Historical option data for BANKNIFTY
25 Jun 2026 02:28 PM IST
| BANKNIFTY 30-Jun-2026 (5d) 57700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.75
Vega: 0.22
Theta: -19.67
Gamma: 0.00037
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 58222.90 | 631.75 | -38.75 (-5.78%) | 12.25 | 7,111 | -994 | 5,962 | |||||||||
| 24 Jun | 58150.35 | 676.5 | 417.85 (161.55%) | 12.51 | 1,27,582 | -4,450 | 6,966 | |||||||||
| 23 Jun | 57183.75 | 240.9 | -370.35 (-60.59%) | 14.12 | 71,315 | 3,654 | 11,507 | |||||||||
| 22 Jun | 57935.60 | 594.95 | 0.7 (0.12%) | 13.07 | 57,485 | -2,158 | 8,250 | |||||||||
| 19 Jun | 57685.75 | 567.9 | -116.9 (-17.07%) | 12.44 | 1,10,758 | 5,186 | 10,429 | |||||||||
| 18 Jun | 57963.80 | 715 | 144.05 (25.23%) | 11.62 | 75,929 | 550 | 5,263 | |||||||||
| 17 Jun | 57585.05 | 566.9 | 69.5 (13.97%) | 13 | 26,866 | 529 | 4,699 | |||||||||
| 16 Jun | 57297.15 | 503.6 | -50.45 (-9.11%) | 13.9 | 14,191 | -77 | 4,193 | |||||||||
| 15 Jun | 57198.80 | 539.7 | 61.95 (12.97%) | 15.51 | 31,226 | 2,925 | 4,289 | |||||||||
| 12 Jun | 56814.80 | 500 | 339.3 (211.14%) | 15.96 | 14,993 | 22 | 1,364 | |||||||||
| 11 Jun | 55176.75 | 166.2 | 2.5 (1.53%) | 17 | 3,554 | 82 | 1,358 | |||||||||
| 10 Jun | 55100.30 | 163.75 | -43.45 (-20.97%) | 17.03 | 3,611 | 54 | 1,256 | |||||||||
| 9 Jun | 55194.50 | 221.7 | 101.55 (84.52%) | 17.52 | 3,747 | -148 | 1,172 | |||||||||
| 8 Jun | 54063.75 | 116.1 | -53.25 (-31.44%) | 19.26 | 2,290 | 8 | 1,325 | |||||||||
| 5 Jun | 54496.25 | 171.15 | -0.45 (-0.26%) | 17.82 | 4,826 | 140 | 1,285 | |||||||||
| 4 Jun | 54307.85 | 175.15 | 4.35 (2.55%) | 18.34 | 1,942 | 2 | 1,158 | |||||||||
| 3 Jun | 54185.95 | 165.05 | 48.55 (41.67%) | 18.09 | 2,661 | 202 | 1,161 | |||||||||
| 2 Jun | 53714.65 | 116 | 0.25 (0.22%) | 17.66 | 1,626 | 29 | 972 | |||||||||
| 1 Jun | 53643.10 | 116.2 | -81.9 (-41.34%) | 17.92 | 2,597 | 0 | 947 | |||||||||
| 29 May | 54239.20 | 194.05 | -67.4 (-25.78%) | 16.84 | 2,772 | 244 | 957 | |||||||||
| 27 May | 54853.85 | 260.95 | -64.4 (-19.79%) | 15.83 | 1,906 | 332 | 712 | |||||||||
| 26 May | 55092.90 | 333.6 | -64.95 (-16.30%) | 15.82 | 699 | 237 | 395 | |||||||||
| 25 May | 55293.65 | 429.3 | 215.55 (100.84%) | 16.48 | 379 | 64 | 151 | |||||||||
| 22 May | 54055.35 | 225.25 | 54.7 (32.07%) | 16.54 | 84 | 18 | 92 | |||||||||
| 21 May | 53439.40 | 167.5 | -25.35 (-13.14%) | 17.24 | 69 | 7 | 75 | |||||||||
| 20 May | 53562.20 | 194 | -2.8 (-1.42%) | 17.3 | 87 | 31 | 68 | |||||||||
| 19 May | 53409.15 | 195.2 | -46.8 (-19.34%) | 17.73 | 45 | -5 | 37 | |||||||||
| 18 May | 53537.00 | 235.6 | -41.4 (-14.95%) | 18.11 | 127 | -10 | 41 | |||||||||
| 15 May | 53710.35 | 284.75 | -68.7 (-19.44%) | 17.85 | 161 | -63 | 51 | |||||||||
| 14 May | 54128.95 | 368.25 | 58.15 (18.75%) | 17.49 | 119 | 73 | 110 | |||||||||
| 13 May | 53456.15 | 308.75 | -23.9 (-7.18%) | 0 | 22 | 2 | 37 | |||||||||
| 12 May | 53555.20 | 332.65 | -148.6 (-30.88%) | 0 | 32 | -11 | 38 | |||||||||
| 11 May | 54439.90 | 474.65 | -490.2 (-50.81%) | 0 | 98 | 5 | 49 | |||||||||
| 8 May | 55310.55 | 964.85 | 0 (0.00%) | 15.64 | 0 | 0 | 44 | |||||||||
| 7 May | 56047.40 | 964.85 | 67.3 (7.50%) | 15.64 | 39 | 22 | 45 | |||||||||
| 6 May | 55981.05 | 897.55 | 375.3 (71.86%) | 16.16 | 18 | 6 | 22 | |||||||||
| 5 May | 54547.05 | 522.25 | -115.7 (-18.14%) | 16.97 | 35 | 1 | 19 | |||||||||
| 4 May | 54878.50 | 637.95 | -77.05 (-10.78%) | 17.11 | 10 | -2 | 16 | |||||||||
| 30 Apr | 54863.35 | 715 | -192.1 (-21.18%) | 16.91 | 19 | -1 | 17 | |||||||||
| 29 Apr | 55403.60 | 907.1 | -398.25 (-30.51%) | 16.37 | 12 | 11 | 18 | |||||||||
| 28 Apr | 55400.35 | 1305.35 | 0 (0.00%) | - | 0 | 0 | 7 | |||||||||
| 27 Apr | 56264.30 | 1305.35 | 0 (0.00%) | 17.99 | 0 | 0 | 7 | |||||||||
| 24 Apr | 56089.75 | 1305.35 | -56.5 (-4.15%) | 17.99 | 1 | 0 | 7 | |||||||||
| 23 Apr | 56305.00 | 1361.85 | -381.05 (-21.86%) | 17.72 | 2 | 0 | 6 | |||||||||
| 22 Apr | 57124.45 | 1745.9 | 1457.45 (505.27%) | 17.52 | 7 | 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%) | 1.26 | 0 | 0 | 0 | |||||||||
| 8 Apr | 55703.90 | 288.45 | 0 (0.00%) | 0.59 | 0 | 0 | 0 | |||||||||
| 7 Apr | 52716.25 | 0 | 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 57700 expiring on 30JUN2026
Delta for 57700 CE is 0.75
Historical price for 57700 CE is as follows
On 25 Jun BANKNIFTY was trading at 58222.90. The strike last trading price was 631.75, which was -38.75 lower than the previous day. The implied volatity was 12.25, the open interest changed by -994 which decreased total open position to 5962
On 24 Jun BANKNIFTY was trading at 58150.35. The strike last trading price was 676.5, which was 417.85 higher than the previous day. The implied volatity was 12.51, the open interest changed by -4450 which decreased total open position to 6966
On 23 Jun BANKNIFTY was trading at 57183.75. The strike last trading price was 240.9, which was -370.35 lower than the previous day. The implied volatity was 14.12, the open interest changed by 3654 which increased total open position to 11507
On 22 Jun BANKNIFTY was trading at 57935.60. The strike last trading price was 594.95, which was 0.7 higher than the previous day. The implied volatity was 13.07, the open interest changed by -2158 which decreased total open position to 8250
On 19 Jun BANKNIFTY was trading at 57685.75. The strike last trading price was 567.9, which was -116.9 lower than the previous day. The implied volatity was 12.44, the open interest changed by 5186 which increased total open position to 10429
On 18 Jun BANKNIFTY was trading at 57963.80. The strike last trading price was 715, which was 144.05 higher than the previous day. The implied volatity was 11.62, the open interest changed by 550 which increased total open position to 5263
On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 566.9, which was 69.5 higher than the previous day. The implied volatity was 13, the open interest changed by 529 which increased total open position to 4699
On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 503.6, which was -50.45 lower than the previous day. The implied volatity was 13.9, the open interest changed by -77 which decreased total open position to 4193
On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 539.7, which was 61.95 higher than the previous day. The implied volatity was 15.51, the open interest changed by 2925 which increased total open position to 4289
On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 500, which was 339.3 higher than the previous day. The implied volatity was 15.96, the open interest changed by 22 which increased total open position to 1364
On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 166.2, which was 2.5 higher than the previous day. The implied volatity was 17, the open interest changed by 82 which increased total open position to 1358
On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 163.75, which was -43.45 lower than the previous day. The implied volatity was 17.03, the open interest changed by 54 which increased total open position to 1256
On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 221.7, which was 101.55 higher than the previous day. The implied volatity was 17.52, the open interest changed by -148 which decreased total open position to 1172
On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 116.1, which was -53.25 lower than the previous day. The implied volatity was 19.26, the open interest changed by 8 which increased total open position to 1325
On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 171.15, which was -0.45 lower than the previous day. The implied volatity was 17.82, the open interest changed by 140 which increased total open position to 1285
On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 175.15, which was 4.35 higher than the previous day. The implied volatity was 18.34, the open interest changed by 2 which increased total open position to 1158
On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 165.05, which was 48.55 higher than the previous day. The implied volatity was 18.09, the open interest changed by 202 which increased total open position to 1161
On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 116, which was 0.25 higher than the previous day. The implied volatity was 17.66, the open interest changed by 29 which increased total open position to 972
On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 116.2, which was -81.9 lower than the previous day. The implied volatity was 17.92, the open interest changed by 0 which decreased total open position to 947
On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 194.05, which was -67.4 lower than the previous day. The implied volatity was 16.84, the open interest changed by 244 which increased total open position to 957
On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 260.95, which was -64.4 lower than the previous day. The implied volatity was 15.83, the open interest changed by 332 which increased total open position to 712
On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 333.6, which was -64.95 lower than the previous day. The implied volatity was 15.82, the open interest changed by 237 which increased total open position to 395
On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 429.3, which was 215.55 higher than the previous day. The implied volatity was 16.48, the open interest changed by 64 which increased total open position to 151
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 225.25, which was 54.7 higher than the previous day. The implied volatity was 16.54, the open interest changed by 18 which increased total open position to 92
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 167.5, which was -25.35 lower than the previous day. The implied volatity was 17.24, the open interest changed by 7 which increased total open position to 75
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 194, which was -2.8 lower than the previous day. The implied volatity was 17.3, the open interest changed by 31 which increased total open position to 68
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 195.2, which was -46.8 lower than the previous day. The implied volatity was 17.73, the open interest changed by -5 which decreased total open position to 37
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 235.6, which was -41.4 lower than the previous day. The implied volatity was 18.11, the open interest changed by -10 which decreased total open position to 41
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 284.75, which was -68.7 lower than the previous day. The implied volatity was 17.85, the open interest changed by -63 which decreased total open position to 51
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 368.25, which was 58.15 higher than the previous day. The implied volatity was 17.49, the open interest changed by 73 which increased total open position to 110
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 308.75, which was -23.9 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 37
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 332.65, which was -148.6 lower than the previous day. The implied volatity was 0, the open interest changed by -11 which decreased total open position to 38
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 474.65, which was -490.2 lower than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 49
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 964.85, which was 0 lower than the previous day. The implied volatity was 15.64, the open interest changed by 0 which decreased total open position to 44
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 964.85, which was 67.3 higher than the previous day. The implied volatity was 15.64, the open interest changed by 22 which increased total open position to 45
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 897.55, which was 375.3 higher than the previous day. The implied volatity was 16.16, the open interest changed by 6 which increased total open position to 22
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 522.25, which was -115.7 lower than the previous day. The implied volatity was 16.97, the open interest changed by 1 which increased total open position to 19
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 637.95, which was -77.05 lower than the previous day. The implied volatity was 17.11, the open interest changed by -2 which decreased total open position to 16
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 715, which was -192.1 lower than the previous day. The implied volatity was 16.91, the open interest changed by -1 which decreased total open position to 17
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 907.1, which was -398.25 lower than the previous day. The implied volatity was 16.37, the open interest changed by 11 which increased total open position to 18
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 1305.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 1305.35, which was 0 lower than the previous day. The implied volatity was 17.99, the open interest changed by 0 which decreased total open position to 7
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 1305.35, which was -56.5 lower than the previous day. The implied volatity was 17.99, the open interest changed by 0 which decreased total open position to 7
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1361.85, which was -381.05 lower than the previous day. The implied volatity was 17.72, the open interest changed by 0 which decreased total open position to 6
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1745.9, which was 1457.45 higher than the previous day. The implied volatity was 17.52, 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 1.26, 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 288.45, which was 0 lower than the previous day. The implied volatity was 0.59, 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 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 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) 57700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.23
Theta: -19.81
Gamma: 0.00037
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 58222.90 | 131.3 | -70.7 (-35.00%) | 12.26 | 58,261 | -253 | 9,399 |
| 24 Jun | 58150.35 | 189 | -493.35 (-72.30%) | 13.1 | 1,03,138 | 4,828 | 9,706 |
| 23 Jun | 57183.75 | 752.8 | 459.8 (156.93%) | 13.26 | 71,827 | -3,018 | 4,899 |
| 22 Jun | 57935.60 | 300.3 | -138.8 (-31.61%) | 11.96 | 50,370 | 1,460 | 7,982 |
| 19 Jun | 57685.75 | 435.1 | 18.35 (4.40%) | 12.08 | 93,478 | 1,341 | 6,481 |
| 18 Jun | 57963.80 | 396.75 | -282.9 (-41.62%) | 13.48 | 59,054 | 3,018 | 5,141 |
| 17 Jun | 57585.05 | 682 | -198.6 (-22.55%) | 15.34 | 14,653 | 572 | 2,123 |
| 16 Jun | 57297.15 | 862.6 | -127.4 (-12.87%) | 15.8 | 4,701 | 43 | 1,550 |
| 15 Jun | 57198.80 | 1017.2 | -292.2 (-22.32%) | 17.03 | 15,084 | 1,437 | 1,511 |
| 12 Jun | 56814.80 | 1300 | -1137.25 (-46.66%) | 17.4 | 81 | 63 | 72 |
| 11 Jun | 55176.75 | 2437.25 | -125.05 (-4.88%) | 19.65 | 1 | 0 | 10 |
| 10 Jun | 55100.30 | 2562.3 | 2562.3 (-17.43%) | 18.7 | 3 | 0 | 10 |
| 9 Jun | 55194.50 | 2562.3 | -540.7 (-17.43%) | 18.7 | 3 | -2 | 10 |
| 8 Jun | 54063.75 | 3103 | 3103 | - | 2 | 0 | 12 |
| 5 Jun | 54496.25 | 3103 | -197.65 (-5.99%) | 14.52 | 2 | -2 | 12 |
| 4 Jun | 54307.85 | 3300.65 | -191.35 (-5.48%) | 16.18 | 1 | 0 | 15 |
| 3 Jun | 54185.95 | 3492 | 3492 (-0.63%) | 18.03 | 1 | 0 | 15 |
| 2 Jun | 53714.65 | 3492 | -22 (-0.63%) | 18.03 | 1 | 0 | 15 |
| 1 Jun | 53643.10 | 3514 | 498.9 (16.55%) | 15.29 | 4 | -1 | 15 |
| 29 May | 54239.20 | 3015.1 | 398.15 (15.21%) | 13.94 | 3 | -2 | 17 |
| 27 May | 54853.85 | 2616.95 | 2616.95 (13.27%) | 14.64 | 6 | 0 | 19 |
| 26 May | 55092.90 | 2616.95 | 306.65 (13.27%) | 14.64 | 6 | 3 | 18 |
| 25 May | 55293.65 | 2310.3 | -1889.7 (-44.99%) | 14.35 | 35 | 2 | 16 |
| 22 May | 54055.35 | 4200 | 4200 (30.77%) | 18.25 | 1 | 0 | 14 |
| 21 May | 53439.40 | 4200 | 988.3 (30.77%) | 18.25 | 1 | 0 | 14 |
| 20 May | 53562.20 | 3211.7 | 3211.7 | - | 1 | 0 | 14 |
| 19 May | 53409.15 | 3211.7 | 3211.7 | - | 1 | 0 | 14 |
| 18 May | 53537.00 | 3211.7 | 3211.7 (0.00%) | - | 1 | 0 | 14 |
| 15 May | 53710.35 | 3211.7 | 0 (0.00%) | - | 0 | 0 | 14 |
| 14 May | 54128.95 | 3211.7 | 0 (0.00%) | 0 | 0 | 0 | 14 |
| 13 May | 53456.15 | 3211.7 | 0 (0.00%) | 0 | 0 | 0 | 14 |
| 12 May | 53555.20 | 3211.7 | 0 (0.00%) | 0 | 0 | 0 | 14 |
| 11 May | 54439.90 | 3211.7 | 611.7 (23.53%) | 0 | 1 | 0 | 14 |
| 8 May | 55310.55 | 2600 | 2600 | - | 0 | 0 | 14 |
| 7 May | 56047.40 | 2600 | 2600 | - | 0 | 0 | 14 |
| 6 May | 55981.05 | 2600 | 2600 | - | 0 | 0 | 14 |
| 5 May | 54547.05 | 2600 | 2600 | - | 0 | 0 | 14 |
| 4 May | 54878.50 | 2600 | 2600 | - | 0 | 0 | 14 |
| 30 Apr | 54863.35 | 2600 | 2600 (4.00%) | 16.77 | 0 | 0 | 14 |
| 29 Apr | 55403.60 | 2600 | 100 (4.00%) | 16.77 | 1 | 0 | 14 |
| 28 Apr | 55400.35 | 2500 | 395.65 (18.80%) | 18.28 | 3 | 1 | 14 |
| 27 Apr | 56264.30 | 2104.35 | 100.5 (5.02%) | 17.28 | 4 | -3 | 13 |
| 24 Apr | 56089.75 | 2003.85 | 2003.85 (17.35%) | 17.74 | 0 | 0 | 16 |
| 23 Apr | 56305.00 | 2003.85 | 296.25 (17.35%) | 17.74 | 6 | 3 | 16 |
| 22 Apr | 57124.45 | 1707.6 | -404 (-19.13%) | 17.8 | 6 | 0 | 13 |
| 21 Apr | 57371.45 | 2111.6 | 0 (0.00%) | - | 0 | 0 | 13 |
| 20 Apr | 56582.35 | 2111.6 | 0 (0.00%) | - | 0 | 0 | 13 |
| 17 Apr | 56565.70 | 2111.6 | -4567.9 (-68.39%) | 18.45 | 14 | 12 | 12 |
| 16 Apr | 56086.40 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 56301.95 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 55605.05 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 55912.75 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 54821.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 55703.90 | 6679.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 52716.25 | 0 | 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 57700 expiring on 30JUN2026
Delta for 57700 PE is -0.25
Historical price for 57700 PE is as follows
On 25 Jun BANKNIFTY was trading at 58222.90. The strike last trading price was 131.3, which was -70.7 lower than the previous day. The implied volatity was 12.26, the open interest changed by -253 which decreased total open position to 9399
On 24 Jun BANKNIFTY was trading at 58150.35. The strike last trading price was 189, which was -493.35 lower than the previous day. The implied volatity was 13.1, the open interest changed by 4828 which increased total open position to 9706
On 23 Jun BANKNIFTY was trading at 57183.75. The strike last trading price was 752.8, which was 459.8 higher than the previous day. The implied volatity was 13.26, the open interest changed by -3018 which decreased total open position to 4899
On 22 Jun BANKNIFTY was trading at 57935.60. The strike last trading price was 300.3, which was -138.8 lower than the previous day. The implied volatity was 11.96, the open interest changed by 1460 which increased total open position to 7982
On 19 Jun BANKNIFTY was trading at 57685.75. The strike last trading price was 435.1, which was 18.35 higher than the previous day. The implied volatity was 12.08, the open interest changed by 1341 which increased total open position to 6481
On 18 Jun BANKNIFTY was trading at 57963.80. The strike last trading price was 396.75, which was -282.9 lower than the previous day. The implied volatity was 13.48, the open interest changed by 3018 which increased total open position to 5141
On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 682, which was -198.6 lower than the previous day. The implied volatity was 15.34, the open interest changed by 572 which increased total open position to 2123
On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 862.6, which was -127.4 lower than the previous day. The implied volatity was 15.8, the open interest changed by 43 which increased total open position to 1550
On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 1017.2, which was -292.2 lower than the previous day. The implied volatity was 17.03, the open interest changed by 1437 which increased total open position to 1511
On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 1300, which was -1137.25 lower than the previous day. The implied volatity was 17.4, the open interest changed by 63 which increased total open position to 72
On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 2437.25, which was -125.05 lower than the previous day. The implied volatity was 19.65, the open interest changed by 0 which decreased total open position to 10
On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 2562.3, which was 2562.3 higher than the previous day. The implied volatity was 18.7, the open interest changed by 0 which decreased total open position to 10
On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 2562.3, which was -540.7 lower than the previous day. The implied volatity was 18.7, the open interest changed by -2 which decreased total open position to 10
On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 3103, which was 3103 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 3103, which was -197.65 lower than the previous day. The implied volatity was 14.52, the open interest changed by -2 which decreased total open position to 12
On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 3300.65, which was -191.35 lower than the previous day. The implied volatity was 16.18, the open interest changed by 0 which decreased total open position to 15
On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 3492, which was 3492 higher than the previous day. The implied volatity was 18.03, the open interest changed by 0 which decreased total open position to 15
On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 3492, which was -22 lower than the previous day. The implied volatity was 18.03, the open interest changed by 0 which decreased total open position to 15
On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 3514, which was 498.9 higher than the previous day. The implied volatity was 15.29, the open interest changed by -1 which decreased total open position to 15
On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 3015.1, which was 398.15 higher than the previous day. The implied volatity was 13.94, the open interest changed by -2 which decreased total open position to 17
On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 2616.95, which was 2616.95 higher than the previous day. The implied volatity was 14.64, the open interest changed by 0 which decreased total open position to 19
On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 2616.95, which was 306.65 higher than the previous day. The implied volatity was 14.64, the open interest changed by 3 which increased total open position to 18
On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 2310.3, which was -1889.7 lower than the previous day. The implied volatity was 14.35, the open interest changed by 2 which increased total open position to 16
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 4200, which was 4200 higher than the previous day. The implied volatity was 18.25, the open interest changed by 0 which decreased total open position to 14
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 4200, which was 988.3 higher than the previous day. The implied volatity was 18.25, the open interest changed by 0 which decreased total open position to 14
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 3211.7, which was 3211.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 3211.7, which was 3211.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 3211.7, which was 3211.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 3211.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 3211.7, 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 14
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 3211.7, 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 14
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 3211.7, 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 14
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 3211.7, which was 611.7 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 14
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 2600, which was 2600 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 2600, which was 2600 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 2600, which was 2600 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 2600, which was 2600 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 2600, which was 2600 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 2600, which was 2600 higher than the previous day. The implied volatity was 16.77, the open interest changed by 0 which decreased total open position to 14
On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 2600, which was 100 higher than the previous day. The implied volatity was 16.77, the open interest changed by 0 which decreased total open position to 14
On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 2500, which was 395.65 higher than the previous day. The implied volatity was 18.28, the open interest changed by 1 which increased total open position to 14
On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 2104.35, which was 100.5 higher than the previous day. The implied volatity was 17.28, the open interest changed by -3 which decreased total open position to 13
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 2003.85, which was 2003.85 higher than the previous day. The implied volatity was 17.74, the open interest changed by 0 which decreased total open position to 16
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 2003.85, which was 296.25 higher than the previous day. The implied volatity was 17.74, the open interest changed by 3 which increased total open position to 16
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1707.6, which was -404 lower than the previous day. The implied volatity was 17.8, the open interest changed by 0 which decreased total open position to 13
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 2111.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 2111.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 2111.6, which was -4567.9 lower than the previous day. The implied volatity was 18.45, the open interest changed by 12 which increased total open position to 12
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 6679.5, 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 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 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
