BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:34 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 57900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.08
Theta: -19.2
Gamma: 0.0001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55908.35 | 35.5 | -36.099999999999994 | 20.56 | 17,712 | 719 | 3,859 | |||||||||
| 23 Apr | 56305.00 | 68.25 | -217.8 | 18.27 | 16,667 | 608 | 3,141 | |||||||||
| 22 Apr | 57124.45 | 277.2 | -134.7 | 18.96 | 22,444 | 956 | 2,554 | |||||||||
| 21 Apr | 57371.45 | 415 | 138.3 | 18.85 | 11,764 | -143 | 1,584 | |||||||||
| 20 Apr | 56582.35 | 254.3 | -30.05000000000001 | 20.87 | 15,226 | 249 | 1,737 | |||||||||
| 17 Apr | 56565.70 | 283.1 | 55.75000000000003 | 18.36 | 8,093 | 401 | 1,492 | |||||||||
| 16 Apr | 56086.40 | 225.1 | -67.04999999999998 | 19.92 | 6,926 | -525 | 1,100 | |||||||||
| 15 Apr | 56301.95 | 288.85 | 53.45000000000002 | 19.32 | 10,152 | -975 | 1,624 | |||||||||
| 13 Apr | 55605.05 | 229.75 | -24.75 | 20.56 | 7,404 | -1,051 | 2,604 | |||||||||
| 10 Apr | 55912.75 | 261.2 | 92.69999999999999 | 17.48 | 9,746 | 782 | 3,650 | |||||||||
| 9 Apr | 54821.70 | 162.4 | -102.99999999999997 | 19.75 | 7,430 | 725 | 2,869 | |||||||||
| 8 Apr | 55703.90 | 284.5 | 217.65 | 17.46 | 7,723 | 1,617 | 2,152 | |||||||||
| 7 Apr | 52716.25 | 65.8 | -16.45 | 22.64 | 1,072 | 40 | 544 | |||||||||
| 6 Apr | 52609.10 | 84 | 13.85 | 23.76 | 962 | 13 | 504 | |||||||||
| 2 Apr | 51548.75 | 72.8 | 3.75 | 24.62 | 431 | -63 | 488 | |||||||||
| 1 Apr | 51448.65 | 70.05 | -2.75 | 24.11 | 1,383 | 279 | 552 | |||||||||
| 30 Mar | 50275.35 | 68.45 | -87.15 | 26.76 | 244 | 34 | 274 | |||||||||
| 27 Mar | 52274.60 | 152.15 | -129.85 | 22.94 | 317 | 45 | 241 | |||||||||
| 25 Mar | 53708.10 | 276.85 | 50.45 | 21 | 284 | 44 | 201 | |||||||||
| 24 Mar | 52605.65 | 235.65 | 36.05 | 23.14 | 65 | 10 | 157 | |||||||||
| 23 Mar | 51437.75 | 195.95 | -80.75 | 26.22 | 269 | 28 | 151 | |||||||||
| 20 Mar | 53427.05 | 263.6 | -19.7 | 19.86 | 361 | 12 | 123 | |||||||||
| 19 Mar | 53451.00 | 306.6 | -167.75 | 19.75 | 306 | 6 | 103 | |||||||||
| 18 Mar | 55326.05 | 476.55 | 20.55 | 16 | 179 | 35 | 78 | |||||||||
| 17 Mar | 54876.00 | 452 | -31.3 | 17.39 | 489 | -110 | 43 | |||||||||
| 16 Mar | 54413.40 | 485.9 | 57.1 | 19.98 | 173 | 6 | 153 | |||||||||
| 13 Mar | 53757.85 | 421.25 | -258.7 | 20 | 184 | -58 | 150 | |||||||||
| 12 Mar | 55100.95 | 692.1 | -188.45 | 18.56 | 134 | 5 | 205 | |||||||||
| 11 Mar | 55735.75 | 858.9 | -307.3 | 18.15 | 807 | 74 | 200 | |||||||||
| 10 Mar | 56950.80 | 1180.5 | -642.8 | - | 49 | 0 | 126 | |||||||||
| 9 Mar | 56019.80 | 1180.5 | -642.8 | 20.09 | 49 | 10 | 126 | |||||||||
| 6 Mar | 57783.25 | 1795.05 | -658.95 | 16.1 | 126 | 94 | 104 | |||||||||
| 5 Mar | 59055.85 | 2454 | 92.3 | 14.26 | 3 | 1 | 11 | |||||||||
| 4 Mar | 58755.25 | 2361.7 | -579.7 | 14.77 | 7 | -2 | 10 | |||||||||
| 2 Mar | 59839.65 | 2941.4 | -737.55 | 9.05 | 1 | 0 | 13 | |||||||||
| 27 Feb | 60529.00 | 3678.95 | -432.75 | 11.91 | 5 | 2 | 13 | |||||||||
| 26 Feb | 61187.70 | 4080.75 | 211.25 | - | 4 | 3 | 11 | |||||||||
| 25 Feb | 61043.35 | 3869.5 | -225.4 | - | 0 | 0 | 8 | |||||||||
| 24 Feb | 61047.30 | 3869.5 | -225.4 | - | 0 | 0 | 8 | |||||||||
| 23 Feb | 61264.25 | 3869.5 | -225.4 | - | 0 | 0 | 8 | |||||||||
| 20 Feb | 61172.00 | 3869.5 | -225.4 | - | 6 | 0 | 2 | |||||||||
| 19 Feb | 60739.55 | 4094.9 | 995.05 | - | 0 | 0 | 2 | |||||||||
| 18 Feb | 61550.80 | 4094.9 | 995.05 | - | 2 | 0 | 0 | |||||||||
| 17 Feb | 61174.00 | 3099.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 3099.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 60186.65 | 3099.85 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Feb | 60739.75 | 3099.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 3099.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 3099.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 3099.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 3099.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 3099.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 3099.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 3099.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 3099.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 3099.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 3099.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 3099.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 57900 expiring on 28APR2026
Delta for 57900 CE is 0.06
Historical price for 57900 CE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 35.5, which was -36.099999999999994 lower than the previous day. The implied volatity was 20.56, the open interest changed by 719 which increased total open position to 3859
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 68.25, which was -217.8 lower than the previous day. The implied volatity was 18.27, the open interest changed by 608 which increased total open position to 3141
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 277.2, which was -134.7 lower than the previous day. The implied volatity was 18.96, the open interest changed by 956 which increased total open position to 2554
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 415, which was 138.3 higher than the previous day. The implied volatity was 18.85, the open interest changed by -143 which decreased total open position to 1584
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 254.3, which was -30.05000000000001 lower than the previous day. The implied volatity was 20.87, the open interest changed by 249 which increased total open position to 1737
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 283.1, which was 55.75000000000003 higher than the previous day. The implied volatity was 18.36, the open interest changed by 401 which increased total open position to 1492
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 225.1, which was -67.04999999999998 lower than the previous day. The implied volatity was 19.92, the open interest changed by -525 which decreased total open position to 1100
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 288.85, which was 53.45000000000002 higher than the previous day. The implied volatity was 19.32, the open interest changed by -975 which decreased total open position to 1624
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 229.75, which was -24.75 lower than the previous day. The implied volatity was 20.56, the open interest changed by -1051 which decreased total open position to 2604
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 261.2, which was 92.69999999999999 higher than the previous day. The implied volatity was 17.48, the open interest changed by 782 which increased total open position to 3650
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 162.4, which was -102.99999999999997 lower than the previous day. The implied volatity was 19.75, the open interest changed by 725 which increased total open position to 2869
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 284.5, which was 217.65 higher than the previous day. The implied volatity was 17.46, the open interest changed by 1617 which increased total open position to 2152
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 65.8, which was -16.45 lower than the previous day. The implied volatity was 22.64, the open interest changed by 40 which increased total open position to 544
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 84, which was 13.85 higher than the previous day. The implied volatity was 23.76, the open interest changed by 13 which increased total open position to 504
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 72.8, which was 3.75 higher than the previous day. The implied volatity was 24.62, the open interest changed by -63 which decreased total open position to 488
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 70.05, which was -2.75 lower than the previous day. The implied volatity was 24.11, the open interest changed by 279 which increased total open position to 552
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 68.45, which was -87.15 lower than the previous day. The implied volatity was 26.76, the open interest changed by 34 which increased total open position to 274
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 152.15, which was -129.85 lower than the previous day. The implied volatity was 22.94, the open interest changed by 45 which increased total open position to 241
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 276.85, which was 50.45 higher than the previous day. The implied volatity was 21, the open interest changed by 44 which increased total open position to 201
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 235.65, which was 36.05 higher than the previous day. The implied volatity was 23.14, the open interest changed by 10 which increased total open position to 157
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 195.95, which was -80.75 lower than the previous day. The implied volatity was 26.22, the open interest changed by 28 which increased total open position to 151
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 263.6, which was -19.7 lower than the previous day. The implied volatity was 19.86, the open interest changed by 12 which increased total open position to 123
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 306.6, which was -167.75 lower than the previous day. The implied volatity was 19.75, the open interest changed by 6 which increased total open position to 103
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 476.55, which was 20.55 higher than the previous day. The implied volatity was 16, the open interest changed by 35 which increased total open position to 78
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 452, which was -31.3 lower than the previous day. The implied volatity was 17.39, the open interest changed by -110 which decreased total open position to 43
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 485.9, which was 57.1 higher than the previous day. The implied volatity was 19.98, the open interest changed by 6 which increased total open position to 153
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 421.25, which was -258.7 lower than the previous day. The implied volatity was 20, the open interest changed by -58 which decreased total open position to 150
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 692.1, which was -188.45 lower than the previous day. The implied volatity was 18.56, the open interest changed by 5 which increased total open position to 205
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 858.9, which was -307.3 lower than the previous day. The implied volatity was 18.15, the open interest changed by 74 which increased total open position to 200
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1180.5, which was -642.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 126
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1180.5, which was -642.8 lower than the previous day. The implied volatity was 20.09, the open interest changed by 10 which increased total open position to 126
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 1795.05, which was -658.95 lower than the previous day. The implied volatity was 16.1, the open interest changed by 94 which increased total open position to 104
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 2454, which was 92.3 higher than the previous day. The implied volatity was 14.26, the open interest changed by 1 which increased total open position to 11
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 2361.7, which was -579.7 lower than the previous day. The implied volatity was 14.77, the open interest changed by -2 which decreased total open position to 10
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 2941.4, which was -737.55 lower than the previous day. The implied volatity was 9.05, the open interest changed by 0 which decreased total open position to 13
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 3678.95, which was -432.75 lower than the previous day. The implied volatity was 11.91, the open interest changed by 2 which increased total open position to 13
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 4080.75, which was 211.25 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 11
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 3869.5, which was -225.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 3869.5, which was -225.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 3869.5, which was -225.4 lower than the previous day. The implied volatity was -, 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 3869.5, which was -225.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 4094.9, which was 995.05 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 4094.9, which was 995.05 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 3099.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 3099.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 3099.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 3099.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 3099.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 3099.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 3099.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 3099.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 3099.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 3099.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 3099.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 3099.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 3099.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 3099.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 3099.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28-Apr-2026 (4d) 57900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 0.09
Theta: -20.45
Gamma: 0.00011
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55908.35 | 1850.45 | 219.04999999999995 | 20.11 | 413 | -194 | 304 |
| 23 Apr | 56305.00 | 1620.35 | 580.5 | 19.31 | 143 | -7 | 498 |
| 22 Apr | 57124.45 | 1044.9 | 100.15000000000009 | 20.12 | 2,112 | 302 | 503 |
| 21 Apr | 57371.45 | 938.7 | -598.3499999999999 | 21.02 | 639 | 134 | 206 |
| 20 Apr | 56582.35 | 1537.05 | 12.799999999999955 | 24.1 | 123 | -13 | 72 |
| 17 Apr | 56565.70 | 1524.25 | -455.75 | 19.02 | 46 | 13 | 84 |
| 16 Apr | 56086.40 | 2000 | -72.34999999999991 | 19.97 | 93 | -29 | 71 |
| 15 Apr | 56301.95 | 2068.55 | 2068.55 | - | 0 | 0 | 100 |
| 13 Apr | 55605.05 | 2068.55 | 2068.55 | 21.08 | 0 | 0 | 100 |
| 10 Apr | 55912.75 | 2068.55 | -407 | 17.61 | 39 | 30 | 97 |
| 9 Apr | 54821.70 | 2475.55 | 240.6500000000001 | 15.66 | 1 | 0 | 67 |
| 8 Apr | 55703.90 | 2234.9 | -3876.85 | 20.68 | 5 | 1 | 67 |
| 7 Apr | 52716.25 | 6111.75 | -1264.5 | - | 0 | 0 | 66 |
| 6 Apr | 52609.10 | 6111.75 | -1264.5 | - | 0 | 0 | 66 |
| 2 Apr | 51548.75 | 6111.75 | -1264.5 | - | 0 | 0 | 66 |
| 1 Apr | 51448.65 | 6111.75 | -1264.5 | 28.99 | 20 | -16 | 68 |
| 30 Mar | 50275.35 | 7376.25 | 2013 | 38.15 | 1 | 0 | 85 |
| 27 Mar | 52274.60 | 5363.25 | 1335.85 | 28.71 | 3 | 0 | 88 |
| 25 Mar | 53708.10 | 4027.4 | -2035 | 22.66 | 6 | 0 | 88 |
| 24 Mar | 52605.65 | 6131 | 3619.45 | - | 0 | 0 | 88 |
| 23 Mar | 51437.75 | 6131 | 3619.45 | 27.59 | 10 | -8 | 89 |
| 20 Mar | 53427.05 | 2516.45 | -625.9 | - | 0 | 0 | 97 |
| 19 Mar | 53451.00 | 2516.45 | -625.9 | - | 42 | 0 | 97 |
| 18 Mar | 55326.05 | 2516.45 | -625.9 | 17.73 | 42 | 35 | 97 |
| 17 Mar | 54876.00 | 3142.35 | -777.65 | 22.12 | 35 | 0 | 63 |
| 16 Mar | 54413.40 | 3920 | -32.4 | 28.05 | 88 | -38 | 64 |
| 13 Mar | 53757.85 | 3952.4 | 1194.45 | 22.25 | 16 | 7 | 102 |
| 12 Mar | 55100.95 | 2746.85 | 970.85 | 18.98 | 31 | -12 | 96 |
| 11 Mar | 55735.75 | 1776 | 207.65 | 10.31 | 2 | 0 | 106 |
| 10 Mar | 56950.80 | 1574 | -752.7 | 18.07 | 71 | 18 | 102 |
| 9 Mar | 56019.80 | 2401.1 | 1116.6 | 21.46 | 79 | -23 | 83 |
| 6 Mar | 57783.25 | 1280.4 | 364.75 | 18.51 | 167 | 22 | 106 |
| 5 Mar | 59055.85 | 915.65 | 438 | - | 55 | 15 | 0 |
| 4 Mar | 58755.25 | 915.65 | 438 | 18.25 | 55 | 14 | 83 |
| 2 Mar | 59839.65 | 463.5 | 194.85 | 15.99 | 354 | 17 | 67 |
| 27 Feb | 60529.00 | 269.05 | 52.35 | 14.4 | 7 | -3 | 51 |
| 26 Feb | 61187.70 | 216.7 | -35.55 | 14.82 | 57 | 33 | 54 |
| 25 Feb | 61043.35 | 252.25 | 5.7 | 15.21 | 10 | 7 | 19 |
| 24 Feb | 61047.30 | 246.55 | 3.3 | 15.25 | 1 | 0 | 11 |
| 23 Feb | 61264.25 | 243.25 | -40.2 | - | 0 | 0 | 11 |
| 20 Feb | 61172.00 | 243.25 | -40.2 | - | 0 | 0 | 11 |
| 19 Feb | 60739.55 | 243.25 | -40.2 | - | 0 | 0 | 11 |
| 18 Feb | 61550.80 | 243.25 | -40.2 | 15.71 | 11 | 8 | 11 |
| 17 Feb | 61174.00 | 283.45 | -624.25 | - | 0 | 0 | 3 |
| 16 Feb | 60949.10 | 283.45 | -624.25 | 15.11 | 3 | 1 | 1 |
| 13 Feb | 60186.65 | 907.7 | 0 | 2.9 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 907.7 | 0 | 3.32 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 907.7 | 0 | 3.34 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 907.7 | 0 | 3.2 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 907.7 | 0 | 3.27 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 907.7 | 0 | 2.82 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 907.7 | 0 | 2.78 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 907.7 | 0 | 2.84 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 907.7 | 0 | 2.78 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 907.7 | 0 | 1.64 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 907.7 | 0 | 1.71 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 907.7 | 0 | 2.53 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 907.7 | 0 | 2.68 | 0 | 0 | 0 |
For Nifty Bank - strike price 57900 expiring on 28APR2026
Delta for 57900 PE is -0.93
Historical price for 57900 PE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 1850.45, which was 219.04999999999995 higher than the previous day. The implied volatity was 20.11, the open interest changed by -194 which decreased total open position to 304
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1620.35, which was 580.5 higher than the previous day. The implied volatity was 19.31, the open interest changed by -7 which decreased total open position to 498
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1044.9, which was 100.15000000000009 higher than the previous day. The implied volatity was 20.12, the open interest changed by 302 which increased total open position to 503
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 938.7, which was -598.3499999999999 lower than the previous day. The implied volatity was 21.02, the open interest changed by 134 which increased total open position to 206
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1537.05, which was 12.799999999999955 higher than the previous day. The implied volatity was 24.1, the open interest changed by -13 which decreased total open position to 72
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1524.25, which was -455.75 lower than the previous day. The implied volatity was 19.02, the open interest changed by 13 which increased total open position to 84
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 2000, which was -72.34999999999991 lower than the previous day. The implied volatity was 19.97, the open interest changed by -29 which decreased total open position to 71
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 2068.55, which was 2068.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 2068.55, which was 2068.55 higher than the previous day. The implied volatity was 21.08, the open interest changed by 0 which decreased total open position to 100
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 2068.55, which was -407 lower than the previous day. The implied volatity was 17.61, the open interest changed by 30 which increased total open position to 97
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 2475.55, which was 240.6500000000001 higher than the previous day. The implied volatity was 15.66, the open interest changed by 0 which decreased total open position to 67
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 2234.9, which was -3876.85 lower than the previous day. The implied volatity was 20.68, the open interest changed by 1 which increased total open position to 67
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 6111.75, which was -1264.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 6111.75, which was -1264.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 6111.75, which was -1264.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 6111.75, which was -1264.5 lower than the previous day. The implied volatity was 28.99, the open interest changed by -16 which decreased total open position to 68
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 7376.25, which was 2013 higher than the previous day. The implied volatity was 38.15, the open interest changed by 0 which decreased total open position to 85
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 5363.25, which was 1335.85 higher than the previous day. The implied volatity was 28.71, the open interest changed by 0 which decreased total open position to 88
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 4027.4, which was -2035 lower than the previous day. The implied volatity was 22.66, the open interest changed by 0 which decreased total open position to 88
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 6131, which was 3619.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 88
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 6131, which was 3619.45 higher than the previous day. The implied volatity was 27.59, the open interest changed by -8 which decreased total open position to 89
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 2516.45, which was -625.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 97
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 2516.45, which was -625.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 97
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 2516.45, which was -625.9 lower than the previous day. The implied volatity was 17.73, the open interest changed by 35 which increased total open position to 97
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 3142.35, which was -777.65 lower than the previous day. The implied volatity was 22.12, the open interest changed by 0 which decreased total open position to 63
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 3920, which was -32.4 lower than the previous day. The implied volatity was 28.05, the open interest changed by -38 which decreased total open position to 64
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 3952.4, which was 1194.45 higher than the previous day. The implied volatity was 22.25, the open interest changed by 7 which increased total open position to 102
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 2746.85, which was 970.85 higher than the previous day. The implied volatity was 18.98, the open interest changed by -12 which decreased total open position to 96
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1776, which was 207.65 higher than the previous day. The implied volatity was 10.31, the open interest changed by 0 which decreased total open position to 106
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1574, which was -752.7 lower than the previous day. The implied volatity was 18.07, the open interest changed by 18 which increased total open position to 102
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2401.1, which was 1116.6 higher than the previous day. The implied volatity was 21.46, the open interest changed by -23 which decreased total open position to 83
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 1280.4, which was 364.75 higher than the previous day. The implied volatity was 18.51, the open interest changed by 22 which increased total open position to 106
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 915.65, which was 438 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 915.65, which was 438 higher than the previous day. The implied volatity was 18.25, the open interest changed by 14 which increased total open position to 83
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 463.5, which was 194.85 higher than the previous day. The implied volatity was 15.99, the open interest changed by 17 which increased total open position to 67
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 269.05, which was 52.35 higher than the previous day. The implied volatity was 14.4, the open interest changed by -3 which decreased total open position to 51
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 216.7, which was -35.55 lower than the previous day. The implied volatity was 14.82, the open interest changed by 33 which increased total open position to 54
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 252.25, which was 5.7 higher than the previous day. The implied volatity was 15.21, the open interest changed by 7 which increased total open position to 19
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 246.55, which was 3.3 higher than the previous day. The implied volatity was 15.25, 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 243.25, which was -40.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 243.25, which was -40.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 243.25, which was -40.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 243.25, which was -40.2 lower than the previous day. The implied volatity was 15.71, the open interest changed by 8 which increased total open position to 11
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 283.45, which was -624.25 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 283.45, which was -624.25 lower than the previous day. The implied volatity was 15.11, the open interest changed by 1 which increased total open position to 1
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 907.7, 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 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 907.7, which was 0 lower than the previous day. The implied volatity was 3.32, 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 907.7, which was 0 lower than the previous day. The implied volatity was 3.34, 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 907.7, which was 0 lower than the previous day. The implied volatity was 3.2, 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 907.7, which was 0 lower than the previous day. The implied volatity was 3.27, 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 907.7, which was 0 lower than the previous day. The implied volatity was 2.82, 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 907.7, which was 0 lower than the previous day. The implied volatity was 2.78, 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 907.7, which was 0 lower than the previous day. The implied volatity was 2.84, 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 907.7, which was 0 lower than the previous day. The implied volatity was 2.78, 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 907.7, which was 0 lower than the previous day. The implied volatity was 1.64, 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 907.7, which was 0 lower than the previous day. The implied volatity was 1.71, 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 907.7, which was 0 lower than the previous day. The implied volatity was 2.53, 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 907.7, which was 0 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0
