BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 04:10 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 60000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.02
Theta: -4.81
Gamma: 0.00002
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 56089.75 | 4.95 | -2.0999999999999996 | 25.93 | 1,23,791 | 243 | 41,805 | |||||||||
| 23 Apr | 56305.00 | 6.35 | -15.6 | 22.81 | 96,114 | -4,683 | 42,043 | |||||||||
| 22 Apr | 57124.45 | 21.05 | -15.249999999999996 | 20.14 | 1,00,843 | 2,346 | 46,709 | |||||||||
| 21 Apr | 57371.45 | 36 | 1.0499999999999972 | 19.28 | 74,229 | -789 | 44,926 | |||||||||
| 20 Apr | 56582.35 | 32.15 | -3.1000000000000014 | 22.15 | 1,13,818 | -3,415 | 45,914 | |||||||||
| 17 Apr | 56565.70 | 35.6 | 0.25 | 18.8 | 73,963 | -153 | 49,352 | |||||||||
| 16 Apr | 56086.40 | 35.9 | -8.950000000000003 | 20.77 | 77,257 | 3,044 | 49,523 | |||||||||
| 15 Apr | 56301.95 | 45.85 | 2 | 19.83 | 84,168 | 3,811 | 46,530 | |||||||||
| 13 Apr | 55605.05 | 41.5 | -11.399999999999999 | 20.91 | 79,371 | -1,237 | 42,819 | |||||||||
| 10 Apr | 55912.75 | 54 | 10.100000000000001 | 18.63 | 74,183 | -2,664 | 44,039 | |||||||||
| 9 Apr | 54821.70 | 42.95 | -18.4 | 21.45 | 66,854 | 2,116 | 46,727 | |||||||||
| 8 Apr | 55703.90 | 66.7 | 44.75 | 18.74 | 1,30,363 | 2,311 | 44,724 | |||||||||
| 7 Apr | 52716.25 | 21.5 | -1.7 | 24.59 | 37,275 | -3,656 | 42,429 | |||||||||
| 6 Apr | 52609.10 | 24 | 0.2 | 24.78 | 39,811 | 2,487 | 46,085 | |||||||||
| 2 Apr | 51548.75 | 23 | 0.5 | 25.51 | 28,706 | -877 | 43,582 | |||||||||
| 1 Apr | 51448.65 | 23.2 | -5.75 | 25.14 | 49,709 | 6,904 | 44,456 | |||||||||
| 30 Mar | 50275.35 | 29 | -20.55 | 28.61 | 21,406 | 2,700 | 37,175 | |||||||||
| 27 Mar | 52274.60 | 50 | -33.55 | 23.43 | 23,206 | 1,070 | 34,447 | |||||||||
| 25 Mar | 53708.10 | 80 | 4.15 | 20.66 | 18,409 | 3,241 | 33,339 | |||||||||
| 24 Mar | 52605.65 | 79.05 | 11 | 23.1 | 12,005 | -209 | 30,112 | |||||||||
| 23 Mar | 51437.75 | 69.15 | -11.65 | 25.92 | 14,226 | -98 | 30,322 | |||||||||
| 20 Mar | 53427.05 | 79.85 | 9.5 | 19.75 | 12,594 | 1,069 | 30,468 | |||||||||
| 19 Mar | 53451.00 | 79.8 | -22.7 | 18.85 | 18,985 | 624 | 29,409 | |||||||||
| 18 Mar | 55326.05 | 101.95 | -3.55 | 14.8 | 24,150 | 5,110 | 28,800 | |||||||||
| 17 Mar | 54876.00 | 105 | -44.5 | 16.09 | 19,959 | 10,890 | 23,506 | |||||||||
| 16 Mar | 54413.40 | 145.1 | 4.1 | 18.84 | 13,484 | 581 | 12,631 | |||||||||
| 13 Mar | 53757.85 | 142.8 | -61.8 | 19.5 | 12,712 | 1,682 | 11,988 | |||||||||
| 12 Mar | 55100.95 | 213 | -58.15 | 17.18 | 8,461 | 1,490 | 10,268 | |||||||||
| 11 Mar | 55735.75 | 269 | -180.45 | 16.5 | 10,258 | 564 | 8,863 | |||||||||
| 10 Mar | 56950.80 | 459.9 | 7.65 | 14.95 | 11,334 | 108 | 8,849 | |||||||||
| 9 Mar | 56019.80 | 466.6 | -329.4 | 18.48 | 15,571 | 5,509 | 8,802 | |||||||||
| 6 Mar | 57783.25 | 760 | -455.35 | 14.93 | 4,319 | 1,146 | 3,289 | |||||||||
| 5 Mar | 59055.85 | 1152.35 | -54 | 13.52 | 3,368 | -154 | 2,201 | |||||||||
| 4 Mar | 58755.25 | 1208.3 | -391.2 | 14.92 | 3,210 | 870 | 2,369 | |||||||||
| 2 Mar | 59839.65 | 1622.05 | -300.8 | 12.63 | 2,904 | 784 | 1,490 | |||||||||
| 27 Feb | 60529.00 | 1900 | -447.6 | 10.4 | 303 | 60 | 711 | |||||||||
| 26 Feb | 61187.70 | 2329.9 | 47.2 | 9.59 | 61 | 15 | 651 | |||||||||
| 25 Feb | 61043.35 | 2286 | -54.25 | 9.81 | 117 | 3 | 638 | |||||||||
| 24 Feb | 61047.30 | 2290.7 | -199.7 | 8.39 | 176 | 54 | 642 | |||||||||
| 23 Feb | 61264.25 | 2483.05 | 75 | 8.74 | 44 | 4 | 588 | |||||||||
| 20 Feb | 61172.00 | 2405 | 341.35 | 8.44 | 181 | 55 | 586 | |||||||||
| 19 Feb | 60739.55 | 2024.9 | -613.35 | 8.53 | 190 | -18 | 550 | |||||||||
| 18 Feb | 61550.80 | 2629.2 | 273.25 | 2.83 | 83 | 34 | 572 | |||||||||
| 17 Feb | 61174.00 | 2348 | 95.35 | 6.32 | 164 | 48 | 538 | |||||||||
| 16 Feb | 60949.10 | 2269.3 | 453.7 | 7.14 | 343 | 35 | 492 | |||||||||
| 13 Feb | 60186.65 | 1793.1 | -291.65 | 8.92 | 137 | 15 | 458 | |||||||||
| 12 Feb | 60739.75 | 2080 | -11 | 6.92 | 184 | 18 | 456 | |||||||||
| 11 Feb | 60745.35 | 2086.2 | 82.2 | 6.3 | 58 | 3 | 446 | |||||||||
| 10 Feb | 60626.40 | 2005.2 | -50.95 | 7.12 | 140 | 41 | 451 | |||||||||
|
|
||||||||||||||||
| 9 Feb | 60669.35 | 2069.15 | 344.25 | 6.57 | 204 | 77 | 410 | |||||||||
| 6 Feb | 60120.55 | 1719.65 | -81.45 | 7.28 | 141 | 17 | 329 | |||||||||
| 5 Feb | 60063.65 | 1777.9 | -151.55 | 8.21 | 48 | 12 | 315 | |||||||||
| 4 Feb | 60238.15 | 1952.1 | 114.85 | 9.17 | 156 | 29 | 306 | |||||||||
| 3 Feb | 60041.30 | 1844.5 | 684.65 | 9.08 | 285 | 41 | 284 | |||||||||
| 2 Feb | 58619.00 | 1188 | -6.5 | 10.68 | 251 | 2 | 203 | |||||||||
| 1 Feb | 58417.20 | 1136 | -614.65 | 11.1 | 220 | 109 | 203 | |||||||||
| 30 Jan | 59610.45 | 1749 | -148.85 | 10.18 | 106 | 20 | 100 | |||||||||
| 29 Jan | 59957.85 | 1900 | 220.75 | 9.01 | 46 | 35 | 83 | |||||||||
For Nifty Bank - strike price 60000 expiring on 28APR2026
Delta for 60000 CE is 0.01
Historical price for 60000 CE is as follows
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 4.95, which was -2.0999999999999996 lower than the previous day. The implied volatity was 25.93, the open interest changed by 243 which increased total open position to 41805
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 6.35, which was -15.6 lower than the previous day. The implied volatity was 22.81, the open interest changed by -4683 which decreased total open position to 42043
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 21.05, which was -15.249999999999996 lower than the previous day. The implied volatity was 20.14, the open interest changed by 2346 which increased total open position to 46709
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 36, which was 1.0499999999999972 higher than the previous day. The implied volatity was 19.28, the open interest changed by -789 which decreased total open position to 44926
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 32.15, which was -3.1000000000000014 lower than the previous day. The implied volatity was 22.15, the open interest changed by -3415 which decreased total open position to 45914
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 35.6, which was 0.25 higher than the previous day. The implied volatity was 18.8, the open interest changed by -153 which decreased total open position to 49352
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 35.9, which was -8.950000000000003 lower than the previous day. The implied volatity was 20.77, the open interest changed by 3044 which increased total open position to 49523
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 45.85, which was 2 higher than the previous day. The implied volatity was 19.83, the open interest changed by 3811 which increased total open position to 46530
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 41.5, which was -11.399999999999999 lower than the previous day. The implied volatity was 20.91, the open interest changed by -1237 which decreased total open position to 42819
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 54, which was 10.100000000000001 higher than the previous day. The implied volatity was 18.63, the open interest changed by -2664 which decreased total open position to 44039
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 42.95, which was -18.4 lower than the previous day. The implied volatity was 21.45, the open interest changed by 2116 which increased total open position to 46727
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 66.7, which was 44.75 higher than the previous day. The implied volatity was 18.74, the open interest changed by 2311 which increased total open position to 44724
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 21.5, which was -1.7 lower than the previous day. The implied volatity was 24.59, the open interest changed by -3656 which decreased total open position to 42429
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 24, which was 0.2 higher than the previous day. The implied volatity was 24.78, the open interest changed by 2487 which increased total open position to 46085
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 23, which was 0.5 higher than the previous day. The implied volatity was 25.51, the open interest changed by -877 which decreased total open position to 43582
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 23.2, which was -5.75 lower than the previous day. The implied volatity was 25.14, the open interest changed by 6904 which increased total open position to 44456
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 29, which was -20.55 lower than the previous day. The implied volatity was 28.61, the open interest changed by 2700 which increased total open position to 37175
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 50, which was -33.55 lower than the previous day. The implied volatity was 23.43, the open interest changed by 1070 which increased total open position to 34447
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 80, which was 4.15 higher than the previous day. The implied volatity was 20.66, the open interest changed by 3241 which increased total open position to 33339
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 79.05, which was 11 higher than the previous day. The implied volatity was 23.1, the open interest changed by -209 which decreased total open position to 30112
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 69.15, which was -11.65 lower than the previous day. The implied volatity was 25.92, the open interest changed by -98 which decreased total open position to 30322
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 79.85, which was 9.5 higher than the previous day. The implied volatity was 19.75, the open interest changed by 1069 which increased total open position to 30468
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 79.8, which was -22.7 lower than the previous day. The implied volatity was 18.85, the open interest changed by 624 which increased total open position to 29409
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 101.95, which was -3.55 lower than the previous day. The implied volatity was 14.8, the open interest changed by 5110 which increased total open position to 28800
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 105, which was -44.5 lower than the previous day. The implied volatity was 16.09, the open interest changed by 10890 which increased total open position to 23506
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 145.1, which was 4.1 higher than the previous day. The implied volatity was 18.84, the open interest changed by 581 which increased total open position to 12631
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 142.8, which was -61.8 lower than the previous day. The implied volatity was 19.5, the open interest changed by 1682 which increased total open position to 11988
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 213, which was -58.15 lower than the previous day. The implied volatity was 17.18, the open interest changed by 1490 which increased total open position to 10268
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 269, which was -180.45 lower than the previous day. The implied volatity was 16.5, the open interest changed by 564 which increased total open position to 8863
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 459.9, which was 7.65 higher than the previous day. The implied volatity was 14.95, the open interest changed by 108 which increased total open position to 8849
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 466.6, which was -329.4 lower than the previous day. The implied volatity was 18.48, the open interest changed by 5509 which increased total open position to 8802
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 760, which was -455.35 lower than the previous day. The implied volatity was 14.93, the open interest changed by 1146 which increased total open position to 3289
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 1152.35, which was -54 lower than the previous day. The implied volatity was 13.52, the open interest changed by -154 which decreased total open position to 2201
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 1208.3, which was -391.2 lower than the previous day. The implied volatity was 14.92, the open interest changed by 870 which increased total open position to 2369
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 1622.05, which was -300.8 lower than the previous day. The implied volatity was 12.63, the open interest changed by 784 which increased total open position to 1490
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 1900, which was -447.6 lower than the previous day. The implied volatity was 10.4, the open interest changed by 60 which increased total open position to 711
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 2329.9, which was 47.2 higher than the previous day. The implied volatity was 9.59, the open interest changed by 15 which increased total open position to 651
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 2286, which was -54.25 lower than the previous day. The implied volatity was 9.81, the open interest changed by 3 which increased total open position to 638
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 2290.7, which was -199.7 lower than the previous day. The implied volatity was 8.39, the open interest changed by 54 which increased total open position to 642
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 2483.05, which was 75 higher than the previous day. The implied volatity was 8.74, the open interest changed by 4 which increased total open position to 588
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 2405, which was 341.35 higher than the previous day. The implied volatity was 8.44, the open interest changed by 55 which increased total open position to 586
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 2024.9, which was -613.35 lower than the previous day. The implied volatity was 8.53, the open interest changed by -18 which decreased total open position to 550
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 2629.2, which was 273.25 higher than the previous day. The implied volatity was 2.83, the open interest changed by 34 which increased total open position to 572
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 2348, which was 95.35 higher than the previous day. The implied volatity was 6.32, the open interest changed by 48 which increased total open position to 538
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 2269.3, which was 453.7 higher than the previous day. The implied volatity was 7.14, the open interest changed by 35 which increased total open position to 492
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 1793.1, which was -291.65 lower than the previous day. The implied volatity was 8.92, the open interest changed by 15 which increased total open position to 458
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 2080, which was -11 lower than the previous day. The implied volatity was 6.92, the open interest changed by 18 which increased total open position to 456
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 2086.2, which was 82.2 higher than the previous day. The implied volatity was 6.3, the open interest changed by 3 which increased total open position to 446
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 2005.2, which was -50.95 lower than the previous day. The implied volatity was 7.12, the open interest changed by 41 which increased total open position to 451
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 2069.15, which was 344.25 higher than the previous day. The implied volatity was 6.57, the open interest changed by 77 which increased total open position to 410
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 1719.65, which was -81.45 lower than the previous day. The implied volatity was 7.28, the open interest changed by 17 which increased total open position to 329
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 1777.9, which was -151.55 lower than the previous day. The implied volatity was 8.21, the open interest changed by 12 which increased total open position to 315
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 1952.1, which was 114.85 higher than the previous day. The implied volatity was 9.17, the open interest changed by 29 which increased total open position to 306
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 1844.5, which was 684.65 higher than the previous day. The implied volatity was 9.08, the open interest changed by 41 which increased total open position to 284
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 1188, which was -6.5 lower than the previous day. The implied volatity was 10.68, the open interest changed by 2 which increased total open position to 203
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 1136, which was -614.65 lower than the previous day. The implied volatity was 11.1, the open interest changed by 109 which increased total open position to 203
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 1749, which was -148.85 lower than the previous day. The implied volatity was 10.18, the open interest changed by 20 which increased total open position to 100
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 1900, which was 220.75 higher than the previous day. The implied volatity was 9.01, the open interest changed by 35 which increased total open position to 83
| BANKNIFTY 28-Apr-2026 (4d) 60000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.99
Vega: 0.02
Theta: -5.01
Gamma: 0.00002
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 56089.75 | 3830.5 | 158.94999999999982 | 26.1 | 788 | -425 | 8,632 |
| 23 Apr | 56305.00 | 3656.4 | 770.9000000000001 | 22.77 | 782 | -364 | 9,058 |
| 22 Apr | 57124.45 | 2910.65 | 231.5 | 25.62 | 744 | -212 | 9,436 |
| 21 Apr | 57371.45 | 2672.3 | -807.9499999999998 | 23.04 | 1,533 | -846 | 9,647 |
| 20 Apr | 56582.35 | 3502.85 | 144.29999999999973 | 28.81 | 1,333 | -589 | 10,496 |
| 17 Apr | 56565.70 | 3364 | -505.5999999999999 | 22.1 | 966 | -153 | 11,085 |
| 16 Apr | 56086.40 | 3886.9 | 256.5500000000002 | 19.6 | 1,096 | -387 | 11,271 |
| 15 Apr | 56301.95 | 3693.45 | -619.9000000000005 | 22.11 | 4,639 | -538 | 12,386 |
| 13 Apr | 55605.05 | 4310 | 338.5 | 18.9 | 400 | -40 | 12,924 |
| 10 Apr | 55912.75 | 3971.35 | -973.2000000000003 | 19.32 | 1,074 | -20 | 12,964 |
| 9 Apr | 54821.70 | 4934.1 | 806.9500000000007 | 21.35 | 2,889 | -188 | 12,985 |
| 8 Apr | 55703.90 | 4068.2 | -2983.5 | 23.05 | 4,833 | -1,227 | 13,184 |
| 7 Apr | 52716.25 | 7068 | -47.6 | 33.68 | 1,037 | -90 | 14,413 |
| 6 Apr | 52609.10 | 7052.25 | -964.05 | 16.14 | 7,298 | -4,999 | 14,503 |
| 2 Apr | 51548.75 | 7935.35 | -172.1 | 34.97 | 1,681 | -844 | 19,502 |
| 1 Apr | 51448.65 | 8058.45 | -1126.5 | 25.3 | 1,859 | -781 | 20,346 |
| 30 Mar | 50275.35 | 9035 | 1702.65 | 26.3 | 6,410 | -1,428 | 21,124 |
| 27 Mar | 52274.60 | 7359 | 1488.15 | 33.03 | 10,222 | -8,071 | 22,548 |
| 25 Mar | 53708.10 | 5849 | -1064.6 | 21.01 | 3,666 | 2,660 | 30,618 |
| 24 Mar | 52605.65 | 6740 | -1423.15 | 20.93 | 934 | 313 | 27,960 |
| 23 Mar | 51437.75 | 8127 | 2098.55 | 30.49 | 1,521 | -625 | 27,730 |
| 20 Mar | 53427.05 | 5960.45 | -203.55 | 18.26 | 1,322 | 520 | 28,359 |
| 19 Mar | 53451.00 | 5757.45 | 1586.45 | 19.02 | 2,691 | 838 | 27,840 |
| 18 Mar | 55326.05 | 4209 | -394.65 | 17.75 | 14,147 | 12,099 | 27,025 |
| 17 Mar | 54876.00 | 4723.25 | -336.3 | 20.27 | 8,998 | 8,727 | 14,930 |
| 16 Mar | 54413.40 | 5128.65 | -554.05 | 17.92 | 4,466 | 3,826 | 6,203 |
| 13 Mar | 53757.85 | 5715 | 1390.05 | 22.26 | 452 | -129 | 2,391 |
| 12 Mar | 55100.95 | 4286.8 | 398.35 | 16.57 | 795 | -177 | 2,522 |
| 11 Mar | 55735.75 | 3910 | 1154.45 | 18.34 | 201 | -33 | 2,695 |
| 10 Mar | 56950.80 | 2760.4 | -991.4 | 16.36 | 272 | -2 | 2,729 |
| 9 Mar | 56019.80 | 3786 | 1461.2 | 20.65 | 1,222 | -401 | 2,731 |
| 6 Mar | 57783.25 | 2329.3 | 869.55 | 17.59 | 1,903 | 321 | 3,135 |
| 5 Mar | 59055.85 | 1515.4 | -206.2 | 15.89 | 2,535 | -43 | 2,817 |
| 4 Mar | 58755.25 | 1694.5 | 658.5 | 16.76 | 3,217 | -26 | 2,892 |
| 2 Mar | 59839.65 | 1018 | 314.25 | 14.7 | 5,549 | 511 | 2,980 |
| 27 Feb | 60529.00 | 703.45 | 144.4 | 13.47 | 2,231 | 236 | 2,486 |
| 26 Feb | 61187.70 | 565 | -36.85 | 13.97 | 1,318 | 179 | 2,255 |
| 25 Feb | 61043.35 | 607.85 | 16.7 | 14.06 | 1,542 | 307 | 2,093 |
| 24 Feb | 61047.30 | 592.65 | 35.35 | 14.13 | 1,485 | 46 | 1,821 |
| 23 Feb | 61264.25 | 564.9 | -26.85 | 14.3 | 975 | 176 | 1,775 |
| 20 Feb | 61172.00 | 588.2 | -107.8 | 14.01 | 1,340 | 323 | 1,603 |
| 19 Feb | 60739.55 | 718 | 184 | 13.89 | 826 | 145 | 1,280 |
| 18 Feb | 61550.80 | 533 | -62.6 | 14.35 | 798 | 185 | 1,129 |
| 17 Feb | 61174.00 | 595 | -51.8 | 13.94 | 504 | 136 | 958 |
| 16 Feb | 60949.10 | 635.75 | -150.85 | 13.92 | 601 | 67 | 820 |
| 13 Feb | 60186.65 | 819 | 193.95 | 13.1 | 536 | 35 | 763 |
| 12 Feb | 60739.75 | 625 | -7.4 | 12.82 | 206 | 27 | 733 |
| 11 Feb | 60745.35 | 629.2 | -33.05 | 12.88 | 388 | 17 | 723 |
| 10 Feb | 60626.40 | 667 | -17.75 | 12.74 | 312 | 99 | 710 |
| 9 Feb | 60669.35 | 682.65 | -147 | 13.17 | 2,082 | -262 | 611 |
| 6 Feb | 60120.55 | 840.1 | -38.2 | 12.94 | 511 | 306 | 872 |
| 5 Feb | 60063.65 | 893.95 | 3.35 | 13.24 | 245 | 76 | 569 |
| 4 Feb | 60238.15 | 890 | -121.2 | 13.48 | 412 | 190 | 498 |
| 3 Feb | 60041.30 | 1015 | -592.55 | 14.15 | 293 | 154 | 309 |
| 2 Feb | 58619.00 | 1575 | -166.65 | 13.82 | 20 | 0 | 157 |
| 1 Feb | 58417.20 | 1760.95 | 581.5 | 14.39 | 59 | -13 | 157 |
| 30 Jan | 59610.45 | 1150 | 95.3 | 13.86 | 169 | 83 | 170 |
| 29 Jan | 59957.85 | 1037.45 | -119.95 | 14.1 | 105 | 78 | 87 |
For Nifty Bank - strike price 60000 expiring on 28APR2026
Delta for 60000 PE is -0.99
Historical price for 60000 PE is as follows
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 3830.5, which was 158.94999999999982 higher than the previous day. The implied volatity was 26.1, the open interest changed by -425 which decreased total open position to 8632
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 3656.4, which was 770.9000000000001 higher than the previous day. The implied volatity was 22.77, the open interest changed by -364 which decreased total open position to 9058
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 2910.65, which was 231.5 higher than the previous day. The implied volatity was 25.62, the open interest changed by -212 which decreased total open position to 9436
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 2672.3, which was -807.9499999999998 lower than the previous day. The implied volatity was 23.04, the open interest changed by -846 which decreased total open position to 9647
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 3502.85, which was 144.29999999999973 higher than the previous day. The implied volatity was 28.81, the open interest changed by -589 which decreased total open position to 10496
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 3364, which was -505.5999999999999 lower than the previous day. The implied volatity was 22.1, the open interest changed by -153 which decreased total open position to 11085
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 3886.9, which was 256.5500000000002 higher than the previous day. The implied volatity was 19.6, the open interest changed by -387 which decreased total open position to 11271
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 3693.45, which was -619.9000000000005 lower than the previous day. The implied volatity was 22.11, the open interest changed by -538 which decreased total open position to 12386
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 4310, which was 338.5 higher than the previous day. The implied volatity was 18.9, the open interest changed by -40 which decreased total open position to 12924
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 3971.35, which was -973.2000000000003 lower than the previous day. The implied volatity was 19.32, the open interest changed by -20 which decreased total open position to 12964
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 4934.1, which was 806.9500000000007 higher than the previous day. The implied volatity was 21.35, the open interest changed by -188 which decreased total open position to 12985
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 4068.2, which was -2983.5 lower than the previous day. The implied volatity was 23.05, the open interest changed by -1227 which decreased total open position to 13184
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 7068, which was -47.6 lower than the previous day. The implied volatity was 33.68, the open interest changed by -90 which decreased total open position to 14413
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 7052.25, which was -964.05 lower than the previous day. The implied volatity was 16.14, the open interest changed by -4999 which decreased total open position to 14503
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 7935.35, which was -172.1 lower than the previous day. The implied volatity was 34.97, the open interest changed by -844 which decreased total open position to 19502
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 8058.45, which was -1126.5 lower than the previous day. The implied volatity was 25.3, the open interest changed by -781 which decreased total open position to 20346
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 9035, which was 1702.65 higher than the previous day. The implied volatity was 26.3, the open interest changed by -1428 which decreased total open position to 21124
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 7359, which was 1488.15 higher than the previous day. The implied volatity was 33.03, the open interest changed by -8071 which decreased total open position to 22548
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 5849, which was -1064.6 lower than the previous day. The implied volatity was 21.01, the open interest changed by 2660 which increased total open position to 30618
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 6740, which was -1423.15 lower than the previous day. The implied volatity was 20.93, the open interest changed by 313 which increased total open position to 27960
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 8127, which was 2098.55 higher than the previous day. The implied volatity was 30.49, the open interest changed by -625 which decreased total open position to 27730
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 5960.45, which was -203.55 lower than the previous day. The implied volatity was 18.26, the open interest changed by 520 which increased total open position to 28359
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 5757.45, which was 1586.45 higher than the previous day. The implied volatity was 19.02, the open interest changed by 838 which increased total open position to 27840
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 4209, which was -394.65 lower than the previous day. The implied volatity was 17.75, the open interest changed by 12099 which increased total open position to 27025
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 4723.25, which was -336.3 lower than the previous day. The implied volatity was 20.27, the open interest changed by 8727 which increased total open position to 14930
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 5128.65, which was -554.05 lower than the previous day. The implied volatity was 17.92, the open interest changed by 3826 which increased total open position to 6203
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 5715, which was 1390.05 higher than the previous day. The implied volatity was 22.26, the open interest changed by -129 which decreased total open position to 2391
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 4286.8, which was 398.35 higher than the previous day. The implied volatity was 16.57, the open interest changed by -177 which decreased total open position to 2522
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 3910, which was 1154.45 higher than the previous day. The implied volatity was 18.34, the open interest changed by -33 which decreased total open position to 2695
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 2760.4, which was -991.4 lower than the previous day. The implied volatity was 16.36, the open interest changed by -2 which decreased total open position to 2729
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 3786, which was 1461.2 higher than the previous day. The implied volatity was 20.65, the open interest changed by -401 which decreased total open position to 2731
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 2329.3, which was 869.55 higher than the previous day. The implied volatity was 17.59, the open interest changed by 321 which increased total open position to 3135
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 1515.4, which was -206.2 lower than the previous day. The implied volatity was 15.89, the open interest changed by -43 which decreased total open position to 2817
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 1694.5, which was 658.5 higher than the previous day. The implied volatity was 16.76, the open interest changed by -26 which decreased total open position to 2892
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 1018, which was 314.25 higher than the previous day. The implied volatity was 14.7, the open interest changed by 511 which increased total open position to 2980
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 703.45, which was 144.4 higher than the previous day. The implied volatity was 13.47, the open interest changed by 236 which increased total open position to 2486
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 565, which was -36.85 lower than the previous day. The implied volatity was 13.97, the open interest changed by 179 which increased total open position to 2255
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 607.85, which was 16.7 higher than the previous day. The implied volatity was 14.06, the open interest changed by 307 which increased total open position to 2093
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 592.65, which was 35.35 higher than the previous day. The implied volatity was 14.13, the open interest changed by 46 which increased total open position to 1821
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 564.9, which was -26.85 lower than the previous day. The implied volatity was 14.3, the open interest changed by 176 which increased total open position to 1775
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 588.2, which was -107.8 lower than the previous day. The implied volatity was 14.01, the open interest changed by 323 which increased total open position to 1603
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 718, which was 184 higher than the previous day. The implied volatity was 13.89, the open interest changed by 145 which increased total open position to 1280
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 533, which was -62.6 lower than the previous day. The implied volatity was 14.35, the open interest changed by 185 which increased total open position to 1129
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 595, which was -51.8 lower than the previous day. The implied volatity was 13.94, the open interest changed by 136 which increased total open position to 958
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 635.75, which was -150.85 lower than the previous day. The implied volatity was 13.92, the open interest changed by 67 which increased total open position to 820
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 819, which was 193.95 higher than the previous day. The implied volatity was 13.1, the open interest changed by 35 which increased total open position to 763
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 625, which was -7.4 lower than the previous day. The implied volatity was 12.82, the open interest changed by 27 which increased total open position to 733
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 629.2, which was -33.05 lower than the previous day. The implied volatity was 12.88, the open interest changed by 17 which increased total open position to 723
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 667, which was -17.75 lower than the previous day. The implied volatity was 12.74, the open interest changed by 99 which increased total open position to 710
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 682.65, which was -147 lower than the previous day. The implied volatity was 13.17, the open interest changed by -262 which decreased total open position to 611
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 840.1, which was -38.2 lower than the previous day. The implied volatity was 12.94, the open interest changed by 306 which increased total open position to 872
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 893.95, which was 3.35 higher than the previous day. The implied volatity was 13.24, the open interest changed by 76 which increased total open position to 569
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 890, which was -121.2 lower than the previous day. The implied volatity was 13.48, the open interest changed by 190 which increased total open position to 498
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 1015, which was -592.55 lower than the previous day. The implied volatity was 14.15, the open interest changed by 154 which increased total open position to 309
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 1575, which was -166.65 lower than the previous day. The implied volatity was 13.82, the open interest changed by 0 which decreased total open position to 157
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 1760.95, which was 581.5 higher than the previous day. The implied volatity was 14.39, the open interest changed by -13 which decreased total open position to 157
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 1150, which was 95.3 higher than the previous day. The implied volatity was 13.86, the open interest changed by 83 which increased total open position to 170
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 1037.45, which was -119.95 lower than the previous day. The implied volatity was 14.1, the open interest changed by 78 which increased total open position to 87
