BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:33 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 58700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.04
Theta: -10.15
Gamma: 0.00005
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55917.55 | 13.9 | -11.549999999999999 | 22.33 | 13,799 | -770 | 4,033 | |||||||||
| 23 Apr | 56305.00 | 21.35 | -87.80000000000001 | 19.19 | 19,617 | 499 | 4,813 | |||||||||
| 22 Apr | 57124.45 | 107.3 | -63.2 | 18.93 | 15,311 | 1,308 | 4,310 | |||||||||
| 21 Apr | 57371.45 | 172.55 | 46.250000000000014 | 18.35 | 10,507 | 231 | 2,987 | |||||||||
| 20 Apr | 56582.35 | 117.25 | -7.400000000000006 | 21.15 | 13,630 | -96 | 2,728 | |||||||||
| 17 Apr | 56565.70 | 128 | 20.099999999999994 | 17.9 | 9,645 | 267 | 2,846 | |||||||||
| 16 Apr | 56086.40 | 107.9 | -31.549999999999983 | 19.63 | 6,630 | 141 | 2,622 | |||||||||
| 15 Apr | 56301.95 | 137.8 | 20.35000000000001 | 18.95 | 6,061 | 378 | 2,481 | |||||||||
| 13 Apr | 55605.05 | 116.25 | -12.650000000000006 | 20.31 | 3,878 | -31 | 2,108 | |||||||||
| 10 Apr | 55912.75 | 129.15 | 37.35000000000001 | 17.19 | 4,132 | -380 | 2,136 | |||||||||
| 9 Apr | 54821.70 | 88.7 | -49.35000000000001 | 19.86 | 2,557 | 119 | 2,523 | |||||||||
| 8 Apr | 55703.90 | 153.8 | 112.75 | 17.53 | 7,709 | 1,877 | 2,413 | |||||||||
| 7 Apr | 52716.25 | 37.35 | -12.1 | 22.85 | 597 | 24 | 540 | |||||||||
| 6 Apr | 52609.10 | 46.55 | 2 | 23.59 | 787 | 189 | 517 | |||||||||
| 2 Apr | 51548.75 | 38.95 | -4.15 | 24.17 | 279 | -26 | 330 | |||||||||
| 1 Apr | 51448.65 | 43.3 | -11.75 | 24.25 | 579 | 96 | 356 | |||||||||
| 30 Mar | 50275.35 | 52.3 | -52.35 | 27.71 | 64 | 31 | 261 | |||||||||
| 27 Mar | 52274.60 | 105 | -78.05 | 23.37 | 238 | 52 | 228 | |||||||||
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| 25 Mar | 53708.10 | 181.65 | 29.65 | 20.96 | 200 | 9 | 176 | |||||||||
| 24 Mar | 52605.65 | 157 | 21.15 | 23.07 | 31 | 5 | 167 | |||||||||
| 23 Mar | 51437.75 | 135.65 | -38.85 | 26.17 | 169 | 1 | 166 | |||||||||
| 20 Mar | 53427.05 | 165.85 | -12.9 | 19.64 | 234 | 63 | 168 | |||||||||
| 19 Mar | 53451.00 | 192.85 | -84.95 | 19.44 | 137 | -8 | 104 | |||||||||
| 18 Mar | 55326.05 | 274.3 | 2.25 | 15.33 | 228 | 11 | 114 | |||||||||
| 17 Mar | 54876.00 | 270.2 | -46.2 | 16.77 | 507 | -21 | 104 | |||||||||
| 16 Mar | 54413.40 | 315.2 | 31.15 | 19.45 | 260 | -37 | 118 | |||||||||
| 13 Mar | 53757.85 | 278.2 | -179.45 | 19.62 | 271 | 21 | 155 | |||||||||
| 12 Mar | 55100.95 | 469.05 | -102.75 | 18.12 | 106 | -22 | 135 | |||||||||
| 11 Mar | 55735.75 | 554.7 | -389.45 | 17.12 | 219 | -17 | 158 | |||||||||
| 10 Mar | 56950.80 | 944.15 | 89.9 | 16.14 | 10 | 1 | 175 | |||||||||
| 9 Mar | 56019.80 | 858.95 | -527.05 | 19.46 | 150 | 42 | 165 | |||||||||
| 6 Mar | 57783.25 | 1300.25 | -636.55 | 15.18 | 94 | 45 | 125 | |||||||||
| 5 Mar | 59055.85 | 1899.4 | -40.4 | 13.98 | 199 | -17 | 79 | |||||||||
| 4 Mar | 58755.25 | 1962.3 | -1207.1 | 15.85 | 168 | 93 | 96 | |||||||||
| 2 Mar | 59839.65 | 3169.4 | 573.9 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 60529.00 | 3169.4 | 573.9 | - | 0 | 0 | 3 | |||||||||
| 26 Feb | 61187.70 | 3169.4 | 573.9 | - | 0 | 0 | 3 | |||||||||
| 25 Feb | 61043.35 | 3169.4 | 573.9 | - | 0 | 0 | 3 | |||||||||
| 24 Feb | 61047.30 | 3169.4 | 573.9 | - | 0 | 0 | 3 | |||||||||
| 23 Feb | 61264.25 | 3169.4 | 573.9 | - | 0 | 0 | 3 | |||||||||
| 20 Feb | 61172.00 | 3169.4 | 573.9 | 6.6 | 3 | 0 | 0 | |||||||||
| 19 Feb | 60739.55 | 2595.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 61550.80 | 2595.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 61174.00 | 2595.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 2595.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 60186.65 | 2595.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 60739.75 | 2595.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 2595.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 2595.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 2595.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 2595.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 2595.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 2595.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 2595.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 2595.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 2595.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 2595.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 2595.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 58700 expiring on 28APR2026
Delta for 58700 CE is 0.03
Historical price for 58700 CE is as follows
On 24 Apr BANKNIFTY was trading at 55917.55. The strike last trading price was 13.9, which was -11.549999999999999 lower than the previous day. The implied volatity was 22.33, the open interest changed by -770 which decreased total open position to 4033
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 21.35, which was -87.80000000000001 lower than the previous day. The implied volatity was 19.19, the open interest changed by 499 which increased total open position to 4813
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 107.3, which was -63.2 lower than the previous day. The implied volatity was 18.93, the open interest changed by 1308 which increased total open position to 4310
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 172.55, which was 46.250000000000014 higher than the previous day. The implied volatity was 18.35, the open interest changed by 231 which increased total open position to 2987
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 117.25, which was -7.400000000000006 lower than the previous day. The implied volatity was 21.15, the open interest changed by -96 which decreased total open position to 2728
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 128, which was 20.099999999999994 higher than the previous day. The implied volatity was 17.9, the open interest changed by 267 which increased total open position to 2846
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 107.9, which was -31.549999999999983 lower than the previous day. The implied volatity was 19.63, the open interest changed by 141 which increased total open position to 2622
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 137.8, which was 20.35000000000001 higher than the previous day. The implied volatity was 18.95, the open interest changed by 378 which increased total open position to 2481
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 116.25, which was -12.650000000000006 lower than the previous day. The implied volatity was 20.31, the open interest changed by -31 which decreased total open position to 2108
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 129.15, which was 37.35000000000001 higher than the previous day. The implied volatity was 17.19, the open interest changed by -380 which decreased total open position to 2136
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 88.7, which was -49.35000000000001 lower than the previous day. The implied volatity was 19.86, the open interest changed by 119 which increased total open position to 2523
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 153.8, which was 112.75 higher than the previous day. The implied volatity was 17.53, the open interest changed by 1877 which increased total open position to 2413
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 37.35, which was -12.1 lower than the previous day. The implied volatity was 22.85, the open interest changed by 24 which increased total open position to 540
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 46.55, which was 2 higher than the previous day. The implied volatity was 23.59, the open interest changed by 189 which increased total open position to 517
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 38.95, which was -4.15 lower than the previous day. The implied volatity was 24.17, the open interest changed by -26 which decreased total open position to 330
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 43.3, which was -11.75 lower than the previous day. The implied volatity was 24.25, the open interest changed by 96 which increased total open position to 356
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 52.3, which was -52.35 lower than the previous day. The implied volatity was 27.71, the open interest changed by 31 which increased total open position to 261
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 105, which was -78.05 lower than the previous day. The implied volatity was 23.37, the open interest changed by 52 which increased total open position to 228
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 181.65, which was 29.65 higher than the previous day. The implied volatity was 20.96, the open interest changed by 9 which increased total open position to 176
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 157, which was 21.15 higher than the previous day. The implied volatity was 23.07, the open interest changed by 5 which increased total open position to 167
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 135.65, which was -38.85 lower than the previous day. The implied volatity was 26.17, the open interest changed by 1 which increased total open position to 166
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 165.85, which was -12.9 lower than the previous day. The implied volatity was 19.64, the open interest changed by 63 which increased total open position to 168
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 192.85, which was -84.95 lower than the previous day. The implied volatity was 19.44, the open interest changed by -8 which decreased total open position to 104
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 274.3, which was 2.25 higher than the previous day. The implied volatity was 15.33, the open interest changed by 11 which increased total open position to 114
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 270.2, which was -46.2 lower than the previous day. The implied volatity was 16.77, the open interest changed by -21 which decreased total open position to 104
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 315.2, which was 31.15 higher than the previous day. The implied volatity was 19.45, the open interest changed by -37 which decreased total open position to 118
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 278.2, which was -179.45 lower than the previous day. The implied volatity was 19.62, the open interest changed by 21 which increased total open position to 155
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 469.05, which was -102.75 lower than the previous day. The implied volatity was 18.12, the open interest changed by -22 which decreased total open position to 135
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 554.7, which was -389.45 lower than the previous day. The implied volatity was 17.12, the open interest changed by -17 which decreased total open position to 158
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 944.15, which was 89.9 higher than the previous day. The implied volatity was 16.14, the open interest changed by 1 which increased total open position to 175
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 858.95, which was -527.05 lower than the previous day. The implied volatity was 19.46, the open interest changed by 42 which increased total open position to 165
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 1300.25, which was -636.55 lower than the previous day. The implied volatity was 15.18, the open interest changed by 45 which increased total open position to 125
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 1899.4, which was -40.4 lower than the previous day. The implied volatity was 13.98, the open interest changed by -17 which decreased total open position to 79
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 1962.3, which was -1207.1 lower than the previous day. The implied volatity was 15.85, the open interest changed by 93 which increased total open position to 96
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 3169.4, which was 573.9 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 3169.4, which was 573.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 3169.4, which was 573.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 3169.4, which was 573.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 3169.4, which was 573.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 3169.4, which was 573.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 3169.4, which was 573.9 higher than the previous day. The implied volatity was 6.6, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 2595.5, 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 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 2595.5, 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 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 2595.5, 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 2595.5, 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 2595.5, 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 2595.5, 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 2595.5, 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 2595.5, 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 2595.5, 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 2595.5, 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 2595.5, 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 2595.5, 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 2595.5, 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 2595.5, 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 2595.5, 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 2595.5, 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 2595.5, 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) 58700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.97
Vega: 0.04
Theta: -10.34
Gamma: 0.00005
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55917.55 | 2715 | 427.6500000000001 | 22.45 | 3 | 0 | 20 |
| 23 Apr | 56305.00 | 2287.35 | 608.4499999999998 | 25.89 | 13 | -8 | 20 |
| 22 Apr | 57124.45 | 1678.5 | 173.20000000000005 | 20.54 | 21 | -2 | 28 |
| 21 Apr | 57371.45 | 1543.7 | -290.3499999999999 | 22.25 | 24 | -4 | 32 |
| 20 Apr | 56582.35 | 1834.05 | -624.8500000000001 | 19.09 | 5 | 0 | 37 |
| 17 Apr | 56565.70 | 2458.9 | 2458.9 | - | 0 | 0 | 37 |
| 16 Apr | 56086.40 | 2458.9 | 2458.9 | 19.34 | 0 | 0 | 37 |
| 15 Apr | 56301.95 | 2458.9 | -4471.1 | 19.34 | 18 | 0 | 40 |
| 13 Apr | 55605.05 | 6930 | 6930 | - | 0 | 0 | 40 |
| 10 Apr | 55912.75 | 6930 | 6930 | - | 0 | 0 | 40 |
| 9 Apr | 54821.70 | 6930 | 6930 | - | 0 | 0 | 40 |
| 8 Apr | 55703.90 | 6930 | 1040 | - | 0 | 0 | 40 |
| 7 Apr | 52716.25 | 6930 | 1040 | - | 0 | 0 | 40 |
| 6 Apr | 52609.10 | 6930 | 1040 | 60.37 | 3 | -2 | 41 |
| 2 Apr | 51548.75 | 5890 | 1180.05 | - | 0 | 0 | 43 |
| 1 Apr | 51448.65 | 5890 | 1180.05 | - | 0 | 0 | 43 |
| 30 Mar | 50275.35 | 5890 | 1180.05 | - | 0 | 0 | 43 |
| 27 Mar | 52274.60 | 5890 | 1180.05 | 20.36 | 2 | 0 | 41 |
| 25 Mar | 53708.10 | 4708.7 | -1056.2 | 22.82 | 5 | 1 | 41 |
| 24 Mar | 52605.65 | 5764.9 | -872.5 | 29.42 | 5 | 2 | 40 |
| 23 Mar | 51437.75 | 6637.4 | 3549.8 | 20.93 | 12 | -1 | 38 |
| 20 Mar | 53427.05 | 3093.25 | -1588.85 | - | 0 | 0 | 39 |
| 19 Mar | 53451.00 | 3093.25 | -1588.85 | - | 55 | 0 | 39 |
| 18 Mar | 55326.05 | 3093.25 | -1588.85 | 17.21 | 55 | -48 | 40 |
| 17 Mar | 54876.00 | 4682.1 | 225.45 | - | 17 | 0 | 88 |
| 16 Mar | 54413.40 | 4682.1 | 225.45 | 30.82 | 17 | -5 | 88 |
| 13 Mar | 53757.85 | 4456.65 | 1301.65 | 19.24 | 9 | 0 | 93 |
| 12 Mar | 55100.95 | 3155 | 282.05 | 15.89 | 55 | -9 | 93 |
| 11 Mar | 55735.75 | 2956.75 | 869.65 | 19.14 | 7 | -5 | 103 |
| 10 Mar | 56950.80 | 2087.1 | -894 | 18.86 | 2 | -1 | 107 |
| 9 Mar | 56019.80 | 2981.1 | 1278.95 | 22.37 | 35 | -29 | 109 |
| 6 Mar | 57783.25 | 1676 | 762 | 18.69 | 80 | -23 | 136 |
| 5 Mar | 59055.85 | 1023 | -175.4 | 16.99 | 322 | 60 | 160 |
| 4 Mar | 58755.25 | 1189.4 | 797.1 | 18 | 487 | 59 | 97 |
| 2 Mar | 59839.65 | 399.15 | 33.9 | - | 0 | 3 | 0 |
| 27 Feb | 60529.00 | 399.15 | 33.9 | 14.14 | 83 | 5 | 40 |
| 26 Feb | 61187.70 | 365.25 | 14.4 | 15.24 | 7 | 6 | 34 |
| 25 Feb | 61043.35 | 350.85 | 9.45 | 14.69 | 18 | 12 | 22 |
| 24 Feb | 61047.30 | 341.4 | -38.6 | 14.72 | 1 | 0 | 9 |
| 23 Feb | 61264.25 | 380 | -41.55 | - | 0 | 0 | 9 |
| 20 Feb | 61172.00 | 380 | -41.55 | 15.16 | 1 | 0 | 8 |
| 19 Feb | 60739.55 | 421.55 | 66.75 | 14.42 | 1 | 0 | 8 |
| 18 Feb | 61550.80 | 354.1 | -837 | - | 0 | 0 | 8 |
| 17 Feb | 61174.00 | 354.1 | -837 | 14.58 | 9 | 6 | 6 |
| 16 Feb | 60949.10 | 1191.1 | 0 | 2.92 | 0 | 0 | 0 |
| 13 Feb | 60186.65 | 1191.1 | 0 | 2.24 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 1191.1 | 0 | 2.68 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 1191.1 | 0 | 2.69 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 1191.1 | 0 | 2.55 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 1191.1 | 0 | 2.62 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 1191.1 | 0 | 2.19 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 1191.1 | 0 | 2.14 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 1191.1 | 0 | 2.21 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 1191.1 | 0 | 2.23 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 1191.1 | 0 | 1.05 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 1191.1 | 0 | 1.16 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 1191.1 | 0 | 1.79 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 1191.1 | 0 | 2.07 | 0 | 0 | 0 |
For Nifty Bank - strike price 58700 expiring on 28APR2026
Delta for 58700 PE is -0.97
Historical price for 58700 PE is as follows
On 24 Apr BANKNIFTY was trading at 55917.55. The strike last trading price was 2715, which was 427.6500000000001 higher than the previous day. The implied volatity was 22.45, the open interest changed by 0 which decreased total open position to 20
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 2287.35, which was 608.4499999999998 higher than the previous day. The implied volatity was 25.89, the open interest changed by -8 which decreased total open position to 20
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1678.5, which was 173.20000000000005 higher than the previous day. The implied volatity was 20.54, the open interest changed by -2 which decreased total open position to 28
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 1543.7, which was -290.3499999999999 lower than the previous day. The implied volatity was 22.25, the open interest changed by -4 which decreased total open position to 32
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1834.05, which was -624.8500000000001 lower than the previous day. The implied volatity was 19.09, the open interest changed by 0 which decreased total open position to 37
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 2458.9, which was 2458.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 2458.9, which was 2458.9 higher than the previous day. The implied volatity was 19.34, the open interest changed by 0 which decreased total open position to 37
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 2458.9, which was -4471.1 lower than the previous day. The implied volatity was 19.34, the open interest changed by 0 which decreased total open position to 40
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 6930, which was 6930 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 6930, which was 6930 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 6930, which was 6930 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 6930, which was 1040 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 6930, which was 1040 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 6930, which was 1040 higher than the previous day. The implied volatity was 60.37, the open interest changed by -2 which decreased total open position to 41
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 5890, which was 1180.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 5890, which was 1180.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 5890, which was 1180.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 5890, which was 1180.05 higher than the previous day. The implied volatity was 20.36, the open interest changed by 0 which decreased total open position to 41
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 4708.7, which was -1056.2 lower than the previous day. The implied volatity was 22.82, the open interest changed by 1 which increased total open position to 41
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 5764.9, which was -872.5 lower than the previous day. The implied volatity was 29.42, the open interest changed by 2 which increased total open position to 40
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 6637.4, which was 3549.8 higher than the previous day. The implied volatity was 20.93, the open interest changed by -1 which decreased total open position to 38
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 3093.25, which was -1588.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 3093.25, which was -1588.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 3093.25, which was -1588.85 lower than the previous day. The implied volatity was 17.21, the open interest changed by -48 which decreased total open position to 40
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 4682.1, which was 225.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 88
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 4682.1, which was 225.45 higher than the previous day. The implied volatity was 30.82, the open interest changed by -5 which decreased total open position to 88
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 4456.65, which was 1301.65 higher than the previous day. The implied volatity was 19.24, the open interest changed by 0 which decreased total open position to 93
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 3155, which was 282.05 higher than the previous day. The implied volatity was 15.89, the open interest changed by -9 which decreased total open position to 93
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 2956.75, which was 869.65 higher than the previous day. The implied volatity was 19.14, the open interest changed by -5 which decreased total open position to 103
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 2087.1, which was -894 lower than the previous day. The implied volatity was 18.86, the open interest changed by -1 which decreased total open position to 107
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2981.1, which was 1278.95 higher than the previous day. The implied volatity was 22.37, the open interest changed by -29 which decreased total open position to 109
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 1676, which was 762 higher than the previous day. The implied volatity was 18.69, the open interest changed by -23 which decreased total open position to 136
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 1023, which was -175.4 lower than the previous day. The implied volatity was 16.99, the open interest changed by 60 which increased total open position to 160
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 1189.4, which was 797.1 higher than the previous day. The implied volatity was 18, the open interest changed by 59 which increased total open position to 97
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 399.15, which was 33.9 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 399.15, which was 33.9 higher than the previous day. The implied volatity was 14.14, the open interest changed by 5 which increased total open position to 40
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 365.25, which was 14.4 higher than the previous day. The implied volatity was 15.24, the open interest changed by 6 which increased total open position to 34
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 350.85, which was 9.45 higher than the previous day. The implied volatity was 14.69, the open interest changed by 12 which increased total open position to 22
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 341.4, which was -38.6 lower than the previous day. The implied volatity was 14.72, the open interest changed by 0 which decreased total open position to 9
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 380, which was -41.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 380, which was -41.55 lower than the previous day. The implied volatity was 15.16, the open interest changed by 0 which decreased total open position to 8
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 421.55, which was 66.75 higher than the previous day. The implied volatity was 14.42, the open interest changed by 0 which decreased total open position to 8
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 354.1, which was -837 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 354.1, which was -837 lower than the previous day. The implied volatity was 14.58, the open interest changed by 6 which increased total open position to 6
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 1191.1, which was 0 lower than the previous day. The implied volatity was 2.92, 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 1191.1, which was 0 lower than the previous day. The implied volatity was 2.24, 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 1191.1, which was 0 lower than the previous day. The implied volatity was 2.68, 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 1191.1, which was 0 lower than the previous day. The implied volatity was 2.69, 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 1191.1, which was 0 lower than the previous day. The implied volatity was 2.55, 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 1191.1, which was 0 lower than the previous day. The implied volatity was 2.62, 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 1191.1, which was 0 lower than the previous day. The implied volatity was 2.19, 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 1191.1, which was 0 lower than the previous day. The implied volatity was 2.14, 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 1191.1, which was 0 lower than the previous day. The implied volatity was 2.21, 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 1191.1, which was 0 lower than the previous day. The implied volatity was 2.23, 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 1191.1, which was 0 lower than the previous day. The implied volatity was 1.05, 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 1191.1, which was 0 lower than the previous day. The implied volatity was 1.16, 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 1191.1, which was 0 lower than the previous day. The implied volatity was 1.79, 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 1191.1, which was 0 lower than the previous day. The implied volatity was 2.07, the open interest changed by 0 which decreased total open position to 0
