BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:34 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 59900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.01
Theta: -4.58
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55908.35 | 4.75 | -3.0999999999999996 | 26.01 | 4,588 | -678 | 1,483 | |||||||||
| 23 Apr | 56305.00 | 6.1 | -18.6 | 22.18 | 5,753 | 143 | 2,167 | |||||||||
| 22 Apr | 57124.45 | 24.65 | -15.399999999999999 | 20.25 | 5,382 | -69 | 2,029 | |||||||||
| 21 Apr | 57371.45 | 42.2 | 4.550000000000004 | 19.35 | 5,332 | -133 | 2,095 | |||||||||
| 20 Apr | 56582.35 | 36.05 | -1.4500000000000028 | 22.15 | 5,540 | 451 | 2,255 | |||||||||
| 17 Apr | 56565.70 | 39 | 2.049999999999997 | 18.68 | 2,772 | 89 | 1,810 | |||||||||
| 16 Apr | 56086.40 | 36.4 | -11 | 20.43 | 1,910 | 35 | 1,731 | |||||||||
| 15 Apr | 56301.95 | 50 | 4.399999999999999 | 19.84 | 4,611 | -934 | 1,719 | |||||||||
| 13 Apr | 55605.05 | 41.9 | -13.100000000000001 | 20.53 | 2,626 | -651 | 2,656 | |||||||||
| 10 Apr | 55912.75 | 56 | 11 | 18.4 | 3,729 | 761 | 3,307 | |||||||||
| 9 Apr | 54821.70 | 42.4 | -19.300000000000004 | 21.02 | 3,422 | 409 | 2,554 | |||||||||
| 8 Apr | 55703.90 | 68.55 | 46.15 | 18.49 | 4,624 | 1,608 | 2,146 | |||||||||
| 7 Apr | 52716.25 | 22.4 | -3.55 | 24.46 | 330 | 56 | 522 | |||||||||
| 6 Apr | 52609.10 | 24.95 | -0.55 | 24.65 | 476 | 70 | 469 | |||||||||
| 2 Apr | 51548.75 | 23.15 | -0.65 | 25.28 | 498 | -47 | 398 | |||||||||
| 1 Apr | 51448.65 | 22.55 | -9.55 | 24.79 | 272 | 1 | 444 | |||||||||
| 30 Mar | 50275.35 | 31.75 | -23.9 | 28.4 | 136 | 18 | 443 | |||||||||
| 27 Mar | 52274.60 | 56.85 | -40.65 | 23.72 | 327 | 56 | 424 | |||||||||
| 25 Mar | 53708.10 | 97.35 | 6.25 | 21.3 | 202 | 19 | 368 | |||||||||
| 24 Mar | 52605.65 | 97.3 | 37.25 | 23.84 | 104 | 4 | 354 | |||||||||
| 23 Mar | 51437.75 | 60.05 | -35.65 | 25.03 | 212 | 50 | 350 | |||||||||
| 20 Mar | 53427.05 | 94 | -27.55 | 20.18 | 197 | 46 | 303 | |||||||||
| 19 Mar | 53451.00 | 120.5 | -7.25 | - | 401 | 0 | 257 | |||||||||
| 18 Mar | 55326.05 | 120.5 | -7.25 | 15.16 | 401 | -6 | 254 | |||||||||
| 17 Mar | 54876.00 | 129.5 | -19.55 | 16.67 | 445 | 101 | 260 | |||||||||
| 16 Mar | 54413.40 | 157.25 | 10.2 | 18.96 | 216 | 4 | 179 | |||||||||
| 13 Mar | 53757.85 | 144.1 | -77.45 | 19.3 | 309 | 26 | 175 | |||||||||
| 12 Mar | 55100.95 | 220.1 | -67.2 | 17.07 | 311 | 29 | 155 | |||||||||
| 11 Mar | 55735.75 | 276.5 | -215.45 | 16.36 | 714 | -66 | 117 | |||||||||
| 10 Mar | 56950.80 | 500 | 21.4 | 15.19 | 600 | 10 | 175 | |||||||||
| 9 Mar | 56019.80 | 493.05 | -357.7 | 18.58 | 399 | 71 | 170 | |||||||||
| 6 Mar | 57783.25 | 802.7 | -511.95 | 15.04 | 359 | -3 | 99 | |||||||||
| 5 Mar | 59055.85 | 1174 | -46.2 | 13.24 | 210 | -9 | 103 | |||||||||
| 4 Mar | 58755.25 | 1220.2 | -456.55 | 14.56 | 154 | 40 | 112 | |||||||||
| 2 Mar | 59839.65 | 1722.15 | -874.3 | 13.09 | 200 | 64 | 69 | |||||||||
| 27 Feb | 60529.00 | 2596.45 | 136.6 | - | 0 | 0 | 5 | |||||||||
| 26 Feb | 61187.70 | 2596.45 | 136.6 | - | 0 | 0 | 5 | |||||||||
| 25 Feb | 61043.35 | 2596.45 | 136.6 | - | 0 | 0 | 5 | |||||||||
| 24 Feb | 61047.30 | 2596.45 | 136.6 | - | 0 | 0 | 5 | |||||||||
| 23 Feb | 61264.25 | 2596.45 | 136.6 | 9.26 | 4 | 0 | 2 | |||||||||
| 20 Feb | 61172.00 | 2459.85 | 603.65 | 7.92 | 2 | 0 | 3 | |||||||||
| 19 Feb | 60739.55 | 1856.2 | -274.05 | - | 0 | 0 | 3 | |||||||||
| 18 Feb | 61550.80 | 1856.2 | -274.05 | - | 0 | 0 | 3 | |||||||||
| 17 Feb | 61174.00 | 1856.2 | -274.05 | - | 0 | 0 | 3 | |||||||||
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| 16 Feb | 60949.10 | 1856.2 | -274.05 | 3.2 | 1 | 0 | 3 | |||||||||
| 13 Feb | 60186.65 | 2130.25 | 380.25 | - | 0 | 0 | 3 | |||||||||
| 12 Feb | 60739.75 | 2130.25 | 380.25 | - | 0 | 0 | 3 | |||||||||
| 11 Feb | 60745.35 | 2130.25 | 380.25 | - | 0 | 0 | 3 | |||||||||
| 10 Feb | 60626.40 | 2130.25 | 380.25 | - | 0 | 0 | 3 | |||||||||
| 9 Feb | 60669.35 | 2130.25 | 380.25 | 6.16 | 6 | -1 | 2 | |||||||||
| 6 Feb | 60120.55 | 1750 | -126.6 | 6.74 | 4 | 2 | 4 | |||||||||
| 5 Feb | 60063.65 | 1876.6 | -61.65 | 8.51 | 3 | 2 | 3 | |||||||||
| 4 Feb | 60238.15 | 1938.25 | -39.55 | 8.25 | 1 | 0 | 1 | |||||||||
| 3 Feb | 60041.30 | 1977.8 | 38.8 | - | 0 | 0 | 1 | |||||||||
| 2 Feb | 58619.00 | 1977.8 | 38.8 | - | 0 | 0 | 1 | |||||||||
| 1 Feb | 58417.20 | 1977.8 | 38.8 | 18.18 | 1 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 1939 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 1939 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 59900 expiring on 28APR2026
Delta for 59900 CE is 0.01
Historical price for 59900 CE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 4.75, which was -3.0999999999999996 lower than the previous day. The implied volatity was 26.01, the open interest changed by -678 which decreased total open position to 1483
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 6.1, which was -18.6 lower than the previous day. The implied volatity was 22.18, the open interest changed by 143 which increased total open position to 2167
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 24.65, which was -15.399999999999999 lower than the previous day. The implied volatity was 20.25, the open interest changed by -69 which decreased total open position to 2029
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 42.2, which was 4.550000000000004 higher than the previous day. The implied volatity was 19.35, the open interest changed by -133 which decreased total open position to 2095
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 36.05, which was -1.4500000000000028 lower than the previous day. The implied volatity was 22.15, the open interest changed by 451 which increased total open position to 2255
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 39, which was 2.049999999999997 higher than the previous day. The implied volatity was 18.68, the open interest changed by 89 which increased total open position to 1810
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 36.4, which was -11 lower than the previous day. The implied volatity was 20.43, the open interest changed by 35 which increased total open position to 1731
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 50, which was 4.399999999999999 higher than the previous day. The implied volatity was 19.84, the open interest changed by -934 which decreased total open position to 1719
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 41.9, which was -13.100000000000001 lower than the previous day. The implied volatity was 20.53, the open interest changed by -651 which decreased total open position to 2656
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 56, which was 11 higher than the previous day. The implied volatity was 18.4, the open interest changed by 761 which increased total open position to 3307
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 42.4, which was -19.300000000000004 lower than the previous day. The implied volatity was 21.02, the open interest changed by 409 which increased total open position to 2554
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 68.55, which was 46.15 higher than the previous day. The implied volatity was 18.49, the open interest changed by 1608 which increased total open position to 2146
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 22.4, which was -3.55 lower than the previous day. The implied volatity was 24.46, the open interest changed by 56 which increased total open position to 522
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 24.95, which was -0.55 lower than the previous day. The implied volatity was 24.65, the open interest changed by 70 which increased total open position to 469
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 23.15, which was -0.65 lower than the previous day. The implied volatity was 25.28, the open interest changed by -47 which decreased total open position to 398
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 22.55, which was -9.55 lower than the previous day. The implied volatity was 24.79, the open interest changed by 1 which increased total open position to 444
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 31.75, which was -23.9 lower than the previous day. The implied volatity was 28.4, the open interest changed by 18 which increased total open position to 443
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 56.85, which was -40.65 lower than the previous day. The implied volatity was 23.72, the open interest changed by 56 which increased total open position to 424
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 97.35, which was 6.25 higher than the previous day. The implied volatity was 21.3, the open interest changed by 19 which increased total open position to 368
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 97.3, which was 37.25 higher than the previous day. The implied volatity was 23.84, the open interest changed by 4 which increased total open position to 354
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 60.05, which was -35.65 lower than the previous day. The implied volatity was 25.03, the open interest changed by 50 which increased total open position to 350
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 94, which was -27.55 lower than the previous day. The implied volatity was 20.18, the open interest changed by 46 which increased total open position to 303
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 120.5, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 257
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 120.5, which was -7.25 lower than the previous day. The implied volatity was 15.16, the open interest changed by -6 which decreased total open position to 254
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 129.5, which was -19.55 lower than the previous day. The implied volatity was 16.67, the open interest changed by 101 which increased total open position to 260
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 157.25, which was 10.2 higher than the previous day. The implied volatity was 18.96, the open interest changed by 4 which increased total open position to 179
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 144.1, which was -77.45 lower than the previous day. The implied volatity was 19.3, the open interest changed by 26 which increased total open position to 175
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 220.1, which was -67.2 lower than the previous day. The implied volatity was 17.07, the open interest changed by 29 which increased total open position to 155
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 276.5, which was -215.45 lower than the previous day. The implied volatity was 16.36, the open interest changed by -66 which decreased total open position to 117
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 500, which was 21.4 higher than the previous day. The implied volatity was 15.19, the open interest changed by 10 which increased total open position to 175
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 493.05, which was -357.7 lower than the previous day. The implied volatity was 18.58, the open interest changed by 71 which increased total open position to 170
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 802.7, which was -511.95 lower than the previous day. The implied volatity was 15.04, the open interest changed by -3 which decreased total open position to 99
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 1174, which was -46.2 lower than the previous day. The implied volatity was 13.24, the open interest changed by -9 which decreased total open position to 103
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 1220.2, which was -456.55 lower than the previous day. The implied volatity was 14.56, the open interest changed by 40 which increased total open position to 112
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 1722.15, which was -874.3 lower than the previous day. The implied volatity was 13.09, the open interest changed by 64 which increased total open position to 69
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 2596.45, which was 136.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 2596.45, which was 136.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 2596.45, which was 136.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 2596.45, which was 136.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 2596.45, which was 136.6 higher than the previous day. The implied volatity was 9.26, the open interest changed by 0 which decreased total open position to 2
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 2459.85, which was 603.65 higher than the previous day. The implied volatity was 7.92, the open interest changed by 0 which decreased total open position to 3
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 1856.2, which was -274.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 1856.2, which was -274.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 1856.2, which was -274.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 1856.2, which was -274.05 lower than the previous day. The implied volatity was 3.2, the open interest changed by 0 which decreased total open position to 3
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 2130.25, which was 380.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 2130.25, which was 380.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 2130.25, which was 380.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 2130.25, which was 380.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 2130.25, which was 380.25 higher than the previous day. The implied volatity was 6.16, the open interest changed by -1 which decreased total open position to 2
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 1750, which was -126.6 lower than the previous day. The implied volatity was 6.74, the open interest changed by 2 which increased total open position to 4
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 1876.6, which was -61.65 lower than the previous day. The implied volatity was 8.51, the open interest changed by 2 which increased total open position to 3
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 1938.25, which was -39.55 lower than the previous day. The implied volatity was 8.25, the open interest changed by 0 which decreased total open position to 1
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 1977.8, which was 38.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 1977.8, which was 38.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 1977.8, which was 38.8 higher than the previous day. The implied volatity was 18.18, 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 1939, 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 1939, 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) 59900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 0.02
Theta: -5.04
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55908.35 | 3516.2 | -27.200000000000273 | 23.76 | 7 | 0 | 51 |
| 23 Apr | 56305.00 | 3543.4 | 3543.4 | - | 0 | 0 | 51 |
| 22 Apr | 57124.45 | 3543.4 | 3543.4 | - | 0 | 0 | 51 |
| 21 Apr | 57371.45 | 3543.4 | 3543.4 | - | 0 | 0 | 51 |
| 20 Apr | 56582.35 | 3543.4 | 3543.4 | - | 0 | 0 | 51 |
| 17 Apr | 56565.70 | 3543.4 | -506.5999999999999 | 22.62 | 1 | 0 | 51 |
| 16 Apr | 56086.40 | 4050 | 4050 | - | 0 | 0 | 51 |
| 15 Apr | 56301.95 | 4050 | 4050 | - | 0 | 0 | 51 |
| 13 Apr | 55605.05 | 4050 | 4050 | 26.84 | 0 | 0 | 51 |
| 10 Apr | 55912.75 | 4050 | 0 | 22.03 | 1 | 0 | 51 |
| 9 Apr | 54821.70 | 4050 | 4050 | - | 0 | 0 | 51 |
| 8 Apr | 55703.90 | 4050 | -2900 | 25.64 | 1 | 0 | 52 |
| 7 Apr | 52716.25 | 6950 | -201.25 | 32.17 | 1 | 0 | 53 |
| 6 Apr | 52609.10 | 7151.25 | -1848.75 | 37.54 | 17 | -5 | 64 |
| 2 Apr | 51548.75 | 9000 | -42.55 | 64.57 | 2 | -1 | 70 |
| 1 Apr | 51448.65 | 9042.55 | 1782.3 | - | 0 | 0 | 71 |
| 30 Mar | 50275.35 | 9042.55 | 1782.3 | 25.39 | 1 | 0 | 72 |
| 27 Mar | 52274.60 | 7260.25 | 1445.4 | 32.3 | 4 | 1 | 72 |
| 25 Mar | 53708.10 | 5810.5 | -1088.1 | 23.42 | 18 | 6 | 79 |
| 24 Mar | 52605.65 | 6898.6 | -301.4 | 31.82 | 1 | 0 | 74 |
| 23 Mar | 51437.75 | 7200 | 1960.4 | 632.75 | 2 | 0 | 74 |
| 20 Mar | 53427.05 | 5239.6 | -745.4 | 11.9 | 1 | 0 | 75 |
| 19 Mar | 53451.00 | 5985 | 1839.7 | 28.63 | 2 | 0 | 75 |
| 18 Mar | 55326.05 | 4135.95 | -408.2 | 18.11 | 19 | 0 | 76 |
| 17 Mar | 54876.00 | 4551.15 | -433.95 | 18.05 | 10 | 1 | 76 |
| 16 Mar | 54413.40 | 4985.1 | -419.9 | 15.87 | 8 | 0 | 77 |
| 13 Mar | 53757.85 | 5405 | 1405 | 13.63 | 1 | -10 | 0 |
| 12 Mar | 55100.95 | 4000 | 436.15 | 8.07 | 18 | -10 | 77 |
| 11 Mar | 55735.75 | 3563.85 | 779.95 | 12.61 | 39 | -27 | 90 |
| 10 Mar | 56950.80 | 2783.9 | -889.35 | 17.71 | 94 | -30 | 118 |
| 9 Mar | 56019.80 | 3673.25 | 1361.3 | 20.1 | 16 | -4 | 149 |
| 6 Mar | 57783.25 | 2250.8 | 859.8 | 17.41 | 30 | -2 | 162 |
| 5 Mar | 59055.85 | 1454.65 | -219.95 | 15.79 | 207 | 79 | 163 |
| 4 Mar | 58755.25 | 1669.35 | 660.3 | 17.07 | 59 | -2 | 85 |
| 2 Mar | 59839.65 | 982.35 | 345.95 | 14.76 | 465 | 19 | 84 |
| 27 Feb | 60529.00 | 636.4 | 102.8 | 13.14 | 4 | 2 | 66 |
| 26 Feb | 61187.70 | 533.65 | -51.55 | 13.85 | 47 | 0 | 66 |
| 25 Feb | 61043.35 | 575.75 | 42 | 14.02 | 60 | 34 | 65 |
| 24 Feb | 61047.30 | 533.75 | -13.65 | 13.74 | 1 | 0 | 31 |
| 23 Feb | 61264.25 | 547.4 | -23.75 | 14.41 | 3 | 0 | 31 |
| 20 Feb | 61172.00 | 561.05 | -0.6 | 14.01 | 8 | 0 | 29 |
| 19 Feb | 60739.55 | 561.65 | -177.2 | - | 0 | 0 | 29 |
| 18 Feb | 61550.80 | 561.65 | -177.2 | - | 0 | 0 | 29 |
| 17 Feb | 61174.00 | 561.65 | -177.2 | 13.86 | 10 | 5 | 30 |
| 16 Feb | 60949.10 | 738.85 | 134.6 | - | 0 | 0 | 25 |
| 13 Feb | 60186.65 | 738.85 | 134.6 | 12.64 | 3 | 0 | 24 |
| 12 Feb | 60739.75 | 604.25 | -25.05 | - | 0 | 0 | 24 |
| 11 Feb | 60745.35 | 604.25 | -25.05 | 12.92 | 3 | -1 | 24 |
| 10 Feb | 60626.40 | 629.3 | -16.25 | 12.65 | 3 | 2 | 24 |
| 9 Feb | 60669.35 | 652 | -1064.25 | 13.16 | 24 | 22 | 22 |
| 6 Feb | 60120.55 | 1716.25 | 0 | 1.3 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 1716.25 | 0 | 1.26 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 1716.25 | 0 | 1.27 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 1716.25 | 0 | 1.22 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 1716.25 | 0 | 0.07 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 1716.25 | 0 | 0.12 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 1716.25 | 0 | 0.96 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 1716.25 | 0 | 1.22 | 0 | 0 | 0 |
For Nifty Bank - strike price 59900 expiring on 28APR2026
Delta for 59900 PE is -0.99
Historical price for 59900 PE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 3516.2, which was -27.200000000000273 lower than the previous day. The implied volatity was 23.76, the open interest changed by 0 which decreased total open position to 51
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 3543.4, which was 3543.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 3543.4, which was 3543.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 3543.4, which was 3543.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 3543.4, which was 3543.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 3543.4, which was -506.5999999999999 lower than the previous day. The implied volatity was 22.62, the open interest changed by 0 which decreased total open position to 51
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 4050, which was 4050 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 4050, which was 4050 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 4050, which was 4050 higher than the previous day. The implied volatity was 26.84, the open interest changed by 0 which decreased total open position to 51
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 4050, which was 0 lower than the previous day. The implied volatity was 22.03, the open interest changed by 0 which decreased total open position to 51
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 4050, which was 4050 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 4050, which was -2900 lower than the previous day. The implied volatity was 25.64, the open interest changed by 0 which decreased total open position to 52
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 6950, which was -201.25 lower than the previous day. The implied volatity was 32.17, the open interest changed by 0 which decreased total open position to 53
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 7151.25, which was -1848.75 lower than the previous day. The implied volatity was 37.54, the open interest changed by -5 which decreased total open position to 64
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 9000, which was -42.55 lower than the previous day. The implied volatity was 64.57, the open interest changed by -1 which decreased total open position to 70
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 9042.55, which was 1782.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 9042.55, which was 1782.3 higher than the previous day. The implied volatity was 25.39, the open interest changed by 0 which decreased total open position to 72
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 7260.25, which was 1445.4 higher than the previous day. The implied volatity was 32.3, the open interest changed by 1 which increased total open position to 72
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 5810.5, which was -1088.1 lower than the previous day. The implied volatity was 23.42, the open interest changed by 6 which increased total open position to 79
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 6898.6, which was -301.4 lower than the previous day. The implied volatity was 31.82, the open interest changed by 0 which decreased total open position to 74
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 7200, which was 1960.4 higher than the previous day. The implied volatity was 632.75, the open interest changed by 0 which decreased total open position to 74
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 5239.6, which was -745.4 lower than the previous day. The implied volatity was 11.9, the open interest changed by 0 which decreased total open position to 75
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 5985, which was 1839.7 higher than the previous day. The implied volatity was 28.63, the open interest changed by 0 which decreased total open position to 75
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 4135.95, which was -408.2 lower than the previous day. The implied volatity was 18.11, the open interest changed by 0 which decreased total open position to 76
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 4551.15, which was -433.95 lower than the previous day. The implied volatity was 18.05, the open interest changed by 1 which increased total open position to 76
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 4985.1, which was -419.9 lower than the previous day. The implied volatity was 15.87, the open interest changed by 0 which decreased total open position to 77
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 5405, which was 1405 higher than the previous day. The implied volatity was 13.63, the open interest changed by -10 which decreased total open position to 0
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 4000, which was 436.15 higher than the previous day. The implied volatity was 8.07, the open interest changed by -10 which decreased total open position to 77
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 3563.85, which was 779.95 higher than the previous day. The implied volatity was 12.61, the open interest changed by -27 which decreased total open position to 90
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 2783.9, which was -889.35 lower than the previous day. The implied volatity was 17.71, the open interest changed by -30 which decreased total open position to 118
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 3673.25, which was 1361.3 higher than the previous day. The implied volatity was 20.1, the open interest changed by -4 which decreased total open position to 149
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 2250.8, which was 859.8 higher than the previous day. The implied volatity was 17.41, the open interest changed by -2 which decreased total open position to 162
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 1454.65, which was -219.95 lower than the previous day. The implied volatity was 15.79, the open interest changed by 79 which increased total open position to 163
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 1669.35, which was 660.3 higher than the previous day. The implied volatity was 17.07, the open interest changed by -2 which decreased total open position to 85
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 982.35, which was 345.95 higher than the previous day. The implied volatity was 14.76, the open interest changed by 19 which increased total open position to 84
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 636.4, which was 102.8 higher than the previous day. The implied volatity was 13.14, the open interest changed by 2 which increased total open position to 66
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 533.65, which was -51.55 lower than the previous day. The implied volatity was 13.85, the open interest changed by 0 which decreased total open position to 66
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 575.75, which was 42 higher than the previous day. The implied volatity was 14.02, the open interest changed by 34 which increased total open position to 65
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 533.75, which was -13.65 lower than the previous day. The implied volatity was 13.74, the open interest changed by 0 which decreased total open position to 31
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 547.4, which was -23.75 lower than the previous day. The implied volatity was 14.41, the open interest changed by 0 which decreased total open position to 31
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 561.05, which was -0.6 lower than the previous day. The implied volatity was 14.01, the open interest changed by 0 which decreased total open position to 29
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 561.65, which was -177.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 561.65, which was -177.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 561.65, which was -177.2 lower than the previous day. The implied volatity was 13.86, the open interest changed by 5 which increased total open position to 30
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 738.85, which was 134.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 738.85, which was 134.6 higher than the previous day. The implied volatity was 12.64, the open interest changed by 0 which decreased total open position to 24
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 604.25, which was -25.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 604.25, which was -25.05 lower than the previous day. The implied volatity was 12.92, the open interest changed by -1 which decreased total open position to 24
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 629.3, which was -16.25 lower than the previous day. The implied volatity was 12.65, the open interest changed by 2 which increased total open position to 24
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 652, which was -1064.25 lower than the previous day. The implied volatity was 13.16, the open interest changed by 22 which increased total open position to 22
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 1716.25, which was 0 lower than the previous day. The implied volatity was 1.3, 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 1716.25, which was 0 lower than the previous day. The implied volatity was 1.26, 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 1716.25, which was 0 lower than the previous day. The implied volatity was 1.27, 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 1716.25, which was 0 lower than the previous day. The implied volatity was 1.22, 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 1716.25, which was 0 lower than the previous day. The implied volatity was 0.07, 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 1716.25, which was 0 lower than the previous day. The implied volatity was 0.12, 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 1716.25, which was 0 lower than the previous day. The implied volatity was 0.96, 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 1716.25, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0
