | |||||||||
| 25 Mar | 53708.10 | 309.35 | 68.1 | 21.07 | 276 | 47 | 327 | |||||||||
| 24 Mar | 52605.65 | 241.25 | 26 | 22.62 | 86 | -3 | 276 | |||||||||
| 23 Mar | 51437.75 | 225.3 | -84.25 | 26.59 | 400 | 26 | 283 | |||||||||
| 20 Mar | 53427.05 | 297.6 | -19.85 | 20 | 407 | 4 | 262 | |||||||||
| 19 Mar | 53451.00 | 349.95 | -194.2 | 20.01 | 252 | -21 | 257 | |||||||||
| 18 Mar | 55326.05 | 531.65 | 17.8 | 16.05 | 476 | 111 | 255 | |||||||||
| 17 Mar | 54876.00 | 513.75 | 11.1 | 17.65 | 423 | -25 | 121 | |||||||||
| 16 Mar | 54413.40 | 502.65 | 29.15 | 19.53 | 178 | 9 | 146 | |||||||||
| 13 Mar | 53757.85 | 464 | -329 | 20.09 | 146 | 6 | 132 | |||||||||
| 12 Mar | 55100.95 | 793 | -176.1 | 19.16 | 70 | -2 | 126 | |||||||||
| 11 Mar | 55735.75 | 940 | -526.45 | 18.32 | 577 | 50 | 125 | |||||||||
| 10 Mar | 56950.80 | 1493.45 | 207.95 | 17.55 | 43 | -17 | 90 | |||||||||
| 9 Mar | 56019.80 | 1271 | -669.85 | 20.26 | 156 | 90 | 108 | |||||||||
| 6 Mar | 57783.25 | 1910.75 | -719.2 | 16.11 | 11 | 3 | 15 | |||||||||
| 5 Mar | 59055.85 | 2629.95 | -1754.2 | - | 6 | 5 | 0 | |||||||||
| 4 Mar | 58755.25 | 2629.95 | -1754.2 | 16.25 | 6 | 1 | 8 | |||||||||
| 2 Mar | 59839.65 | 4384.15 | 107.95 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 60529.00 | 4384.15 | 107.95 | - | 0 | 0 | 7 | |||||||||
| 26 Feb | 61187.70 | 4384.15 | 107.95 | - | 0 | 0 | 7 | |||||||||
| 25 Feb | 61043.35 | 4384.15 | 107.95 | - | 0 | 0 | 7 | |||||||||
| 24 Feb | 61047.30 | 4384.15 | 107.95 | - | 0 | 0 | 7 | |||||||||
| 23 Feb | 61264.25 | 4384.15 | 107.95 | - | 0 | 0 | 7 | |||||||||
| 20 Feb | 61172.00 | 4384.15 | 107.95 | 9.65 | 6 | 5 | 7 | |||||||||
| 19 Feb | 60739.55 | 4276.2 | 1042.25 | - | 0 | 0 | 2 | |||||||||
| 18 Feb | 61550.80 | 4276.2 | 1042.25 | - | 2 | 0 | 0 | |||||||||
| 17 Feb | 61174.00 | 3233.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 3233.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 60186.65 | 3233.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 60739.75 | 3233.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 3233.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 3233.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 3233.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 3233.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 3233.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 3233.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 3233.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 3233.95 | 0 | - | 0 | 0 | 0 | |||||||||
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| 1 Feb | 58417.20 | 3233.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 3233.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 3233.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 57700 expiring on 28APR2026
Delta for 57700 CE is 0.09
Historical price for 57700 CE is as follows
On 24 Apr BANKNIFTY was trading at 55939.35. The strike last trading price was 48.95, which was -45.349999999999994 lower than the previous day. The implied volatity was 20.09, the open interest changed by 547 which increased total open position to 4449
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 90, which was -264.25 lower than the previous day. The implied volatity was 18.21, the open interest changed by 1030 which increased total open position to 4023
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 346.2, which was -153.05 lower than the previous day. The implied volatity was 19.08, the open interest changed by 584 which increased total open position to 3027
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 500, which was 164 higher than the previous day. The implied volatity was 19.5, the open interest changed by 196 which increased total open position to 2481
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 309.9, which was -33.35000000000002 lower than the previous day. The implied volatity was 21.25, the open interest changed by 148 which increased total open position to 2290
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 347, which was 71.55000000000001 higher than the previous day. The implied volatity was 18.56, the open interest changed by 646 which increased total open position to 2142
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 268.7, which was -79.80000000000001 lower than the previous day. The implied volatity was 19.93, the open interest changed by -235 which decreased total open position to 1495
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 341.4, which was 60.849999999999966 higher than the previous day. The implied volatity was 19.6, the open interest changed by 589 which increased total open position to 1789
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 275.05, which was -29.80000000000001 lower than the previous day. The implied volatity was 20.83, the open interest changed by -45 which decreased total open position to 1227
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 309.4, which was 111.79999999999998 higher than the previous day. The implied volatity was 17.61, the open interest changed by -722 which decreased total open position to 1272
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 189.7, which was -124.5 lower than the previous day. The implied volatity was 19.8, the open interest changed by 450 which increased total open position to 2008
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 335.7, which was 256.6 higher than the previous day. The implied volatity was 17.64, the open interest changed by 929 which increased total open position to 1557
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 76, which was -18.15 lower than the previous day. The implied volatity was 22.62, the open interest changed by 28 which increased total open position to 627
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 98.35, which was 19 higher than the previous day. The implied volatity was 23.85, the open interest changed by -63 which decreased total open position to 576
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 79.55, which was -0.55 lower than the previous day. The implied volatity was 24.43, the open interest changed by -111 which decreased total open position to 640
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 75.45, which was -8.1 lower than the previous day. The implied volatity was 23.86, the open interest changed by 369 which increased total open position to 752
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 82.8, which was -94.8 lower than the previous day. The implied volatity was 27.19, the open interest changed by 21 which increased total open position to 380
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 172.05, which was -144.1 lower than the previous day. The implied volatity was 23.09, the open interest changed by 33 which increased total open position to 359
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 309.35, which was 68.1 higher than the previous day. The implied volatity was 21.07, the open interest changed by 47 which increased total open position to 327
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 241.25, which was 26 higher than the previous day. The implied volatity was 22.62, the open interest changed by -3 which decreased total open position to 276
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 225.3, which was -84.25 lower than the previous day. The implied volatity was 26.59, the open interest changed by 26 which increased total open position to 283
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 297.6, which was -19.85 lower than the previous day. The implied volatity was 20, the open interest changed by 4 which increased total open position to 262
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 349.95, which was -194.2 lower than the previous day. The implied volatity was 20.01, the open interest changed by -21 which decreased total open position to 257
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 531.65, which was 17.8 higher than the previous day. The implied volatity was 16.05, the open interest changed by 111 which increased total open position to 255
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 513.75, which was 11.1 higher than the previous day. The implied volatity was 17.65, the open interest changed by -25 which decreased total open position to 121
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 502.65, which was 29.15 higher than the previous day. The implied volatity was 19.53, the open interest changed by 9 which increased total open position to 146
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 464, which was -329 lower than the previous day. The implied volatity was 20.09, the open interest changed by 6 which increased total open position to 132
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 793, which was -176.1 lower than the previous day. The implied volatity was 19.16, the open interest changed by -2 which decreased total open position to 126
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 940, which was -526.45 lower than the previous day. The implied volatity was 18.32, the open interest changed by 50 which increased total open position to 125
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1493.45, which was 207.95 higher than the previous day. The implied volatity was 17.55, the open interest changed by -17 which decreased total open position to 90
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1271, which was -669.85 lower than the previous day. The implied volatity was 20.26, the open interest changed by 90 which increased total open position to 108
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 1910.75, which was -719.2 lower than the previous day. The implied volatity was 16.11, the open interest changed by 3 which increased total open position to 15
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 2629.95, which was -1754.2 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 2629.95, which was -1754.2 lower than the previous day. The implied volatity was 16.25, the open interest changed by 1 which increased total open position to 8
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 4384.15, which was 107.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 4384.15, which was 107.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 4384.15, which was 107.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 4384.15, which was 107.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 4384.15, which was 107.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 4384.15, which was 107.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 4384.15, which was 107.95 higher than the previous day. The implied volatity was 9.65, the open interest changed by 5 which increased total open position to 7
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 4276.2, which was 1042.25 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 4276.2, which was 1042.25 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 3233.95, 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 3233.95, 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 3233.95, 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 3233.95, 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 3233.95, 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 3233.95, 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 3233.95, 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 3233.95, 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 3233.95, 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 3233.95, 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 3233.95, 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 3233.95, 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 3233.95, 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 3233.95, 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 3233.95, 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) 57700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.97
Vega: 0.04
Theta: 1.79
Gamma: 0.00007
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55939.35 | 1762.75 | 308.20000000000005 | 14.54 | 58 | -34 | 271 |
| 23 Apr | 56305.00 | 1462.6 | 552.1499999999999 | 17.77 | 320 | -75 | 308 |
| 22 Apr | 57124.45 | 915.15 | 79.39999999999998 | 20.05 | 4,410 | 82 | 383 |
| 21 Apr | 57371.45 | 830 | -612.5 | 21.45 | 1,155 | 179 | 291 |
| 20 Apr | 56582.35 | 1494.6 | 115.59999999999991 | 24.08 | 227 | 17 | 114 |
| 17 Apr | 56565.70 | 1377.5 | -426.25 | 19.49 | 59 | 28 | 98 |
| 16 Apr | 56086.40 | 1820 | 150.95000000000005 | 19.79 | 40 | -3 | 70 |
| 15 Apr | 56301.95 | 1682.4 | -557.5999999999999 | 19.56 | 100 | -25 | 72 |
| 13 Apr | 55605.05 | 2240 | 110 | 20.34 | 1 | 0 | 98 |
| 10 Apr | 55912.75 | 2130 | -307.1999999999998 | 19.41 | 25 | 19 | 97 |
| 9 Apr | 54821.70 | 2437.2 | 369.1999999999998 | 17.32 | 7 | 0 | 79 |
| 8 Apr | 55703.90 | 2068 | -3105.95 | 20.13 | 22 | 8 | 80 |
| 7 Apr | 52716.25 | 5173.95 | -19.25 | - | 0 | 0 | 72 |
| 6 Apr | 52609.10 | 5173.95 | -19.25 | 35.63 | 1 | 0 | 71 |
| 2 Apr | 51548.75 | 5193.2 | 1352.4 | - | 0 | 0 | 71 |
| 1 Apr | 51448.65 | 5193.2 | 1352.4 | - | 0 | 0 | 71 |
| 30 Mar | 50275.35 | 5193.2 | 1352.4 | - | 0 | 0 | 71 |
| 27 Mar | 52274.60 | 5193.2 | 1352.4 | 28.44 | 3 | 0 | 72 |
| 25 Mar | 53708.10 | 3780.85 | -901.15 | 20.76 | 51 | 3 | 73 |
| 24 Mar | 52605.65 | 4682 | -1071.1 | 23.64 | 10 | 1 | 71 |
| 23 Mar | 51437.75 | 5753.1 | 2319.55 | 19.39 | 13 | -5 | 75 |
| 20 Mar | 53427.05 | 3433.55 | -141.75 | 12.17 | 7 | 3 | 80 |
| 19 Mar | 53451.00 | 3575.3 | 1201.7 | 15.93 | 3 | 2 | 78 |
| 18 Mar | 55326.05 | 2386.9 | -368.1 | 17.92 | 93 | -25 | 76 |
| 17 Mar | 54876.00 | 2760 | -496.25 | 18.38 | 3 | 0 | 100 |
| 16 Mar | 54413.40 | 3256.25 | -514.5 | 19.8 | 24 | -7 | 100 |
| 13 Mar | 53757.85 | 3770.75 | 1269.75 | 21.81 | 40 | -33 | 107 |
| 12 Mar | 55100.95 | 2501 | 183.6 | 17.47 | 33 | 0 | 141 |
| 11 Mar | 55735.75 | 2317.35 | 727.8 | 19.63 | 9 | 3 | 138 |
| 10 Mar | 56950.80 | 1589.55 | -903.2 | 19.48 | 86 | 0 | 137 |
| 9 Mar | 56019.80 | 2492.75 | 1266.95 | 24.04 | 83 | 5 | 137 |
| 6 Mar | 57783.25 | 1210.6 | 366.35 | 18.69 | 81 | -4 | 130 |
| 5 Mar | 59055.85 | 844.25 | 399.15 | - | 179 | 69 | 0 |
| 4 Mar | 58755.25 | 844.25 | 399.15 | 18.29 | 179 | 70 | 135 |
| 2 Mar | 59839.65 | 433.7 | 169.55 | 16.19 | 239 | 29 | 65 |
| 27 Feb | 60529.00 | 264.15 | 57.6 | 14.87 | 5 | 0 | 33 |
| 26 Feb | 61187.70 | 207.8 | -27.4 | 15.15 | 27 | 12 | 31 |
| 25 Feb | 61043.35 | 235.2 | 0.2 | 15.41 | 11 | 10 | 19 |
| 24 Feb | 61047.30 | 235 | -15 | - | 0 | 0 | 9 |
| 23 Feb | 61264.25 | 235 | -15 | 15.89 | 1 | 0 | 8 |
| 20 Feb | 61172.00 | 250 | 20.35 | - | 0 | 0 | 8 |
| 19 Feb | 60739.55 | 250 | 20.35 | 14.43 | 6 | 4 | 8 |
| 18 Feb | 61550.80 | 229.65 | -34.05 | 15.92 | 1 | 0 | 3 |
| 17 Feb | 61174.00 | 263.7 | -581.2 | - | 0 | 0 | 3 |
| 16 Feb | 60949.10 | 263.7 | -581.2 | 15.26 | 3 | 2 | 2 |
| 13 Feb | 60186.65 | 844.9 | 0 | 3.07 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 844.9 | 0 | 3.49 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 844.9 | 0 | 3.5 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 844.9 | 0 | 3.36 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 844.9 | 0 | 3.43 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 844.9 | 0 | 2.98 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 844.9 | 0 | 2.94 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 844.9 | 0 | 3 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 844.9 | 0 | 2.88 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 844.9 | 0 | 1.79 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 844.9 | 0 | 1.86 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 844.9 | 0 | 2.6 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 844.9 | 0 | 2.83 | 0 | 0 | 0 |
For Nifty Bank - strike price 57700 expiring on 28APR2026
Delta for 57700 PE is -0.97
Historical price for 57700 PE is as follows
On 24 Apr BANKNIFTY was trading at 55939.35. The strike last trading price was 1762.75, which was 308.20000000000005 higher than the previous day. The implied volatity was 14.54, the open interest changed by -34 which decreased total open position to 271
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1462.6, which was 552.1499999999999 higher than the previous day. The implied volatity was 17.77, the open interest changed by -75 which decreased total open position to 308
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 915.15, which was 79.39999999999998 higher than the previous day. The implied volatity was 20.05, the open interest changed by 82 which increased total open position to 383
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 830, which was -612.5 lower than the previous day. The implied volatity was 21.45, the open interest changed by 179 which increased total open position to 291
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1494.6, which was 115.59999999999991 higher than the previous day. The implied volatity was 24.08, the open interest changed by 17 which increased total open position to 114
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1377.5, which was -426.25 lower than the previous day. The implied volatity was 19.49, the open interest changed by 28 which increased total open position to 98
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1820, which was 150.95000000000005 higher than the previous day. The implied volatity was 19.79, the open interest changed by -3 which decreased total open position to 70
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1682.4, which was -557.5999999999999 lower than the previous day. The implied volatity was 19.56, the open interest changed by -25 which decreased total open position to 72
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 2240, which was 110 higher than the previous day. The implied volatity was 20.34, the open interest changed by 0 which decreased total open position to 98
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 2130, which was -307.1999999999998 lower than the previous day. The implied volatity was 19.41, the open interest changed by 19 which increased total open position to 97
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 2437.2, which was 369.1999999999998 higher than the previous day. The implied volatity was 17.32, the open interest changed by 0 which decreased total open position to 79
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 2068, which was -3105.95 lower than the previous day. The implied volatity was 20.13, the open interest changed by 8 which increased total open position to 80
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 5173.95, which was -19.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 5173.95, which was -19.25 lower than the previous day. The implied volatity was 35.63, the open interest changed by 0 which decreased total open position to 71
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 5193.2, which was 1352.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 5193.2, which was 1352.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 5193.2, which was 1352.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 5193.2, which was 1352.4 higher than the previous day. The implied volatity was 28.44, the open interest changed by 0 which decreased total open position to 72
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 3780.85, which was -901.15 lower than the previous day. The implied volatity was 20.76, the open interest changed by 3 which increased total open position to 73
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 4682, which was -1071.1 lower than the previous day. The implied volatity was 23.64, the open interest changed by 1 which increased total open position to 71
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 5753.1, which was 2319.55 higher than the previous day. The implied volatity was 19.39, the open interest changed by -5 which decreased total open position to 75
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 3433.55, which was -141.75 lower than the previous day. The implied volatity was 12.17, the open interest changed by 3 which increased total open position to 80
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 3575.3, which was 1201.7 higher than the previous day. The implied volatity was 15.93, the open interest changed by 2 which increased total open position to 78
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 2386.9, which was -368.1 lower than the previous day. The implied volatity was 17.92, the open interest changed by -25 which decreased total open position to 76
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 2760, which was -496.25 lower than the previous day. The implied volatity was 18.38, the open interest changed by 0 which decreased total open position to 100
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 3256.25, which was -514.5 lower than the previous day. The implied volatity was 19.8, the open interest changed by -7 which decreased total open position to 100
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 3770.75, which was 1269.75 higher than the previous day. The implied volatity was 21.81, the open interest changed by -33 which decreased total open position to 107
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 2501, which was 183.6 higher than the previous day. The implied volatity was 17.47, the open interest changed by 0 which decreased total open position to 141
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 2317.35, which was 727.8 higher than the previous day. The implied volatity was 19.63, the open interest changed by 3 which increased total open position to 138
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1589.55, which was -903.2 lower than the previous day. The implied volatity was 19.48, the open interest changed by 0 which decreased total open position to 137
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2492.75, which was 1266.95 higher than the previous day. The implied volatity was 24.04, the open interest changed by 5 which increased total open position to 137
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 1210.6, which was 366.35 higher than the previous day. The implied volatity was 18.69, the open interest changed by -4 which decreased total open position to 130
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 844.25, which was 399.15 higher than the previous day. The implied volatity was -, the open interest changed by 69 which increased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 844.25, which was 399.15 higher than the previous day. The implied volatity was 18.29, the open interest changed by 70 which increased total open position to 135
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 433.7, which was 169.55 higher than the previous day. The implied volatity was 16.19, the open interest changed by 29 which increased total open position to 65
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 264.15, which was 57.6 higher than the previous day. The implied volatity was 14.87, the open interest changed by 0 which decreased total open position to 33
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 207.8, which was -27.4 lower than the previous day. The implied volatity was 15.15, the open interest changed by 12 which increased total open position to 31
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 235.2, which was 0.2 higher than the previous day. The implied volatity was 15.41, the open interest changed by 10 which increased total open position to 19
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 235, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 235, which was -15 lower than the previous day. The implied volatity was 15.89, the open interest changed by 0 which decreased total open position to 8
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 250, which was 20.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 250, which was 20.35 higher than the previous day. The implied volatity was 14.43, the open interest changed by 4 which increased total open position to 8
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 229.65, which was -34.05 lower than the previous day. The implied volatity was 15.92, the open interest changed by 0 which decreased total open position to 3
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 263.7, which was -581.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 263.7, which was -581.2 lower than the previous day. The implied volatity was 15.26, 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 844.9, which was 0 lower than the previous day. The implied volatity was 3.07, 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 844.9, which was 0 lower than the previous day. The implied volatity was 3.49, 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 844.9, which was 0 lower than the previous day. The implied volatity was 3.5, 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 844.9, which was 0 lower than the previous day. The implied volatity was 3.36, 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 844.9, which was 0 lower than the previous day. The implied volatity was 3.43, 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 844.9, which was 0 lower than the previous day. The implied volatity was 2.98, 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 844.9, which was 0 lower than the previous day. The implied volatity was 2.94, 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 844.9, which was 0 lower than the previous day. The implied volatity was 3, 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 844.9, which was 0 lower than the previous day. The implied volatity was 2.88, 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 844.9, which was 0 lower than the previous day. The implied volatity was 1.79, 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 844.9, which was 0 lower than the previous day. The implied volatity was 1.86, 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 844.9, which was 0 lower than the previous day. The implied volatity was 2.6, 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 844.9, which was 0 lower than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0
