BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:32 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 59700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.02
Theta: -4.89
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55936.40 | 5.2 | -4.05 | 25.06 | 9,283 | -2,379 | 2,489 | |||||||||
| 23 Apr | 56305.00 | 9.25 | -21.9 | 22.39 | 19,245 | 2,323 | 4,874 | |||||||||
| 22 Apr | 57124.45 | 27.4 | -22.25 | 19.38 | 10,170 | -1,285 | 2,549 | |||||||||
| 21 Apr | 57371.45 | 51.15 | 4.75 | 18.97 | 6,297 | 2,282 | 3,825 | |||||||||
| 20 Apr | 56582.35 | 43.35 | -1.6000000000000014 | 21.76 | 4,053 | 265 | 1,563 | |||||||||
| 17 Apr | 56565.70 | 45 | 0.9500000000000028 | 18.31 | 2,437 | 348 | 1,324 | |||||||||
| 16 Apr | 56086.40 | 44.75 | -11.649999999999999 | 20.39 | 2,696 | -110 | 973 | |||||||||
| 15 Apr | 56301.95 | 55 | 2.450000000000003 | 19.33 | 4,005 | -193 | 1,084 | |||||||||
| 13 Apr | 55605.05 | 51.1 | -10.699999999999996 | 20.56 | 2,858 | -933 | 1,283 | |||||||||
| 10 Apr | 55912.75 | 63 | 12.950000000000003 | 18.13 | 3,313 | 1,028 | 2,217 | |||||||||
| 9 Apr | 54821.70 | 48.35 | -19.800000000000004 | 20.86 | 1,495 | 635 | 1,189 | |||||||||
| 8 Apr | 55703.90 | 74.3 | 50.85 | 18.1 | 1,222 | 305 | 556 | |||||||||
| 7 Apr | 52716.25 | 23.45 | -2.55 | 24.06 | 68 | 1 | 251 | |||||||||
| 6 Apr | 52609.10 | 28.9 | 2.85 | 24.65 | 289 | 34 | 247 | |||||||||
| 2 Apr | 51548.75 | 24.9 | -7.35 | 25.05 | 210 | -1 | 214 | |||||||||
| 1 Apr | 51448.65 | 32.25 | -30.5 | - | 0 | 0 | 215 | |||||||||
| 30 Mar | 50275.35 | 32.25 | -30.5 | 27.97 | 8 | 2 | 217 | |||||||||
| 27 Mar | 52274.60 | 65.15 | -44.35 | 23.81 | 154 | 32 | 215 | |||||||||
| 25 Mar | 53708.10 | 105.05 | 9.7 | 21.1 | 79 | 12 | 181 | |||||||||
| 24 Mar | 52605.65 | 90.35 | -9.1 | 23.77 | 34 | -10 | 170 | |||||||||
| 23 Mar | 51437.75 | 99.45 | -3.75 | 27.04 | 8 | -1 | 181 | |||||||||
| 20 Mar | 53427.05 | 99.35 | 5.05 | 19.92 | 179 | 22 | 189 | |||||||||
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| 19 Mar | 53451.00 | 108.85 | -29.4 | 19.39 | 158 | 39 | 168 | |||||||||
| 18 Mar | 55326.05 | 136.4 | -6.2 | 15.1 | 194 | 4 | 130 | |||||||||
| 17 Mar | 54876.00 | 148.25 | -27.65 | 16.71 | 205 | 16 | 126 | |||||||||
| 16 Mar | 54413.40 | 170.5 | 8.65 | 18.83 | 183 | 22 | 113 | |||||||||
| 13 Mar | 53757.85 | 153.65 | -93.45 | 19.1 | 121 | -2 | 92 | |||||||||
| 12 Mar | 55100.95 | 250.15 | -75.85 | 17.19 | 112 | 9 | 98 | |||||||||
| 11 Mar | 55735.75 | 321.1 | -192.45 | 16.62 | 388 | -56 | 86 | |||||||||
| 10 Mar | 56950.80 | 513.55 | -19.3 | 14.66 | 47 | -7 | 140 | |||||||||
| 9 Mar | 56019.80 | 544.15 | -396.15 | 18.72 | 382 | 6 | 139 | |||||||||
| 6 Mar | 57783.25 | 868.85 | -359.4 | 15 | 292 | 9 | 134 | |||||||||
| 5 Mar | 59055.85 | 1228.25 | -132.6 | 12.76 | 5 | 0 | 125 | |||||||||
| 4 Mar | 58755.25 | 1366.35 | -410.05 | 15.14 | 197 | 88 | 125 | |||||||||
| 2 Mar | 59839.65 | 1776.4 | -773.45 | 12.32 | 58 | 40 | 44 | |||||||||
| 27 Feb | 60529.00 | 2549.85 | 509.9 | - | 0 | 0 | 4 | |||||||||
| 26 Feb | 61187.70 | 2549.85 | 509.9 | - | 0 | 0 | 4 | |||||||||
| 25 Feb | 61043.35 | 2549.85 | 509.9 | - | 4 | 0 | 4 | |||||||||
| 24 Feb | 61047.30 | 2549.85 | 509.9 | 8.52 | 4 | 0 | 0 | |||||||||
| 23 Feb | 61264.25 | 2039.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 61172.00 | 2039.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 60739.55 | 2039.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 61550.80 | 2039.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 61174.00 | 2039.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 2039.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 60186.65 | 2039.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 60739.75 | 2039.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 2039.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 2039.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 2039.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 2039.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 2039.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 2039.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 2039.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 2039.95 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 2039.95 | 0 | 0 | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 2039.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 2039.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 59700 expiring on 28APR2026
Delta for 59700 CE is 0.01
Historical price for 59700 CE is as follows
On 24 Apr BANKNIFTY was trading at 55936.40. The strike last trading price was 5.2, which was -4.05 lower than the previous day. The implied volatity was 25.06, the open interest changed by -2379 which decreased total open position to 2489
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 9.25, which was -21.9 lower than the previous day. The implied volatity was 22.39, the open interest changed by 2323 which increased total open position to 4874
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 27.4, which was -22.25 lower than the previous day. The implied volatity was 19.38, the open interest changed by -1285 which decreased total open position to 2549
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 51.15, which was 4.75 higher than the previous day. The implied volatity was 18.97, the open interest changed by 2282 which increased total open position to 3825
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 43.35, which was -1.6000000000000014 lower than the previous day. The implied volatity was 21.76, the open interest changed by 265 which increased total open position to 1563
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 45, which was 0.9500000000000028 higher than the previous day. The implied volatity was 18.31, the open interest changed by 348 which increased total open position to 1324
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 44.75, which was -11.649999999999999 lower than the previous day. The implied volatity was 20.39, the open interest changed by -110 which decreased total open position to 973
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 55, which was 2.450000000000003 higher than the previous day. The implied volatity was 19.33, the open interest changed by -193 which decreased total open position to 1084
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 51.1, which was -10.699999999999996 lower than the previous day. The implied volatity was 20.56, the open interest changed by -933 which decreased total open position to 1283
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 63, which was 12.950000000000003 higher than the previous day. The implied volatity was 18.13, the open interest changed by 1028 which increased total open position to 2217
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 48.35, which was -19.800000000000004 lower than the previous day. The implied volatity was 20.86, the open interest changed by 635 which increased total open position to 1189
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 74.3, which was 50.85 higher than the previous day. The implied volatity was 18.1, the open interest changed by 305 which increased total open position to 556
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 23.45, which was -2.55 lower than the previous day. The implied volatity was 24.06, the open interest changed by 1 which increased total open position to 251
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 28.9, which was 2.85 higher than the previous day. The implied volatity was 24.65, the open interest changed by 34 which increased total open position to 247
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 24.9, which was -7.35 lower than the previous day. The implied volatity was 25.05, the open interest changed by -1 which decreased total open position to 214
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 32.25, which was -30.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 215
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 32.25, which was -30.5 lower than the previous day. The implied volatity was 27.97, the open interest changed by 2 which increased total open position to 217
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 65.15, which was -44.35 lower than the previous day. The implied volatity was 23.81, the open interest changed by 32 which increased total open position to 215
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 105.05, which was 9.7 higher than the previous day. The implied volatity was 21.1, the open interest changed by 12 which increased total open position to 181
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 90.35, which was -9.1 lower than the previous day. The implied volatity was 23.77, the open interest changed by -10 which decreased total open position to 170
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 99.45, which was -3.75 lower than the previous day. The implied volatity was 27.04, the open interest changed by -1 which decreased total open position to 181
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 99.35, which was 5.05 higher than the previous day. The implied volatity was 19.92, the open interest changed by 22 which increased total open position to 189
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 108.85, which was -29.4 lower than the previous day. The implied volatity was 19.39, the open interest changed by 39 which increased total open position to 168
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 136.4, which was -6.2 lower than the previous day. The implied volatity was 15.1, the open interest changed by 4 which increased total open position to 130
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 148.25, which was -27.65 lower than the previous day. The implied volatity was 16.71, the open interest changed by 16 which increased total open position to 126
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 170.5, which was 8.65 higher than the previous day. The implied volatity was 18.83, the open interest changed by 22 which increased total open position to 113
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 153.65, which was -93.45 lower than the previous day. The implied volatity was 19.1, the open interest changed by -2 which decreased total open position to 92
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 250.15, which was -75.85 lower than the previous day. The implied volatity was 17.19, the open interest changed by 9 which increased total open position to 98
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 321.1, which was -192.45 lower than the previous day. The implied volatity was 16.62, the open interest changed by -56 which decreased total open position to 86
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 513.55, which was -19.3 lower than the previous day. The implied volatity was 14.66, the open interest changed by -7 which decreased total open position to 140
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 544.15, which was -396.15 lower than the previous day. The implied volatity was 18.72, the open interest changed by 6 which increased total open position to 139
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 868.85, which was -359.4 lower than the previous day. The implied volatity was 15, the open interest changed by 9 which increased total open position to 134
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 1228.25, which was -132.6 lower than the previous day. The implied volatity was 12.76, the open interest changed by 0 which decreased total open position to 125
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 1366.35, which was -410.05 lower than the previous day. The implied volatity was 15.14, the open interest changed by 88 which increased total open position to 125
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 1776.4, which was -773.45 lower than the previous day. The implied volatity was 12.32, the open interest changed by 40 which increased total open position to 44
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 2549.85, which was 509.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 2549.85, which was 509.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 2549.85, which was 509.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 2549.85, which was 509.9 higher than the previous day. The implied volatity was 8.52, the open interest changed by 0 which decreased total open position to 0
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 2039.95, 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 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 2039.95, 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 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 2039.95, 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 2039.95, 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 2039.95, 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 2039.95, 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 2039.95, 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 2039.95, 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 2039.95, 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 2039.95, 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 2039.95, 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 2039.95, 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 2039.95, 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 2039.95, 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 2039.95, 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 2039.95, which was 0 lower than the previous day. The implied volatity was 0.03, 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 2039.95, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 2039.95, 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 2039.95, 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) 59700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.96
Vega: 0.06
Theta: -5.87
Gamma: 0.00005
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55936.40 | 3400 | 3400 | 26.84 | 0 | 0 | 43 |
| 23 Apr | 56305.00 | 3400 | 277.5 | 26.84 | 1 | 0 | 44 |
| 22 Apr | 57124.45 | 3122.5 | 3122.5 | - | 0 | 0 | 44 |
| 21 Apr | 57371.45 | 3122.5 | 3122.5 | - | 0 | 0 | 44 |
| 20 Apr | 56582.35 | 3122.5 | 3122.5 | - | 0 | 0 | 44 |
| 17 Apr | 56565.70 | 3122.5 | 3122.5 | 18.32 | 0 | 0 | 44 |
| 16 Apr | 56086.40 | 3122.5 | -1540.8000000000002 | 18.32 | 25 | -3 | 63 |
| 15 Apr | 56301.95 | 4663.3 | 4663.3 | - | 0 | 0 | 66 |
| 13 Apr | 55605.05 | 4663.3 | 4663.3 | 17.04 | 0 | 0 | 66 |
| 10 Apr | 55912.75 | 4663.3 | 4663.3 | 15.19 | 0 | 0 | 66 |
| 9 Apr | 54821.70 | 4663.3 | 248.55000000000018 | 15.19 | 27 | -2 | 74 |
| 8 Apr | 55703.90 | 4414.75 | -2000 | 39.81 | 1 | 0 | 76 |
| 7 Apr | 52716.25 | 6414.75 | -2431.15 | - | 0 | 0 | 76 |
| 6 Apr | 52609.10 | 6414.75 | -2431.15 | - | 0 | 0 | 76 |
| 2 Apr | 51548.75 | 6414.75 | -2431.15 | - | 0 | 0 | 76 |
| 1 Apr | 51448.65 | 6414.75 | -2431.15 | - | 1 | 0 | 76 |
| 30 Mar | 50275.35 | 8845.9 | 1795.9 | 26.48 | 1 | 0 | 77 |
| 27 Mar | 52274.60 | 7050 | 1558.4 | 31.24 | 22 | 0 | 77 |
| 25 Mar | 53708.10 | 5491.6 | -1216.95 | 16.17 | 2 | 0 | 78 |
| 24 Mar | 52605.65 | 6708.55 | -626.45 | 31.42 | 1 | 0 | 79 |
| 23 Mar | 51437.75 | 7335 | 2007.25 | 22.36 | 5 | -4 | 79 |
| 20 Mar | 53427.05 | 5327.75 | 1400.3 | - | 0 | 0 | 83 |
| 19 Mar | 53451.00 | 5327.75 | 1400.3 | 12.18 | 1 | 0 | 84 |
| 18 Mar | 55326.05 | 3941.65 | -455.7 | 17.59 | 15 | -2 | 85 |
| 17 Mar | 54876.00 | 4376.8 | -625 | 18.12 | 10 | 0 | 88 |
| 16 Mar | 54413.40 | 5001.8 | 1348.05 | - | 1 | -1 | 0 |
| 13 Mar | 53757.85 | 5001.8 | 1348.05 | 10.08 | 1 | 0 | 0 |
| 12 Mar | 55100.95 | 3653.75 | 1138.7 | - | 0 | 0 | 89 |
| 11 Mar | 55735.75 | 3653.75 | 1138.7 | 18.11 | 65 | 11 | 89 |
| 10 Mar | 56950.80 | 2515.05 | -936 | 15.97 | 5 | 0 | 78 |
| 9 Mar | 56019.80 | 3451.05 | 1203.05 | 19.04 | 13 | -7 | 79 |
| 6 Mar | 57783.25 | 2248 | 893.1 | 18.83 | 16 | 3 | 86 |
| 5 Mar | 59055.85 | 1354.9 | -226.95 | 15.79 | 88 | -2 | 85 |
| 4 Mar | 58755.25 | 1577.6 | 649.6 | 17.2 | 162 | 1 | 99 |
| 2 Mar | 59839.65 | 905.4 | 292.15 | 14.78 | 723 | -9 | 78 |
| 27 Feb | 60529.00 | 621.9 | 126.9 | 13.7 | 82 | -28 | 72 |
| 26 Feb | 61187.70 | 495 | -41 | 14.02 | 69 | 8 | 100 |
| 25 Feb | 61043.35 | 536 | 17.9 | 14.19 | 58 | 29 | 91 |
| 24 Feb | 61047.30 | 518.1 | -11.9 | 14.13 | 5 | 0 | 63 |
| 23 Feb | 61264.25 | 530 | 0.85 | 14.83 | 35 | 25 | 61 |
| 20 Feb | 61172.00 | 529.15 | -70.85 | 14.25 | 33 | 27 | 36 |
| 19 Feb | 60739.55 | 600 | 39.95 | 13.57 | 1 | 0 | 10 |
| 18 Feb | 61550.80 | 560 | -1060.25 | - | 0 | 0 | 10 |
| 17 Feb | 61174.00 | 560 | -1060.25 | - | 0 | 0 | 10 |
| 16 Feb | 60949.10 | 560 | -1060.25 | 13.98 | 14 | 10 | 10 |
| 13 Feb | 60186.65 | 1620.25 | 0 | 1.41 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 1620.25 | 0 | 1.85 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 1620.25 | 0 | 1.87 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 1620.25 | 0 | 1.74 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 1620.25 | 0 | 1.82 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 1620.25 | 0 | 1.39 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 1620.25 | 0 | 1.35 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 1620.25 | 0 | 1.43 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 1620.25 | 0 | 1.32 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 1620.25 | 0 | 0.23 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 1620.25 | 0 | 0.27 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 1620.25 | 0 | 1.07 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 1620.25 | 0 | 1.31 | 0 | 0 | 0 |
For Nifty Bank - strike price 59700 expiring on 28APR2026
Delta for 59700 PE is -0.96
Historical price for 59700 PE is as follows
On 24 Apr BANKNIFTY was trading at 55936.40. The strike last trading price was 3400, which was 3400 higher than the previous day. The implied volatity was 26.84, the open interest changed by 0 which decreased total open position to 43
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 3400, which was 277.5 higher than the previous day. The implied volatity was 26.84, the open interest changed by 0 which decreased total open position to 44
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 3122.5, which was 3122.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 3122.5, which was 3122.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 3122.5, which was 3122.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 3122.5, which was 3122.5 higher than the previous day. The implied volatity was 18.32, the open interest changed by 0 which decreased total open position to 44
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 3122.5, which was -1540.8000000000002 lower than the previous day. The implied volatity was 18.32, the open interest changed by -3 which decreased total open position to 63
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 4663.3, which was 4663.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 4663.3, which was 4663.3 higher than the previous day. The implied volatity was 17.04, the open interest changed by 0 which decreased total open position to 66
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 4663.3, which was 4663.3 higher than the previous day. The implied volatity was 15.19, the open interest changed by 0 which decreased total open position to 66
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 4663.3, which was 248.55000000000018 higher than the previous day. The implied volatity was 15.19, the open interest changed by -2 which decreased total open position to 74
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 4414.75, which was -2000 lower than the previous day. The implied volatity was 39.81, the open interest changed by 0 which decreased total open position to 76
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 6414.75, which was -2431.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 76
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 6414.75, which was -2431.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 76
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 6414.75, which was -2431.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 76
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 6414.75, which was -2431.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 76
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 8845.9, which was 1795.9 higher than the previous day. The implied volatity was 26.48, the open interest changed by 0 which decreased total open position to 77
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 7050, which was 1558.4 higher than the previous day. The implied volatity was 31.24, the open interest changed by 0 which decreased total open position to 77
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 5491.6, which was -1216.95 lower than the previous day. The implied volatity was 16.17, the open interest changed by 0 which decreased total open position to 78
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 6708.55, which was -626.45 lower than the previous day. The implied volatity was 31.42, the open interest changed by 0 which decreased total open position to 79
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 7335, which was 2007.25 higher than the previous day. The implied volatity was 22.36, the open interest changed by -4 which decreased total open position to 79
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 5327.75, which was 1400.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 83
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 5327.75, which was 1400.3 higher than the previous day. The implied volatity was 12.18, the open interest changed by 0 which decreased total open position to 84
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 3941.65, which was -455.7 lower than the previous day. The implied volatity was 17.59, the open interest changed by -2 which decreased total open position to 85
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 4376.8, which was -625 lower than the previous day. The implied volatity was 18.12, 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 5001.8, which was 1348.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 5001.8, which was 1348.05 higher than the previous day. The implied volatity was 10.08, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 3653.75, which was 1138.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 89
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 3653.75, which was 1138.7 higher than the previous day. The implied volatity was 18.11, the open interest changed by 11 which increased total open position to 89
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 2515.05, which was -936 lower than the previous day. The implied volatity was 15.97, the open interest changed by 0 which decreased total open position to 78
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 3451.05, which was 1203.05 higher than the previous day. The implied volatity was 19.04, the open interest changed by -7 which decreased total open position to 79
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 2248, which was 893.1 higher than the previous day. The implied volatity was 18.83, the open interest changed by 3 which increased total open position to 86
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 1354.9, which was -226.95 lower than the previous day. The implied volatity was 15.79, the open interest changed by -2 which decreased total open position to 85
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 1577.6, which was 649.6 higher than the previous day. The implied volatity was 17.2, the open interest changed by 1 which increased total open position to 99
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 905.4, which was 292.15 higher than the previous day. The implied volatity was 14.78, the open interest changed by -9 which decreased total open position to 78
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 621.9, which was 126.9 higher than the previous day. The implied volatity was 13.7, the open interest changed by -28 which decreased total open position to 72
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 495, which was -41 lower than the previous day. The implied volatity was 14.02, the open interest changed by 8 which increased total open position to 100
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 536, which was 17.9 higher than the previous day. The implied volatity was 14.19, the open interest changed by 29 which increased total open position to 91
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 518.1, which was -11.9 lower than the previous day. The implied volatity was 14.13, the open interest changed by 0 which decreased total open position to 63
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 530, which was 0.85 higher than the previous day. The implied volatity was 14.83, the open interest changed by 25 which increased total open position to 61
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 529.15, which was -70.85 lower than the previous day. The implied volatity was 14.25, the open interest changed by 27 which increased total open position to 36
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 600, which was 39.95 higher than the previous day. The implied volatity was 13.57, the open interest changed by 0 which decreased total open position to 10
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 560, which was -1060.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 560, which was -1060.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 560, which was -1060.25 lower than the previous day. The implied volatity was 13.98, the open interest changed by 10 which increased total open position to 10
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 1620.25, which was 0 lower than the previous day. The implied volatity was 1.41, 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 1620.25, which was 0 lower than the previous day. The implied volatity was 1.85, 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 1620.25, which was 0 lower than the previous day. The implied volatity was 1.87, 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 1620.25, 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 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 1620.25, which was 0 lower than the previous day. The implied volatity was 1.82, 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 1620.25, which was 0 lower than the previous day. The implied volatity was 1.39, 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 1620.25, which was 0 lower than the previous day. The implied volatity was 1.35, 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 1620.25, which was 0 lower than the previous day. The implied volatity was 1.43, 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 1620.25, which was 0 lower than the previous day. The implied volatity was 1.32, 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 1620.25, which was 0 lower than the previous day. The implied volatity was 0.23, 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 1620.25, which was 0 lower than the previous day. The implied volatity was 0.27, 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 1620.25, which was 0 lower than the previous day. The implied volatity was 1.07, 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 1620.25, which was 0 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0
