BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:35 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 58400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.05
Theta: -12.25
Gamma: 0.00006
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55882.70 | 18.2 | -18.599999999999998 | 21.58 | 12,021 | 1,869 | 3,844 | |||||||||
| 23 Apr | 56305.00 | 32.2 | -127.7 | 18.79 | 13,541 | -439 | 1,984 | |||||||||
| 22 Apr | 57124.45 | 150 | -91.35 | 18.67 | 18,952 | 79 | 2,410 | |||||||||
| 21 Apr | 57371.45 | 243.1 | 72.5 | 18.8 | 10,452 | -108 | 2,389 | |||||||||
| 20 Apr | 56582.35 | 159.1 | -12.050000000000011 | 21.17 | 13,671 | 195 | 2,511 | |||||||||
| 17 Apr | 56565.70 | 174.25 | 29.599999999999994 | 18.26 | 7,231 | 1,378 | 2,359 | |||||||||
| 16 Apr | 56086.40 | 145.1 | -40.45000000000002 | 19.74 | 5,503 | 100 | 959 | |||||||||
| 15 Apr | 56301.95 | 183.1 | 30.349999999999994 | 19.09 | 4,706 | 23 | 928 | |||||||||
| 13 Apr | 55605.05 | 151.45 | -14.650000000000006 | 20.27 | 5,128 | -452 | 889 | |||||||||
| 10 Apr | 55912.75 | 169.8 | 54.250000000000014 | 17.31 | 4,903 | -210 | 1,341 | |||||||||
| 9 Apr | 54821.70 | 111.75 | -65.85 | 19.83 | 3,617 | -99 | 1,557 | |||||||||
| 8 Apr | 55703.90 | 189.3 | 140 | 17.3 | 6,959 | 1,225 | 1,658 | |||||||||
| 7 Apr | 52716.25 | 50.55 | -9.15 | 23.14 | 432 | -31 | 431 | |||||||||
| 6 Apr | 52609.10 | 57.2 | 3.6 | 23.56 | 825 | 130 | 453 | |||||||||
| 2 Apr | 51548.75 | 50 | -2 | 24.35 | 273 | 12 | 324 | |||||||||
| 1 Apr | 51448.65 | 50.65 | -6 | 24.03 | 900 | 77 | 311 | |||||||||
| 30 Mar | 50275.35 | 53.4 | -68.9 | 26.92 | 12 | 0 | 225 | |||||||||
| 27 Mar | 52274.60 | 124.2 | -89.2 | 23.38 | 164 | 53 | 225 | |||||||||
| 25 Mar | 53708.10 | 211 | 6.65 | 20.93 | 65 | -38 | 172 | |||||||||
| 24 Mar | 52605.65 | 196.6 | -8.4 | - | 0 | 0 | 210 | |||||||||
| 23 Mar | 51437.75 | 196.6 | -8.4 | - | 0 | 0 | 210 | |||||||||
| 20 Mar | 53427.05 | 196.6 | -8.4 | 19.67 | 188 | 37 | 214 | |||||||||
| 19 Mar | 53451.00 | 228.3 | -111.4 | 19.49 | 338 | 93 | 169 | |||||||||
| 18 Mar | 55326.05 | 334.9 | 1.65 | 15.46 | 220 | 1 | 77 | |||||||||
| 17 Mar | 54876.00 | 332.8 | -35.7 | 17.04 | 360 | -60 | 76 | |||||||||
| 16 Mar | 54413.40 | 366.65 | 35.95 | 19.52 | 181 | 15 | 138 | |||||||||
| 13 Mar | 53757.85 | 328 | -209.4 | 19.79 | 305 | -44 | 113 | |||||||||
| 12 Mar | 55100.95 | 537.4 | -147.5 | 18.16 | 95 | -45 | 158 | |||||||||
| 11 Mar | 55735.75 | 672 | -403 | 17.67 | 374 | 35 | 203 | |||||||||
| 10 Mar | 56950.80 | 1122.85 | 156.65 | 16.88 | 221 | 9 | 169 | |||||||||
| 9 Mar | 56019.80 | 973.75 | -568.1 | 19.72 | 177 | 48 | 161 | |||||||||
| 6 Mar | 57783.25 | 1502.8 | -675.35 | 15.81 | 85 | 49 | 114 | |||||||||
| 5 Mar | 59055.85 | 2064.8 | -73.55 | 13.65 | 4 | -2 | 65 | |||||||||
| 4 Mar | 58755.25 | 2143.45 | -1846.1 | 15.86 | 89 | 66 | 68 | |||||||||
| 2 Mar | 59839.65 | 3989.55 | 1211.05 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 60529.00 | 3989.55 | 1211.05 | - | 0 | 0 | 2 | |||||||||
| 26 Feb | 61187.70 | 3989.55 | 1211.05 | - | 0 | 0 | 2 | |||||||||
| 25 Feb | 61043.35 | 3989.55 | 1211.05 | - | 0 | 0 | 2 | |||||||||
| 24 Feb | 61047.30 | 3989.55 | 1211.05 | - | 0 | 0 | 2 | |||||||||
| 23 Feb | 61264.25 | 3989.55 | 1211.05 | - | 0 | 0 | 2 | |||||||||
| 20 Feb | 61172.00 | 3989.55 | 1211.05 | - | 0 | 0 | 2 | |||||||||
| 19 Feb | 60739.55 | 3989.55 | 1211.05 | - | 0 | 0 | 2 | |||||||||
| 18 Feb | 61550.80 | 3989.55 | 1211.05 | - | 2 | 0 | 0 | |||||||||
| 17 Feb | 61174.00 | 2778.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 2778.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 60186.65 | 2778.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 60739.75 | 2778.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 2778.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 2778.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 2778.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 2778.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 2778.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 2778.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 2778.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 2778.5 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 1 Feb | 58417.20 | 2778.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 2778.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 2778.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 58400 expiring on 28APR2026
Delta for 58400 CE is 0.03
Historical price for 58400 CE is as follows
On 24 Apr BANKNIFTY was trading at 55882.70. The strike last trading price was 18.2, which was -18.599999999999998 lower than the previous day. The implied volatity was 21.58, the open interest changed by 1869 which increased total open position to 3844
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 32.2, which was -127.7 lower than the previous day. The implied volatity was 18.79, the open interest changed by -439 which decreased total open position to 1984
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 150, which was -91.35 lower than the previous day. The implied volatity was 18.67, the open interest changed by 79 which increased total open position to 2410
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 243.1, which was 72.5 higher than the previous day. The implied volatity was 18.8, the open interest changed by -108 which decreased total open position to 2389
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 159.1, which was -12.050000000000011 lower than the previous day. The implied volatity was 21.17, the open interest changed by 195 which increased total open position to 2511
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 174.25, which was 29.599999999999994 higher than the previous day. The implied volatity was 18.26, the open interest changed by 1378 which increased total open position to 2359
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 145.1, which was -40.45000000000002 lower than the previous day. The implied volatity was 19.74, the open interest changed by 100 which increased total open position to 959
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 183.1, which was 30.349999999999994 higher than the previous day. The implied volatity was 19.09, the open interest changed by 23 which increased total open position to 928
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 151.45, which was -14.650000000000006 lower than the previous day. The implied volatity was 20.27, the open interest changed by -452 which decreased total open position to 889
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 169.8, which was 54.250000000000014 higher than the previous day. The implied volatity was 17.31, the open interest changed by -210 which decreased total open position to 1341
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 111.75, which was -65.85 lower than the previous day. The implied volatity was 19.83, the open interest changed by -99 which decreased total open position to 1557
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 189.3, which was 140 higher than the previous day. The implied volatity was 17.3, the open interest changed by 1225 which increased total open position to 1658
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 50.55, which was -9.15 lower than the previous day. The implied volatity was 23.14, the open interest changed by -31 which decreased total open position to 431
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 57.2, which was 3.6 higher than the previous day. The implied volatity was 23.56, the open interest changed by 130 which increased total open position to 453
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 50, which was -2 lower than the previous day. The implied volatity was 24.35, the open interest changed by 12 which increased total open position to 324
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 50.65, which was -6 lower than the previous day. The implied volatity was 24.03, the open interest changed by 77 which increased total open position to 311
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 53.4, which was -68.9 lower than the previous day. The implied volatity was 26.92, the open interest changed by 0 which decreased total open position to 225
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 124.2, which was -89.2 lower than the previous day. The implied volatity was 23.38, the open interest changed by 53 which increased total open position to 225
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 211, which was 6.65 higher than the previous day. The implied volatity was 20.93, the open interest changed by -38 which decreased total open position to 172
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 196.6, which was -8.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 210
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 196.6, which was -8.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 210
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 196.6, which was -8.4 lower than the previous day. The implied volatity was 19.67, the open interest changed by 37 which increased total open position to 214
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 228.3, which was -111.4 lower than the previous day. The implied volatity was 19.49, the open interest changed by 93 which increased total open position to 169
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 334.9, which was 1.65 higher than the previous day. The implied volatity was 15.46, the open interest changed by 1 which increased total open position to 77
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 332.8, which was -35.7 lower than the previous day. The implied volatity was 17.04, the open interest changed by -60 which decreased total open position to 76
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 366.65, which was 35.95 higher than the previous day. The implied volatity was 19.52, the open interest changed by 15 which increased total open position to 138
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 328, which was -209.4 lower than the previous day. The implied volatity was 19.79, the open interest changed by -44 which decreased total open position to 113
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 537.4, which was -147.5 lower than the previous day. The implied volatity was 18.16, the open interest changed by -45 which decreased total open position to 158
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 672, which was -403 lower than the previous day. The implied volatity was 17.67, the open interest changed by 35 which increased total open position to 203
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1122.85, which was 156.65 higher than the previous day. The implied volatity was 16.88, the open interest changed by 9 which increased total open position to 169
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 973.75, which was -568.1 lower than the previous day. The implied volatity was 19.72, the open interest changed by 48 which increased total open position to 161
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 1502.8, which was -675.35 lower than the previous day. The implied volatity was 15.81, the open interest changed by 49 which increased total open position to 114
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 2064.8, which was -73.55 lower than the previous day. The implied volatity was 13.65, the open interest changed by -2 which decreased total open position to 65
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 2143.45, which was -1846.1 lower than the previous day. The implied volatity was 15.86, the open interest changed by 66 which increased total open position to 68
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 3989.55, which was 1211.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 3989.55, which was 1211.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 3989.55, which was 1211.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 3989.55, which was 1211.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 3989.55, which was 1211.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 3989.55, which was 1211.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 3989.55, which was 1211.05 higher 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 3989.55, which was 1211.05 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 3989.55, which was 1211.05 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 2778.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 2778.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 2778.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 2778.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 2778.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 2778.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 2778.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 2778.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 2778.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 2778.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 2778.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 2778.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 2778.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 2778.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 2778.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28-Apr-2026 (4d) 58400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.97
Vega: 0.04
Theta: -1.37
Gamma: 0.00006
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55882.70 | 2358.95 | 258.9499999999998 | 19.63 | 4 | -3 | 67 |
| 23 Apr | 56305.00 | 2100 | 674.6500000000001 | 22.24 | 4 | -3 | 71 |
| 22 Apr | 57124.45 | 1422.45 | 134.60000000000014 | 19.93 | 68 | 5 | 77 |
| 21 Apr | 57371.45 | 1268.55 | -1179.6499999999999 | 20.14 | 73 | -7 | 72 |
| 20 Apr | 56582.35 | 2448.2 | 2448.2 | - | 0 | 0 | 79 |
| 17 Apr | 56565.70 | 2448.2 | 2448.2 | 18.02 | 0 | 0 | 79 |
| 16 Apr | 56086.40 | 2448.2 | 230.5999999999999 | 18.02 | 11 | 0 | 78 |
| 15 Apr | 56301.95 | 2225.45 | -1248.4500000000003 | 19.22 | 65 | 1 | 78 |
| 13 Apr | 55605.05 | 3473.9 | 473.9000000000001 | 19.1 | 1 | 0 | 78 |
| 10 Apr | 55912.75 | 3000 | 3000 | - | 0 | 0 | 78 |
| 9 Apr | 54821.70 | 3000 | 3000 | - | 0 | 0 | 78 |
| 8 Apr | 55703.90 | 3000 | -3616.3 | 29.6 | 1 | 0 | 79 |
| 7 Apr | 52716.25 | 6616.3 | -1239.2 | - | 0 | 0 | 79 |
| 6 Apr | 52609.10 | 6616.3 | -1239.2 | - | 0 | 0 | 79 |
| 2 Apr | 51548.75 | 6616.3 | -1239.2 | - | 0 | 0 | 79 |
| 1 Apr | 51448.65 | 6616.3 | -1239.2 | 31.03 | 39 | -21 | 82 |
| 30 Mar | 50275.35 | 7855.5 | 1998.55 | 40.15 | 8 | 0 | 104 |
| 27 Mar | 52274.60 | 5856.95 | 1488.1 | 30.09 | 2 | -1 | 105 |
| 25 Mar | 53708.10 | 4368.85 | -1971.15 | 20.34 | 27 | 10 | 106 |
| 24 Mar | 52605.65 | 6340 | 3487.7 | - | 0 | 0 | 96 |
| 23 Mar | 51437.75 | 6340 | 3487.7 | 20.63 | 1 | 0 | 96 |
| 20 Mar | 53427.05 | 2911.75 | -731.7 | - | 0 | 0 | 96 |
| 19 Mar | 53451.00 | 2911.75 | -731.7 | - | 0 | 0 | 96 |
| 18 Mar | 55326.05 | 2911.75 | -731.7 | 18.14 | 45 | 21 | 94 |
| 17 Mar | 54876.00 | 3643.45 | -759.05 | 24.27 | 11 | -3 | 74 |
| 16 Mar | 54413.40 | 4402.5 | 1265.6 | 29.9 | 5 | 0 | 78 |
| 13 Mar | 53757.85 | 3136.9 | 1362.65 | - | 0 | 3 | 0 |
| 12 Mar | 55100.95 | 3136.9 | 1362.65 | 19.4 | 26 | 3 | 78 |
| 11 Mar | 55735.75 | 1801.65 | -787.95 | - | 0 | 0 | 75 |
| 10 Mar | 56950.80 | 1801.65 | -787.95 | 17.52 | 42 | 23 | 72 |
| 9 Mar | 56019.80 | 2589.6 | 1111.45 | 19.87 | 8 | -4 | 50 |
| 6 Mar | 57783.25 | 1471.75 | 635.6 | 18.06 | 255 | 4 | 55 |
| 5 Mar | 59055.85 | 836.15 | -272.7 | 16.1 | 90 | 29 | 52 |
| 4 Mar | 58755.25 | 1096.6 | 518.35 | 18.32 | 140 | -19 | 24 |
| 2 Mar | 59839.65 | 567.55 | 226.85 | 15.73 | 120 | 19 | 43 |
| 27 Feb | 60529.00 | 340.7 | 63.5 | 14.16 | 6 | -3 | 27 |
| 26 Feb | 61187.70 | 277.2 | -34.75 | 14.64 | 6 | 3 | 31 |
| 25 Feb | 61043.35 | 309.75 | 22.45 | 14.88 | 15 | 9 | 25 |
| 24 Feb | 61047.30 | 287.3 | 12.1 | - | 0 | 0 | 16 |
| 23 Feb | 61264.25 | 287.3 | 12.1 | 15.04 | 2 | 0 | 16 |
| 20 Feb | 61172.00 | 275.25 | -35.7 | - | 0 | 0 | 16 |
| 19 Feb | 60739.55 | 275.25 | -35.7 | - | 0 | 0 | 16 |
| 18 Feb | 61550.80 | 275.25 | -35.7 | 15.06 | 20 | 11 | 18 |
| 17 Feb | 61174.00 | 310.95 | -767.75 | 14.7 | 7 | 2 | 2 |
| 16 Feb | 60949.10 | 1078.7 | 0 | 3.17 | 0 | 0 | 0 |
| 13 Feb | 60186.65 | 1078.7 | 0 | 2.49 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 1078.7 | 0 | 2.91 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 1078.7 | 0 | 2.93 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 1078.7 | 0 | 2.79 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 1078.7 | 0 | 2.87 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 1078.7 | 0 | 2.43 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 1078.7 | 0 | 2.38 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 1078.7 | 0 | 2.45 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 1078.7 | 0 | 2.33 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 1078.7 | 0 | 1.3 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 1078.7 | 0 | 1.12 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 1078.7 | 0 | 2.01 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 1078.7 | 0 | 2.3 | 0 | 0 | 0 |
For Nifty Bank - strike price 58400 expiring on 28APR2026
Delta for 58400 PE is -0.97
Historical price for 58400 PE is as follows
On 24 Apr BANKNIFTY was trading at 55882.70. The strike last trading price was 2358.95, which was 258.9499999999998 higher than the previous day. The implied volatity was 19.63, the open interest changed by -3 which decreased total open position to 67
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 2100, which was 674.6500000000001 higher than the previous day. The implied volatity was 22.24, the open interest changed by -3 which decreased total open position to 71
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1422.45, which was 134.60000000000014 higher than the previous day. The implied volatity was 19.93, the open interest changed by 5 which increased total open position to 77
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 1268.55, which was -1179.6499999999999 lower than the previous day. The implied volatity was 20.14, the open interest changed by -7 which decreased total open position to 72
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 2448.2, which was 2448.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 2448.2, which was 2448.2 higher than the previous day. The implied volatity was 18.02, the open interest changed by 0 which decreased total open position to 79
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 2448.2, which was 230.5999999999999 higher than the previous day. The implied volatity was 18.02, the open interest changed by 0 which decreased total open position to 78
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 2225.45, which was -1248.4500000000003 lower than the previous day. The implied volatity was 19.22, the open interest changed by 1 which increased total open position to 78
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 3473.9, which was 473.9000000000001 higher than the previous day. The implied volatity was 19.1, the open interest changed by 0 which decreased total open position to 78
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 3000, which was 3000 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 3000, which was 3000 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 3000, which was -3616.3 lower than the previous day. The implied volatity was 29.6, the open interest changed by 0 which decreased total open position to 79
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 6616.3, which was -1239.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 6616.3, which was -1239.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 6616.3, which was -1239.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 6616.3, which was -1239.2 lower than the previous day. The implied volatity was 31.03, the open interest changed by -21 which decreased total open position to 82
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 7855.5, which was 1998.55 higher than the previous day. The implied volatity was 40.15, the open interest changed by 0 which decreased total open position to 104
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 5856.95, which was 1488.1 higher than the previous day. The implied volatity was 30.09, the open interest changed by -1 which decreased total open position to 105
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 4368.85, which was -1971.15 lower than the previous day. The implied volatity was 20.34, the open interest changed by 10 which increased total open position to 106
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 6340, which was 3487.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 6340, which was 3487.7 higher than the previous day. The implied volatity was 20.63, the open interest changed by 0 which decreased total open position to 96
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 2911.75, which was -731.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 2911.75, which was -731.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 2911.75, which was -731.7 lower than the previous day. The implied volatity was 18.14, the open interest changed by 21 which increased total open position to 94
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 3643.45, which was -759.05 lower than the previous day. The implied volatity was 24.27, the open interest changed by -3 which decreased total open position to 74
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 4402.5, which was 1265.6 higher than the previous day. The implied volatity was 29.9, the open interest changed by 0 which decreased total open position to 78
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 3136.9, which was 1362.65 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 3136.9, which was 1362.65 higher than the previous day. The implied volatity was 19.4, the open interest changed by 3 which increased total open position to 78
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1801.65, which was -787.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1801.65, which was -787.95 lower than the previous day. The implied volatity was 17.52, the open interest changed by 23 which increased total open position to 72
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2589.6, which was 1111.45 higher than the previous day. The implied volatity was 19.87, the open interest changed by -4 which decreased total open position to 50
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 1471.75, which was 635.6 higher than the previous day. The implied volatity was 18.06, the open interest changed by 4 which increased total open position to 55
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 836.15, which was -272.7 lower than the previous day. The implied volatity was 16.1, the open interest changed by 29 which increased total open position to 52
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 1096.6, which was 518.35 higher than the previous day. The implied volatity was 18.32, the open interest changed by -19 which decreased total open position to 24
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 567.55, which was 226.85 higher than the previous day. The implied volatity was 15.73, the open interest changed by 19 which increased total open position to 43
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 340.7, which was 63.5 higher than the previous day. The implied volatity was 14.16, the open interest changed by -3 which decreased total open position to 27
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 277.2, which was -34.75 lower than the previous day. The implied volatity was 14.64, the open interest changed by 3 which increased total open position to 31
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 309.75, which was 22.45 higher than the previous day. The implied volatity was 14.88, the open interest changed by 9 which increased total open position to 25
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 287.3, which was 12.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 287.3, which was 12.1 higher than the previous day. The implied volatity was 15.04, the open interest changed by 0 which decreased total open position to 16
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 275.25, which was -35.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 275.25, which was -35.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 275.25, which was -35.7 lower than the previous day. The implied volatity was 15.06, the open interest changed by 11 which increased total open position to 18
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 310.95, which was -767.75 lower than the previous day. The implied volatity was 14.7, the open interest changed by 2 which increased total open position to 2
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 1078.7, which was 0 lower than the previous day. The implied volatity was 3.17, 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 1078.7, which was 0 lower than the previous day. The implied volatity was 2.49, 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 1078.7, which was 0 lower than the previous day. The implied volatity was 2.91, 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 1078.7, which was 0 lower than the previous day. The implied volatity was 2.93, 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 1078.7, which was 0 lower than the previous day. The implied volatity was 2.79, 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 1078.7, which was 0 lower than the previous day. The implied volatity was 2.87, 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 1078.7, which was 0 lower than the previous day. The implied volatity was 2.43, 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 1078.7, which was 0 lower than the previous day. The implied volatity was 2.38, 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 1078.7, which was 0 lower than the previous day. The implied volatity was 2.45, 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 1078.7, which was 0 lower than the previous day. The implied volatity was 2.33, 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 1078.7, which was 0 lower than the previous day. The implied volatity was 1.3, 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 1078.7, which was 0 lower than the previous day. The implied volatity was 1.12, 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 1078.7, which was 0 lower than the previous day. The implied volatity was 2.01, 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 1078.7, which was 0 lower than the previous day. The implied volatity was 2.3, the open interest changed by 0 which decreased total open position to 0
