Historical option data for BANKNIFTY
23 Jun 2026 04:10 PM IST
| BANKNIFTY 28-Jul-2026 (35d) 58100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 0.69
Theta: -19.06
Gamma: 0.00014
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 57183.75 | 829.2 | -302.45 (-26.73%) | 16.04 | 392 | 169 | 596 | |||||||||
| 22 Jun | 57935.60 | 1115.1 | 20.15 (1.84%) | 14.67 | 449 | 95 | 426 | |||||||||
| 19 Jun | 57685.75 | 1092.8 | -59.2 (-5.14%) | 14.81 | 194 | 61 | 331 | |||||||||
| 18 Jun | 57963.80 | 1176.15 | 155.15 (15.20%) | 13.73 | 205 | 70 | 270 | |||||||||
| 17 Jun | 57585.05 | 1020 | 91 (9.80%) | 14.21 | 56 | 17 | 200 | |||||||||
| 16 Jun | 57297.15 | 936.75 | -17.25 (-1.81%) | 14.52 | 184 | 80 | 182 | |||||||||
| 15 Jun | 57198.80 | 925 | 66 (7.68%) | 15.07 | 54 | 7 | 102 | |||||||||
| 12 Jun | 56814.80 | 859 | 445 (107.49%) | 15.37 | 108 | 35 | 95 | |||||||||
| 11 Jun | 55176.75 | 413.55 | -89.45 (-17.78%) | 16.03 | 15 | 6 | 62 | |||||||||
| 10 Jun | 55100.30 | 502.9 | 19.9 (4.12%) | 16.5 | 65 | -3 | 55 | |||||||||
| 9 Jun | 55194.50 | 493.8 | 161.8 (48.73%) | 16.87 | 18 | 3 | 58 | |||||||||
| 8 Jun | 54063.75 | 332 | -31 (-8.54%) | 17.59 | 20 | 5 | 40 | |||||||||
| 5 Jun | 54496.25 | 362.6 | -6.4 (-1.73%) | 17.17 | 12 | 7 | 36 | |||||||||
| 4 Jun | 54307.85 | 368.85 | 19.85 (5.69%) | 16.95 | 5 | -4 | 28 | |||||||||
| 3 Jun | 54185.95 | 343.4 | 81.4 (31.07%) | 16.73 | 13 | 2 | 33 | |||||||||
| 2 Jun | 53714.65 | 262.3 | -387.7 (-59.65%) | 16.61 | 13 | 6 | 30 | |||||||||
| 1 Jun | 53643.10 | 650 | 0 (0.00%) | - | 3 | 0 | 24 | |||||||||
| 29 May | 54239.20 | 650 | 0 (0.00%) | - | 3 | 0 | 24 | |||||||||
| 27 May | 54853.85 | 650 | 0 (0.00%) | 16.2 | 3 | 0 | 24 | |||||||||
| 26 May | 55092.90 | 650 | -37 (-5.39%) | 16.2 | 3 | -1 | 24 | |||||||||
| 25 May | 55293.65 | 687.2 | 273.2 (65.99%) | 16.2 | 8 | 2 | 24 | |||||||||
| 22 May | 54055.35 | 413.85 | 37.85 (10.07%) | 16.91 | 8 | 0 | 22 | |||||||||
| 21 May | 53439.40 | 376.45 | -1.55 (-0.41%) | 17.47 | 21 | 17 | 22 | |||||||||
| 20 May | 53562.20 | 377.8 | -44.2 (-10.47%) | 17.22 | 1 | 0 | 6 | |||||||||
| 19 May | 53409.15 | 421.5 | -174.5 (-29.28%) | 17.35 | 3 | 2 | 6 | |||||||||
| 18 May | 53537.00 | 596.1 | 0.1 (0.02%) | - | 0 | 0 | 4 | |||||||||
| 15 May | 53710.35 | 596.1 | -41.85 (-6.56%) | 17.7 | 2 | 2 | 4 | |||||||||
| 14 May | 54128.95 | 637.95 | -930.9 (-59.34%) | 18.21 | 2 | 0 | 0 | |||||||||
| 13 May | 53456.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 May | 53555.20 | 0 | 0 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 54439.90 | 0 | -1568.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 55310.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 56047.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 55981.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 54547.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 54878.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 58100 expiring on 28JUL2026
Delta for 58100 CE is 0.41
Historical price for 58100 CE is as follows
On 23 Jun BANKNIFTY was trading at 57183.75. The strike last trading price was 829.2, which was -302.45 lower than the previous day. The implied volatity was 16.04, the open interest changed by 169 which increased total open position to 596
On 22 Jun BANKNIFTY was trading at 57935.60. The strike last trading price was 1115.1, which was 20.15 higher than the previous day. The implied volatity was 14.67, the open interest changed by 95 which increased total open position to 426
On 19 Jun BANKNIFTY was trading at 57685.75. The strike last trading price was 1092.8, which was -59.2 lower than the previous day. The implied volatity was 14.81, the open interest changed by 61 which increased total open position to 331
On 18 Jun BANKNIFTY was trading at 57963.80. The strike last trading price was 1176.15, which was 155.15 higher than the previous day. The implied volatity was 13.73, the open interest changed by 70 which increased total open position to 270
On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 1020, which was 91 higher than the previous day. The implied volatity was 14.21, the open interest changed by 17 which increased total open position to 200
On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 936.75, which was -17.25 lower than the previous day. The implied volatity was 14.52, the open interest changed by 80 which increased total open position to 182
On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 925, which was 66 higher than the previous day. The implied volatity was 15.07, the open interest changed by 7 which increased total open position to 102
On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 859, which was 445 higher than the previous day. The implied volatity was 15.37, the open interest changed by 35 which increased total open position to 95
On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 413.55, which was -89.45 lower than the previous day. The implied volatity was 16.03, the open interest changed by 6 which increased total open position to 62
On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 502.9, which was 19.9 higher than the previous day. The implied volatity was 16.5, the open interest changed by -3 which decreased total open position to 55
On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 493.8, which was 161.8 higher than the previous day. The implied volatity was 16.87, the open interest changed by 3 which increased total open position to 58
On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 332, which was -31 lower than the previous day. The implied volatity was 17.59, the open interest changed by 5 which increased total open position to 40
On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 362.6, which was -6.4 lower than the previous day. The implied volatity was 17.17, the open interest changed by 7 which increased total open position to 36
On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 368.85, which was 19.85 higher than the previous day. The implied volatity was 16.95, the open interest changed by -4 which decreased total open position to 28
On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 343.4, which was 81.4 higher than the previous day. The implied volatity was 16.73, the open interest changed by 2 which increased total open position to 33
On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 262.3, which was -387.7 lower than the previous day. The implied volatity was 16.61, the open interest changed by 6 which increased total open position to 30
On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 650, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 650, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 650, which was 0 lower than the previous day. The implied volatity was 16.2, the open interest changed by 0 which decreased total open position to 24
On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 650, which was -37 lower than the previous day. The implied volatity was 16.2, the open interest changed by -1 which decreased total open position to 24
On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 687.2, which was 273.2 higher than the previous day. The implied volatity was 16.2, the open interest changed by 2 which increased total open position to 24
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 413.85, which was 37.85 higher than the previous day. The implied volatity was 16.91, the open interest changed by 0 which decreased total open position to 22
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 376.45, which was -1.55 lower than the previous day. The implied volatity was 17.47, the open interest changed by 17 which increased total open position to 22
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 377.8, which was -44.2 lower than the previous day. The implied volatity was 17.22, the open interest changed by 0 which decreased total open position to 6
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 421.5, which was -174.5 lower than the previous day. The implied volatity was 17.35, the open interest changed by 2 which increased total open position to 6
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 596.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 596.1, which was -41.85 lower than the previous day. The implied volatity was 17.7, the open interest changed by 2 which increased total open position to 4
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 637.95, which was -930.9 lower than the previous day. The implied volatity was 18.21, the open interest changed by 0 which decreased total open position to 0
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 0, 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 0
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 0, which was -1568.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28-Jul-2026 (35d) 58100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 0.68
Theta: -7.56
Gamma: 0.00016
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 57183.75 | 1342.5 | 484.45 (56.46%) | 13.4 | 231 | 44 | 206 |
| 22 Jun | 57935.60 | 872.15 | -106.85 (-10.91%) | 12.75 | 211 | -9 | 166 |
| 19 Jun | 57685.75 | 964.4 | 42.95 (4.66%) | 12.29 | 217 | 44 | 176 |
| 18 Jun | 57963.80 | 898 | -270.7 (-23.16%) | 13.19 | 142 | 3 | 131 |
| 17 Jun | 57585.05 | 1168.7 | -166.05 (-12.44%) | 14.12 | 8 | 1 | 128 |
| 16 Jun | 57297.15 | 1325.15 | -98.6 (-6.93%) | 14.09 | 172 | 122 | 127 |
| 15 Jun | 57198.80 | 1423.75 | -2010.65 (-58.54%) | 14.22 | 6 | 5 | 5 |
| 12 Jun | 56814.80 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 55176.75 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 55100.30 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 55194.50 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 54063.75 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 54496.25 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 54307.85 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 54185.95 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 53714.65 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 53643.10 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 54239.20 | 0 | 0 | - | 0 | 0 | 0 |
| 27 May | 54853.85 | 0 | 0 | - | 0 | 0 | 0 |
| 26 May | 55092.90 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 55293.65 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 54055.35 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 53439.40 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 53562.20 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 53409.15 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 53537.00 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 53710.35 | 0 | -3434.4 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 54128.95 | 0 | -3434.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 53456.15 | 0 | -3434.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 53555.20 | 0 | -3434.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 54439.90 | 0 | -3434.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 55310.55 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 56047.40 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 55981.05 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 54547.05 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 54878.50 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 58100 expiring on 28JUL2026
Delta for 58100 PE is -0.61
Historical price for 58100 PE is as follows
On 23 Jun BANKNIFTY was trading at 57183.75. The strike last trading price was 1342.5, which was 484.45 higher than the previous day. The implied volatity was 13.4, the open interest changed by 44 which increased total open position to 206
On 22 Jun BANKNIFTY was trading at 57935.60. The strike last trading price was 872.15, which was -106.85 lower than the previous day. The implied volatity was 12.75, the open interest changed by -9 which decreased total open position to 166
On 19 Jun BANKNIFTY was trading at 57685.75. The strike last trading price was 964.4, which was 42.95 higher than the previous day. The implied volatity was 12.29, the open interest changed by 44 which increased total open position to 176
On 18 Jun BANKNIFTY was trading at 57963.80. The strike last trading price was 898, which was -270.7 lower than the previous day. The implied volatity was 13.19, the open interest changed by 3 which increased total open position to 131
On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 1168.7, which was -166.05 lower than the previous day. The implied volatity was 14.12, the open interest changed by 1 which increased total open position to 128
On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 1325.15, which was -98.6 lower than the previous day. The implied volatity was 14.09, the open interest changed by 122 which increased total open position to 127
On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 1423.75, which was -2010.65 lower than the previous day. The implied volatity was 14.22, the open interest changed by 5 which increased total open position to 5
On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 0, which was -3434.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 0, which was -3434.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 0, which was -3434.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 0, which was -3434.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 0, which was -3434.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
