BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:33 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 59800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.02
Theta: -4.8
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55917.55 | 5.05 | -3.250000000000001 | 25.55 | 3,835 | -168 | 2,352 | |||||||||
| 23 Apr | 56305.00 | 6.8 | -20.3 | 21.99 | 13,137 | -1,497 | 2,527 | |||||||||
| 22 Apr | 57124.45 | 25.1 | -19.5 | 19.64 | 12,774 | 2,057 | 4,017 | |||||||||
| 21 Apr | 57371.45 | 45.1 | 3.3999999999999986 | 19.03 | 5,452 | 404 | 1,985 | |||||||||
| 20 Apr | 56582.35 | 42.25 | 1.25 | 22.45 | 4,331 | 263 | 1,604 | |||||||||
| 17 Apr | 56565.70 | 42.45 | 1.5500000000000043 | 18.55 | 1,216 | -19 | 1,345 | |||||||||
| 16 Apr | 56086.40 | 41.45 | -10.349999999999994 | 20.49 | 1,710 | -157 | 1,388 | |||||||||
| 15 Apr | 56301.95 | 49.9 | 2.8500000000000014 | 19.34 | 4,624 | -361 | 1,549 | |||||||||
| 13 Apr | 55605.05 | 47.7 | -10.449999999999996 | 20.67 | 2,435 | -711 | 1,906 | |||||||||
| 10 Apr | 55912.75 | 59 | 12.200000000000003 | 18.24 | 3,192 | 1,234 | 2,617 | |||||||||
| 9 Apr | 54821.70 | 44.7 | -21.450000000000003 | 20.87 | 935 | 152 | 1,383 | |||||||||
| 8 Apr | 55703.90 | 69.75 | 46.05 | 18.21 | 2,892 | 1,014 | 1,231 | |||||||||
| 7 Apr | 52716.25 | 23.15 | -2.45 | 24.3 | 307 | -32 | 217 | |||||||||
| 6 Apr | 52609.10 | 24.3 | -1.65 | 24.28 | 182 | 16 | 249 | |||||||||
| 2 Apr | 51548.75 | 23.35 | -1.1 | 25.06 | 287 | 28 | 237 | |||||||||
| 1 Apr | 51448.65 | 25.95 | -5.85 | 25.06 | 680 | 77 | 208 | |||||||||
| 30 Mar | 50275.35 | 36 | -25.55 | 29.08 | 13 | 4 | 131 | |||||||||
| 27 Mar | 52274.60 | 65.8 | -31.25 | 24.07 | 66 | -36 | 124 | |||||||||
| 25 Mar | 53708.10 | 93 | -34.7 | - | 0 | 0 | 160 | |||||||||
| 24 Mar | 52605.65 | 93 | -34.7 | - | 0 | 0 | 160 | |||||||||
| 23 Mar | 51437.75 | 93 | -34.7 | - | 0 | 0 | 160 | |||||||||
| 20 Mar | 53427.05 | 93 | -34.7 | 19.88 | 105 | 15 | 160 | |||||||||
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| 19 Mar | 53451.00 | 132.7 | 3.7 | - | 0 | 0 | 145 | |||||||||
| 18 Mar | 55326.05 | 132.7 | 3.7 | 15.27 | 233 | 10 | 145 | |||||||||
| 17 Mar | 54876.00 | 129 | -42.25 | 16.38 | 63 | 31 | 135 | |||||||||
| 16 Mar | 54413.40 | 168.25 | 9.75 | 19.03 | 199 | -27 | 100 | |||||||||
| 13 Mar | 53757.85 | 148 | -79.05 | 19.17 | 214 | -15 | 127 | |||||||||
| 12 Mar | 55100.95 | 235 | -71.35 | 17.13 | 201 | 26 | 143 | |||||||||
| 11 Mar | 55735.75 | 295.6 | -217.65 | 16.44 | 636 | -81 | 96 | |||||||||
| 10 Mar | 56950.80 | 536.9 | 34.65 | 15.36 | 370 | 8 | 175 | |||||||||
| 9 Mar | 56019.80 | 518 | -360.85 | 18.65 | 582 | 11 | 167 | |||||||||
| 6 Mar | 57783.25 | 872.7 | -444.8 | 15.47 | 31 | 1 | 156 | |||||||||
| 5 Mar | 59055.85 | 1226 | -60.85 | 13.29 | 272 | 9 | 156 | |||||||||
| 4 Mar | 58755.25 | 1293.95 | -443.9 | 14.86 | 261 | 81 | 146 | |||||||||
| 2 Mar | 59839.65 | 1743.8 | -868.3 | 12.65 | 207 | 53 | 64 | |||||||||
| 27 Feb | 60529.00 | 2612.1 | 168.7 | - | 0 | 0 | 11 | |||||||||
| 26 Feb | 61187.70 | 2612.1 | 168.7 | - | 0 | 0 | 11 | |||||||||
| 25 Feb | 61043.35 | 2612.1 | 168.7 | 12.2 | 1 | 0 | 10 | |||||||||
| 24 Feb | 61047.30 | 2443.4 | -56.6 | 8.11 | 4 | 0 | 10 | |||||||||
| 23 Feb | 61264.25 | 2500 | 327 | 3.41 | 1 | 0 | 9 | |||||||||
| 20 Feb | 61172.00 | 2173 | 183.95 | - | 0 | 0 | 9 | |||||||||
| 19 Feb | 60739.55 | 2173 | 183.95 | - | 0 | 0 | 9 | |||||||||
| 18 Feb | 61550.80 | 2173 | 183.95 | - | 0 | 0 | 9 | |||||||||
| 17 Feb | 61174.00 | 2173 | 183.95 | - | 0 | 0 | 9 | |||||||||
| 16 Feb | 60949.10 | 2173 | 183.95 | - | 0 | 0 | 9 | |||||||||
| 13 Feb | 60186.65 | 2173 | 183.95 | - | 0 | 0 | 9 | |||||||||
| 12 Feb | 60739.75 | 2173 | 183.95 | 5.45 | 9 | 8 | 8 | |||||||||
| 11 Feb | 60745.35 | 1989.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 1989.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 1989.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 1989.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 1989.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 1989.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 1989.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 1989.05 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 1989.05 | 0 | 0.06 | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 1989.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 1989.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 59800 expiring on 28APR2026
Delta for 59800 CE is 0.01
Historical price for 59800 CE is as follows
On 24 Apr BANKNIFTY was trading at 55917.55. The strike last trading price was 5.05, which was -3.250000000000001 lower than the previous day. The implied volatity was 25.55, the open interest changed by -168 which decreased total open position to 2352
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 6.8, which was -20.3 lower than the previous day. The implied volatity was 21.99, the open interest changed by -1497 which decreased total open position to 2527
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 25.1, which was -19.5 lower than the previous day. The implied volatity was 19.64, the open interest changed by 2057 which increased total open position to 4017
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 45.1, which was 3.3999999999999986 higher than the previous day. The implied volatity was 19.03, the open interest changed by 404 which increased total open position to 1985
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 42.25, which was 1.25 higher than the previous day. The implied volatity was 22.45, the open interest changed by 263 which increased total open position to 1604
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 42.45, which was 1.5500000000000043 higher than the previous day. The implied volatity was 18.55, the open interest changed by -19 which decreased total open position to 1345
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 41.45, which was -10.349999999999994 lower than the previous day. The implied volatity was 20.49, the open interest changed by -157 which decreased total open position to 1388
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 49.9, which was 2.8500000000000014 higher than the previous day. The implied volatity was 19.34, the open interest changed by -361 which decreased total open position to 1549
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 47.7, which was -10.449999999999996 lower than the previous day. The implied volatity was 20.67, the open interest changed by -711 which decreased total open position to 1906
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 59, which was 12.200000000000003 higher than the previous day. The implied volatity was 18.24, the open interest changed by 1234 which increased total open position to 2617
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 44.7, which was -21.450000000000003 lower than the previous day. The implied volatity was 20.87, the open interest changed by 152 which increased total open position to 1383
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 69.75, which was 46.05 higher than the previous day. The implied volatity was 18.21, the open interest changed by 1014 which increased total open position to 1231
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 23.15, which was -2.45 lower than the previous day. The implied volatity was 24.3, the open interest changed by -32 which decreased total open position to 217
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 24.3, which was -1.65 lower than the previous day. The implied volatity was 24.28, the open interest changed by 16 which increased total open position to 249
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 23.35, which was -1.1 lower than the previous day. The implied volatity was 25.06, the open interest changed by 28 which increased total open position to 237
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 25.95, which was -5.85 lower than the previous day. The implied volatity was 25.06, the open interest changed by 77 which increased total open position to 208
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 36, which was -25.55 lower than the previous day. The implied volatity was 29.08, the open interest changed by 4 which increased total open position to 131
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 65.8, which was -31.25 lower than the previous day. The implied volatity was 24.07, the open interest changed by -36 which decreased total open position to 124
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 93, which was -34.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 160
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 93, which was -34.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 160
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 93, which was -34.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 160
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 93, which was -34.7 lower than the previous day. The implied volatity was 19.88, the open interest changed by 15 which increased total open position to 160
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 132.7, which was 3.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 145
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 132.7, which was 3.7 higher than the previous day. The implied volatity was 15.27, the open interest changed by 10 which increased total open position to 145
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 129, which was -42.25 lower than the previous day. The implied volatity was 16.38, the open interest changed by 31 which increased total open position to 135
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 168.25, which was 9.75 higher than the previous day. The implied volatity was 19.03, the open interest changed by -27 which decreased total open position to 100
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 148, which was -79.05 lower than the previous day. The implied volatity was 19.17, the open interest changed by -15 which decreased total open position to 127
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 235, which was -71.35 lower than the previous day. The implied volatity was 17.13, the open interest changed by 26 which increased total open position to 143
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 295.6, which was -217.65 lower than the previous day. The implied volatity was 16.44, the open interest changed by -81 which decreased total open position to 96
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 536.9, which was 34.65 higher than the previous day. The implied volatity was 15.36, the open interest changed by 8 which increased total open position to 175
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 518, which was -360.85 lower than the previous day. The implied volatity was 18.65, the open interest changed by 11 which increased total open position to 167
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 872.7, which was -444.8 lower than the previous day. The implied volatity was 15.47, the open interest changed by 1 which increased total open position to 156
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 1226, which was -60.85 lower than the previous day. The implied volatity was 13.29, the open interest changed by 9 which increased total open position to 156
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 1293.95, which was -443.9 lower than the previous day. The implied volatity was 14.86, the open interest changed by 81 which increased total open position to 146
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 1743.8, which was -868.3 lower than the previous day. The implied volatity was 12.65, the open interest changed by 53 which increased total open position to 64
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 2612.1, which was 168.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 2612.1, which was 168.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 2612.1, which was 168.7 higher than the previous day. The implied volatity was 12.2, the open interest changed by 0 which decreased total open position to 10
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 2443.4, which was -56.6 lower than the previous day. The implied volatity was 8.11, the open interest changed by 0 which decreased total open position to 10
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 2500, which was 327 higher than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 9
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 2173, which was 183.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 2173, which was 183.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 2173, which was 183.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 2173, which was 183.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 2173, which was 183.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 2173, which was 183.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 2173, which was 183.95 higher than the previous day. The implied volatity was 5.45, the open interest changed by 8 which increased total open position to 8
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 1989.05, 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 1989.05, 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 1989.05, 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 1989.05, 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 1989.05, 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 1989.05, 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 1989.05, 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 1989.05, which was 0 lower than the previous day. The implied volatity was 0.02, 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 1989.05, which was 0 lower than the previous day. The implied volatity was 0.06, 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 1989.05, 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 1989.05, 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) 59800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 0.08
Theta: -13.9
Gamma: 0.00006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55917.55 | 3450 | 3450 | 30.22 | 0 | 0 | 76 |
| 23 Apr | 56305.00 | 3450 | 949 | 30.22 | 1 | 0 | 77 |
| 22 Apr | 57124.45 | 2501 | 2501 | 27.12 | 0 | 0 | 77 |
| 21 Apr | 57371.45 | 2501 | -744 | 27.12 | 8 | -3 | 77 |
| 20 Apr | 56582.35 | 3245 | -449.75 | 31.49 | 3 | 0 | 78 |
| 17 Apr | 56565.70 | 3694.75 | 3694.75 | 24.68 | 0 | 0 | 78 |
| 16 Apr | 56086.40 | 3694.75 | -127.84999999999991 | 24.68 | 1 | 0 | 78 |
| 15 Apr | 56301.95 | 3822.6 | 3822.6 | - | 0 | 0 | 78 |
| 13 Apr | 55605.05 | 3822.6 | 3822.6 | 19.74 | 0 | 0 | 78 |
| 10 Apr | 55912.75 | 3822.6 | -3078.4 | 17.84 | 2 | 0 | 78 |
| 9 Apr | 54821.70 | 6901 | 6901 | - | 0 | 0 | 78 |
| 8 Apr | 55703.90 | 6901 | -1654.55 | - | 0 | 0 | 78 |
| 7 Apr | 52716.25 | 6901 | -1654.55 | - | 0 | 0 | 78 |
| 6 Apr | 52609.10 | 6901 | -1654.55 | 26.89 | 2 | 0 | 79 |
| 2 Apr | 51548.75 | 8555.55 | 1300.5 | 55.44 | 5 | -1 | 78 |
| 1 Apr | 51448.65 | 7255.05 | 125.05 | 44 | 73 | -21 | 53 |
| 30 Mar | 50275.35 | 7130 | 1498.3 | - | 0 | 0 | 74 |
| 27 Mar | 52274.60 | 7130 | 1498.3 | 30.83 | 33 | 5 | 73 |
| 25 Mar | 53708.10 | 5631.7 | -869.3 | 19.44 | 8 | 5 | 68 |
| 24 Mar | 52605.65 | 6501 | -1142.05 | 16.98 | 1 | 0 | 63 |
| 23 Mar | 51437.75 | 7643.05 | 2503.25 | 20.86 | 2 | 0 | 63 |
| 20 Mar | 53427.05 | 5139.8 | -496.25 | 11 | 1 | 0 | 63 |
| 19 Mar | 53451.00 | 5636.05 | 1590.7 | 21.53 | 1 | 0 | 64 |
| 18 Mar | 55326.05 | 4098 | -594.45 | 19.23 | 14 | -6 | 65 |
| 17 Mar | 54876.00 | 4692.45 | 524.15 | - | 1 | 0 | 71 |
| 16 Mar | 54413.40 | 4692.45 | 524.15 | - | 1 | 1 | 0 |
| 13 Mar | 53757.85 | 4692.45 | 524.15 | 13.09 | 1 | 0 | 0 |
| 12 Mar | 55100.95 | 4168.3 | 553.25 | 17.84 | 2 | 0 | 70 |
| 11 Mar | 55735.75 | 3615.05 | 909.9 | 15.85 | 75 | -34 | 71 |
| 10 Mar | 56950.80 | 2705.15 | -1074.85 | 17.6 | 21 | -2 | 105 |
| 9 Mar | 56019.80 | 3780 | 2006.25 | 22.77 | 17 | -12 | 108 |
| 6 Mar | 57783.25 | 1773.75 | 438.05 | 12.44 | 16 | -4 | 121 |
| 5 Mar | 59055.85 | 1413.6 | -214.45 | 15.9 | 228 | 52 | 125 |
| 4 Mar | 58755.25 | 1623.6 | 650.25 | 17.14 | 110 | -9 | 73 |
| 2 Mar | 59839.65 | 945.1 | 289.3 | 14.79 | 698 | 23 | 83 |
| 27 Feb | 60529.00 | 655.75 | 134.75 | 13.74 | 4 | 0 | 60 |
| 26 Feb | 61187.70 | 521 | 7 | 14.02 | 58 | -1 | 60 |
| 25 Feb | 61043.35 | 514 | -85.95 | 13.58 | 4 | 0 | 61 |
| 24 Feb | 61047.30 | 599.95 | 61.6 | 14.89 | 32 | -2 | 61 |
| 23 Feb | 61264.25 | 538.35 | -7.65 | 14.62 | 3 | 0 | 62 |
| 20 Feb | 61172.00 | 546.7 | -90.6 | 14.15 | 45 | 31 | 60 |
| 19 Feb | 60739.55 | 637.3 | 151.35 | 13.67 | 11 | 1 | 30 |
| 18 Feb | 61550.80 | 490 | -132.75 | 14.41 | 9 | 2 | 29 |
| 17 Feb | 61174.00 | 622.75 | -91.65 | - | 0 | 0 | 27 |
| 16 Feb | 60949.10 | 622.75 | -91.65 | 14.4 | 12 | 0 | 27 |
| 13 Feb | 60186.65 | 714.4 | 142.35 | 12.72 | 11 | 0 | 27 |
| 12 Feb | 60739.75 | 572.05 | -40.35 | 12.82 | 12 | 6 | 27 |
| 11 Feb | 60745.35 | 612.4 | -1.5 | 13.32 | 5 | 2 | 21 |
| 10 Feb | 60626.40 | 613.9 | -6.25 | 12.8 | 9 | 3 | 19 |
| 9 Feb | 60669.35 | 621 | -204 | 13.14 | 10 | 8 | 16 |
| 6 Feb | 60120.55 | 825 | 0.85 | 13.46 | 3 | 1 | 8 |
| 5 Feb | 60063.65 | 824.15 | -244.45 | 13.25 | 2 | 0 | 6 |
| 4 Feb | 60238.15 | 1068.6 | -118.15 | - | 0 | 0 | 6 |
| 3 Feb | 60041.30 | 1068.6 | -118.15 | - | 0 | 0 | 6 |
| 2 Feb | 58619.00 | 1068.6 | -118.15 | - | 0 | 0 | 6 |
| 1 Feb | 58417.20 | 1068.6 | -118.15 | 9.07 | 9 | 1 | 8 |
| 30 Jan | 59610.45 | 1186.75 | -481.05 | 14.9 | 10 | 6 | 6 |
| 29 Jan | 59957.85 | 1667.8 | 0 | 1.24 | 0 | 0 | 0 |
For Nifty Bank - strike price 59800 expiring on 28APR2026
Delta for 59800 PE is -0.94
Historical price for 59800 PE is as follows
On 24 Apr BANKNIFTY was trading at 55917.55. The strike last trading price was 3450, which was 3450 higher than the previous day. The implied volatity was 30.22, the open interest changed by 0 which decreased total open position to 76
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 3450, which was 949 higher than the previous day. The implied volatity was 30.22, the open interest changed by 0 which decreased total open position to 77
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 2501, which was 2501 higher than the previous day. The implied volatity was 27.12, the open interest changed by 0 which decreased total open position to 77
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 2501, which was -744 lower than the previous day. The implied volatity was 27.12, the open interest changed by -3 which decreased total open position to 77
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 3245, which was -449.75 lower than the previous day. The implied volatity was 31.49, the open interest changed by 0 which decreased total open position to 78
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 3694.75, which was 3694.75 higher than the previous day. The implied volatity was 24.68, the open interest changed by 0 which decreased total open position to 78
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 3694.75, which was -127.84999999999991 lower than the previous day. The implied volatity was 24.68, the open interest changed by 0 which decreased total open position to 78
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 3822.6, which was 3822.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 3822.6, which was 3822.6 higher than the previous day. The implied volatity was 19.74, the open interest changed by 0 which decreased total open position to 78
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 3822.6, which was -3078.4 lower than the previous day. The implied volatity was 17.84, the open interest changed by 0 which decreased total open position to 78
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 6901, which was 6901 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 6901, which was -1654.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 6901, which was -1654.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 6901, which was -1654.55 lower than the previous day. The implied volatity was 26.89, the open interest changed by 0 which decreased total open position to 79
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 8555.55, which was 1300.5 higher than the previous day. The implied volatity was 55.44, the open interest changed by -1 which decreased total open position to 78
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 7255.05, which was 125.05 higher than the previous day. The implied volatity was 44, the open interest changed by -21 which decreased total open position to 53
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 7130, which was 1498.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 74
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 7130, which was 1498.3 higher than the previous day. The implied volatity was 30.83, the open interest changed by 5 which increased total open position to 73
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 5631.7, which was -869.3 lower than the previous day. The implied volatity was 19.44, the open interest changed by 5 which increased total open position to 68
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 6501, which was -1142.05 lower than the previous day. The implied volatity was 16.98, the open interest changed by 0 which decreased total open position to 63
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 7643.05, which was 2503.25 higher than the previous day. The implied volatity was 20.86, the open interest changed by 0 which decreased total open position to 63
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 5139.8, which was -496.25 lower than the previous day. The implied volatity was 11, the open interest changed by 0 which decreased total open position to 63
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 5636.05, which was 1590.7 higher than the previous day. The implied volatity was 21.53, the open interest changed by 0 which decreased total open position to 64
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 4098, which was -594.45 lower than the previous day. The implied volatity was 19.23, the open interest changed by -6 which decreased total open position to 65
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 4692.45, which was 524.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 4692.45, which was 524.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 4692.45, which was 524.15 higher than the previous day. The implied volatity was 13.09, 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 4168.3, which was 553.25 higher than the previous day. The implied volatity was 17.84, the open interest changed by 0 which decreased total open position to 70
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 3615.05, which was 909.9 higher than the previous day. The implied volatity was 15.85, the open interest changed by -34 which decreased total open position to 71
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 2705.15, which was -1074.85 lower than the previous day. The implied volatity was 17.6, the open interest changed by -2 which decreased total open position to 105
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 3780, which was 2006.25 higher than the previous day. The implied volatity was 22.77, the open interest changed by -12 which decreased total open position to 108
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 1773.75, which was 438.05 higher than the previous day. The implied volatity was 12.44, the open interest changed by -4 which decreased total open position to 121
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 1413.6, which was -214.45 lower than the previous day. The implied volatity was 15.9, the open interest changed by 52 which increased total open position to 125
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 1623.6, which was 650.25 higher than the previous day. The implied volatity was 17.14, the open interest changed by -9 which decreased total open position to 73
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 945.1, which was 289.3 higher than the previous day. The implied volatity was 14.79, the open interest changed by 23 which increased total open position to 83
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 655.75, which was 134.75 higher than the previous day. The implied volatity was 13.74, the open interest changed by 0 which decreased total open position to 60
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 521, which was 7 higher than the previous day. The implied volatity was 14.02, the open interest changed by -1 which decreased total open position to 60
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 514, which was -85.95 lower than the previous day. The implied volatity was 13.58, the open interest changed by 0 which decreased total open position to 61
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 599.95, which was 61.6 higher than the previous day. The implied volatity was 14.89, the open interest changed by -2 which decreased total open position to 61
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 538.35, which was -7.65 lower than the previous day. The implied volatity was 14.62, the open interest changed by 0 which decreased total open position to 62
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 546.7, which was -90.6 lower than the previous day. The implied volatity was 14.15, the open interest changed by 31 which increased total open position to 60
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 637.3, which was 151.35 higher than the previous day. The implied volatity was 13.67, the open interest changed by 1 which increased total open position to 30
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 490, which was -132.75 lower than the previous day. The implied volatity was 14.41, the open interest changed by 2 which increased total open position to 29
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 622.75, which was -91.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 622.75, which was -91.65 lower than the previous day. The implied volatity was 14.4, the open interest changed by 0 which decreased total open position to 27
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 714.4, which was 142.35 higher than the previous day. The implied volatity was 12.72, the open interest changed by 0 which decreased total open position to 27
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 572.05, which was -40.35 lower than the previous day. The implied volatity was 12.82, the open interest changed by 6 which increased total open position to 27
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 612.4, which was -1.5 lower than the previous day. The implied volatity was 13.32, the open interest changed by 2 which increased total open position to 21
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 613.9, which was -6.25 lower than the previous day. The implied volatity was 12.8, the open interest changed by 3 which increased total open position to 19
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 621, which was -204 lower than the previous day. The implied volatity was 13.14, the open interest changed by 8 which increased total open position to 16
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 825, which was 0.85 higher than the previous day. The implied volatity was 13.46, the open interest changed by 1 which increased total open position to 8
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 824.15, which was -244.45 lower than the previous day. The implied volatity was 13.25, the open interest changed by 0 which decreased total open position to 6
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 1068.6, which was -118.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 1068.6, which was -118.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 1068.6, which was -118.15 lower than the previous day. The implied volatity was -, 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 1068.6, which was -118.15 lower than the previous day. The implied volatity was 9.07, the open interest changed by 1 which increased total open position to 8
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 1186.75, which was -481.05 lower than the previous day. The implied volatity was 14.9, the open interest changed by 6 which increased total open position to 6
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 1667.8, which was 0 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0
