BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:34 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 57800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.09
Theta: -20.76
Gamma: 0.00011
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55908.35 | 40.25 | -42.25 | 20.26 | 30,592 | 1,999 | 5,951 | |||||||||
| 23 Apr | 56305.00 | 78.3 | -241.8 | 18.19 | 36,770 | -193 | 3,957 | |||||||||
| 22 Apr | 57124.45 | 311.6 | -142.34999999999997 | 19.24 | 43,483 | 341 | 4,172 | |||||||||
| 21 Apr | 57371.45 | 453.25 | 150.89999999999998 | 19.26 | 15,573 | 327 | 3,805 | |||||||||
| 20 Apr | 56582.35 | 280.85 | -30.75 | 21.13 | 20,454 | 1,104 | 3,444 | |||||||||
| 17 Apr | 56565.70 | 316.45 | 67.39999999999998 | 18.45 | 11,769 | 398 | 2,339 | |||||||||
| 16 Apr | 56086.40 | 244.5 | -71.94999999999999 | 19.87 | 9,742 | 271 | 1,942 | |||||||||
| 15 Apr | 56301.95 | 310.55 | 53.44999999999999 | 19.28 | 13,024 | 52 | 1,696 | |||||||||
| 13 Apr | 55605.05 | 251.05 | -28.599999999999966 | 20.58 | 8,885 | -438 | 1,663 | |||||||||
| 10 Apr | 55912.75 | 289.05 | 107.15 | 17.68 | 9,785 | 70 | 2,101 | |||||||||
| 9 Apr | 54821.70 | 176.95 | -110.15000000000003 | 19.76 | 7,853 | 644 | 2,040 | |||||||||
| 8 Apr | 55703.90 | 313.65 | 240.65 | 17.66 | 8,587 | 763 | 1,395 | |||||||||
| 7 Apr | 52716.25 | 72 | -15.9 | 22.71 | 632 | -7 | 634 | |||||||||
| 6 Apr | 52609.10 | 89.95 | 16.5 | 23.74 | 935 | 70 | 640 | |||||||||
| 2 Apr | 51548.75 | 61.85 | -11 | 23.54 | 628 | -116 | 572 | |||||||||
| 1 Apr | 51448.65 | 71.4 | -12.2 | 23.9 | 1,995 | 395 | 688 | |||||||||
| 30 Mar | 50275.35 | 83 | -81.8 | 27.49 | 311 | 63 | 294 | |||||||||
| 27 Mar | 52274.60 | 161.8 | -138.25 | 23.04 | 125 | 10 | 231 | |||||||||
| 25 Mar | 53708.10 | 296.85 | 45.85 | 21.13 | 324 | 66 | 218 | |||||||||
| 24 Mar | 52605.65 | 236.2 | 28.7 | 22.82 | 150 | -11 | 151 | |||||||||
| 23 Mar | 51437.75 | 202 | -88.5 | 26.12 | 298 | 52 | 162 | |||||||||
| 20 Mar | 53427.05 | 277.6 | -18 | 19.87 | 416 | 23 | 123 | |||||||||
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| 19 Mar | 53451.00 | 326.35 | -188.9 | 19.85 | 273 | 46 | 90 | |||||||||
| 18 Mar | 55326.05 | 506.75 | 21.5 | 16.07 | 311 | -32 | 44 | |||||||||
| 17 Mar | 54876.00 | 480.7 | -40.75 | 17.5 | 404 | -30 | 90 | |||||||||
| 16 Mar | 54413.40 | 534.35 | 85.6 | 20.45 | 152 | -21 | 121 | |||||||||
| 13 Mar | 53757.85 | 440 | -288.8 | 20 | 388 | -59 | 132 | |||||||||
| 12 Mar | 55100.95 | 778.25 | -135 | 19.38 | 363 | 8 | 190 | |||||||||
| 11 Mar | 55735.75 | 936.95 | -457 | 18.73 | 1,208 | 49 | 183 | |||||||||
| 10 Mar | 56950.80 | 1393.95 | 159.85 | 16.93 | 13 | 0 | 134 | |||||||||
| 9 Mar | 56019.80 | 1233.95 | -677 | 20.28 | 151 | 108 | 135 | |||||||||
| 6 Mar | 57783.25 | 1856.35 | -700.7 | 16.15 | 23 | 16 | 26 | |||||||||
| 5 Mar | 59055.85 | 2557.05 | -1735.75 | - | 4 | 4 | 0 | |||||||||
| 4 Mar | 58755.25 | 2557.05 | -1735.75 | 16.18 | 4 | 0 | 6 | |||||||||
| 2 Mar | 59839.65 | 4292.8 | 107.5 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 60529.00 | 4292.8 | 107.5 | - | 0 | 0 | 6 | |||||||||
| 26 Feb | 61187.70 | 4292.8 | 107.5 | - | 0 | 0 | 6 | |||||||||
| 25 Feb | 61043.35 | 4292.8 | 107.5 | - | 0 | 0 | 6 | |||||||||
| 24 Feb | 61047.30 | 4292.8 | 107.5 | - | 0 | 0 | 6 | |||||||||
| 23 Feb | 61264.25 | 4292.8 | 107.5 | - | 0 | 0 | 6 | |||||||||
| 20 Feb | 61172.00 | 4292.8 | 107.5 | 2043.01 | 5 | 4 | 6 | |||||||||
| 19 Feb | 60739.55 | 4185.3 | 1018.8 | - | 0 | 0 | 2 | |||||||||
| 18 Feb | 61550.80 | 4185.3 | 1018.8 | 4847.64 | 2 | 0 | 0 | |||||||||
| 17 Feb | 61174.00 | 3166.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 3166.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 60186.65 | 3166.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 60739.75 | 3166.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 3166.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 3166.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 3166.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 3166.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 3166.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 3166.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 3166.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 3166.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 3166.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 3166.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 3166.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 57800 expiring on 28APR2026
Delta for 57800 CE is 0.07
Historical price for 57800 CE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 40.25, which was -42.25 lower than the previous day. The implied volatity was 20.26, the open interest changed by 1999 which increased total open position to 5951
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 78.3, which was -241.8 lower than the previous day. The implied volatity was 18.19, the open interest changed by -193 which decreased total open position to 3957
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 311.6, which was -142.34999999999997 lower than the previous day. The implied volatity was 19.24, the open interest changed by 341 which increased total open position to 4172
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 453.25, which was 150.89999999999998 higher than the previous day. The implied volatity was 19.26, the open interest changed by 327 which increased total open position to 3805
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 280.85, which was -30.75 lower than the previous day. The implied volatity was 21.13, the open interest changed by 1104 which increased total open position to 3444
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 316.45, which was 67.39999999999998 higher than the previous day. The implied volatity was 18.45, the open interest changed by 398 which increased total open position to 2339
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 244.5, which was -71.94999999999999 lower than the previous day. The implied volatity was 19.87, the open interest changed by 271 which increased total open position to 1942
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 310.55, which was 53.44999999999999 higher than the previous day. The implied volatity was 19.28, the open interest changed by 52 which increased total open position to 1696
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 251.05, which was -28.599999999999966 lower than the previous day. The implied volatity was 20.58, the open interest changed by -438 which decreased total open position to 1663
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 289.05, which was 107.15 higher than the previous day. The implied volatity was 17.68, the open interest changed by 70 which increased total open position to 2101
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 176.95, which was -110.15000000000003 lower than the previous day. The implied volatity was 19.76, the open interest changed by 644 which increased total open position to 2040
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 313.65, which was 240.65 higher than the previous day. The implied volatity was 17.66, the open interest changed by 763 which increased total open position to 1395
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 72, which was -15.9 lower than the previous day. The implied volatity was 22.71, the open interest changed by -7 which decreased total open position to 634
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 89.95, which was 16.5 higher than the previous day. The implied volatity was 23.74, the open interest changed by 70 which increased total open position to 640
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 61.85, which was -11 lower than the previous day. The implied volatity was 23.54, the open interest changed by -116 which decreased total open position to 572
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 71.4, which was -12.2 lower than the previous day. The implied volatity was 23.9, the open interest changed by 395 which increased total open position to 688
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 83, which was -81.8 lower than the previous day. The implied volatity was 27.49, the open interest changed by 63 which increased total open position to 294
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 161.8, which was -138.25 lower than the previous day. The implied volatity was 23.04, the open interest changed by 10 which increased total open position to 231
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 296.85, which was 45.85 higher than the previous day. The implied volatity was 21.13, the open interest changed by 66 which increased total open position to 218
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 236.2, which was 28.7 higher than the previous day. The implied volatity was 22.82, the open interest changed by -11 which decreased total open position to 151
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 202, which was -88.5 lower than the previous day. The implied volatity was 26.12, the open interest changed by 52 which increased total open position to 162
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 277.6, which was -18 lower than the previous day. The implied volatity was 19.87, the open interest changed by 23 which increased total open position to 123
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 326.35, which was -188.9 lower than the previous day. The implied volatity was 19.85, the open interest changed by 46 which increased total open position to 90
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 506.75, which was 21.5 higher than the previous day. The implied volatity was 16.07, the open interest changed by -32 which decreased total open position to 44
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 480.7, which was -40.75 lower than the previous day. The implied volatity was 17.5, the open interest changed by -30 which decreased total open position to 90
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 534.35, which was 85.6 higher than the previous day. The implied volatity was 20.45, the open interest changed by -21 which decreased total open position to 121
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 440, which was -288.8 lower than the previous day. The implied volatity was 20, the open interest changed by -59 which decreased total open position to 132
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 778.25, which was -135 lower than the previous day. The implied volatity was 19.38, the open interest changed by 8 which increased total open position to 190
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 936.95, which was -457 lower than the previous day. The implied volatity was 18.73, the open interest changed by 49 which increased total open position to 183
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1393.95, which was 159.85 higher than the previous day. The implied volatity was 16.93, the open interest changed by 0 which decreased total open position to 134
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1233.95, which was -677 lower than the previous day. The implied volatity was 20.28, the open interest changed by 108 which increased total open position to 135
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 1856.35, which was -700.7 lower than the previous day. The implied volatity was 16.15, the open interest changed by 16 which increased total open position to 26
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 2557.05, which was -1735.75 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 2557.05, which was -1735.75 lower than the previous day. The implied volatity was 16.18, the open interest changed by 0 which decreased total open position to 6
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 4292.8, which was 107.5 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 4292.8, which was 107.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 4292.8, which was 107.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 4292.8, which was 107.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 4292.8, which was 107.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 4292.8, which was 107.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 4292.8, which was 107.5 higher than the previous day. The implied volatity was 2043.01, the open interest changed by 4 which increased total open position to 6
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 4185.3, which was 1018.8 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 4185.3, which was 1018.8 higher than the previous day. The implied volatity was 4847.64, 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 3166.5, 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 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 3166.5, 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 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 3166.5, 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 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 3166.5, 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 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 3166.5, 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 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 3166.5, 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 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 3166.5, 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 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 3166.5, 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 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 3166.5, 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 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 3166.5, 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 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 3166.5, 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 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 3166.5, 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 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 3166.5, 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 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 3166.5, 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 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 3166.5, 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
| BANKNIFTY 28-Apr-2026 (4d) 57800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.96
Vega: 0.06
Theta: -2.53
Gamma: 0.00009
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55908.35 | 1837 | 289.1500000000001 | 16.74 | 96 | -71 | 259 |
| 23 Apr | 56305.00 | 1549.35 | 578.3499999999999 | 18 | 240 | -19 | 323 |
| 22 Apr | 57124.45 | 965 | 75.64999999999998 | 19.59 | 4,612 | 104 | 346 |
| 21 Apr | 57371.45 | 878.95 | -678.5 | 20.66 | 791 | 89 | 246 |
| 20 Apr | 56582.35 | 1546.25 | 91.29999999999995 | 23.43 | 178 | 80 | 157 |
| 17 Apr | 56565.70 | 1454.95 | -383.04999999999995 | 19.11 | 17 | 6 | 73 |
| 16 Apr | 56086.40 | 1838 | 147.0999999999999 | 19.2 | 60 | 0 | 66 |
| 15 Apr | 56301.95 | 1736.85 | -588.4500000000003 | 19.58 | 173 | -28 | 67 |
| 13 Apr | 55605.05 | 2325.3 | 249.85000000000036 | 21.34 | 1 | 0 | 94 |
| 10 Apr | 55912.75 | 2075.45 | -984.5500000000002 | 17.23 | 1 | 0 | 93 |
| 9 Apr | 54821.70 | 3060 | 889.6500000000001 | 15.55 | 2 | 1 | 93 |
| 8 Apr | 55703.90 | 2175.45 | -3834.85 | 20.91 | 56 | -2 | 91 |
| 7 Apr | 52716.25 | 6010.3 | -986.9 | - | 0 | 0 | 93 |
| 6 Apr | 52609.10 | 6010.3 | -986.9 | - | 0 | 0 | 93 |
| 2 Apr | 51548.75 | 6010.3 | -986.9 | - | 0 | 0 | 93 |
| 1 Apr | 51448.65 | 6010.3 | -986.9 | 28.55 | 26 | -15 | 93 |
| 30 Mar | 50275.35 | 6997.2 | 1717.2 | 25.71 | 1 | 0 | 108 |
| 27 Mar | 52274.60 | 5280 | 1344.8 | 28.47 | 83 | 20 | 83 |
| 25 Mar | 53708.10 | 3935.2 | -927.25 | 22.44 | 3 | -2 | 62 |
| 24 Mar | 52605.65 | 4868.25 | -878.15 | 26.16 | 22 | -3 | 63 |
| 23 Mar | 51437.75 | 5746.4 | 1928.75 | 18.38 | 15 | -10 | 67 |
| 20 Mar | 53427.05 | 3817.65 | 1375.65 | - | 0 | 0 | 77 |
| 19 Mar | 53451.00 | 3817.65 | 1375.65 | 19.7 | 1 | 0 | 77 |
| 18 Mar | 55326.05 | 2497.05 | -352.95 | 18.53 | 80 | -8 | 76 |
| 17 Mar | 54876.00 | 2850 | -321.6 | 18.64 | 21 | -14 | 83 |
| 16 Mar | 54413.40 | 3171.6 | -595.45 | 16.86 | 18 | -4 | 96 |
| 13 Mar | 53757.85 | 3767.05 | 1067.35 | 20.38 | 28 | -16 | 101 |
| 12 Mar | 55100.95 | 2706.8 | 469.3 | 19.4 | 31 | -4 | 118 |
| 11 Mar | 55735.75 | 2237.5 | 718.3 | 17.75 | 111 | 17 | 122 |
| 10 Mar | 56950.80 | 1530.4 | -780.05 | 18.17 | 81 | -19 | 100 |
| 9 Mar | 56019.80 | 2346.55 | 1090.85 | 21.53 | 96 | 15 | 118 |
| 6 Mar | 57783.25 | 1240.5 | 524.15 | 18.55 | 147 | 0 | 105 |
| 5 Mar | 59055.85 | 778.45 | -144.85 | 17.86 | 131 | 51 | 107 |
| 4 Mar | 58755.25 | 924.9 | 470.2 | 18.87 | 50 | -3 | 57 |
| 2 Mar | 59839.65 | 454.7 | 195.9 | 16.18 | 48 | 29 | 60 |
| 27 Feb | 60529.00 | 258.8 | 44.15 | 14.5 | 3 | 0 | 31 |
| 26 Feb | 61187.70 | 214.65 | -27.4 | 15.04 | 27 | 6 | 26 |
| 25 Feb | 61043.35 | 242.05 | 17.05 | 15.28 | 9 | 6 | 17 |
| 24 Feb | 61047.30 | 225 | -22.75 | - | 0 | 0 | 11 |
| 23 Feb | 61264.25 | 225 | -22.75 | 15.43 | 1 | 0 | 10 |
| 20 Feb | 61172.00 | 247.75 | -25.9 | - | 0 | 0 | 10 |
| 19 Feb | 60739.55 | 247.75 | -25.9 | - | 0 | 0 | 10 |
| 18 Feb | 61550.80 | 247.75 | -25.9 | - | 0 | 0 | 10 |
| 17 Feb | 61174.00 | 247.75 | -25.9 | 15.12 | 8 | 0 | 4 |
| 16 Feb | 60949.10 | 273.65 | -602.25 | 15.19 | 4 | 2 | 2 |
| 13 Feb | 60186.65 | 875.9 | 0 | 2.99 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 875.9 | 0 | 3.4 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 875.9 | 0 | 3.42 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 875.9 | 0 | 3.28 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 875.9 | 0 | 3.35 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 875.9 | 0 | 2.9 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 875.9 | 0 | 2.86 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 875.9 | 0 | 2.92 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 875.9 | 0 | 2.81 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 875.9 | 0 | 1.72 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 875.9 | 0 | 1.54 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 875.9 | 0 | 2.56 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 875.9 | 0 | 2.76 | 0 | 0 | 0 |
For Nifty Bank - strike price 57800 expiring on 28APR2026
Delta for 57800 PE is -0.96
Historical price for 57800 PE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 1837, which was 289.1500000000001 higher than the previous day. The implied volatity was 16.74, the open interest changed by -71 which decreased total open position to 259
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1549.35, which was 578.3499999999999 higher than the previous day. The implied volatity was 18, the open interest changed by -19 which decreased total open position to 323
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 965, which was 75.64999999999998 higher than the previous day. The implied volatity was 19.59, the open interest changed by 104 which increased total open position to 346
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 878.95, which was -678.5 lower than the previous day. The implied volatity was 20.66, the open interest changed by 89 which increased total open position to 246
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1546.25, which was 91.29999999999995 higher than the previous day. The implied volatity was 23.43, the open interest changed by 80 which increased total open position to 157
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1454.95, which was -383.04999999999995 lower than the previous day. The implied volatity was 19.11, the open interest changed by 6 which increased total open position to 73
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1838, which was 147.0999999999999 higher than the previous day. The implied volatity was 19.2, the open interest changed by 0 which decreased total open position to 66
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1736.85, which was -588.4500000000003 lower than the previous day. The implied volatity was 19.58, the open interest changed by -28 which decreased total open position to 67
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 2325.3, which was 249.85000000000036 higher than the previous day. The implied volatity was 21.34, the open interest changed by 0 which decreased total open position to 94
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 2075.45, which was -984.5500000000002 lower than the previous day. The implied volatity was 17.23, the open interest changed by 0 which decreased total open position to 93
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 3060, which was 889.6500000000001 higher than the previous day. The implied volatity was 15.55, the open interest changed by 1 which increased total open position to 93
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 2175.45, which was -3834.85 lower than the previous day. The implied volatity was 20.91, the open interest changed by -2 which decreased total open position to 91
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 6010.3, which was -986.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 6010.3, which was -986.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 6010.3, which was -986.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 6010.3, which was -986.9 lower than the previous day. The implied volatity was 28.55, the open interest changed by -15 which decreased total open position to 93
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 6997.2, which was 1717.2 higher than the previous day. The implied volatity was 25.71, the open interest changed by 0 which decreased total open position to 108
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 5280, which was 1344.8 higher than the previous day. The implied volatity was 28.47, the open interest changed by 20 which increased total open position to 83
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 3935.2, which was -927.25 lower than the previous day. The implied volatity was 22.44, the open interest changed by -2 which decreased total open position to 62
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 4868.25, which was -878.15 lower than the previous day. The implied volatity was 26.16, the open interest changed by -3 which decreased total open position to 63
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 5746.4, which was 1928.75 higher than the previous day. The implied volatity was 18.38, the open interest changed by -10 which decreased total open position to 67
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 3817.65, which was 1375.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 77
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 3817.65, which was 1375.65 higher than the previous day. The implied volatity was 19.7, the open interest changed by 0 which decreased total open position to 77
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 2497.05, which was -352.95 lower than the previous day. The implied volatity was 18.53, the open interest changed by -8 which decreased total open position to 76
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 2850, which was -321.6 lower than the previous day. The implied volatity was 18.64, the open interest changed by -14 which decreased total open position to 83
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 3171.6, which was -595.45 lower than the previous day. The implied volatity was 16.86, the open interest changed by -4 which decreased total open position to 96
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 3767.05, which was 1067.35 higher than the previous day. The implied volatity was 20.38, the open interest changed by -16 which decreased total open position to 101
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 2706.8, which was 469.3 higher than the previous day. The implied volatity was 19.4, the open interest changed by -4 which decreased total open position to 118
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 2237.5, which was 718.3 higher than the previous day. The implied volatity was 17.75, the open interest changed by 17 which increased total open position to 122
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1530.4, which was -780.05 lower than the previous day. The implied volatity was 18.17, the open interest changed by -19 which decreased total open position to 100
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2346.55, which was 1090.85 higher than the previous day. The implied volatity was 21.53, the open interest changed by 15 which increased total open position to 118
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 1240.5, which was 524.15 higher than the previous day. The implied volatity was 18.55, the open interest changed by 0 which decreased total open position to 105
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 778.45, which was -144.85 lower than the previous day. The implied volatity was 17.86, the open interest changed by 51 which increased total open position to 107
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 924.9, which was 470.2 higher than the previous day. The implied volatity was 18.87, the open interest changed by -3 which decreased total open position to 57
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 454.7, which was 195.9 higher than the previous day. The implied volatity was 16.18, the open interest changed by 29 which increased total open position to 60
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 258.8, which was 44.15 higher than the previous day. The implied volatity was 14.5, the open interest changed by 0 which decreased total open position to 31
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 214.65, which was -27.4 lower than the previous day. The implied volatity was 15.04, the open interest changed by 6 which increased total open position to 26
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 242.05, which was 17.05 higher than the previous day. The implied volatity was 15.28, the open interest changed by 6 which increased total open position to 17
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 225, which was -22.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 225, which was -22.75 lower than the previous day. The implied volatity was 15.43, the open interest changed by 0 which decreased total open position to 10
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 247.75, which was -25.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 247.75, which was -25.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 247.75, which was -25.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 247.75, which was -25.9 lower than the previous day. The implied volatity was 15.12, the open interest changed by 0 which decreased total open position to 4
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 273.65, which was -602.25 lower than the previous day. The implied volatity was 15.19, 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 875.9, which was 0 lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 875.9, which was 0 lower than the previous day. The implied volatity was 3.4, 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 875.9, which was 0 lower than the previous day. The implied volatity was 3.42, 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 875.9, which was 0 lower than the previous day. The implied volatity was 3.28, 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 875.9, which was 0 lower than the previous day. The implied volatity was 3.35, 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 875.9, which was 0 lower than the previous day. The implied volatity was 2.9, 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 875.9, which was 0 lower than the previous day. The implied volatity was 2.86, 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 875.9, which was 0 lower than the previous day. The implied volatity was 2.92, 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 875.9, which was 0 lower than the previous day. The implied volatity was 2.81, 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 875.9, which was 0 lower than the previous day. The implied volatity was 1.72, 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 875.9, which was 0 lower than the previous day. The implied volatity was 1.54, 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 875.9, which was 0 lower than the previous day. The implied volatity was 2.56, 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 875.9, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0
