Historical option data for BANKNIFTY
22 Jun 2026 02:14 PM IST
| BANKNIFTY 28-Jul-2026 (36d) 58500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 0.72
Theta: -17.74
Gamma: 0.00015
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 57890.10 | 912 | 22.2 (2.49%) | 14.29 | 1,654 | 445 | 4,459 | |||||||||
| 19 Jun | 57685.75 | 878.25 | -57.75 (-6.17%) | 14.3 | 3,683 | 732 | 4,027 | |||||||||
| 18 Jun | 57963.80 | 962 | 131 (15.76%) | 13.45 | 2,922 | 462 | 3,319 | |||||||||
| 17 Jun | 57585.05 | 817.2 | 61.2 (8.10%) | 13.89 | 2,511 | 761 | 2,856 | |||||||||
| 16 Jun | 57297.15 | 767.05 | -12.95 (-1.66%) | 14.42 | 1,847 | -333 | 2,092 | |||||||||
| 15 Jun | 57198.80 | 761 | 60 (8.56%) | 14.97 | 3,224 | 360 | 2,423 | |||||||||
| 12 Jun | 56814.80 | 720 | 380 (111.76%) | 15.44 | 2,769 | 848 | 2,062 | |||||||||
| 11 Jun | 55176.75 | 352.4 | 17.4 (5.19%) | 16.22 | 1,072 | 246 | 1,212 | |||||||||
| 10 Jun | 55100.30 | 339 | -52 (-13.30%) | 16.17 | 584 | 69 | 965 | |||||||||
| 9 Jun | 55194.50 | 410 | 164 (66.67%) | 16.75 | 1,096 | 142 | 896 | |||||||||
| 8 Jun | 54063.75 | 237 | -65 (-21.52%) | 17.48 | 298 | 78 | 754 | |||||||||
| 5 Jun | 54496.25 | 305.65 | 10.65 (3.61%) | 16.5 | 275 | 66 | 675 | |||||||||
| 4 Jun | 54307.85 | 294.05 | 11.05 (3.90%) | 16.77 | 109 | -16 | 609 | |||||||||
| 3 Jun | 54185.95 | 282.1 | 72.1 (34.33%) | 16.73 | 540 | 157 | 625 | |||||||||
| 2 Jun | 53714.65 | 202.85 | -1.15 (-0.56%) | 16.07 | 266 | 39 | 468 | |||||||||
| 1 Jun | 53643.10 | 203.5 | -155.5 (-43.31%) | 16.44 | 654 | 187 | 429 | |||||||||
| 29 May | 54239.20 | 360.4 | -60.6 (-14.39%) | 17.05 | 258 | -26 | 242 | |||||||||
| 27 May | 54853.85 | 420 | -69 (-14.11%) | 15.86 | 329 | 116 | 272 | |||||||||
| 26 May | 55092.90 | 485.55 | -73.45 (-13.14%) | 15.85 | 146 | 3 | 157 | |||||||||
| 25 May | 55293.65 | 609.7 | 252.7 (70.78%) | 16.49 | 111 | 50 | 154 | |||||||||
| 22 May | 54055.35 | 370.6 | 68.6 (22.72%) | 16.55 | 132 | 52 | 96 | |||||||||
| 21 May | 53439.40 | 302 | -10 (-3.21%) | 17.29 | 49 | -34 | 42 | |||||||||
| 20 May | 53562.20 | 310 | -18 (-5.49%) | 16.82 | 10 | 3 | 71 | |||||||||
| 19 May | 53409.15 | 327.4 | -25.6 (-7.25%) | 17.62 | 17 | 0 | 68 | |||||||||
| 18 May | 53537.00 | 350 | -39 (-10.03%) | 17.45 | 35 | 22 | 66 | |||||||||
| 15 May | 53710.35 | 389 | -101.45 (-20.69%) | 17.26 | 37 | -1 | 43 | |||||||||
| 14 May | 54128.95 | 490.45 | 63.35 (14.83%) | 17.03 | 7 | -5 | 42 | |||||||||
| 13 May | 53456.15 | 428.75 | -35.65 (-7.68%) | 0 | 21 | -5 | 46 | |||||||||
| 12 May | 53555.20 | 470 | -148 (-23.95%) | 17.99 | 57 | 49 | 51 | |||||||||
| 11 May | 54439.90 | 618 | -90.8 (-12.81%) | 0 | 1 | 0 | 1 | |||||||||
| 8 May | 55310.55 | 708.8 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 7 May | 56047.40 | 708.8 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 6 May | 55981.05 | 708.8 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 5 May | 54547.05 | 708.8 | 0 (0.00%) | 16.47 | 0 | 0 | 1 | |||||||||
| 4 May | 54878.50 | 708.8 | -723.75 (-50.52%) | 16.47 | 1 | 0 | 0 | |||||||||
For Nifty Bank - strike price 58500 expiring on 28JUL2026
Delta for 58500 CE is 0.47
Historical price for 58500 CE is as follows
On 22 Jun BANKNIFTY was trading at 57890.10. The strike last trading price was 912, which was 22.2 higher than the previous day. The implied volatity was 14.29, the open interest changed by 445 which increased total open position to 4459
On 19 Jun BANKNIFTY was trading at 57685.75. The strike last trading price was 878.25, which was -57.75 lower than the previous day. The implied volatity was 14.3, the open interest changed by 732 which increased total open position to 4027
On 18 Jun BANKNIFTY was trading at 57963.80. The strike last trading price was 962, which was 131 higher than the previous day. The implied volatity was 13.45, the open interest changed by 462 which increased total open position to 3319
On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 817.2, which was 61.2 higher than the previous day. The implied volatity was 13.89, the open interest changed by 761 which increased total open position to 2856
On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 767.05, which was -12.95 lower than the previous day. The implied volatity was 14.42, the open interest changed by -333 which decreased total open position to 2092
On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 761, which was 60 higher than the previous day. The implied volatity was 14.97, the open interest changed by 360 which increased total open position to 2423
On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 720, which was 380 higher than the previous day. The implied volatity was 15.44, the open interest changed by 848 which increased total open position to 2062
On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 352.4, which was 17.4 higher than the previous day. The implied volatity was 16.22, the open interest changed by 246 which increased total open position to 1212
On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 339, which was -52 lower than the previous day. The implied volatity was 16.17, the open interest changed by 69 which increased total open position to 965
On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 410, which was 164 higher than the previous day. The implied volatity was 16.75, the open interest changed by 142 which increased total open position to 896
On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 237, which was -65 lower than the previous day. The implied volatity was 17.48, the open interest changed by 78 which increased total open position to 754
On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 305.65, which was 10.65 higher than the previous day. The implied volatity was 16.5, the open interest changed by 66 which increased total open position to 675
On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 294.05, which was 11.05 higher than the previous day. The implied volatity was 16.77, the open interest changed by -16 which decreased total open position to 609
On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 282.1, which was 72.1 higher than the previous day. The implied volatity was 16.73, the open interest changed by 157 which increased total open position to 625
On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 202.85, which was -1.15 lower than the previous day. The implied volatity was 16.07, the open interest changed by 39 which increased total open position to 468
On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 203.5, which was -155.5 lower than the previous day. The implied volatity was 16.44, the open interest changed by 187 which increased total open position to 429
On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 360.4, which was -60.6 lower than the previous day. The implied volatity was 17.05, the open interest changed by -26 which decreased total open position to 242
On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 420, which was -69 lower than the previous day. The implied volatity was 15.86, the open interest changed by 116 which increased total open position to 272
On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 485.55, which was -73.45 lower than the previous day. The implied volatity was 15.85, the open interest changed by 3 which increased total open position to 157
On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 609.7, which was 252.7 higher than the previous day. The implied volatity was 16.49, the open interest changed by 50 which increased total open position to 154
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 370.6, which was 68.6 higher than the previous day. The implied volatity was 16.55, the open interest changed by 52 which increased total open position to 96
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 302, which was -10 lower than the previous day. The implied volatity was 17.29, the open interest changed by -34 which decreased total open position to 42
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 310, which was -18 lower than the previous day. The implied volatity was 16.82, the open interest changed by 3 which increased total open position to 71
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 327.4, which was -25.6 lower than the previous day. The implied volatity was 17.62, the open interest changed by 0 which decreased total open position to 68
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 350, which was -39 lower than the previous day. The implied volatity was 17.45, the open interest changed by 22 which increased total open position to 66
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 389, which was -101.45 lower than the previous day. The implied volatity was 17.26, the open interest changed by -1 which decreased total open position to 43
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 490.45, which was 63.35 higher than the previous day. The implied volatity was 17.03, the open interest changed by -5 which decreased total open position to 42
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 428.75, which was -35.65 lower than the previous day. The implied volatity was 0, the open interest changed by -5 which decreased total open position to 46
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 470, which was -148 lower than the previous day. The implied volatity was 17.99, the open interest changed by 49 which increased total open position to 51
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 618, which was -90.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 708.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 708.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 708.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 708.8, which was 0 lower than the previous day. The implied volatity was 16.47, 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 708.8, which was -723.75 lower than the previous day. The implied volatity was 16.47, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28-Jul-2026 (36d) 58500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 0.72
Theta: -7.2
Gamma: 0.00017
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 57890.10 | 1060.35 | -108.8 (-9.31%) | 12.54 | 575 | 180 | 2,108 |
| 19 Jun | 57685.75 | 1175.95 | 73.15 (6.63%) | 12.3 | 930 | 147 | 1,932 |
| 18 Jun | 57963.80 | 1086.5 | -285.8 (-20.83%) | 13.04 | 648 | 75 | 1,784 |
| 17 Jun | 57585.05 | 1368 | -174.95 (-11.34%) | 13.7 | 647 | -25 | 1,704 |
| 16 Jun | 57297.15 | 1536.5 | -115.85 (-7.01%) | 13.77 | 314 | 39 | 1,728 |
| 15 Jun | 57198.80 | 1661.7 | -314.35 (-15.91%) | 14 | 1,209 | 612 | 1,690 |
| 12 Jun | 56814.80 | 1981.25 | -1175.75 (-37.24%) | 14.97 | 1,301 | 1,007 | 1,078 |
| 11 Jun | 55176.75 | 3158.25 | -41.75 (-1.30%) | 15 | 6 | 3 | 71 |
| 10 Jun | 55100.30 | 3200 | 14.8 (0.46%) | 16.41 | 62 | 32 | 67 |
| 9 Jun | 55194.50 | 3185.2 | -717 (-18.37%) | 14.84 | 14 | 3 | 35 |
| 8 Jun | 54063.75 | 3902.2 | 218.1 (5.92%) | 13.84 | 1 | 0 | 33 |
| 5 Jun | 54496.25 | 3684.1 | -165.9 (-4.31%) | 13.32 | 12 | 0 | 33 |
| 4 Jun | 54307.85 | 3850 | 35.7 (0.94%) | 13.04 | 1 | 0 | 33 |
| 3 Jun | 54185.95 | 3900 | -700 (-15.22%) | 12.19 | 17 | 8 | 32 |
| 2 Jun | 53714.65 | 4600 | 400 (9.52%) | 16.92 | 2 | -1 | 24 |
| 1 Jun | 53643.10 | 4200 | 1055 (33.55%) | 16.07 | 14 | 1 | 26 |
| 29 May | 54239.20 | 3145 | -15.55 (-0.49%) | 13.02 | 7 | 4 | 25 |
| 27 May | 54853.85 | 3160.55 | 3160.55 (2.83%) | 13 | 25 | 0 | 21 |
| 26 May | 55092.90 | 3160.55 | 86.85 (2.83%) | 13 | 25 | 4 | 21 |
| 25 May | 55293.65 | 3075 | -800.45 (-20.65%) | 14.38 | 6 | 1 | 17 |
| 22 May | 54055.35 | 3875.45 | -619.15 (-13.78%) | 11.04 | 18 | 4 | 15 |
| 21 May | 53439.40 | 4494.6 | 4494.6 | - | 0 | 0 | 11 |
| 20 May | 53562.20 | 4494.6 | 4494.6 (14.10%) | 13.49 | 0 | 0 | 11 |
| 19 May | 53409.15 | 4494.6 | 555.55 (14.10%) | 13.49 | 3 | 1 | 10 |
| 18 May | 53537.00 | 3939.05 | 3939.05 (0.00%) | - | 0 | 0 | 9 |
| 15 May | 53710.35 | 3939.05 | -666.25 (-14.47%) | 15.72 | 2 | 0 | 9 |
| 14 May | 54128.95 | 4605.3 | 0 (0.00%) | 0 | 0 | 0 | 9 |
| 13 May | 53456.15 | 4605.3 | 0 (0.00%) | 0 | 0 | 0 | 9 |
| 12 May | 53555.20 | 4605.3 | 724.7 (18.67%) | 0 | 5 | 2 | 8 |
| 11 May | 54439.90 | 3880.6 | 1180.6 (43.73%) | 0 | 10 | 3 | 5 |
| 8 May | 55310.55 | 2700 | 2700 | - | 0 | 0 | 2 |
| 7 May | 56047.40 | 2700 | 2700 (-26.88%) | 15.61 | 0 | 0 | 2 |
| 6 May | 55981.05 | 2700 | -992.4 (-26.88%) | 15.61 | 2 | 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 58500 expiring on 28JUL2026
Delta for 58500 PE is -0.54
Historical price for 58500 PE is as follows
On 22 Jun BANKNIFTY was trading at 57890.10. The strike last trading price was 1060.35, which was -108.8 lower than the previous day. The implied volatity was 12.54, the open interest changed by 180 which increased total open position to 2108
On 19 Jun BANKNIFTY was trading at 57685.75. The strike last trading price was 1175.95, which was 73.15 higher than the previous day. The implied volatity was 12.3, the open interest changed by 147 which increased total open position to 1932
On 18 Jun BANKNIFTY was trading at 57963.80. The strike last trading price was 1086.5, which was -285.8 lower than the previous day. The implied volatity was 13.04, the open interest changed by 75 which increased total open position to 1784
On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 1368, which was -174.95 lower than the previous day. The implied volatity was 13.7, the open interest changed by -25 which decreased total open position to 1704
On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 1536.5, which was -115.85 lower than the previous day. The implied volatity was 13.77, the open interest changed by 39 which increased total open position to 1728
On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 1661.7, which was -314.35 lower than the previous day. The implied volatity was 14, the open interest changed by 612 which increased total open position to 1690
On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 1981.25, which was -1175.75 lower than the previous day. The implied volatity was 14.97, the open interest changed by 1007 which increased total open position to 1078
On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 3158.25, which was -41.75 lower than the previous day. The implied volatity was 15, the open interest changed by 3 which increased total open position to 71
On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 3200, which was 14.8 higher than the previous day. The implied volatity was 16.41, the open interest changed by 32 which increased total open position to 67
On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 3185.2, which was -717 lower than the previous day. The implied volatity was 14.84, the open interest changed by 3 which increased total open position to 35
On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 3902.2, which was 218.1 higher than the previous day. The implied volatity was 13.84, the open interest changed by 0 which decreased total open position to 33
On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 3684.1, which was -165.9 lower than the previous day. The implied volatity was 13.32, the open interest changed by 0 which decreased total open position to 33
On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 3850, which was 35.7 higher than the previous day. The implied volatity was 13.04, the open interest changed by 0 which decreased total open position to 33
On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 3900, which was -700 lower than the previous day. The implied volatity was 12.19, the open interest changed by 8 which increased total open position to 32
On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 4600, which was 400 higher than the previous day. The implied volatity was 16.92, the open interest changed by -1 which decreased total open position to 24
On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 4200, which was 1055 higher than the previous day. The implied volatity was 16.07, the open interest changed by 1 which increased total open position to 26
On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 3145, which was -15.55 lower than the previous day. The implied volatity was 13.02, the open interest changed by 4 which increased total open position to 25
On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 3160.55, which was 3160.55 higher than the previous day. The implied volatity was 13, the open interest changed by 0 which decreased total open position to 21
On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 3160.55, which was 86.85 higher than the previous day. The implied volatity was 13, the open interest changed by 4 which increased total open position to 21
On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 3075, which was -800.45 lower than the previous day. The implied volatity was 14.38, the open interest changed by 1 which increased total open position to 17
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 3875.45, which was -619.15 lower than the previous day. The implied volatity was 11.04, the open interest changed by 4 which increased total open position to 15
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 4494.6, which was 4494.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 4494.6, which was 4494.6 higher than the previous day. The implied volatity was 13.49, the open interest changed by 0 which decreased total open position to 11
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 4494.6, which was 555.55 higher than the previous day. The implied volatity was 13.49, the open interest changed by 1 which increased total open position to 10
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 3939.05, which was 3939.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 3939.05, which was -666.25 lower than the previous day. The implied volatity was 15.72, the open interest changed by 0 which decreased total open position to 9
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 4605.3, 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 9
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 4605.3, 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 9
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 4605.3, which was 724.7 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 8
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 3880.6, which was 1180.6 higher than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 5
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 2700, which was 2700 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 2700, which was 2700 higher than the previous day. The implied volatity was 15.61, the open interest changed by 0 which decreased total open position to 2
On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 2700, which was -992.4 lower than the previous day. The implied volatity was 15.61, 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
