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Historical option data for BANKNIFTY

29 Jun 2026 10:50 AM IST
BANKNIFTY 28-Jul-2026 (27d) 58000 CE
Delta: 0.56
Vega: 0.65
Theta: -21.12
Gamma: 0.00015
Date Close Ltp Change IV Volume OI Chg OI
29 Jun 58121.65 1240 -82.8 (-6.26%) 16.03 9,916 1,777 19,017
25 Jun 58177.05 1323.65 32 (2.48%) 15.27 18,579 1,615 17,443
24 Jun 58150.35 1307.05 443 (51.27%) 14.87 26,882 4,326 15,848
23 Jun 57183.75 843.85 -342.55 (-28.87%) 15.62 13,226 2,664 11,502
22 Jun 57935.60 1174.95 34.9 (3.06%) 14.64 6,844 227 8,854
19 Jun 57685.75 1135.6 -62.4 (-5.21%) 14.64 6,659 1,434 8,645
18 Jun 57963.80 1220.25 158.25 (14.90%) 13.64 5,987 510 7,236
17 Jun 57585.05 1058.6 84.6 (8.69%) 14.1 3,599 397 6,730
16 Jun 57297.15 976.1 -22.9 (-2.29%) 14.54 3,471 2 6,363
15 Jun 57198.80 979 85 (9.51%) 15.22 10,972 365 6,398
12 Jun 56814.80 915 471 (106.08%) 15.65 8,822 1,050 6,057
11 Jun 55176.75 461.05 13.05 (2.91%) 16.34 3,871 -21 5,016
10 Jun 55100.30 454 -56 (-10.98%) 16.44 5,146 1,324 5,038
9 Jun 55194.50 540 214 (65.64%) 16.94 4,325 964 3,875
8 Jun 54063.75 315 -84 (-21.05%) 17.55 3,435 110 2,959
5 Jun 54496.25 401.4 20.4 (5.35%) 16.74 4,985 349 2,916
4 Jun 54307.85 386.7 13.7 (3.67%) 16.98 1,271 234 2,609
3 Jun 54185.95 371.6 81.6 (28.14%) 16.83 2,546 406 2,376
2 Jun 53714.65 292.8 15.8 (5.70%) 16.62 2,420 -481 1,989
1 Jun 53643.10 272.4 -185.6 (-40.52%) 16.51 4,356 1,064 2,599
29 May 54239.20 472.9 -69.1 (-12.75%) 17.23 1,317 228 1,536
27 May 54853.85 543.95 -91.05 (-14.34%) 16.13 911 317 1,308
26 May 55092.90 648.8 -83.2 (-11.37%) 16.3 924 146 991
25 May 55293.65 775.2 307.2 (65.64%) 16.94 1,070 186 847
22 May 54055.35 490 111 (29.29%) 17.03 553 108 656
21 May 53439.40 379.6 -29.4 (-7.19%) 17.41 456 17 547
20 May 53562.20 415 9 (2.22%) 17.35 481 -73 578
19 May 53409.15 403.15 -58.85 (-12.74%) 17.57 225 55 654
18 May 53537.00 462 -32 (-6.48%) 17.99 754 242 658
15 May 53710.35 508 -90.4 (-15.11%) 17.64 612 36 416
14 May 54128.95 614.25 85.25 (16.12%) 17.34 402 77 381
13 May 53456.15 521 -41.45 (-7.37%) 0 256 -1 301
12 May 53555.20 562.4 -192.1 (-25.46%) 0 284 69 300
11 May 54439.90 732.3 -217.35 (-22.89%) 0 196 10 230
8 May 55310.55 930 -202.65 (-17.89%) 16.49 147 11 220
7 May 56047.40 1147.25 6.4 (0.56%) 15.66 70 -3 214
6 May 55981.05 1165 441.45 (61.01%) 15.8 155 64 215
5 May 54547.05 720 -131.65 (-15.46%) 16.41 161 52 147
4 May 54878.50 845 -58 (-6.42%) 16.5 94 20 95
30 Apr 54863.35 930 -674.4 (-42.03%) 16.53 92 72 72


For Nifty Bank - strike price 58000 expiring on 28JUL2026

Delta for 58000 CE is 0.56

Historical price for 58000 CE is as follows

On 29 Jun BANKNIFTY was trading at 58121.65. The strike last trading price was 1240, which was -82.8 lower than the previous day. The implied volatity was 16.03, the open interest changed by 1777 which increased total open position to 19017


On 25 Jun BANKNIFTY was trading at 58177.05. The strike last trading price was 1323.65, which was 32 higher than the previous day. The implied volatity was 15.27, the open interest changed by 1615 which increased total open position to 17443


On 24 Jun BANKNIFTY was trading at 58150.35. The strike last trading price was 1307.05, which was 443 higher than the previous day. The implied volatity was 14.87, the open interest changed by 4326 which increased total open position to 15848


On 23 Jun BANKNIFTY was trading at 57183.75. The strike last trading price was 843.85, which was -342.55 lower than the previous day. The implied volatity was 15.62, the open interest changed by 2664 which increased total open position to 11502


On 22 Jun BANKNIFTY was trading at 57935.60. The strike last trading price was 1174.95, which was 34.9 higher than the previous day. The implied volatity was 14.64, the open interest changed by 227 which increased total open position to 8854


On 19 Jun BANKNIFTY was trading at 57685.75. The strike last trading price was 1135.6, which was -62.4 lower than the previous day. The implied volatity was 14.64, the open interest changed by 1434 which increased total open position to 8645


On 18 Jun BANKNIFTY was trading at 57963.80. The strike last trading price was 1220.25, which was 158.25 higher than the previous day. The implied volatity was 13.64, the open interest changed by 510 which increased total open position to 7236


On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 1058.6, which was 84.6 higher than the previous day. The implied volatity was 14.1, the open interest changed by 397 which increased total open position to 6730


On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 976.1, which was -22.9 lower than the previous day. The implied volatity was 14.54, the open interest changed by 2 which increased total open position to 6363


On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 979, which was 85 higher than the previous day. The implied volatity was 15.22, the open interest changed by 365 which increased total open position to 6398


On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 915, which was 471 higher than the previous day. The implied volatity was 15.65, the open interest changed by 1050 which increased total open position to 6057


On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 461.05, which was 13.05 higher than the previous day. The implied volatity was 16.34, the open interest changed by -21 which decreased total open position to 5016


On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 454, which was -56 lower than the previous day. The implied volatity was 16.44, the open interest changed by 1324 which increased total open position to 5038


On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 540, which was 214 higher than the previous day. The implied volatity was 16.94, the open interest changed by 964 which increased total open position to 3875


On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 315, which was -84 lower than the previous day. The implied volatity was 17.55, the open interest changed by 110 which increased total open position to 2959


On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 401.4, which was 20.4 higher than the previous day. The implied volatity was 16.74, the open interest changed by 349 which increased total open position to 2916


On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 386.7, which was 13.7 higher than the previous day. The implied volatity was 16.98, the open interest changed by 234 which increased total open position to 2609


On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 371.6, which was 81.6 higher than the previous day. The implied volatity was 16.83, the open interest changed by 406 which increased total open position to 2376


On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 292.8, which was 15.8 higher than the previous day. The implied volatity was 16.62, the open interest changed by -481 which decreased total open position to 1989


On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 272.4, which was -185.6 lower than the previous day. The implied volatity was 16.51, the open interest changed by 1064 which increased total open position to 2599


On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 472.9, which was -69.1 lower than the previous day. The implied volatity was 17.23, the open interest changed by 228 which increased total open position to 1536


On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 543.95, which was -91.05 lower than the previous day. The implied volatity was 16.13, the open interest changed by 317 which increased total open position to 1308


On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 648.8, which was -83.2 lower than the previous day. The implied volatity was 16.3, the open interest changed by 146 which increased total open position to 991


On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 775.2, which was 307.2 higher than the previous day. The implied volatity was 16.94, the open interest changed by 186 which increased total open position to 847


On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 490, which was 111 higher than the previous day. The implied volatity was 17.03, the open interest changed by 108 which increased total open position to 656


On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 379.6, which was -29.4 lower than the previous day. The implied volatity was 17.41, the open interest changed by 17 which increased total open position to 547


On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 415, which was 9 higher than the previous day. The implied volatity was 17.35, the open interest changed by -73 which decreased total open position to 578


On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 403.15, which was -58.85 lower than the previous day. The implied volatity was 17.57, the open interest changed by 55 which increased total open position to 654


On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 462, which was -32 lower than the previous day. The implied volatity was 17.99, the open interest changed by 242 which increased total open position to 658


On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 508, which was -90.4 lower than the previous day. The implied volatity was 17.64, the open interest changed by 36 which increased total open position to 416


On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 614.25, which was 85.25 higher than the previous day. The implied volatity was 17.34, the open interest changed by 77 which increased total open position to 381


On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 521, which was -41.45 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 301


On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 562.4, which was -192.1 lower than the previous day. The implied volatity was 0, the open interest changed by 69 which increased total open position to 300


On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 732.3, which was -217.35 lower than the previous day. The implied volatity was 0, the open interest changed by 10 which increased total open position to 230


On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 930, which was -202.65 lower than the previous day. The implied volatity was 16.49, the open interest changed by 11 which increased total open position to 220


On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 1147.25, which was 6.4 higher than the previous day. The implied volatity was 15.66, the open interest changed by -3 which decreased total open position to 214


On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 1165, which was 441.45 higher than the previous day. The implied volatity was 15.8, the open interest changed by 64 which increased total open position to 215


On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 720, which was -131.65 lower than the previous day. The implied volatity was 16.41, the open interest changed by 52 which increased total open position to 147


On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 845, which was -58 lower than the previous day. The implied volatity was 16.5, the open interest changed by 20 which increased total open position to 95


On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 930, which was -674.4 lower than the previous day. The implied volatity was 16.53, the open interest changed by 72 which increased total open position to 72


BANKNIFTY 28-Jul-2026 (27d) 58000 PE
Delta: -0.43
Vega: 0.65
Theta: -10.95
Gamma: 0.00016
Date Close Ltp Change IV Volume OI Chg OI
29 Jun 58121.65 799.95 60.55 (8.19%) 14.72 14,259 2,382 20,414
25 Jun 58177.05 728.85 -54.9 (-7.00%) 13.58 21,796 2,730 18,152
24 Jun 58150.35 765 -451.7 (-37.13%) 13.84 23,400 5,334 15,440
23 Jun 57183.75 1300 483.4 (59.20%) 13.71 11,756 1,429 10,110
22 Jun 57935.60 815.15 -103.05 (-11.22%) 12.62 7,180 374 8,690
19 Jun 57685.75 918 42.1 (4.81%) 12.55 7,402 881 8,317
18 Jun 57963.80 856.35 -251.3 (-22.69%) 13.29 7,468 1,471 7,453
17 Jun 57585.05 1107.4 -165.85 (-13.03%) 13.81 2,786 338 5,991
16 Jun 57297.15 1272.45 -111.2 (-8.04%) 13.98 2,824 1,417 5,657
15 Jun 57198.80 1393 -272.65 (-16.37%) 14.37 3,857 695 4,247
12 Jun 56814.80 1659 -1117.6 (-40.25%) 15.04 2,359 364 3,548
11 Jun 55176.75 2772.75 -129.25 (-4.45%) 15.23 966 745 3,184
10 Jun 55100.30 2861 74.3 (2.67%) 15.5 1,804 1,534 2,439
9 Jun 55194.50 2729.95 -968.85 (-26.19%) 14.76 941 700 904
8 Jun 54063.75 3739 471.5 (14.43%) 14.5 26 6 205
5 Jun 54496.25 3260 -174 (-5.07%) 14.38 67 15 198
4 Jun 54307.85 3425 -87.75 (-2.50%) 13.87 26 2 182
3 Jun 54185.95 3440.75 -269.25 (-7.26%) 12.95 39 15 179
2 Jun 53714.65 3720 -179.15 (-4.59%) 16.66 16 -8 164
1 Jun 53643.10 3855 620.3 (19.18%) 9.91 13 0 171
29 May 54239.20 3202.05 157.05 (5.16%) 17.47 81 -7 171
27 May 54853.85 3045 145 (5.00%) 13.73 60 10 177
26 May 55092.90 2900 274.8 (10.47%) 14.29 93 19 167
25 May 55293.65 2607.55 -973.2 (-27.18%) 14.22 183 85 147
22 May 54055.35 3580.7 -664.3 (-15.65%) 13.74 23 3 62
21 May 53439.40 4245 -276 (-6.10%) 14.19 13 -4 59
20 May 53562.20 4521 270 (6.35%) 12.73 6 0 63
19 May 53409.15 4251 238.35 (5.94%) 14.47 5 0 63
18 May 53537.00 4012.65 4012.65 (0.36%) - 3 0 63
15 May 53710.35 4026.95 256 (6.79%) 15.63 91 52 62
14 May 54128.95 3770.95 479.55 (14.57%) 16.81 7 2 9
13 May 53456.15 3291.4 0 (0.00%) 0 0 0 7
12 May 53555.20 3291.4 0 (0.00%) 0 0 0 7
11 May 54439.90 3291.4 0 (0.00%) 0 0 0 7
8 May 55310.55 3291.4 3291.4 - 0 0 7
7 May 56047.40 3291.4 3291.4 (16.51%) 16.06 0 0 7
6 May 55981.05 3291.4 466.4 (16.51%) 16.06 10 6 7
5 May 54547.05 2825 2825 - 0 0 1
4 May 54878.50 2825 2825 - 0 0 1
30 Apr 54863.35 2825 0 (0.00%) 15.42 0 0 1


For Nifty Bank - strike price 58000 expiring on 28JUL2026

Delta for 58000 PE is -0.43

Historical price for 58000 PE is as follows

On 29 Jun BANKNIFTY was trading at 58121.65. The strike last trading price was 799.95, which was 60.55 higher than the previous day. The implied volatity was 14.72, the open interest changed by 2382 which increased total open position to 20414


On 25 Jun BANKNIFTY was trading at 58177.05. The strike last trading price was 728.85, which was -54.9 lower than the previous day. The implied volatity was 13.58, the open interest changed by 2730 which increased total open position to 18152


On 24 Jun BANKNIFTY was trading at 58150.35. The strike last trading price was 765, which was -451.7 lower than the previous day. The implied volatity was 13.84, the open interest changed by 5334 which increased total open position to 15440


On 23 Jun BANKNIFTY was trading at 57183.75. The strike last trading price was 1300, which was 483.4 higher than the previous day. The implied volatity was 13.71, the open interest changed by 1429 which increased total open position to 10110


On 22 Jun BANKNIFTY was trading at 57935.60. The strike last trading price was 815.15, which was -103.05 lower than the previous day. The implied volatity was 12.62, the open interest changed by 374 which increased total open position to 8690


On 19 Jun BANKNIFTY was trading at 57685.75. The strike last trading price was 918, which was 42.1 higher than the previous day. The implied volatity was 12.55, the open interest changed by 881 which increased total open position to 8317


On 18 Jun BANKNIFTY was trading at 57963.80. The strike last trading price was 856.35, which was -251.3 lower than the previous day. The implied volatity was 13.29, the open interest changed by 1471 which increased total open position to 7453


On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 1107.4, which was -165.85 lower than the previous day. The implied volatity was 13.81, the open interest changed by 338 which increased total open position to 5991


On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 1272.45, which was -111.2 lower than the previous day. The implied volatity was 13.98, the open interest changed by 1417 which increased total open position to 5657


On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 1393, which was -272.65 lower than the previous day. The implied volatity was 14.37, the open interest changed by 695 which increased total open position to 4247


On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 1659, which was -1117.6 lower than the previous day. The implied volatity was 15.04, the open interest changed by 364 which increased total open position to 3548


On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 2772.75, which was -129.25 lower than the previous day. The implied volatity was 15.23, the open interest changed by 745 which increased total open position to 3184


On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 2861, which was 74.3 higher than the previous day. The implied volatity was 15.5, the open interest changed by 1534 which increased total open position to 2439


On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 2729.95, which was -968.85 lower than the previous day. The implied volatity was 14.76, the open interest changed by 700 which increased total open position to 904


On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 3739, which was 471.5 higher than the previous day. The implied volatity was 14.5, the open interest changed by 6 which increased total open position to 205


On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 3260, which was -174 lower than the previous day. The implied volatity was 14.38, the open interest changed by 15 which increased total open position to 198


On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 3425, which was -87.75 lower than the previous day. The implied volatity was 13.87, the open interest changed by 2 which increased total open position to 182


On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 3440.75, which was -269.25 lower than the previous day. The implied volatity was 12.95, the open interest changed by 15 which increased total open position to 179


On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 3720, which was -179.15 lower than the previous day. The implied volatity was 16.66, the open interest changed by -8 which decreased total open position to 164


On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 3855, which was 620.3 higher than the previous day. The implied volatity was 9.91, the open interest changed by 0 which decreased total open position to 171


On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 3202.05, which was 157.05 higher than the previous day. The implied volatity was 17.47, the open interest changed by -7 which decreased total open position to 171


On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 3045, which was 145 higher than the previous day. The implied volatity was 13.73, the open interest changed by 10 which increased total open position to 177


On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 2900, which was 274.8 higher than the previous day. The implied volatity was 14.29, the open interest changed by 19 which increased total open position to 167


On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 2607.55, which was -973.2 lower than the previous day. The implied volatity was 14.22, the open interest changed by 85 which increased total open position to 147


On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 3580.7, which was -664.3 lower than the previous day. The implied volatity was 13.74, the open interest changed by 3 which increased total open position to 62


On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 4245, which was -276 lower than the previous day. The implied volatity was 14.19, the open interest changed by -4 which decreased total open position to 59


On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 4521, which was 270 higher than the previous day. The implied volatity was 12.73, the open interest changed by 0 which decreased total open position to 63


On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 4251, which was 238.35 higher than the previous day. The implied volatity was 14.47, the open interest changed by 0 which decreased total open position to 63


On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 4012.65, which was 4012.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63


On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 4026.95, which was 256 higher than the previous day. The implied volatity was 15.63, the open interest changed by 52 which increased total open position to 62


On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 3770.95, which was 479.55 higher than the previous day. The implied volatity was 16.81, the open interest changed by 2 which increased total open position to 9


On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 3291.4, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 7


On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 3291.4, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 7


On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 3291.4, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 7


On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 3291.4, which was 3291.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 3291.4, which was 3291.4 higher than the previous day. The implied volatity was 16.06, the open interest changed by 0 which decreased total open position to 7


On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 3291.4, which was 466.4 higher than the previous day. The implied volatity was 16.06, the open interest changed by 6 which increased total open position to 7


On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 2825, which was 2825 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 2825, which was 2825 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 2825, which was 0 lower than the previous day. The implied volatity was 15.42, the open interest changed by 0 which decreased total open position to 1