BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:34 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 59500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.02
Theta: -5.57
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 24 Apr | 55908.35 | 6.15 | -4.449999999999999 | 24.63 | 47,601 | -2,055 | 13,696 | |||||||||
| 23 Apr | 56305.00 | 9.75 | -29.549999999999997 | 21.36 | 78,618 | 6 | 16,023 | |||||||||
| 22 Apr | 57124.45 | 35.75 | -28.299999999999997 | 19.18 | 59,195 | 2,089 | 16,023 | |||||||||
| 21 Apr | 57371.45 | 66.45 | 10.450000000000003 | 18.92 | 34,036 | 834 | 13,713 | |||||||||
| 20 Apr | 56582.35 | 51.25 | -3.549999999999997 | 21.57 | 54,322 | 1,180 | 13,168 | |||||||||
| 17 Apr | 56565.70 | 55.05 | 2.4499999999999957 | 18.3 | 32,909 | 3,552 | 12,011 | |||||||||
| 16 Apr | 56086.40 | 54.15 | -12.100000000000001 | 20.32 | 30,321 | 2,758 | 8,475 | |||||||||
| 15 Apr | 56301.95 | 66 | 5.950000000000003 | 19.19 | 22,638 | 349 | 5,695 | |||||||||
| 13 Apr | 55605.05 | 61.5 | -8.900000000000006 | 20.65 | 19,564 | 654 | 5,399 | |||||||||
| 10 Apr | 55912.75 | 70.95 | 15.700000000000003 | 17.84 | 14,112 | 62 | 4,745 | |||||||||
| 9 Apr | 54821.70 | 53.1 | -25.85 | 20.53 | 13,939 | -668 | 4,688 | |||||||||
| 8 Apr | 55703.90 | 87.65 | 61.35 | 18.05 | 25,485 | 1,664 | 5,360 | |||||||||
| 7 Apr | 52716.25 | 26.9 | -3.45 | 23.99 | 6,598 | -407 | 3,723 | |||||||||
| 6 Apr | 52609.10 | 29.7 | -0.1 | 24.18 | 6,783 | -107 | 4,105 | |||||||||
| 2 Apr | 51548.75 | 30.6 | 2.1 | 25.35 | 7,201 | 283 | 4,212 | |||||||||
| 1 Apr | 51448.65 | 29.55 | -5.75 | 24.8 | 10,327 | 831 | 3,957 | |||||||||
| 30 Mar | 50275.35 | 36.8 | -27.4 | 28.07 | 3,847 | 273 | 3,186 | |||||||||
| 27 Mar | 52274.60 | 60 | -57.45 | 22.89 | 5,015 | 686 | 2,923 | |||||||||
| 25 Mar | 53708.10 | 116 | 15.05 | 20.97 | 1,392 | -110 | 2,240 | |||||||||
| 24 Mar | 52605.65 | 104.75 | 14.95 | 23.15 | 887 | -101 | 2,356 | |||||||||
| 23 Mar | 51437.75 | 90 | -20.2 | 26 | 1,736 | 364 | 2,458 | |||||||||
| 20 Mar | 53427.05 | 108.15 | 3.3 | 19.77 | 1,212 | -30 | 2,101 | |||||||||
| 19 Mar | 53451.00 | 106.85 | -46.7 | 18.79 | 1,450 | 206 | 2,107 | |||||||||
| 18 Mar | 55326.05 | 151.75 | -3.25 | 14.97 | 2,721 | -211 | 1,899 | |||||||||
| 17 Mar | 54876.00 | 153.6 | -40.95 | 16.31 | 1,231 | 198 | 2,116 | |||||||||
| 16 Mar | 54413.40 | 189.05 | 7.05 | 18.81 | 2,151 | 173 | 1,931 | |||||||||
| 13 Mar | 53757.85 | 172.2 | -109.4 | 19.14 | 1,724 | -45 | 1,747 | |||||||||
| 12 Mar | 55100.95 | 289.35 | -81.35 | 17.43 | 1,354 | 27 | 1,813 | |||||||||
| 11 Mar | 55735.75 | 355 | -267.1 | 16.62 | 3,026 | 136 | 1,790 | |||||||||
| 10 Mar | 56950.80 | 640.85 | 50.45 | 15.66 | 1,723 | 19 | 1,817 | |||||||||
| 9 Mar | 56019.80 | 599.95 | -380.8 | 18.87 | 3,441 | 172 | 1,839 | |||||||||
| 6 Mar | 57783.25 | 965 | -497.65 | 15.26 | 2,457 | 931 | 1,657 | |||||||||
| 5 Mar | 59055.85 | 1419.35 | -41.5 | 13.74 | 1,373 | 12 | 725 | |||||||||
| 4 Mar | 58755.25 | 1492.9 | -423 | 15.45 | 1,255 | 562 | 726 | |||||||||
| 2 Mar | 59839.65 | 1934.15 | -465.85 | 12.67 | 348 | 105 | 166 | |||||||||
| 27 Feb | 60529.00 | 2400 | -293.65 | 12.12 | 14 | 10 | 60 | |||||||||
| 26 Feb | 61187.70 | 2693.65 | 84.65 | 8.66 | 5 | 1 | 51 | |||||||||
| 25 Feb | 61043.35 | 2609 | -116.3 | 8.29 | 5 | 2 | 49 | |||||||||
| 24 Feb | 61047.30 | 2727.5 | -10.25 | 8.62 | 22 | 1 | 48 | |||||||||
| 23 Feb | 61264.25 | 2737.75 | -59.6 | 6.19 | 18 | 2 | 45 | |||||||||
| 20 Feb | 61172.00 | 2797.35 | 413.1 | 7.62 | 18 | 13 | 43 | |||||||||
| 19 Feb | 60739.55 | 2341.9 | -643.1 | 6.85 | 19 | 7 | 30 | |||||||||
| 18 Feb | 61550.80 | 2985 | 256.1 | 5.09 | 17 | 2 | 25 | |||||||||
| 17 Feb | 61174.00 | 2726.75 | 295.25 | 6.67 | 7 | 0 | 24 | |||||||||
| 16 Feb | 60949.10 | 2431.5 | 292.75 | 3.85 | 12 | 6 | 27 | |||||||||
| 13 Feb | 60186.65 | 2115 | -385.8 | 8.36 | 4 | 2 | 21 | |||||||||
| 12 Feb | 60739.75 | 2500.8 | 58.25 | 6.87 | 3 | 0 | 22 | |||||||||
| 11 Feb | 60745.35 | 2442.55 | -3.25 | 3.62 | 2 | 0 | 23 | |||||||||
| 10 Feb | 60626.40 | 2445.8 | 56.8 | 7.55 | 2 | 1 | 23 | |||||||||
| 9 Feb | 60669.35 | 2389 | 385.55 | 4.83 | 6 | 1 | 21 | |||||||||
| 6 Feb | 60120.55 | 2003.45 | -84.7 | 5.65 | 21 | 6 | 20 | |||||||||
| 5 Feb | 60063.65 | 2088.15 | -123.15 | 7.45 | 3 | 0 | 14 | |||||||||
| 4 Feb | 60238.15 | 2211.3 | -2 | 7.87 | 8 | -4 | 14 | |||||||||
| 3 Feb | 60041.30 | 2213.3 | 988.8 | 9.13 | 16 | 1 | 16 | |||||||||
| 2 Feb | 58619.00 | 1224.5 | -235.8 | 8.72 | 4 | 0 | 15 | |||||||||
| 1 Feb | 58417.20 | 1455 | -609 | 11.85 | 9 | 5 | 13 | |||||||||
| 30 Jan | 59610.45 | 2064 | -80.3 | 10.13 | 8 | 7 | 7 | |||||||||
| 29 Jan | 59957.85 | 2144.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 59500 expiring on 28APR2026
Delta for 59500 CE is 0.01
Historical price for 59500 CE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 6.15, which was -4.449999999999999 lower than the previous day. The implied volatity was 24.63, the open interest changed by -2055 which decreased total open position to 13696
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 9.75, which was -29.549999999999997 lower than the previous day. The implied volatity was 21.36, the open interest changed by 6 which increased total open position to 16023
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 35.75, which was -28.299999999999997 lower than the previous day. The implied volatity was 19.18, the open interest changed by 2089 which increased total open position to 16023
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 66.45, which was 10.450000000000003 higher than the previous day. The implied volatity was 18.92, the open interest changed by 834 which increased total open position to 13713
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 51.25, which was -3.549999999999997 lower than the previous day. The implied volatity was 21.57, the open interest changed by 1180 which increased total open position to 13168
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 55.05, which was 2.4499999999999957 higher than the previous day. The implied volatity was 18.3, the open interest changed by 3552 which increased total open position to 12011
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 54.15, which was -12.100000000000001 lower than the previous day. The implied volatity was 20.32, the open interest changed by 2758 which increased total open position to 8475
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 66, which was 5.950000000000003 higher than the previous day. The implied volatity was 19.19, the open interest changed by 349 which increased total open position to 5695
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 61.5, which was -8.900000000000006 lower than the previous day. The implied volatity was 20.65, the open interest changed by 654 which increased total open position to 5399
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 70.95, which was 15.700000000000003 higher than the previous day. The implied volatity was 17.84, the open interest changed by 62 which increased total open position to 4745
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 53.1, which was -25.85 lower than the previous day. The implied volatity was 20.53, the open interest changed by -668 which decreased total open position to 4688
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 87.65, which was 61.35 higher than the previous day. The implied volatity was 18.05, the open interest changed by 1664 which increased total open position to 5360
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 26.9, which was -3.45 lower than the previous day. The implied volatity was 23.99, the open interest changed by -407 which decreased total open position to 3723
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 29.7, which was -0.1 lower than the previous day. The implied volatity was 24.18, the open interest changed by -107 which decreased total open position to 4105
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 30.6, which was 2.1 higher than the previous day. The implied volatity was 25.35, the open interest changed by 283 which increased total open position to 4212
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 29.55, which was -5.75 lower than the previous day. The implied volatity was 24.8, the open interest changed by 831 which increased total open position to 3957
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 36.8, which was -27.4 lower than the previous day. The implied volatity was 28.07, the open interest changed by 273 which increased total open position to 3186
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 60, which was -57.45 lower than the previous day. The implied volatity was 22.89, the open interest changed by 686 which increased total open position to 2923
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 116, which was 15.05 higher than the previous day. The implied volatity was 20.97, the open interest changed by -110 which decreased total open position to 2240
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 104.75, which was 14.95 higher than the previous day. The implied volatity was 23.15, the open interest changed by -101 which decreased total open position to 2356
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 90, which was -20.2 lower than the previous day. The implied volatity was 26, the open interest changed by 364 which increased total open position to 2458
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 108.15, which was 3.3 higher than the previous day. The implied volatity was 19.77, the open interest changed by -30 which decreased total open position to 2101
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 106.85, which was -46.7 lower than the previous day. The implied volatity was 18.79, the open interest changed by 206 which increased total open position to 2107
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 151.75, which was -3.25 lower than the previous day. The implied volatity was 14.97, the open interest changed by -211 which decreased total open position to 1899
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 153.6, which was -40.95 lower than the previous day. The implied volatity was 16.31, the open interest changed by 198 which increased total open position to 2116
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 189.05, which was 7.05 higher than the previous day. The implied volatity was 18.81, the open interest changed by 173 which increased total open position to 1931
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 172.2, which was -109.4 lower than the previous day. The implied volatity was 19.14, the open interest changed by -45 which decreased total open position to 1747
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 289.35, which was -81.35 lower than the previous day. The implied volatity was 17.43, the open interest changed by 27 which increased total open position to 1813
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 355, which was -267.1 lower than the previous day. The implied volatity was 16.62, the open interest changed by 136 which increased total open position to 1790
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 640.85, which was 50.45 higher than the previous day. The implied volatity was 15.66, the open interest changed by 19 which increased total open position to 1817
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 599.95, which was -380.8 lower than the previous day. The implied volatity was 18.87, the open interest changed by 172 which increased total open position to 1839
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 965, which was -497.65 lower than the previous day. The implied volatity was 15.26, the open interest changed by 931 which increased total open position to 1657
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 1419.35, which was -41.5 lower than the previous day. The implied volatity was 13.74, the open interest changed by 12 which increased total open position to 725
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 1492.9, which was -423 lower than the previous day. The implied volatity was 15.45, the open interest changed by 562 which increased total open position to 726
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 1934.15, which was -465.85 lower than the previous day. The implied volatity was 12.67, the open interest changed by 105 which increased total open position to 166
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 2400, which was -293.65 lower than the previous day. The implied volatity was 12.12, the open interest changed by 10 which increased total open position to 60
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 2693.65, which was 84.65 higher than the previous day. The implied volatity was 8.66, the open interest changed by 1 which increased total open position to 51
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 2609, which was -116.3 lower than the previous day. The implied volatity was 8.29, the open interest changed by 2 which increased total open position to 49
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 2727.5, which was -10.25 lower than the previous day. The implied volatity was 8.62, the open interest changed by 1 which increased total open position to 48
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 2737.75, which was -59.6 lower than the previous day. The implied volatity was 6.19, the open interest changed by 2 which increased total open position to 45
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 2797.35, which was 413.1 higher than the previous day. The implied volatity was 7.62, the open interest changed by 13 which increased total open position to 43
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 2341.9, which was -643.1 lower than the previous day. The implied volatity was 6.85, the open interest changed by 7 which increased total open position to 30
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 2985, which was 256.1 higher than the previous day. The implied volatity was 5.09, the open interest changed by 2 which increased total open position to 25
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 2726.75, which was 295.25 higher than the previous day. The implied volatity was 6.67, the open interest changed by 0 which decreased total open position to 24
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 2431.5, which was 292.75 higher than the previous day. The implied volatity was 3.85, the open interest changed by 6 which increased total open position to 27
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 2115, which was -385.8 lower than the previous day. The implied volatity was 8.36, the open interest changed by 2 which increased total open position to 21
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 2500.8, which was 58.25 higher than the previous day. The implied volatity was 6.87, the open interest changed by 0 which decreased total open position to 22
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 2442.55, which was -3.25 lower than the previous day. The implied volatity was 3.62, the open interest changed by 0 which decreased total open position to 23
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 2445.8, which was 56.8 higher than the previous day. The implied volatity was 7.55, the open interest changed by 1 which increased total open position to 23
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 2389, which was 385.55 higher than the previous day. The implied volatity was 4.83, the open interest changed by 1 which increased total open position to 21
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 2003.45, which was -84.7 lower than the previous day. The implied volatity was 5.65, the open interest changed by 6 which increased total open position to 20
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 2088.15, which was -123.15 lower than the previous day. The implied volatity was 7.45, the open interest changed by 0 which decreased total open position to 14
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 2211.3, which was -2 lower than the previous day. The implied volatity was 7.87, the open interest changed by -4 which decreased total open position to 14
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 2213.3, which was 988.8 higher than the previous day. The implied volatity was 9.13, the open interest changed by 1 which increased total open position to 16
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 1224.5, which was -235.8 lower than the previous day. The implied volatity was 8.72, the open interest changed by 0 which decreased total open position to 15
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 1455, which was -609 lower than the previous day. The implied volatity was 11.85, the open interest changed by 5 which increased total open position to 13
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 2064, which was -80.3 lower than the previous day. The implied volatity was 10.13, the open interest changed by 7 which increased total open position to 7
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 2144.3, 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) 59500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 0.02
Theta: -5.7
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55908.35 | 3520 | 343.1500000000001 | 24.7 | 41 | -23 | 1,066 |
| 23 Apr | 56305.00 | 3174.7 | 765.6499999999996 | 19.45 | 322 | -84 | 1,096 |
| 22 Apr | 57124.45 | 2419.3 | 204.30000000000018 | 22.42 | 135 | -50 | 1,180 |
| 21 Apr | 57371.45 | 2174.3 | -850.6499999999996 | 20.44 | 249 | -104 | 1,230 |
| 20 Apr | 56582.35 | 3053.65 | 168.05000000000018 | 28.52 | 145 | -17 | 1,314 |
| 17 Apr | 56565.70 | 2919.5 | -380.5 | 20.93 | 362 | -178 | 1,333 |
| 16 Apr | 56086.40 | 3300 | 146.3499999999999 | 18.66 | 54 | -10 | 1,513 |
| 15 Apr | 56301.95 | 3176.1 | -631.0500000000002 | 20.39 | 334 | 69 | 1,522 |
| 13 Apr | 55605.05 | 3830 | 318.8499999999999 | 16.9 | 25 | -8 | 1,458 |
| 10 Apr | 55912.75 | 3478 | -1023.3999999999996 | 18.8 | 106 | -63 | 1,466 |
| 9 Apr | 54821.70 | 4501.4 | 891.3499999999995 | 20.65 | 571 | 1 | 1,530 |
| 8 Apr | 55703.90 | 3558.55 | -2941.45 | 20.5 | 136 | -63 | 1,528 |
| 7 Apr | 52716.25 | 6500 | -231.8 | 26.86 | 12 | -7 | 1,596 |
| 6 Apr | 52609.10 | 7143.5 | -381.5 | 49.09 | 39 | -23 | 1,607 |
| 2 Apr | 51548.75 | 7650 | 81.75 | 33.56 | 48 | -13 | 1,630 |
| 1 Apr | 51448.65 | 7568.25 | -1196.95 | 25.2 | 306 | -41 | 1,643 |
| 30 Mar | 50275.35 | 8550.25 | 1701.6 | 27.2 | 291 | 9 | 1,685 |
| 27 Mar | 52274.60 | 6910 | 1566.9 | 33.01 | 200 | -10 | 1,680 |
| 25 Mar | 53708.10 | 5343.1 | -998.45 | 19.12 | 406 | 62 | 1,690 |
| 24 Mar | 52605.65 | 6341.55 | -1169.5 | 25.19 | 41 | -9 | 1,628 |
| 23 Mar | 51437.75 | 7511.05 | 1869.5 | 21.69 | 82 | -45 | 1,638 |
| 20 Mar | 53427.05 | 5653.15 | 192.6 | 24.25 | 259 | 65 | 1,684 |
| 19 Mar | 53451.00 | 5460.55 | 1699.05 | 24.24 | 337 | 80 | 1,619 |
| 18 Mar | 55326.05 | 3791.8 | -386.1 | 18.06 | 327 | -102 | 1,544 |
| 17 Mar | 54876.00 | 4130 | -598.6 | 16.18 | 127 | -9 | 1,647 |
| 16 Mar | 54413.40 | 4750 | -547.2 | 19.99 | 68 | -37 | 1,657 |
| 13 Mar | 53757.85 | 5271.7 | 1348.55 | 22.14 | 110 | -36 | 1,701 |
| 12 Mar | 55100.95 | 3900 | 484.95 | 17.54 | 61 | 0 | 1,742 |
| 11 Mar | 55735.75 | 3503.1 | 1104.35 | 18.26 | 244 | 81 | 1,742 |
| 10 Mar | 56950.80 | 2408.5 | -961.65 | 16.43 | 272 | -74 | 1,664 |
| 9 Mar | 56019.80 | 3413.55 | 1423.95 | 20.68 | 561 | -299 | 1,764 |
| 6 Mar | 57783.25 | 2015.15 | 790.75 | 17.52 | 1,474 | 594 | 2,072 |
| 5 Mar | 59055.85 | 1279.25 | -214.65 | 16.02 | 1,449 | 48 | 1,480 |
| 4 Mar | 58755.25 | 1478 | 620.15 | 17.2 | 1,599 | -107 | 1,434 |
| 2 Mar | 59839.65 | 804.85 | 246.2 | 14.47 | 3,506 | 201 | 1,513 |
| 27 Feb | 60529.00 | 574 | 121.6 | 13.83 | 646 | 171 | 1,313 |
| 26 Feb | 61187.70 | 457.95 | -39.9 | 14.16 | 733 | 117 | 1,143 |
| 25 Feb | 61043.35 | 500.25 | 17.25 | 14.38 | 1,124 | 583 | 1,010 |
| 24 Feb | 61047.30 | 486.9 | 34.9 | 14.43 | 300 | 99 | 428 |
| 23 Feb | 61264.25 | 440 | -35.35 | 14.26 | 97 | -13 | 329 |
| 20 Feb | 61172.00 | 471.05 | -84.85 | 14.12 | 155 | 37 | 342 |
| 19 Feb | 60739.55 | 586.35 | 146.9 | 14.06 | 205 | 28 | 319 |
| 18 Feb | 61550.80 | 437 | -53.65 | 14.58 | 139 | 43 | 301 |
| 17 Feb | 61174.00 | 493.25 | -26.05 | 14.24 | 237 | -12 | 259 |
| 16 Feb | 60949.10 | 510.15 | -126 | 13.98 | 192 | 74 | 265 |
| 13 Feb | 60186.65 | 660 | 148.6 | 13.15 | 99 | 20 | 190 |
| 12 Feb | 60739.75 | 504 | 1.1 | 12.93 | 67 | 22 | 177 |
| 11 Feb | 60745.35 | 500.15 | -27.85 | 12.93 | 79 | 58 | 155 |
| 10 Feb | 60626.40 | 528 | -17.75 | 12.75 | 63 | 3 | 96 |
| 9 Feb | 60669.35 | 545 | -125.8 | 13.19 | 131 | 62 | 93 |
| 6 Feb | 60120.55 | 675.3 | -52.6 | 12.91 | 38 | 10 | 25 |
| 5 Feb | 60063.65 | 735 | -29 | 13.33 | 23 | 6 | 15 |
| 4 Feb | 60238.15 | 780.85 | -855.15 | 14.04 | 4 | 0 | 7 |
| 3 Feb | 60041.30 | 1636 | 253.95 | - | 0 | 0 | 7 |
| 2 Feb | 58619.00 | 1636 | 253.95 | 16.51 | 1 | 0 | 6 |
| 1 Feb | 58417.20 | 1382 | 469.1 | 13.29 | 66 | 27 | 33 |
| 30 Jan | 59610.45 | 912.9 | -614.75 | - | 0 | 0 | 6 |
| 29 Jan | 59957.85 | 912.9 | -614.75 | 14.58 | 6 | 0 | 0 |
For Nifty Bank - strike price 59500 expiring on 28APR2026
Delta for 59500 PE is -0.99
Historical price for 59500 PE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 3520, which was 343.1500000000001 higher than the previous day. The implied volatity was 24.7, the open interest changed by -23 which decreased total open position to 1066
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 3174.7, which was 765.6499999999996 higher than the previous day. The implied volatity was 19.45, the open interest changed by -84 which decreased total open position to 1096
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 2419.3, which was 204.30000000000018 higher than the previous day. The implied volatity was 22.42, the open interest changed by -50 which decreased total open position to 1180
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 2174.3, which was -850.6499999999996 lower than the previous day. The implied volatity was 20.44, the open interest changed by -104 which decreased total open position to 1230
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 3053.65, which was 168.05000000000018 higher than the previous day. The implied volatity was 28.52, the open interest changed by -17 which decreased total open position to 1314
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 2919.5, which was -380.5 lower than the previous day. The implied volatity was 20.93, the open interest changed by -178 which decreased total open position to 1333
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 3300, which was 146.3499999999999 higher than the previous day. The implied volatity was 18.66, the open interest changed by -10 which decreased total open position to 1513
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 3176.1, which was -631.0500000000002 lower than the previous day. The implied volatity was 20.39, the open interest changed by 69 which increased total open position to 1522
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 3830, which was 318.8499999999999 higher than the previous day. The implied volatity was 16.9, the open interest changed by -8 which decreased total open position to 1458
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 3478, which was -1023.3999999999996 lower than the previous day. The implied volatity was 18.8, the open interest changed by -63 which decreased total open position to 1466
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 4501.4, which was 891.3499999999995 higher than the previous day. The implied volatity was 20.65, the open interest changed by 1 which increased total open position to 1530
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 3558.55, which was -2941.45 lower than the previous day. The implied volatity was 20.5, the open interest changed by -63 which decreased total open position to 1528
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 6500, which was -231.8 lower than the previous day. The implied volatity was 26.86, the open interest changed by -7 which decreased total open position to 1596
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 7143.5, which was -381.5 lower than the previous day. The implied volatity was 49.09, the open interest changed by -23 which decreased total open position to 1607
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 7650, which was 81.75 higher than the previous day. The implied volatity was 33.56, the open interest changed by -13 which decreased total open position to 1630
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 7568.25, which was -1196.95 lower than the previous day. The implied volatity was 25.2, the open interest changed by -41 which decreased total open position to 1643
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 8550.25, which was 1701.6 higher than the previous day. The implied volatity was 27.2, the open interest changed by 9 which increased total open position to 1685
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 6910, which was 1566.9 higher than the previous day. The implied volatity was 33.01, the open interest changed by -10 which decreased total open position to 1680
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 5343.1, which was -998.45 lower than the previous day. The implied volatity was 19.12, the open interest changed by 62 which increased total open position to 1690
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 6341.55, which was -1169.5 lower than the previous day. The implied volatity was 25.19, the open interest changed by -9 which decreased total open position to 1628
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 7511.05, which was 1869.5 higher than the previous day. The implied volatity was 21.69, the open interest changed by -45 which decreased total open position to 1638
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 5653.15, which was 192.6 higher than the previous day. The implied volatity was 24.25, the open interest changed by 65 which increased total open position to 1684
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 5460.55, which was 1699.05 higher than the previous day. The implied volatity was 24.24, the open interest changed by 80 which increased total open position to 1619
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 3791.8, which was -386.1 lower than the previous day. The implied volatity was 18.06, the open interest changed by -102 which decreased total open position to 1544
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 4130, which was -598.6 lower than the previous day. The implied volatity was 16.18, the open interest changed by -9 which decreased total open position to 1647
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 4750, which was -547.2 lower than the previous day. The implied volatity was 19.99, the open interest changed by -37 which decreased total open position to 1657
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 5271.7, which was 1348.55 higher than the previous day. The implied volatity was 22.14, the open interest changed by -36 which decreased total open position to 1701
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 3900, which was 484.95 higher than the previous day. The implied volatity was 17.54, the open interest changed by 0 which decreased total open position to 1742
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 3503.1, which was 1104.35 higher than the previous day. The implied volatity was 18.26, the open interest changed by 81 which increased total open position to 1742
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 2408.5, which was -961.65 lower than the previous day. The implied volatity was 16.43, the open interest changed by -74 which decreased total open position to 1664
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 3413.55, which was 1423.95 higher than the previous day. The implied volatity was 20.68, the open interest changed by -299 which decreased total open position to 1764
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 2015.15, which was 790.75 higher than the previous day. The implied volatity was 17.52, the open interest changed by 594 which increased total open position to 2072
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 1279.25, which was -214.65 lower than the previous day. The implied volatity was 16.02, the open interest changed by 48 which increased total open position to 1480
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 1478, which was 620.15 higher than the previous day. The implied volatity was 17.2, the open interest changed by -107 which decreased total open position to 1434
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 804.85, which was 246.2 higher than the previous day. The implied volatity was 14.47, the open interest changed by 201 which increased total open position to 1513
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 574, which was 121.6 higher than the previous day. The implied volatity was 13.83, the open interest changed by 171 which increased total open position to 1313
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 457.95, which was -39.9 lower than the previous day. The implied volatity was 14.16, the open interest changed by 117 which increased total open position to 1143
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 500.25, which was 17.25 higher than the previous day. The implied volatity was 14.38, the open interest changed by 583 which increased total open position to 1010
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 486.9, which was 34.9 higher than the previous day. The implied volatity was 14.43, the open interest changed by 99 which increased total open position to 428
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 440, which was -35.35 lower than the previous day. The implied volatity was 14.26, the open interest changed by -13 which decreased total open position to 329
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 471.05, which was -84.85 lower than the previous day. The implied volatity was 14.12, the open interest changed by 37 which increased total open position to 342
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 586.35, which was 146.9 higher than the previous day. The implied volatity was 14.06, the open interest changed by 28 which increased total open position to 319
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 437, which was -53.65 lower than the previous day. The implied volatity was 14.58, the open interest changed by 43 which increased total open position to 301
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 493.25, which was -26.05 lower than the previous day. The implied volatity was 14.24, the open interest changed by -12 which decreased total open position to 259
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 510.15, which was -126 lower than the previous day. The implied volatity was 13.98, the open interest changed by 74 which increased total open position to 265
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 660, which was 148.6 higher than the previous day. The implied volatity was 13.15, the open interest changed by 20 which increased total open position to 190
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 504, which was 1.1 higher than the previous day. The implied volatity was 12.93, the open interest changed by 22 which increased total open position to 177
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 500.15, which was -27.85 lower than the previous day. The implied volatity was 12.93, the open interest changed by 58 which increased total open position to 155
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 528, which was -17.75 lower than the previous day. The implied volatity was 12.75, the open interest changed by 3 which increased total open position to 96
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 545, which was -125.8 lower than the previous day. The implied volatity was 13.19, the open interest changed by 62 which increased total open position to 93
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 675.3, which was -52.6 lower than the previous day. The implied volatity was 12.91, the open interest changed by 10 which increased total open position to 25
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 735, which was -29 lower than the previous day. The implied volatity was 13.33, the open interest changed by 6 which increased total open position to 15
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 780.85, which was -855.15 lower than the previous day. The implied volatity was 14.04, the open interest changed by 0 which decreased total open position to 7
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 1636, which was 253.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 1636, which was 253.95 higher than the previous day. The implied volatity was 16.51, the open interest changed by 0 which decreased total open position to 6
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 1382, which was 469.1 higher than the previous day. The implied volatity was 13.29, the open interest changed by 27 which increased total open position to 33
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 912.9, which was -614.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 912.9, which was -614.75 lower than the previous day. The implied volatity was 14.58, the open interest changed by 0 which decreased total open position to 0
