BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 04:10 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 59300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.03
Theta: -7.74
Gamma: 0.00003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 56089.75 | 9.3 | -3.8499999999999996 | 23.91 | 9,230 | -882 | 1,592 | |||||||||
| 23 Apr | 56305.00 | 10.2 | -40.849999999999994 | 20.45 | 11,829 | -110 | 2,474 | |||||||||
| 22 Apr | 57124.45 | 51.75 | -29.400000000000006 | 19.48 | 8,530 | 39 | 2,597 | |||||||||
| 21 Apr | 57371.45 | 84.75 | 16.400000000000006 | 18.8 | 8,805 | 1,147 | 2,507 | |||||||||
| 20 Apr | 56582.35 | 63.8 | -3.200000000000003 | 21.36 | 7,159 | -191 | 1,324 | |||||||||
| 17 Apr | 56565.70 | 69 | 6.100000000000001 | 18.33 | 3,278 | 310 | 1,483 | |||||||||
| 16 Apr | 56086.40 | 64.15 | -15.049999999999997 | 20.22 | 5,084 | 185 | 1,178 | |||||||||
| 15 Apr | 56301.95 | 80.65 | 10.700000000000003 | 19.27 | 4,825 | -54 | 985 | |||||||||
| 13 Apr | 55605.05 | 65.75 | -14.75 | 20.04 | 6,840 | 58 | 1,047 | |||||||||
| 10 Apr | 55912.75 | 82.7 | 20.550000000000004 | 17.69 | 1,964 | 291 | 989 | |||||||||
| 9 Apr | 54821.70 | 59.1 | -30.65 | 20.28 | 1,073 | 85 | 699 | |||||||||
| 8 Apr | 55703.90 | 98 | 68.05 | 17.77 | 2,694 | 335 | 613 | |||||||||
| 7 Apr | 52716.25 | 30.7 | -2.85 | 23.91 | 224 | -17 | 266 | |||||||||
| 6 Apr | 52609.10 | 36.5 | 3.25 | 24.42 | 1,093 | 47 | 311 | |||||||||
| 2 Apr | 51548.75 | 32.7 | 1.25 | 25.06 | 582 | 82 | 261 | |||||||||
| 1 Apr | 51448.65 | 30.5 | -14.3 | 24.45 | 179 | 0 | 178 | |||||||||
| 30 Mar | 50275.35 | 44.55 | -33.15 | 28.42 | 15 | 2 | 177 | |||||||||
| 27 Mar | 52274.60 | 77.25 | -57.3 | 23.53 | 162 | 79 | 175 | |||||||||
| 25 Mar | 53708.10 | 143.55 | 25.35 | 21.53 | 86 | 7 | 95 | |||||||||
| 24 Mar | 52605.65 | 125 | 23.95 | 23.52 | 42 | 16 | 89 | |||||||||
| 23 Mar | 51437.75 | 101.05 | -26.7 | 26.26 | 102 | -5 | 74 | |||||||||
| 20 Mar | 53427.05 | 127.7 | 45 | 20.01 | 151 | 23 | 79 | |||||||||
| 19 Mar | 53451.00 | 82.7 | -97.6 | 17.24 | 6 | -1 | 57 | |||||||||
| 18 Mar | 55326.05 | 177.9 | 6.7 | 15.07 | 98 | -26 | 58 | |||||||||
| 17 Mar | 54876.00 | 171.2 | -53.6 | 16.24 | 42 | 8 | 84 | |||||||||
| 16 Mar | 54413.40 | 216.3 | 15.05 | 18.97 | 203 | -38 | 76 | |||||||||
| 13 Mar | 53757.85 | 203.5 | -113.4 | 19.49 | 311 | 18 | 114 | |||||||||
| 12 Mar | 55100.95 | 322 | -96.75 | 17.47 | 152 | 2 | 100 | |||||||||
| 11 Mar | 55735.75 | 409.6 | -289.4 | 16.92 | 491 | -5 | 95 | |||||||||
| 10 Mar | 56950.80 | 699 | 52.9 | 15.64 | 55 | 5 | 99 | |||||||||
| 9 Mar | 56019.80 | 655.45 | -404.05 | 18.96 | 231 | 30 | 87 | |||||||||
| 6 Mar | 57783.25 | 1059 | -549.7 | 15.43 | 28 | -5 | 57 | |||||||||
| 5 Mar | 59055.85 | 1506 | 24 | 13.51 | 217 | 21 | 63 | |||||||||
| 4 Mar | 58755.25 | 1482 | -1393 | 14.2 | 55 | 38 | 41 | |||||||||
| 2 Mar | 59839.65 | 2875 | 600.05 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 60529.00 | 2875 | 600.05 | - | 0 | 0 | 3 | |||||||||
| 26 Feb | 61187.70 | 2875 | 600.05 | - | 0 | 0 | 3 | |||||||||
| 25 Feb | 61043.35 | 2875 | 600.05 | - | 2 | 0 | 3 | |||||||||
| 24 Feb | 61047.30 | 2875 | 600.05 | 7.89 | 2 | 1 | 2 | |||||||||
| 23 Feb | 61264.25 | 2274.95 | -363.85 | - | 0 | 0 | 1 | |||||||||
| 20 Feb | 61172.00 | 2274.95 | -363.85 | - | 0 | 0 | 1 | |||||||||
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| 19 Feb | 60739.55 | 2274.95 | -363.85 | - | 0 | 0 | 1 | |||||||||
| 18 Feb | 61550.80 | 2274.95 | -363.85 | - | 0 | 0 | 1 | |||||||||
| 17 Feb | 61174.00 | 2274.95 | -363.85 | - | 0 | 0 | 1 | |||||||||
| 16 Feb | 60949.10 | 2274.95 | -363.85 | - | 0 | 0 | 1 | |||||||||
| 13 Feb | 60186.65 | 2274.95 | -363.85 | 8.39 | 1 | 0 | 1 | |||||||||
| 12 Feb | 60739.75 | 2638.8 | 463.8 | 5.6 | 1 | 0 | 1 | |||||||||
| 11 Feb | 60745.35 | 2175 | -77 | - | 0 | 0 | 1 | |||||||||
| 10 Feb | 60626.40 | 2175 | -77 | - | 0 | 0 | 1 | |||||||||
| 9 Feb | 60669.35 | 2175 | -77 | - | 0 | 0 | 1 | |||||||||
| 6 Feb | 60120.55 | 2175 | -77 | - | 0 | 0 | 1 | |||||||||
| 5 Feb | 60063.65 | 2175 | -77 | - | 0 | 0 | 1 | |||||||||
| 4 Feb | 60238.15 | 2175 | -77 | - | 0 | 0 | 1 | |||||||||
| 3 Feb | 60041.30 | 2175 | -77 | - | 0 | 0 | 1 | |||||||||
| 2 Feb | 58619.00 | 2175 | -77 | - | 0 | 0 | 1 | |||||||||
| 1 Feb | 58417.20 | 2175 | -77 | - | 0 | 0 | 1 | |||||||||
| 30 Jan | 59610.45 | 2175 | -77 | - | 0 | 0 | 1 | |||||||||
| 29 Jan | 59957.85 | 2175 | -77 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 59300 expiring on 28APR2026
Delta for 59300 CE is 0.02
Historical price for 59300 CE is as follows
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 9.3, which was -3.8499999999999996 lower than the previous day. The implied volatity was 23.91, the open interest changed by -882 which decreased total open position to 1592
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 10.2, which was -40.849999999999994 lower than the previous day. The implied volatity was 20.45, the open interest changed by -110 which decreased total open position to 2474
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 51.75, which was -29.400000000000006 lower than the previous day. The implied volatity was 19.48, the open interest changed by 39 which increased total open position to 2597
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 84.75, which was 16.400000000000006 higher than the previous day. The implied volatity was 18.8, the open interest changed by 1147 which increased total open position to 2507
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 63.8, which was -3.200000000000003 lower than the previous day. The implied volatity was 21.36, the open interest changed by -191 which decreased total open position to 1324
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 69, which was 6.100000000000001 higher than the previous day. The implied volatity was 18.33, the open interest changed by 310 which increased total open position to 1483
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 64.15, which was -15.049999999999997 lower than the previous day. The implied volatity was 20.22, the open interest changed by 185 which increased total open position to 1178
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 80.65, which was 10.700000000000003 higher than the previous day. The implied volatity was 19.27, the open interest changed by -54 which decreased total open position to 985
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 65.75, which was -14.75 lower than the previous day. The implied volatity was 20.04, the open interest changed by 58 which increased total open position to 1047
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 82.7, which was 20.550000000000004 higher than the previous day. The implied volatity was 17.69, the open interest changed by 291 which increased total open position to 989
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 59.1, which was -30.65 lower than the previous day. The implied volatity was 20.28, the open interest changed by 85 which increased total open position to 699
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 98, which was 68.05 higher than the previous day. The implied volatity was 17.77, the open interest changed by 335 which increased total open position to 613
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 30.7, which was -2.85 lower than the previous day. The implied volatity was 23.91, the open interest changed by -17 which decreased total open position to 266
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 36.5, which was 3.25 higher than the previous day. The implied volatity was 24.42, the open interest changed by 47 which increased total open position to 311
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 32.7, which was 1.25 higher than the previous day. The implied volatity was 25.06, the open interest changed by 82 which increased total open position to 261
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 30.5, which was -14.3 lower than the previous day. The implied volatity was 24.45, the open interest changed by 0 which decreased total open position to 178
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 44.55, which was -33.15 lower than the previous day. The implied volatity was 28.42, the open interest changed by 2 which increased total open position to 177
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 77.25, which was -57.3 lower than the previous day. The implied volatity was 23.53, the open interest changed by 79 which increased total open position to 175
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 143.55, which was 25.35 higher than the previous day. The implied volatity was 21.53, the open interest changed by 7 which increased total open position to 95
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 125, which was 23.95 higher than the previous day. The implied volatity was 23.52, the open interest changed by 16 which increased total open position to 89
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 101.05, which was -26.7 lower than the previous day. The implied volatity was 26.26, the open interest changed by -5 which decreased total open position to 74
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 127.7, which was 45 higher than the previous day. The implied volatity was 20.01, the open interest changed by 23 which increased total open position to 79
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 82.7, which was -97.6 lower than the previous day. The implied volatity was 17.24, the open interest changed by -1 which decreased total open position to 57
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 177.9, which was 6.7 higher than the previous day. The implied volatity was 15.07, the open interest changed by -26 which decreased total open position to 58
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 171.2, which was -53.6 lower than the previous day. The implied volatity was 16.24, the open interest changed by 8 which increased total open position to 84
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 216.3, which was 15.05 higher than the previous day. The implied volatity was 18.97, the open interest changed by -38 which decreased total open position to 76
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 203.5, which was -113.4 lower than the previous day. The implied volatity was 19.49, the open interest changed by 18 which increased total open position to 114
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 322, which was -96.75 lower than the previous day. The implied volatity was 17.47, the open interest changed by 2 which increased total open position to 100
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 409.6, which was -289.4 lower than the previous day. The implied volatity was 16.92, the open interest changed by -5 which decreased total open position to 95
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 699, which was 52.9 higher than the previous day. The implied volatity was 15.64, the open interest changed by 5 which increased total open position to 99
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 655.45, which was -404.05 lower than the previous day. The implied volatity was 18.96, the open interest changed by 30 which increased total open position to 87
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 1059, which was -549.7 lower than the previous day. The implied volatity was 15.43, the open interest changed by -5 which decreased total open position to 57
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 1506, which was 24 higher than the previous day. The implied volatity was 13.51, the open interest changed by 21 which increased total open position to 63
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 1482, which was -1393 lower than the previous day. The implied volatity was 14.2, the open interest changed by 38 which increased total open position to 41
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 2875, which was 600.05 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 2875, which was 600.05 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 2875, which was 600.05 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 2875, which was 600.05 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 2875, which was 600.05 higher than the previous day. The implied volatity was 7.89, the open interest changed by 1 which increased total open position to 2
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 2274.95, which was -363.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 2274.95, which was -363.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 2274.95, which was -363.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 2274.95, which was -363.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 2274.95, which was -363.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 2274.95, which was -363.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 2274.95, which was -363.85 lower than the previous day. The implied volatity was 8.39, the open interest changed by 0 which decreased total open position to 1
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 2638.8, which was 463.8 higher than the previous day. The implied volatity was 5.6, the open interest changed by 0 which decreased total open position to 1
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 2175, which was -77 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 2175, which was -77 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 2175, which was -77 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 2175, which was -77 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 2175, which was -77 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 2175, which was -77 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 2175, which was -77 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 2175, which was -77 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 2175, which was -77 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 2175, which was -77 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 2175, which was -77 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) 59300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 0.02
Theta: 2.49
Gamma: 0.00002
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 56089.75 | 3420 | 834.3000000000002 | 24.5 | 1 | 0 | 49 |
| 23 Apr | 56305.00 | 2585.7 | 541.5999999999999 | 29 | 9 | 1 | 50 |
| 22 Apr | 57124.45 | 2057.8 | 2057.8 | 22.88 | 0 | 0 | 49 |
| 21 Apr | 57371.45 | 2057.8 | -722.1999999999998 | 22.88 | 18 | -1 | 49 |
| 20 Apr | 56582.35 | 2780 | 112.65000000000009 | 26.27 | 6 | 2 | 51 |
| 17 Apr | 56565.70 | 2667.35 | -232.6500000000001 | 16.51 | 32 | 8 | 49 |
| 16 Apr | 56086.40 | 2900 | -21.949999999999818 | 19.32 | 6 | -1 | 39 |
| 15 Apr | 56301.95 | 2921.95 | -598.0500000000002 | 18.76 | 20 | -13 | 46 |
| 13 Apr | 55605.05 | 3520 | 3520 | 19.22 | 0 | 0 | 59 |
| 10 Apr | 55912.75 | 3520 | -180 | 19.22 | 3 | -1 | 59 |
| 9 Apr | 54821.70 | 3700 | 3700 | - | 0 | 0 | 60 |
| 8 Apr | 55703.90 | 3700 | -2900 | 29.95 | 2 | -1 | 60 |
| 7 Apr | 52716.25 | 6600 | -900 | - | 0 | 0 | 61 |
| 6 Apr | 52609.10 | 6600 | -900 | 36.57 | 2 | -1 | 60 |
| 2 Apr | 51548.75 | 7500 | -992.55 | - | 0 | 0 | 61 |
| 1 Apr | 51448.65 | 7500 | -992.55 | 33.52 | 9 | -4 | 62 |
| 30 Mar | 50275.35 | 8492.55 | 1884.85 | 30.39 | 3 | -1 | 65 |
| 27 Mar | 52274.60 | 6607.7 | 1407.7 | 28.27 | 14 | 5 | 66 |
| 25 Mar | 53708.10 | 5200 | -1136 | 21.04 | 3 | 0 | 60 |
| 24 Mar | 52605.65 | 6336 | -788.05 | 30.8 | 1 | 0 | 60 |
| 23 Mar | 51437.75 | 7124.05 | 2440.7 | 23.33 | 14 | -4 | 60 |
| 20 Mar | 53427.05 | 4683.35 | 1126.75 | 12.1 | 1 | 0 | 65 |
| 19 Mar | 53451.00 | 3553.8 | -668.75 | - | 18 | 0 | 65 |
| 18 Mar | 55326.05 | 3553.8 | -668.75 | 16.52 | 18 | -12 | 68 |
| 17 Mar | 54876.00 | 4222.55 | -516.75 | 22.19 | 5 | -1 | 79 |
| 16 Mar | 54413.40 | 4739.3 | 939.2 | - | 1 | 0 | 0 |
| 13 Mar | 53757.85 | 4739.3 | 939.2 | 9.18 | 1 | -6 | 0 |
| 12 Mar | 55100.95 | 3800.1 | 684.65 | 18.8 | 6 | -3 | 83 |
| 11 Mar | 55735.75 | 3115.45 | 684.3 | 14.23 | 6 | -3 | 89 |
| 10 Mar | 56950.80 | 2431.15 | -896.8 | 18.47 | 44 | 11 | 92 |
| 9 Mar | 56019.80 | 3327.95 | 1414.15 | 21.5 | 45 | -34 | 81 |
| 6 Mar | 57783.25 | 1881 | 774.3 | 17.31 | 161 | -2 | 118 |
| 5 Mar | 59055.85 | 1230.75 | -180.65 | 16.5 | 228 | 35 | 120 |
| 4 Mar | 58755.25 | 1408.9 | 601.6 | 17.49 | 96 | 13 | 83 |
| 2 Mar | 59839.65 | 782.95 | 350.95 | 15.03 | 275 | 9 | 67 |
| 27 Feb | 60529.00 | 432 | -7.3 | - | 0 | 0 | 58 |
| 26 Feb | 61187.70 | 432 | -7.3 | - | 0 | 0 | 58 |
| 25 Feb | 61043.35 | 432 | -7.3 | 14.09 | 29 | 24 | 58 |
| 24 Feb | 61047.30 | 439.3 | -43.95 | - | 0 | 0 | 34 |
| 23 Feb | 61264.25 | 439.3 | -43.95 | 14.85 | 4 | 0 | 34 |
| 20 Feb | 61172.00 | 483.25 | 23.45 | - | 0 | 0 | 34 |
| 19 Feb | 60739.55 | 483.25 | 23.45 | 13.43 | 2 | 0 | 36 |
| 18 Feb | 61550.80 | 459.8 | -978.65 | - | 0 | 0 | 36 |
| 17 Feb | 61174.00 | 459.8 | -978.65 | 14.39 | 40 | 29 | 29 |
| 16 Feb | 60949.10 | 1438.45 | 0 | 2.41 | 0 | 0 | 0 |
| 13 Feb | 60186.65 | 1438.45 | 0 | 1.74 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 1438.45 | 0 | 2.18 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 1438.45 | 0 | 2.2 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 1438.45 | 0 | 2.06 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 1438.45 | 0 | 2.14 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 1438.45 | 0 | 1.71 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 1438.45 | 0 | 1.67 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 1438.45 | 0 | 1.74 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 1438.45 | 0 | 1.63 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 1438.45 | 0 | 0.55 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 1438.45 | 0 | 0.67 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 1438.45 | 0 | 1.33 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 1438.45 | 0 | 1.62 | 0 | 0 | 0 |
For Nifty Bank - strike price 59300 expiring on 28APR2026
Delta for 59300 PE is -0.99
Historical price for 59300 PE is as follows
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 3420, which was 834.3000000000002 higher than the previous day. The implied volatity was 24.5, the open interest changed by 0 which decreased total open position to 49
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 2585.7, which was 541.5999999999999 higher than the previous day. The implied volatity was 29, the open interest changed by 1 which increased total open position to 50
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 2057.8, which was 2057.8 higher than the previous day. The implied volatity was 22.88, the open interest changed by 0 which decreased total open position to 49
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 2057.8, which was -722.1999999999998 lower than the previous day. The implied volatity was 22.88, the open interest changed by -1 which decreased total open position to 49
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 2780, which was 112.65000000000009 higher than the previous day. The implied volatity was 26.27, the open interest changed by 2 which increased total open position to 51
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 2667.35, which was -232.6500000000001 lower than the previous day. The implied volatity was 16.51, the open interest changed by 8 which increased total open position to 49
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 2900, which was -21.949999999999818 lower than the previous day. The implied volatity was 19.32, the open interest changed by -1 which decreased total open position to 39
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 2921.95, which was -598.0500000000002 lower than the previous day. The implied volatity was 18.76, the open interest changed by -13 which decreased total open position to 46
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 3520, which was 3520 higher than the previous day. The implied volatity was 19.22, the open interest changed by 0 which decreased total open position to 59
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 3520, which was -180 lower than the previous day. The implied volatity was 19.22, the open interest changed by -1 which decreased total open position to 59
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 3700, which was 3700 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 60
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 3700, which was -2900 lower than the previous day. The implied volatity was 29.95, the open interest changed by -1 which decreased total open position to 60
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 6600, which was -900 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 6600, which was -900 lower than the previous day. The implied volatity was 36.57, the open interest changed by -1 which decreased total open position to 60
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 7500, which was -992.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 7500, which was -992.55 lower than the previous day. The implied volatity was 33.52, the open interest changed by -4 which decreased total open position to 62
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 8492.55, which was 1884.85 higher than the previous day. The implied volatity was 30.39, the open interest changed by -1 which decreased total open position to 65
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 6607.7, which was 1407.7 higher than the previous day. The implied volatity was 28.27, the open interest changed by 5 which increased total open position to 66
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 5200, which was -1136 lower than the previous day. The implied volatity was 21.04, the open interest changed by 0 which decreased total open position to 60
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 6336, which was -788.05 lower than the previous day. The implied volatity was 30.8, the open interest changed by 0 which decreased total open position to 60
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 7124.05, which was 2440.7 higher than the previous day. The implied volatity was 23.33, the open interest changed by -4 which decreased total open position to 60
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 4683.35, which was 1126.75 higher than the previous day. The implied volatity was 12.1, the open interest changed by 0 which decreased total open position to 65
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 3553.8, which was -668.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 65
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 3553.8, which was -668.75 lower than the previous day. The implied volatity was 16.52, the open interest changed by -12 which decreased total open position to 68
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 4222.55, which was -516.75 lower than the previous day. The implied volatity was 22.19, the open interest changed by -1 which decreased total open position to 79
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 4739.3, which was 939.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 4739.3, which was 939.2 higher than the previous day. The implied volatity was 9.18, the open interest changed by -6 which decreased total open position to 0
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 3800.1, which was 684.65 higher than the previous day. The implied volatity was 18.8, the open interest changed by -3 which decreased total open position to 83
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 3115.45, which was 684.3 higher than the previous day. The implied volatity was 14.23, the open interest changed by -3 which decreased total open position to 89
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 2431.15, which was -896.8 lower than the previous day. The implied volatity was 18.47, the open interest changed by 11 which increased total open position to 92
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 3327.95, which was 1414.15 higher than the previous day. The implied volatity was 21.5, the open interest changed by -34 which decreased total open position to 81
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 1881, which was 774.3 higher than the previous day. The implied volatity was 17.31, the open interest changed by -2 which decreased total open position to 118
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 1230.75, which was -180.65 lower than the previous day. The implied volatity was 16.5, the open interest changed by 35 which increased total open position to 120
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 1408.9, which was 601.6 higher than the previous day. The implied volatity was 17.49, the open interest changed by 13 which increased total open position to 83
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 782.95, which was 350.95 higher than the previous day. The implied volatity was 15.03, the open interest changed by 9 which increased total open position to 67
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 432, which was -7.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 432, which was -7.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 432, which was -7.3 lower than the previous day. The implied volatity was 14.09, the open interest changed by 24 which increased total open position to 58
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 439.3, which was -43.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 439.3, which was -43.95 lower than the previous day. The implied volatity was 14.85, the open interest changed by 0 which decreased total open position to 34
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 483.25, which was 23.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 483.25, which was 23.45 higher than the previous day. The implied volatity was 13.43, the open interest changed by 0 which decreased total open position to 36
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 459.8, which was -978.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 459.8, which was -978.65 lower than the previous day. The implied volatity was 14.39, the open interest changed by 29 which increased total open position to 29
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 1438.45, which was 0 lower than the previous day. The implied volatity was 2.41, 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 1438.45, which was 0 lower than the previous day. The implied volatity was 1.74, 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 1438.45, which was 0 lower than the previous day. The implied volatity was 2.18, 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 1438.45, which was 0 lower than the previous day. The implied volatity was 2.2, 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 1438.45, which was 0 lower than the previous day. The implied volatity was 2.06, 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 1438.45, 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 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 1438.45, which was 0 lower than the previous day. The implied volatity was 1.71, 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 1438.45, which was 0 lower than the previous day. The implied volatity was 1.67, 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 1438.45, which was 0 lower than the previous day. The implied volatity was 1.74, 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 1438.45, which was 0 lower than the previous day. The implied volatity was 1.63, 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 1438.45, which was 0 lower than the previous day. The implied volatity was 0.55, 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 1438.45, which was 0 lower than the previous day. The implied volatity was 0.67, 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 1438.45, which was 0 lower than the previous day. The implied volatity was 1.33, 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 1438.45, which was 0 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0
