BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 04:10 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 58000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.09
Theta: -22.44
Gamma: 0.00011
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 56089.75 | 43.7 | -19.199999999999996 | 20.87 | 2,02,690 | 4,060 | 29,469 | |||||||||
| 23 Apr | 56305.00 | 59.1 | -196.75 | 18.4 | 1,24,266 | 2,094 | 25,645 | |||||||||
| 22 Apr | 57124.45 | 248.4 | -123.74999999999997 | 18.84 | 1,45,524 | 3,163 | 23,672 | |||||||||
| 21 Apr | 57371.45 | 372.95 | 123 | 19.08 | 97,133 | -879 | 20,816 | |||||||||
| 20 Apr | 56582.35 | 234.6 | -22.599999999999994 | 20.98 | 1,23,206 | -5,047 | 22,154 | |||||||||
| 17 Apr | 56565.70 | 262 | 53.19999999999999 | 18.36 | 79,234 | 1,249 | 27,448 | |||||||||
| 16 Apr | 56086.40 | 206.25 | -60.25 | 19.72 | 78,523 | 169 | 26,290 | |||||||||
| 15 Apr | 56301.95 | 263 | 47.5 | 19.24 | 93,463 | -1,119 | 26,225 | |||||||||
| 13 Apr | 55605.05 | 211.9 | -18.900000000000006 | 20.4 | 1,20,453 | -21,529 | 27,580 | |||||||||
| 10 Apr | 55912.75 | 235.4 | 84.5 | 17.3 | 84,590 | 397 | 49,100 | |||||||||
| 9 Apr | 54821.70 | 146 | -96.15 | 19.57 | 77,717 | 6,353 | 48,710 | |||||||||
| 8 Apr | 55703.90 | 260 | 198.35 | 17.36 | 1,19,316 | 16,332 | 42,375 | |||||||||
| 7 Apr | 52716.25 | 59 | -17.6 | 22.48 | 35,109 | 9,404 | 25,570 | |||||||||
| 6 Apr | 52609.10 | 78.55 | 13.45 | 23.74 | 38,505 | 337 | 16,167 | |||||||||
| 2 Apr | 51548.75 | 64 | -1.5 | 24.3 | 35,197 | 563 | 15,851 | |||||||||
| 1 Apr | 51448.65 | 64.4 | -1.35 | 23.96 | 36,158 | 3,359 | 15,278 | |||||||||
| 30 Mar | 50275.35 | 65.15 | -79.45 | 26.79 | 19,192 | 1,705 | 11,898 | |||||||||
| 27 Mar | 52274.60 | 141 | -123.8 | 22.82 | 14,747 | 2,701 | 10,189 | |||||||||
| 25 Mar | 53708.10 | 261.9 | 53.15 | 20.97 | 10,198 | 518 | 7,495 | |||||||||
| 24 Mar | 52605.65 | 220 | 39.05 | 23 | 6,104 | 10 | 6,970 | |||||||||
| 23 Mar | 51437.75 | 176.2 | -81.25 | 25.81 | 10,443 | 775 | 6,957 | |||||||||
| 20 Mar | 53427.05 | 249.7 | -2.7 | 19.84 | 8,411 | 280 | 6,196 | |||||||||
| 19 Mar | 53451.00 | 290 | -158.05 | 19.71 | 13,784 | 1,370 | 5,921 | |||||||||
| 18 Mar | 55326.05 | 430 | -1.2 | 15.63 | 8,576 | -601 | 4,559 | |||||||||
| 17 Mar | 54876.00 | 432.1 | -37.3 | 17.44 | 5,103 | 723 | 5,273 | |||||||||
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| 16 Mar | 54413.40 | 450 | 41.85 | 19.7 | 7,337 | 586 | 4,535 | |||||||||
| 13 Mar | 53757.85 | 405.95 | -255.3 | 20.05 | 8,531 | 13 | 4,094 | |||||||||
| 12 Mar | 55100.95 | 678 | -173.25 | 18.75 | 7,330 | -577 | 4,081 | |||||||||
| 11 Mar | 55735.75 | 836.75 | -457.7 | 18.29 | 4,438 | 773 | 4,638 | |||||||||
| 10 Mar | 56950.80 | 1316.65 | 182.4 | 17.12 | 5,487 | 1,828 | 3,906 | |||||||||
| 9 Mar | 56019.80 | 1130.55 | -637.05 | 19.93 | 4,174 | 1,027 | 2,096 | |||||||||
| 6 Mar | 57783.25 | 1717.7 | -756.6 | 15.85 | 1,361 | 513 | 1,064 | |||||||||
| 5 Mar | 59055.85 | 2382.3 | -15.7 | 14.24 | 566 | 22 | 551 | |||||||||
| 4 Mar | 58755.25 | 2412.8 | -647.75 | 16.04 | 546 | 175 | 529 | |||||||||
| 2 Mar | 59839.65 | 3044 | -428.95 | 12.87 | 322 | 12 | 353 | |||||||||
| 27 Feb | 60529.00 | 3419 | -341 | 5.8 | 205 | 173 | 340 | |||||||||
| 26 Feb | 61187.70 | 3760 | -154.05 | 12.04 | 86 | 35 | 123 | |||||||||
| 25 Feb | 61043.35 | 3900 | 3 | 9.36 | 30 | 0 | 90 | |||||||||
| 24 Feb | 61047.30 | 3885.7 | -215.3 | 8.6 | 16 | 6 | 87 | |||||||||
| 23 Feb | 61264.25 | 4101 | 162.45 | - | 22 | 13 | 80 | |||||||||
| 20 Feb | 61172.00 | 3938.55 | 304.3 | - | 1 | 0 | 66 | |||||||||
| 19 Feb | 60739.55 | 3634.25 | -629.85 | 11.38 | 6 | 4 | 66 | |||||||||
| 18 Feb | 61550.80 | 4305.5 | 680.5 | - | 39 | 28 | 64 | |||||||||
| 17 Feb | 61174.00 | 3625 | 205 | - | 0 | 0 | 36 | |||||||||
| 16 Feb | 60949.10 | 3625 | 205 | - | 2 | 1 | 36 | |||||||||
| 13 Feb | 60186.65 | 3420 | -230 | 9.03 | 1 | 0 | 35 | |||||||||
| 12 Feb | 60739.75 | 3650 | 10.3 | - | 0 | 0 | 35 | |||||||||
| 11 Feb | 60745.35 | 3650 | 10.3 | - | 4 | 1 | 33 | |||||||||
| 10 Feb | 60626.40 | 3639.7 | 69.7 | - | 7 | 4 | 32 | |||||||||
| 9 Feb | 60669.35 | 3570 | 302.05 | - | 2 | 1 | 27 | |||||||||
| 6 Feb | 60120.55 | 3200 | 166.05 | - | 0 | 0 | 26 | |||||||||
| 5 Feb | 60063.65 | 3200 | 166.05 | 6.34 | 34 | 25 | 25 | |||||||||
| 4 Feb | 60238.15 | 3033.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 3033.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 3033.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 3033.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 3033.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 3033.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 58000 expiring on 28APR2026
Delta for 58000 CE is 0.08
Historical price for 58000 CE is as follows
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 43.7, which was -19.199999999999996 lower than the previous day. The implied volatity was 20.87, the open interest changed by 4060 which increased total open position to 29469
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 59.1, which was -196.75 lower than the previous day. The implied volatity was 18.4, the open interest changed by 2094 which increased total open position to 25645
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 248.4, which was -123.74999999999997 lower than the previous day. The implied volatity was 18.84, the open interest changed by 3163 which increased total open position to 23672
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 372.95, which was 123 higher than the previous day. The implied volatity was 19.08, the open interest changed by -879 which decreased total open position to 20816
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 234.6, which was -22.599999999999994 lower than the previous day. The implied volatity was 20.98, the open interest changed by -5047 which decreased total open position to 22154
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 262, which was 53.19999999999999 higher than the previous day. The implied volatity was 18.36, the open interest changed by 1249 which increased total open position to 27448
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 206.25, which was -60.25 lower than the previous day. The implied volatity was 19.72, the open interest changed by 169 which increased total open position to 26290
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 263, which was 47.5 higher than the previous day. The implied volatity was 19.24, the open interest changed by -1119 which decreased total open position to 26225
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 211.9, which was -18.900000000000006 lower than the previous day. The implied volatity was 20.4, the open interest changed by -21529 which decreased total open position to 27580
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 235.4, which was 84.5 higher than the previous day. The implied volatity was 17.3, the open interest changed by 397 which increased total open position to 49100
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 146, which was -96.15 lower than the previous day. The implied volatity was 19.57, the open interest changed by 6353 which increased total open position to 48710
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 260, which was 198.35 higher than the previous day. The implied volatity was 17.36, the open interest changed by 16332 which increased total open position to 42375
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 59, which was -17.6 lower than the previous day. The implied volatity was 22.48, the open interest changed by 9404 which increased total open position to 25570
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 78.55, which was 13.45 higher than the previous day. The implied volatity was 23.74, the open interest changed by 337 which increased total open position to 16167
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 64, which was -1.5 lower than the previous day. The implied volatity was 24.3, the open interest changed by 563 which increased total open position to 15851
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 64.4, which was -1.35 lower than the previous day. The implied volatity was 23.96, the open interest changed by 3359 which increased total open position to 15278
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 65.15, which was -79.45 lower than the previous day. The implied volatity was 26.79, the open interest changed by 1705 which increased total open position to 11898
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 141, which was -123.8 lower than the previous day. The implied volatity was 22.82, the open interest changed by 2701 which increased total open position to 10189
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 261.9, which was 53.15 higher than the previous day. The implied volatity was 20.97, the open interest changed by 518 which increased total open position to 7495
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 220, which was 39.05 higher than the previous day. The implied volatity was 23, the open interest changed by 10 which increased total open position to 6970
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 176.2, which was -81.25 lower than the previous day. The implied volatity was 25.81, the open interest changed by 775 which increased total open position to 6957
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 249.7, which was -2.7 lower than the previous day. The implied volatity was 19.84, the open interest changed by 280 which increased total open position to 6196
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 290, which was -158.05 lower than the previous day. The implied volatity was 19.71, the open interest changed by 1370 which increased total open position to 5921
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 430, which was -1.2 lower than the previous day. The implied volatity was 15.63, the open interest changed by -601 which decreased total open position to 4559
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 432.1, which was -37.3 lower than the previous day. The implied volatity was 17.44, the open interest changed by 723 which increased total open position to 5273
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 450, which was 41.85 higher than the previous day. The implied volatity was 19.7, the open interest changed by 586 which increased total open position to 4535
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 405.95, which was -255.3 lower than the previous day. The implied volatity was 20.05, the open interest changed by 13 which increased total open position to 4094
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 678, which was -173.25 lower than the previous day. The implied volatity was 18.75, the open interest changed by -577 which decreased total open position to 4081
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 836.75, which was -457.7 lower than the previous day. The implied volatity was 18.29, the open interest changed by 773 which increased total open position to 4638
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1316.65, which was 182.4 higher than the previous day. The implied volatity was 17.12, the open interest changed by 1828 which increased total open position to 3906
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1130.55, which was -637.05 lower than the previous day. The implied volatity was 19.93, the open interest changed by 1027 which increased total open position to 2096
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 1717.7, which was -756.6 lower than the previous day. The implied volatity was 15.85, the open interest changed by 513 which increased total open position to 1064
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 2382.3, which was -15.7 lower than the previous day. The implied volatity was 14.24, the open interest changed by 22 which increased total open position to 551
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 2412.8, which was -647.75 lower than the previous day. The implied volatity was 16.04, the open interest changed by 175 which increased total open position to 529
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 3044, which was -428.95 lower than the previous day. The implied volatity was 12.87, the open interest changed by 12 which increased total open position to 353
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 3419, which was -341 lower than the previous day. The implied volatity was 5.8, the open interest changed by 173 which increased total open position to 340
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 3760, which was -154.05 lower than the previous day. The implied volatity was 12.04, the open interest changed by 35 which increased total open position to 123
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 3900, which was 3 higher than the previous day. The implied volatity was 9.36, the open interest changed by 0 which decreased total open position to 90
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 3885.7, which was -215.3 lower than the previous day. The implied volatity was 8.6, the open interest changed by 6 which increased total open position to 87
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 4101, which was 162.45 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 80
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 3938.55, which was 304.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 3634.25, which was -629.85 lower than the previous day. The implied volatity was 11.38, the open interest changed by 4 which increased total open position to 66
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 4305.5, which was 680.5 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 64
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 3625, which was 205 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 3625, which was 205 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 36
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 3420, which was -230 lower than the previous day. The implied volatity was 9.03, the open interest changed by 0 which decreased total open position to 35
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 3650, which was 10.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 3650, which was 10.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 33
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 3639.7, which was 69.7 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 32
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 3570, which was 302.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 27
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 3200, which was 166.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 3200, which was 166.05 higher than the previous day. The implied volatity was 6.34, the open interest changed by 25 which increased total open position to 25
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 3033.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 3033.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 3033.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 3033.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 3033.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 3033.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28-Apr-2026 (4d) 58000 PE | |||||||
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Delta: -0.92
Vega: 0.09
Theta: -23.36
Gamma: 0.00011
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 56089.75 | 1852.15 | 115.30000000000018 | 21.17 | 3,471 | -1,319 | 4,536 |
| 23 Apr | 56305.00 | 1711.35 | 604.5 | 18.66 | 4,573 | -1,015 | 5,856 |
| 22 Apr | 57124.45 | 1108.25 | 100.60000000000002 | 20.03 | 15,405 | 148 | 6,879 |
| 21 Apr | 57371.45 | 1010.95 | -667.7 | 20.84 | 10,652 | 12 | 6,787 |
| 20 Apr | 56582.35 | 1700.65 | 99.65000000000009 | 23.82 | 6,455 | -1,104 | 6,799 |
| 17 Apr | 56565.70 | 1598.55 | -400.20000000000005 | 19.56 | 2,494 | -96 | 7,914 |
| 16 Apr | 56086.40 | 2091.05 | 213.1500000000001 | 19.67 | 11,861 | -4,118 | 8,010 |
| 15 Apr | 56301.95 | 1912.35 | -562.0500000000002 | 19.47 | 21,657 | -14,081 | 12,131 |
| 13 Apr | 55605.05 | 2493.9 | 344.5999999999999 | 20.44 | 7,923 | -6,572 | 26,251 |
| 10 Apr | 55912.75 | 2157.65 | -880.25 | 17.59 | 7,636 | 4,411 | 32,823 |
| 9 Apr | 54821.70 | 3033.1 | 739.5499999999997 | 12.68 | 13,540 | 8,349 | 28,412 |
| 8 Apr | 55703.90 | 2240 | -2825.05 | 18.78 | 7,531 | 3,809 | 20,062 |
| 7 Apr | 52716.25 | 5112.65 | -13.2 | 28.05 | 2,221 | 984 | 16,253 |
| 6 Apr | 52609.10 | 5111.6 | -1034.45 | 21.3 | 8,352 | 7,012 | 15,258 |
| 2 Apr | 51548.75 | 6084.5 | -75.55 | 24 | 1,708 | 1,080 | 8,237 |
| 1 Apr | 51448.65 | 6160.45 | -1104.75 | 26.99 | 1,192 | -186 | 7,158 |
| 30 Mar | 50275.35 | 7106.25 | 1647.05 | 22.96 | 2,879 | 280 | 7,348 |
| 27 Mar | 52274.60 | 5470.55 | 1398.75 | 29.29 | 1,156 | 446 | 7,066 |
| 25 Mar | 53708.10 | 4080.85 | -922.6 | 21.92 | 1,363 | 761 | 6,619 |
| 24 Mar | 52605.65 | 4941.85 | -1256.9 | 23.61 | 802 | 291 | 5,858 |
| 23 Mar | 51437.75 | 6382.65 | 2163.55 | 32.33 | 2,347 | 1,596 | 5,572 |
| 20 Mar | 53427.05 | 4302.25 | -20.15 | 22.74 | 888 | 141 | 3,977 |
| 19 Mar | 53451.00 | 4100.7 | 1525.35 | 22.2 | 708 | -10 | 3,840 |
| 18 Mar | 55326.05 | 2590 | -390.65 | 17.75 | 905 | 312 | 3,845 |
| 17 Mar | 54876.00 | 2981.9 | -453.3 | 18.32 | 433 | 15 | 3,536 |
| 16 Mar | 54413.40 | 3535.7 | -470.25 | 20.63 | 556 | -3 | 3,524 |
| 13 Mar | 53757.85 | 4068.1 | 1202.6 | 22.89 | 561 | -66 | 3,531 |
| 12 Mar | 55100.95 | 2790.25 | 346.6 | 18.58 | 965 | 71 | 3,603 |
| 11 Mar | 55735.75 | 2500.2 | 892.55 | 19.49 | 1,810 | -79 | 3,533 |
| 10 Mar | 56950.80 | 1614.05 | -807.6 | 17.92 | 1,821 | 85 | 3,603 |
| 9 Mar | 56019.80 | 2461 | 1146.1 | 21.45 | 3,034 | -358 | 3,563 |
| 6 Mar | 57783.25 | 1319.9 | 529.4 | 18.45 | 4,464 | 157 | 3,921 |
| 5 Mar | 59055.85 | 795.15 | -184.9 | 17.26 | 3,226 | 114 | 3,768 |
| 4 Mar | 58755.25 | 965 | 469.1 | 18.52 | 4,718 | -154 | 3,669 |
| 2 Mar | 59839.65 | 485.65 | 196.35 | 15.97 | 5,049 | 617 | 3,813 |
| 27 Feb | 60529.00 | 286.35 | 53.45 | 14.43 | 1,389 | 161 | 3,198 |
| 26 Feb | 61187.70 | 236.85 | -25.65 | 14.96 | 1,716 | -38 | 3,048 |
| 25 Feb | 61043.35 | 262.4 | 4.1 | 15.14 | 657 | 197 | 3,091 |
| 24 Feb | 61047.30 | 257.85 | 17.85 | 15.21 | 1,577 | 196 | 2,892 |
| 23 Feb | 61264.25 | 244.25 | -15.55 | 15.3 | 918 | 340 | 2,694 |
| 20 Feb | 61172.00 | 260.8 | -43.45 | 15.07 | 1,248 | 275 | 2,374 |
| 19 Feb | 60739.55 | 310.15 | 68.25 | 14.68 | 1,122 | 299 | 2,099 |
| 18 Feb | 61550.80 | 244.75 | -16.95 | 15.49 | 706 | 162 | 1,803 |
| 17 Feb | 61174.00 | 262 | -27.3 | 14.89 | 858 | 190 | 1,648 |
| 16 Feb | 60949.10 | 284.9 | -70.45 | 14.87 | 565 | 30 | 1,458 |
| 13 Feb | 60186.65 | 366.1 | 93.9 | 13.98 | 928 | 268 | 1,420 |
| 12 Feb | 60739.75 | 271.35 | 5.8 | 13.76 | 470 | 168 | 1,154 |
| 11 Feb | 60745.35 | 264.55 | -11.3 | 13.66 | 478 | 227 | 984 |
| 10 Feb | 60626.40 | 275.35 | -16.3 | 13.41 | 300 | 158 | 757 |
| 9 Feb | 60669.35 | 294 | -81.2 | 13.88 | 252 | 102 | 599 |
| 6 Feb | 60120.55 | 380 | -25.4 | 13.71 | 292 | 79 | 497 |
| 5 Feb | 60063.65 | 407 | -4.95 | 13.89 | 245 | 112 | 424 |
| 4 Feb | 60238.15 | 414 | -60.3 | 14.16 | 143 | 88 | 314 |
| 3 Feb | 60041.30 | 486.25 | -346.85 | 14.68 | 156 | 14 | 231 |
| 2 Feb | 58619.00 | 810.95 | -66.55 | 14.34 | 405 | 192 | 222 |
| 1 Feb | 58417.20 | 910 | 301 | 14.54 | 7 | 4 | 29 |
| 30 Jan | 59610.45 | 609 | 121.5 | 14.88 | 5 | 1 | 22 |
| 29 Jan | 59957.85 | 487.5 | -122.5 | 14.38 | 25 | 15 | 16 |
For Nifty Bank - strike price 58000 expiring on 28APR2026
Delta for 58000 PE is -0.92
Historical price for 58000 PE is as follows
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 1852.15, which was 115.30000000000018 higher than the previous day. The implied volatity was 21.17, the open interest changed by -1319 which decreased total open position to 4536
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1711.35, which was 604.5 higher than the previous day. The implied volatity was 18.66, the open interest changed by -1015 which decreased total open position to 5856
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1108.25, which was 100.60000000000002 higher than the previous day. The implied volatity was 20.03, the open interest changed by 148 which increased total open position to 6879
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 1010.95, which was -667.7 lower than the previous day. The implied volatity was 20.84, the open interest changed by 12 which increased total open position to 6787
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1700.65, which was 99.65000000000009 higher than the previous day. The implied volatity was 23.82, the open interest changed by -1104 which decreased total open position to 6799
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1598.55, which was -400.20000000000005 lower than the previous day. The implied volatity was 19.56, the open interest changed by -96 which decreased total open position to 7914
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 2091.05, which was 213.1500000000001 higher than the previous day. The implied volatity was 19.67, the open interest changed by -4118 which decreased total open position to 8010
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1912.35, which was -562.0500000000002 lower than the previous day. The implied volatity was 19.47, the open interest changed by -14081 which decreased total open position to 12131
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 2493.9, which was 344.5999999999999 higher than the previous day. The implied volatity was 20.44, the open interest changed by -6572 which decreased total open position to 26251
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 2157.65, which was -880.25 lower than the previous day. The implied volatity was 17.59, the open interest changed by 4411 which increased total open position to 32823
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 3033.1, which was 739.5499999999997 higher than the previous day. The implied volatity was 12.68, the open interest changed by 8349 which increased total open position to 28412
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 2240, which was -2825.05 lower than the previous day. The implied volatity was 18.78, the open interest changed by 3809 which increased total open position to 20062
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 5112.65, which was -13.2 lower than the previous day. The implied volatity was 28.05, the open interest changed by 984 which increased total open position to 16253
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 5111.6, which was -1034.45 lower than the previous day. The implied volatity was 21.3, the open interest changed by 7012 which increased total open position to 15258
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 6084.5, which was -75.55 lower than the previous day. The implied volatity was 24, the open interest changed by 1080 which increased total open position to 8237
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 6160.45, which was -1104.75 lower than the previous day. The implied volatity was 26.99, the open interest changed by -186 which decreased total open position to 7158
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 7106.25, which was 1647.05 higher than the previous day. The implied volatity was 22.96, the open interest changed by 280 which increased total open position to 7348
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 5470.55, which was 1398.75 higher than the previous day. The implied volatity was 29.29, the open interest changed by 446 which increased total open position to 7066
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 4080.85, which was -922.6 lower than the previous day. The implied volatity was 21.92, the open interest changed by 761 which increased total open position to 6619
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 4941.85, which was -1256.9 lower than the previous day. The implied volatity was 23.61, the open interest changed by 291 which increased total open position to 5858
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 6382.65, which was 2163.55 higher than the previous day. The implied volatity was 32.33, the open interest changed by 1596 which increased total open position to 5572
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 4302.25, which was -20.15 lower than the previous day. The implied volatity was 22.74, the open interest changed by 141 which increased total open position to 3977
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 4100.7, which was 1525.35 higher than the previous day. The implied volatity was 22.2, the open interest changed by -10 which decreased total open position to 3840
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 2590, which was -390.65 lower than the previous day. The implied volatity was 17.75, the open interest changed by 312 which increased total open position to 3845
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 2981.9, which was -453.3 lower than the previous day. The implied volatity was 18.32, the open interest changed by 15 which increased total open position to 3536
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 3535.7, which was -470.25 lower than the previous day. The implied volatity was 20.63, the open interest changed by -3 which decreased total open position to 3524
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 4068.1, which was 1202.6 higher than the previous day. The implied volatity was 22.89, the open interest changed by -66 which decreased total open position to 3531
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 2790.25, which was 346.6 higher than the previous day. The implied volatity was 18.58, the open interest changed by 71 which increased total open position to 3603
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 2500.2, which was 892.55 higher than the previous day. The implied volatity was 19.49, the open interest changed by -79 which decreased total open position to 3533
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1614.05, which was -807.6 lower than the previous day. The implied volatity was 17.92, the open interest changed by 85 which increased total open position to 3603
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2461, which was 1146.1 higher than the previous day. The implied volatity was 21.45, the open interest changed by -358 which decreased total open position to 3563
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 1319.9, which was 529.4 higher than the previous day. The implied volatity was 18.45, the open interest changed by 157 which increased total open position to 3921
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 795.15, which was -184.9 lower than the previous day. The implied volatity was 17.26, the open interest changed by 114 which increased total open position to 3768
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 965, which was 469.1 higher than the previous day. The implied volatity was 18.52, the open interest changed by -154 which decreased total open position to 3669
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 485.65, which was 196.35 higher than the previous day. The implied volatity was 15.97, the open interest changed by 617 which increased total open position to 3813
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 286.35, which was 53.45 higher than the previous day. The implied volatity was 14.43, the open interest changed by 161 which increased total open position to 3198
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 236.85, which was -25.65 lower than the previous day. The implied volatity was 14.96, the open interest changed by -38 which decreased total open position to 3048
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 262.4, which was 4.1 higher than the previous day. The implied volatity was 15.14, the open interest changed by 197 which increased total open position to 3091
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 257.85, which was 17.85 higher than the previous day. The implied volatity was 15.21, the open interest changed by 196 which increased total open position to 2892
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 244.25, which was -15.55 lower than the previous day. The implied volatity was 15.3, the open interest changed by 340 which increased total open position to 2694
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 260.8, which was -43.45 lower than the previous day. The implied volatity was 15.07, the open interest changed by 275 which increased total open position to 2374
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 310.15, which was 68.25 higher than the previous day. The implied volatity was 14.68, the open interest changed by 299 which increased total open position to 2099
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 244.75, which was -16.95 lower than the previous day. The implied volatity was 15.49, the open interest changed by 162 which increased total open position to 1803
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 262, which was -27.3 lower than the previous day. The implied volatity was 14.89, the open interest changed by 190 which increased total open position to 1648
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 284.9, which was -70.45 lower than the previous day. The implied volatity was 14.87, the open interest changed by 30 which increased total open position to 1458
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 366.1, which was 93.9 higher than the previous day. The implied volatity was 13.98, the open interest changed by 268 which increased total open position to 1420
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 271.35, which was 5.8 higher than the previous day. The implied volatity was 13.76, the open interest changed by 168 which increased total open position to 1154
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 264.55, which was -11.3 lower than the previous day. The implied volatity was 13.66, the open interest changed by 227 which increased total open position to 984
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 275.35, which was -16.3 lower than the previous day. The implied volatity was 13.41, the open interest changed by 158 which increased total open position to 757
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 294, which was -81.2 lower than the previous day. The implied volatity was 13.88, the open interest changed by 102 which increased total open position to 599
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 380, which was -25.4 lower than the previous day. The implied volatity was 13.71, the open interest changed by 79 which increased total open position to 497
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 407, which was -4.95 lower than the previous day. The implied volatity was 13.89, the open interest changed by 112 which increased total open position to 424
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 414, which was -60.3 lower than the previous day. The implied volatity was 14.16, the open interest changed by 88 which increased total open position to 314
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 486.25, which was -346.85 lower than the previous day. The implied volatity was 14.68, the open interest changed by 14 which increased total open position to 231
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 810.95, which was -66.55 lower than the previous day. The implied volatity was 14.34, the open interest changed by 192 which increased total open position to 222
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 910, which was 301 higher than the previous day. The implied volatity was 14.54, the open interest changed by 4 which increased total open position to 29
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 609, which was 121.5 higher than the previous day. The implied volatity was 14.88, the open interest changed by 1 which increased total open position to 22
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 487.5, which was -122.5 lower than the previous day. The implied volatity was 14.38, the open interest changed by 15 which increased total open position to 16
