BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 04:10 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 60400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.01
Theta: -3.28
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 56089.75 | 3.05 | -2.6000000000000005 | 26.55 | 4,855 | -88 | 543 | |||||||||
| 23 Apr | 56305.00 | 4.9 | -8.35 | 24.22 | 2,184 | 11 | 631 | |||||||||
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| 22 Apr | 57124.45 | 14.45 | -8.850000000000001 | 21.18 | 2,215 | -121 | 628 | |||||||||
| 21 Apr | 57371.45 | 24.2 | 1.0999999999999979 | 19.97 | 1,481 | 86 | 761 | |||||||||
| 20 Apr | 56582.35 | 21.45 | -2.6000000000000014 | 22.53 | 1,808 | 123 | 672 | |||||||||
| 17 Apr | 56565.70 | 22.45 | -2.6999999999999993 | 19.17 | 245 | -13 | 550 | |||||||||
| 16 Apr | 56086.40 | 25.1 | -6.299999999999997 | 21.08 | 1,140 | -10 | 564 | |||||||||
| 15 Apr | 56301.95 | 30.9 | -2.3500000000000014 | 19.97 | 2,193 | 237 | 580 | |||||||||
| 13 Apr | 55605.05 | 30.8 | -10.400000000000002 | 21.2 | 211 | 27 | 341 | |||||||||
| 10 Apr | 55912.75 | 43.3 | 8.099999999999994 | 19.26 | 609 | -17 | 314 | |||||||||
| 9 Apr | 54821.70 | 35.15 | -13.75 | 21.92 | 1,248 | 118 | 336 | |||||||||
| 8 Apr | 55703.90 | 50.85 | 32.45 | 19.05 | 102 | 15 | 214 | |||||||||
| 7 Apr | 52716.25 | 18.3 | -1.85 | 25.12 | 205 | -128 | 198 | |||||||||
| 6 Apr | 52609.10 | 18.75 | -1.5 | 24.97 | 553 | 142 | 326 | |||||||||
| 2 Apr | 51548.75 | 19 | -1.95 | 25.79 | 187 | 76 | 189 | |||||||||
| 1 Apr | 51448.65 | 20.85 | -9.15 | 25.71 | 45 | 9 | 111 | |||||||||
| 30 Mar | 50275.35 | 30 | -34.95 | 29.33 | 8 | 5 | 101 | |||||||||
| 27 Mar | 52274.60 | 64.95 | -17.95 | 25.59 | 2 | 0 | 94 | |||||||||
| 25 Mar | 53708.10 | 74.4 | 18.4 | 21.42 | 198 | 5 | 94 | |||||||||
| 24 Mar | 52605.65 | 56 | 2 | 22.59 | 4 | 0 | 93 | |||||||||
| 23 Mar | 51437.75 | 54 | -28.55 | 25.72 | 12 | -9 | 93 | |||||||||
| 20 Mar | 53427.05 | 82.55 | -9.7 | 20.86 | 9 | 4 | 106 | |||||||||
| 19 Mar | 53451.00 | 96.2 | 1.45 | - | 0 | 0 | 102 | |||||||||
| 18 Mar | 55326.05 | 96.2 | 1.45 | 15.63 | 395 | -21 | 103 | |||||||||
| 17 Mar | 54876.00 | 93.5 | -21.85 | 16.66 | 230 | 49 | 123 | |||||||||
| 16 Mar | 54413.40 | 120.25 | 2.35 | 19 | 84 | -13 | 75 | |||||||||
| 13 Mar | 53757.85 | 118.1 | -33.25 | 19.6 | 119 | -72 | 88 | |||||||||
| 12 Mar | 55100.95 | 153.9 | -55.05 | 16.7 | 119 | 59 | 164 | |||||||||
| 11 Mar | 55735.75 | 204.8 | -146.2 | 16.22 | 880 | -26 | 109 | |||||||||
| 10 Mar | 56950.80 | 360 | -280.65 | 14.72 | 605 | 4 | 125 | |||||||||
| 9 Mar | 56019.80 | 635.15 | -349.05 | - | 0 | 0 | 121 | |||||||||
| 6 Mar | 57783.25 | 635.15 | -349.05 | 14.9 | 297 | -4 | 114 | |||||||||
| 5 Mar | 59055.85 | 957.85 | -50.65 | 13.31 | 163 | 6 | 120 | |||||||||
| 4 Mar | 58755.25 | 1020 | -340.4 | 14.71 | 52 | 34 | 115 | |||||||||
| 2 Mar | 59839.65 | 1380.6 | -264.65 | 12.45 | 304 | 68 | 82 | |||||||||
| 27 Feb | 60529.00 | 1629.7 | -369.5 | 10.33 | 14 | 7 | 12 | |||||||||
| 26 Feb | 61187.70 | 1999.2 | 399.2 | - | 0 | 0 | 5 | |||||||||
| 25 Feb | 61043.35 | 1999.2 | 399.2 | - | 3 | 0 | 5 | |||||||||
| 24 Feb | 61047.30 | 1999.2 | 399.2 | 8.8 | 3 | -1 | 4 | |||||||||
| 23 Feb | 61264.25 | 1600 | -95.55 | - | 0 | 0 | 5 | |||||||||
| 20 Feb | 61172.00 | 1600 | -95.55 | - | 0 | 0 | 5 | |||||||||
| 19 Feb | 60739.55 | 1600 | -95.55 | - | 0 | 0 | 5 | |||||||||
| 18 Feb | 61550.80 | 1600 | -95.55 | - | 0 | 0 | 5 | |||||||||
| 17 Feb | 61174.00 | 1600 | -95.55 | - | 0 | 0 | 5 | |||||||||
| 16 Feb | 60949.10 | 1600 | -95.55 | 3.25 | 4 | 2 | 4 | |||||||||
| 13 Feb | 60186.65 | 1695.55 | -5.65 | 10.62 | 2 | 1 | 1 | |||||||||
| 12 Feb | 60739.75 | 1701.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 1701.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 1701.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 1701.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 1701.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 1701.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 1701.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 1701.2 | 0 | 0.36 | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 1701.2 | 0 | 0.38 | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 1701.2 | 0 | 0.54 | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 1701.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 1701.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 60400 expiring on 28APR2026
Delta for 60400 CE is 0.01
Historical price for 60400 CE is as follows
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 3.05, which was -2.6000000000000005 lower than the previous day. The implied volatity was 26.55, the open interest changed by -88 which decreased total open position to 543
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 4.9, which was -8.35 lower than the previous day. The implied volatity was 24.22, the open interest changed by 11 which increased total open position to 631
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 14.45, which was -8.850000000000001 lower than the previous day. The implied volatity was 21.18, the open interest changed by -121 which decreased total open position to 628
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 24.2, which was 1.0999999999999979 higher than the previous day. The implied volatity was 19.97, the open interest changed by 86 which increased total open position to 761
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 21.45, which was -2.6000000000000014 lower than the previous day. The implied volatity was 22.53, the open interest changed by 123 which increased total open position to 672
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 22.45, which was -2.6999999999999993 lower than the previous day. The implied volatity was 19.17, the open interest changed by -13 which decreased total open position to 550
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 25.1, which was -6.299999999999997 lower than the previous day. The implied volatity was 21.08, the open interest changed by -10 which decreased total open position to 564
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 30.9, which was -2.3500000000000014 lower than the previous day. The implied volatity was 19.97, the open interest changed by 237 which increased total open position to 580
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 30.8, which was -10.400000000000002 lower than the previous day. The implied volatity was 21.2, the open interest changed by 27 which increased total open position to 341
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 43.3, which was 8.099999999999994 higher than the previous day. The implied volatity was 19.26, the open interest changed by -17 which decreased total open position to 314
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 35.15, which was -13.75 lower than the previous day. The implied volatity was 21.92, the open interest changed by 118 which increased total open position to 336
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 50.85, which was 32.45 higher than the previous day. The implied volatity was 19.05, the open interest changed by 15 which increased total open position to 214
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 18.3, which was -1.85 lower than the previous day. The implied volatity was 25.12, the open interest changed by -128 which decreased total open position to 198
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 18.75, which was -1.5 lower than the previous day. The implied volatity was 24.97, the open interest changed by 142 which increased total open position to 326
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 19, which was -1.95 lower than the previous day. The implied volatity was 25.79, the open interest changed by 76 which increased total open position to 189
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 20.85, which was -9.15 lower than the previous day. The implied volatity was 25.71, the open interest changed by 9 which increased total open position to 111
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 30, which was -34.95 lower than the previous day. The implied volatity was 29.33, the open interest changed by 5 which increased total open position to 101
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 64.95, which was -17.95 lower than the previous day. The implied volatity was 25.59, the open interest changed by 0 which decreased total open position to 94
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 74.4, which was 18.4 higher than the previous day. The implied volatity was 21.42, the open interest changed by 5 which increased total open position to 94
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 56, which was 2 higher than the previous day. The implied volatity was 22.59, the open interest changed by 0 which decreased total open position to 93
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 54, which was -28.55 lower than the previous day. The implied volatity was 25.72, the open interest changed by -9 which decreased total open position to 93
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 82.55, which was -9.7 lower than the previous day. The implied volatity was 20.86, the open interest changed by 4 which increased total open position to 106
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 96.2, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 102
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 96.2, which was 1.45 higher than the previous day. The implied volatity was 15.63, the open interest changed by -21 which decreased total open position to 103
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 93.5, which was -21.85 lower than the previous day. The implied volatity was 16.66, the open interest changed by 49 which increased total open position to 123
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 120.25, which was 2.35 higher than the previous day. The implied volatity was 19, the open interest changed by -13 which decreased total open position to 75
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 118.1, which was -33.25 lower than the previous day. The implied volatity was 19.6, the open interest changed by -72 which decreased total open position to 88
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 153.9, which was -55.05 lower than the previous day. The implied volatity was 16.7, the open interest changed by 59 which increased total open position to 164
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 204.8, which was -146.2 lower than the previous day. The implied volatity was 16.22, the open interest changed by -26 which decreased total open position to 109
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 360, which was -280.65 lower than the previous day. The implied volatity was 14.72, the open interest changed by 4 which increased total open position to 125
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 635.15, which was -349.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 121
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 635.15, which was -349.05 lower than the previous day. The implied volatity was 14.9, the open interest changed by -4 which decreased total open position to 114
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 957.85, which was -50.65 lower than the previous day. The implied volatity was 13.31, the open interest changed by 6 which increased total open position to 120
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 1020, which was -340.4 lower than the previous day. The implied volatity was 14.71, the open interest changed by 34 which increased total open position to 115
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 1380.6, which was -264.65 lower than the previous day. The implied volatity was 12.45, the open interest changed by 68 which increased total open position to 82
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 1629.7, which was -369.5 lower than the previous day. The implied volatity was 10.33, the open interest changed by 7 which increased total open position to 12
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 1999.2, which was 399.2 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 1999.2, which was 399.2 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 1999.2, which was 399.2 higher than the previous day. The implied volatity was 8.8, the open interest changed by -1 which decreased total open position to 4
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 1600, which was -95.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 1600, which was -95.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 1600, which was -95.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 1600, which was -95.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 1600, which was -95.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 1600, which was -95.55 lower than the previous day. The implied volatity was 3.25, the open interest changed by 2 which increased total open position to 4
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 1695.55, which was -5.65 lower than the previous day. The implied volatity was 10.62, the open interest changed by 1 which increased total open position to 1
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 1701.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 1701.2, 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 1701.2, 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 1701.2, 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 1701.2, 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 1701.2, 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 1701.2, 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 1701.2, which was 0 lower than the previous day. The implied volatity was 0.36, 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 1701.2, which was 0 lower than the previous day. The implied volatity was 0.38, 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 1701.2, which was 0 lower than the previous day. The implied volatity was 0.54, 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 1701.2, 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 1701.2, 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) 60400 PE | |||||||
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Delta: -0.96
Vega: 0.06
Theta: -16.38
Gamma: 0.00004
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 56089.75 | 4436.3 | 817.3000000000002 | 39.01 | 8 | 0 | 44 |
| 23 Apr | 56305.00 | 3619 | 429 | 31.76 | 1 | 0 | 44 |
| 22 Apr | 57124.45 | 3190 | 3190 | 27.14 | 0 | 0 | 44 |
| 21 Apr | 57371.45 | 3190 | -847.8499999999999 | 27.14 | 2 | 0 | 44 |
| 20 Apr | 56582.35 | 4037.85 | -313.1500000000001 | 43.4 | 1 | 0 | 44 |
| 17 Apr | 56565.70 | 4351 | 4351 | 25.17 | 0 | 0 | 44 |
| 16 Apr | 56086.40 | 4351 | 0 | 25.17 | 1 | 0 | 44 |
| 15 Apr | 56301.95 | 4351 | 4351 | - | 0 | 0 | 44 |
| 13 Apr | 55605.05 | 4351 | 4351 | 19.43 | 0 | 0 | 44 |
| 10 Apr | 55912.75 | 4351 | -3711.55 | 19.92 | 1 | 0 | 44 |
| 9 Apr | 54821.70 | 8062.55 | 8062.55 | - | 0 | 0 | 44 |
| 8 Apr | 55703.90 | 8062.55 | -702.45 | - | 0 | 0 | 44 |
| 7 Apr | 52716.25 | 8062.55 | -702.45 | 57.64 | 1 | 0 | 44 |
| 6 Apr | 52609.10 | 8765 | -906.65 | - | 0 | 0 | 44 |
| 2 Apr | 51548.75 | 8765 | -906.65 | - | 0 | 0 | 44 |
| 1 Apr | 51448.65 | 8765 | -906.65 | 44.33 | 2 | 0 | 45 |
| 30 Mar | 50275.35 | 9644.9 | 3502.9 | 37.69 | 4 | 0 | 46 |
| 27 Mar | 52274.60 | 6142 | -1358 | - | 0 | 0 | 46 |
| 25 Mar | 53708.10 | 6142 | -1358 | 17.8 | 3 | 0 | 45 |
| 24 Mar | 52605.65 | 7500 | -502.4 | 36.39 | 1 | 0 | 45 |
| 23 Mar | 51437.75 | 8002.4 | 2853.3 | 22.83 | 3 | 0 | 44 |
| 20 Mar | 53427.05 | 5149.1 | -382.75 | - | 0 | 0 | 44 |
| 19 Mar | 53451.00 | 5149.1 | -382.75 | - | 0 | 0 | 44 |
| 18 Mar | 55326.05 | 5149.1 | -382.75 | 30.06 | 1 | 0 | 45 |
| 17 Mar | 54876.00 | 5531.85 | 1149.95 | 30.1 | 1 | 0 | 45 |
| 16 Mar | 54413.40 | 4381.9 | 1385 | - | 0 | 0 | 0 |
| 13 Mar | 53757.85 | 4381.9 | 1385 | - | 0 | -2 | 0 |
| 12 Mar | 55100.95 | 4381.9 | 1385 | 9.21 | 10 | -2 | 45 |
| 11 Mar | 55735.75 | 2996.9 | 896.9 | - | 0 | 0 | 47 |
| 10 Mar | 56950.80 | 2996.9 | 896.9 | 15.34 | 1 | 0 | 46 |
| 9 Mar | 56019.80 | 2100 | 185.2 | - | 0 | 0 | 46 |
| 6 Mar | 57783.25 | 2100 | 185.2 | 11.16 | 2 | 1 | 46 |
| 5 Mar | 59055.85 | 1914.8 | -40.65 | 17.92 | 3 | 0 | 46 |
| 4 Mar | 58755.25 | 1955.45 | 746.5 | 17.18 | 7 | 0 | 41 |
| 2 Mar | 59839.65 | 1176.95 | 339.85 | 14.53 | 241 | -16 | 43 |
| 27 Feb | 60529.00 | 827.25 | 81.5 | 13.27 | 99 | 5 | 64 |
| 26 Feb | 61187.70 | 745.75 | -26.55 | 14.63 | 20 | 17 | 57 |
| 25 Feb | 61043.35 | 772.3 | 33.9 | 14.53 | 7 | 6 | 40 |
| 24 Feb | 61047.30 | 738.4 | 68.4 | 14.43 | 2 | 0 | 35 |
| 23 Feb | 61264.25 | 670 | -80.65 | - | 0 | 0 | 35 |
| 20 Feb | 61172.00 | 670 | -80.65 | 13.63 | 2 | 0 | 34 |
| 19 Feb | 60739.55 | 751.3 | -10.1 | 12.83 | 37 | 29 | 34 |
| 18 Feb | 61550.80 | 758.05 | -1212.7 | - | 0 | 0 | 5 |
| 17 Feb | 61174.00 | 758.05 | -1212.7 | - | 0 | 0 | 5 |
| 16 Feb | 60949.10 | 758.05 | -1212.7 | 13.93 | 5 | 2 | 2 |
| 13 Feb | 60186.65 | 1970.75 | 0 | 0.87 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 1970.75 | 0 | 1.34 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 1970.75 | 0 | 1.31 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 1970.75 | 0 | 1.23 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 1970.75 | 0 | 1.32 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 1970.75 | 0 | 0.88 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 1970.75 | 0 | 0.84 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 1970.75 | 0 | 0.93 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 1970.75 | 0 | 0.81 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 1970.75 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 1970.75 | 0 | 0.47 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 1970.75 | 0 | 0.59 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 1970.75 | 0 | 0.81 | 0 | 0 | 0 |
For Nifty Bank - strike price 60400 expiring on 28APR2026
Delta for 60400 PE is -0.96
Historical price for 60400 PE is as follows
On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 4436.3, which was 817.3000000000002 higher than the previous day. The implied volatity was 39.01, the open interest changed by 0 which decreased total open position to 44
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 3619, which was 429 higher than the previous day. The implied volatity was 31.76, the open interest changed by 0 which decreased total open position to 44
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 3190, which was 3190 higher than the previous day. The implied volatity was 27.14, the open interest changed by 0 which decreased total open position to 44
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 3190, which was -847.8499999999999 lower than the previous day. The implied volatity was 27.14, the open interest changed by 0 which decreased total open position to 44
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 4037.85, which was -313.1500000000001 lower than the previous day. The implied volatity was 43.4, the open interest changed by 0 which decreased total open position to 44
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 4351, which was 4351 higher than the previous day. The implied volatity was 25.17, the open interest changed by 0 which decreased total open position to 44
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 4351, which was 0 lower than the previous day. The implied volatity was 25.17, the open interest changed by 0 which decreased total open position to 44
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 4351, which was 4351 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 4351, which was 4351 higher than the previous day. The implied volatity was 19.43, the open interest changed by 0 which decreased total open position to 44
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 4351, which was -3711.55 lower than the previous day. The implied volatity was 19.92, the open interest changed by 0 which decreased total open position to 44
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 8062.55, which was 8062.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 8062.55, which was -702.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 8062.55, which was -702.45 lower than the previous day. The implied volatity was 57.64, the open interest changed by 0 which decreased total open position to 44
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 8765, which was -906.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 8765, which was -906.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 8765, which was -906.65 lower than the previous day. The implied volatity was 44.33, the open interest changed by 0 which decreased total open position to 45
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 9644.9, which was 3502.9 higher than the previous day. The implied volatity was 37.69, the open interest changed by 0 which decreased total open position to 46
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 6142, which was -1358 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 6142, which was -1358 lower than the previous day. The implied volatity was 17.8, the open interest changed by 0 which decreased total open position to 45
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 7500, which was -502.4 lower than the previous day. The implied volatity was 36.39, the open interest changed by 0 which decreased total open position to 45
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 8002.4, which was 2853.3 higher than the previous day. The implied volatity was 22.83, the open interest changed by 0 which decreased total open position to 44
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 5149.1, which was -382.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 5149.1, which was -382.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 5149.1, which was -382.75 lower than the previous day. The implied volatity was 30.06, the open interest changed by 0 which decreased total open position to 45
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 5531.85, which was 1149.95 higher than the previous day. The implied volatity was 30.1, the open interest changed by 0 which decreased total open position to 45
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 4381.9, which was 1385 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 4381.9, which was 1385 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 4381.9, which was 1385 higher than the previous day. The implied volatity was 9.21, the open interest changed by -2 which decreased total open position to 45
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 2996.9, which was 896.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 2996.9, which was 896.9 higher than the previous day. The implied volatity was 15.34, the open interest changed by 0 which decreased total open position to 46
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2100, which was 185.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 2100, which was 185.2 higher than the previous day. The implied volatity was 11.16, the open interest changed by 1 which increased total open position to 46
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 1914.8, which was -40.65 lower than the previous day. The implied volatity was 17.92, the open interest changed by 0 which decreased total open position to 46
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 1955.45, which was 746.5 higher than the previous day. The implied volatity was 17.18, the open interest changed by 0 which decreased total open position to 41
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 1176.95, which was 339.85 higher than the previous day. The implied volatity was 14.53, the open interest changed by -16 which decreased total open position to 43
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 827.25, which was 81.5 higher than the previous day. The implied volatity was 13.27, the open interest changed by 5 which increased total open position to 64
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 745.75, which was -26.55 lower than the previous day. The implied volatity was 14.63, the open interest changed by 17 which increased total open position to 57
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 772.3, which was 33.9 higher than the previous day. The implied volatity was 14.53, the open interest changed by 6 which increased total open position to 40
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 738.4, which was 68.4 higher than the previous day. The implied volatity was 14.43, the open interest changed by 0 which decreased total open position to 35
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 670, which was -80.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 670, which was -80.65 lower than the previous day. The implied volatity was 13.63, the open interest changed by 0 which decreased total open position to 34
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 751.3, which was -10.1 lower than the previous day. The implied volatity was 12.83, the open interest changed by 29 which increased total open position to 34
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 758.05, which was -1212.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 758.05, which was -1212.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 758.05, which was -1212.7 lower than the previous day. The implied volatity was 13.93, the open interest changed by 2 which increased total open position to 2
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 1970.75, which was 0 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 1970.75, which was 0 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 1970.75, which was 0 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 1970.75, which was 0 lower than the previous day. The implied volatity was 1.23, 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 1970.75, which was 0 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 1970.75, which was 0 lower than the previous day. The implied volatity was 0.88, 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 1970.75, which was 0 lower than the previous day. The implied volatity was 0.84, 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 1970.75, which was 0 lower than the previous day. The implied volatity was 0.93, 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 1970.75, which was 0 lower than the previous day. The implied volatity was 0.81, 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 1970.75, 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 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 1970.75, which was 0 lower than the previous day. The implied volatity was 0.47, 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 1970.75, which was 0 lower than the previous day. The implied volatity was 0.59, 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 1970.75, which was 0 lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0
