BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:34 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 60500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.01
Theta: -3.21
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55908.35 | 3 | -1.8499999999999996 | 27.87 | 29,377 | 779 | 12,687 | |||||||||
| 23 Apr | 56305.00 | 4.6 | -7.6 | 24.38 | 48,788 | 3,078 | 12,311 | |||||||||
| 22 Apr | 57124.45 | 12.25 | -8.8 | 21.07 | 44,646 | 1,445 | 9,239 | |||||||||
| 21 Apr | 57371.45 | 22.05 | 0.40000000000000213 | 19.98 | 20,929 | 1,557 | 7,605 | |||||||||
| 20 Apr | 56582.35 | 20.1 | -1.9499999999999993 | 22.64 | 28,887 | 1,246 | 6,163 | |||||||||
| 17 Apr | 56565.70 | 20.3 | -3 | 19.01 | 17,529 | -322 | 4,915 | |||||||||
| 16 Apr | 56086.40 | 22.25 | -7.100000000000001 | 21.02 | 16,885 | -332 | 5,239 | |||||||||
| 15 Apr | 56301.95 | 29.55 | -1.5 | 20.21 | 19,056 | 1,338 | 5,572 | |||||||||
| 13 Apr | 55605.05 | 29.1 | -9.799999999999997 | 21.42 | 18,247 | 324 | 4,193 | |||||||||
| 10 Apr | 55912.75 | 38.55 | 4.5 | 19.09 | 15,193 | 131 | 3,873 | |||||||||
| 9 Apr | 54821.70 | 33 | -12.399999999999999 | 21.97 | 13,917 | -1,842 | 3,745 | |||||||||
| 8 Apr | 55703.90 | 50.5 | 32.9 | 19.37 | 19,556 | 3,136 | 5,592 | |||||||||
| 7 Apr | 52716.25 | 19 | -0.3 | 25.52 | 3,730 | 367 | 2,461 | |||||||||
| 6 Apr | 52609.10 | 17.8 | -2.25 | 25.05 | 4,011 | 65 | 2,127 | |||||||||
| 2 Apr | 51548.75 | 19.5 | 0.65 | 26.12 | 4,571 | 9 | 2,071 | |||||||||
| 1 Apr | 51448.65 | 19.25 | -7.05 | 25.66 | 5,591 | 34 | 2,059 | |||||||||
| 30 Mar | 50275.35 | 27.6 | -15.15 | 29.58 | 3,540 | 354 | 1,996 | |||||||||
| 27 Mar | 52274.60 | 43 | -24.6 | 24.04 | 2,940 | -227 | 1,656 | |||||||||
| 25 Mar | 53708.10 | 65.1 | 1.85 | 21.09 | 2,107 | 75 | 1,882 | |||||||||
| 24 Mar | 52605.65 | 63.4 | 10.5 | 23.36 | 1,249 | -126 | 1,812 | |||||||||
| 23 Mar | 51437.75 | 56.1 | -13.8 | 26.12 | 2,014 | 488 | 1,956 | |||||||||
| 20 Mar | 53427.05 | 68.3 | 7.75 | 20.33 | 636 | -25 | 1,472 | |||||||||
| 19 Mar | 53451.00 | 63.9 | -17.9 | 19.79 | 336 | 61 | 1,495 | |||||||||
| 18 Mar | 55326.05 | 81.25 | -3.95 | 15.28 | 1,263 | 16 | 1,431 | |||||||||
| 17 Mar | 54876.00 | 87 | -19.6 | 16.64 | 1,682 | 243 | 1,398 | |||||||||
| 16 Mar | 54413.40 | 106.3 | 2.9 | 18.71 | 877 | 44 | 1,155 | |||||||||
| 13 Mar | 53757.85 | 107.7 | -35 | 19.43 | 816 | -101 | 1,116 | |||||||||
| 12 Mar | 55100.95 | 143.75 | -50.05 | 16.66 | 664 | 115 | 1,225 | |||||||||
| 11 Mar | 55735.75 | 194.5 | -136.85 | 16.24 | 2,958 | 111 | 1,104 | |||||||||
| 10 Mar | 56950.80 | 337.35 | -17.7 | 14.65 | 1,217 | 72 | 1,036 | |||||||||
| 9 Mar | 56019.80 | 362.65 | -250.55 | 18.24 | 1,940 | 219 | 986 | |||||||||
| 6 Mar | 57783.25 | 586 | -362.3 | 14.63 | 1,284 | 88 | 769 | |||||||||
| 5 Mar | 59055.85 | 910.1 | -45.8 | 13.23 | 1,330 | -119 | 675 | |||||||||
| 4 Mar | 58755.25 | 977.25 | -332.65 | 14.78 | 1,213 | 191 | 803 | |||||||||
| 2 Mar | 59839.65 | 1335 | -279.8 | 12.53 | 1,586 | 288 | 617 | |||||||||
| 27 Feb | 60529.00 | 1577.3 | -426.9 | 10.46 | 190 | 61 | 331 | |||||||||
| 26 Feb | 61187.70 | 1989.35 | 55.4 | 10.11 | 126 | 7 | 265 | |||||||||
| 25 Feb | 61043.35 | 1925.7 | -67.85 | 9.97 | 43 | 12 | 259 | |||||||||
| 24 Feb | 61047.30 | 1978.65 | -86.1 | 9.51 | 94 | 29 | 249 | |||||||||
| 23 Feb | 61264.25 | 2064.75 | -64.65 | 8.53 | 124 | 21 | 220 | |||||||||
| 20 Feb | 61172.00 | 2129.4 | 426.9 | 10.04 | 63 | -14 | 205 | |||||||||
| 19 Feb | 60739.55 | 1689.9 | -567.9 | 8.83 | 80 | 33 | 224 | |||||||||
| 18 Feb | 61550.80 | 2246.85 | 246.05 | 6.7 | 28 | 6 | 196 | |||||||||
| 17 Feb | 61174.00 | 1992.3 | 101.25 | 7.56 | 149 | 82 | 190 | |||||||||
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| 16 Feb | 60949.10 | 1905.2 | 408.65 | 7.77 | 135 | 9 | 110 | |||||||||
| 13 Feb | 60186.65 | 1453 | -298.35 | 8.82 | 17 | 5 | 101 | |||||||||
| 12 Feb | 60739.75 | 1734.45 | 5.8 | 7.59 | 44 | 20 | 94 | |||||||||
| 11 Feb | 60745.35 | 1724 | 24 | 6.92 | 23 | 8 | 72 | |||||||||
| 10 Feb | 60626.40 | 1700 | -18.8 | 8.01 | 27 | 21 | 62 | |||||||||
| 9 Feb | 60669.35 | 1723.85 | 324.95 | 7.24 | 13 | 2 | 41 | |||||||||
| 6 Feb | 60120.55 | 1398.9 | -68.8 | 7.56 | 43 | 9 | 39 | |||||||||
| 5 Feb | 60063.65 | 1467.7 | -149.9 | 8.43 | 28 | 10 | 32 | |||||||||
| 4 Feb | 60238.15 | 1630 | 830 | 9.25 | 14 | 10 | 22 | |||||||||
| 3 Feb | 60041.30 | 800 | -489.35 | - | 0 | 0 | 12 | |||||||||
| 2 Feb | 58619.00 | 800 | -489.35 | 9.18 | 3 | 2 | 11 | |||||||||
| 1 Feb | 58417.20 | 1289.35 | 0 | - | 0 | 0 | 9 | |||||||||
| 30 Jan | 59610.45 | 1289.35 | 0 | - | 0 | 0 | 9 | |||||||||
| 29 Jan | 59957.85 | 1289.35 | 0 | 6.33 | 3 | 0 | 0 | |||||||||
For Nifty Bank - strike price 60500 expiring on 28APR2026
Delta for 60500 CE is 0.01
Historical price for 60500 CE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 3, which was -1.8499999999999996 lower than the previous day. The implied volatity was 27.87, the open interest changed by 779 which increased total open position to 12687
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 4.6, which was -7.6 lower than the previous day. The implied volatity was 24.38, the open interest changed by 3078 which increased total open position to 12311
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 12.25, which was -8.8 lower than the previous day. The implied volatity was 21.07, the open interest changed by 1445 which increased total open position to 9239
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 22.05, which was 0.40000000000000213 higher than the previous day. The implied volatity was 19.98, the open interest changed by 1557 which increased total open position to 7605
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 20.1, which was -1.9499999999999993 lower than the previous day. The implied volatity was 22.64, the open interest changed by 1246 which increased total open position to 6163
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 20.3, which was -3 lower than the previous day. The implied volatity was 19.01, the open interest changed by -322 which decreased total open position to 4915
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 22.25, which was -7.100000000000001 lower than the previous day. The implied volatity was 21.02, the open interest changed by -332 which decreased total open position to 5239
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 29.55, which was -1.5 lower than the previous day. The implied volatity was 20.21, the open interest changed by 1338 which increased total open position to 5572
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 29.1, which was -9.799999999999997 lower than the previous day. The implied volatity was 21.42, the open interest changed by 324 which increased total open position to 4193
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 38.55, which was 4.5 higher than the previous day. The implied volatity was 19.09, the open interest changed by 131 which increased total open position to 3873
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 33, which was -12.399999999999999 lower than the previous day. The implied volatity was 21.97, the open interest changed by -1842 which decreased total open position to 3745
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 50.5, which was 32.9 higher than the previous day. The implied volatity was 19.37, the open interest changed by 3136 which increased total open position to 5592
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 19, which was -0.3 lower than the previous day. The implied volatity was 25.52, the open interest changed by 367 which increased total open position to 2461
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 17.8, which was -2.25 lower than the previous day. The implied volatity was 25.05, the open interest changed by 65 which increased total open position to 2127
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 19.5, which was 0.65 higher than the previous day. The implied volatity was 26.12, the open interest changed by 9 which increased total open position to 2071
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 19.25, which was -7.05 lower than the previous day. The implied volatity was 25.66, the open interest changed by 34 which increased total open position to 2059
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 27.6, which was -15.15 lower than the previous day. The implied volatity was 29.58, the open interest changed by 354 which increased total open position to 1996
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 43, which was -24.6 lower than the previous day. The implied volatity was 24.04, the open interest changed by -227 which decreased total open position to 1656
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 65.1, which was 1.85 higher than the previous day. The implied volatity was 21.09, the open interest changed by 75 which increased total open position to 1882
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 63.4, which was 10.5 higher than the previous day. The implied volatity was 23.36, the open interest changed by -126 which decreased total open position to 1812
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 56.1, which was -13.8 lower than the previous day. The implied volatity was 26.12, the open interest changed by 488 which increased total open position to 1956
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 68.3, which was 7.75 higher than the previous day. The implied volatity was 20.33, the open interest changed by -25 which decreased total open position to 1472
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 63.9, which was -17.9 lower than the previous day. The implied volatity was 19.79, the open interest changed by 61 which increased total open position to 1495
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 81.25, which was -3.95 lower than the previous day. The implied volatity was 15.28, the open interest changed by 16 which increased total open position to 1431
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 87, which was -19.6 lower than the previous day. The implied volatity was 16.64, the open interest changed by 243 which increased total open position to 1398
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 106.3, which was 2.9 higher than the previous day. The implied volatity was 18.71, the open interest changed by 44 which increased total open position to 1155
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 107.7, which was -35 lower than the previous day. The implied volatity was 19.43, the open interest changed by -101 which decreased total open position to 1116
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 143.75, which was -50.05 lower than the previous day. The implied volatity was 16.66, the open interest changed by 115 which increased total open position to 1225
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 194.5, which was -136.85 lower than the previous day. The implied volatity was 16.24, the open interest changed by 111 which increased total open position to 1104
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 337.35, which was -17.7 lower than the previous day. The implied volatity was 14.65, the open interest changed by 72 which increased total open position to 1036
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 362.65, which was -250.55 lower than the previous day. The implied volatity was 18.24, the open interest changed by 219 which increased total open position to 986
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 586, which was -362.3 lower than the previous day. The implied volatity was 14.63, the open interest changed by 88 which increased total open position to 769
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 910.1, which was -45.8 lower than the previous day. The implied volatity was 13.23, the open interest changed by -119 which decreased total open position to 675
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 977.25, which was -332.65 lower than the previous day. The implied volatity was 14.78, the open interest changed by 191 which increased total open position to 803
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 1335, which was -279.8 lower than the previous day. The implied volatity was 12.53, the open interest changed by 288 which increased total open position to 617
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 1577.3, which was -426.9 lower than the previous day. The implied volatity was 10.46, the open interest changed by 61 which increased total open position to 331
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 1989.35, which was 55.4 higher than the previous day. The implied volatity was 10.11, the open interest changed by 7 which increased total open position to 265
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 1925.7, which was -67.85 lower than the previous day. The implied volatity was 9.97, the open interest changed by 12 which increased total open position to 259
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 1978.65, which was -86.1 lower than the previous day. The implied volatity was 9.51, the open interest changed by 29 which increased total open position to 249
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 2064.75, which was -64.65 lower than the previous day. The implied volatity was 8.53, the open interest changed by 21 which increased total open position to 220
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 2129.4, which was 426.9 higher than the previous day. The implied volatity was 10.04, the open interest changed by -14 which decreased total open position to 205
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 1689.9, which was -567.9 lower than the previous day. The implied volatity was 8.83, the open interest changed by 33 which increased total open position to 224
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 2246.85, which was 246.05 higher than the previous day. The implied volatity was 6.7, the open interest changed by 6 which increased total open position to 196
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 1992.3, which was 101.25 higher than the previous day. The implied volatity was 7.56, the open interest changed by 82 which increased total open position to 190
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 1905.2, which was 408.65 higher than the previous day. The implied volatity was 7.77, the open interest changed by 9 which increased total open position to 110
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 1453, which was -298.35 lower than the previous day. The implied volatity was 8.82, the open interest changed by 5 which increased total open position to 101
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 1734.45, which was 5.8 higher than the previous day. The implied volatity was 7.59, the open interest changed by 20 which increased total open position to 94
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 1724, which was 24 higher than the previous day. The implied volatity was 6.92, the open interest changed by 8 which increased total open position to 72
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 1700, which was -18.8 lower than the previous day. The implied volatity was 8.01, the open interest changed by 21 which increased total open position to 62
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 1723.85, which was 324.95 higher than the previous day. The implied volatity was 7.24, the open interest changed by 2 which increased total open position to 41
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 1398.9, which was -68.8 lower than the previous day. The implied volatity was 7.56, the open interest changed by 9 which increased total open position to 39
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 1467.7, which was -149.9 lower than the previous day. The implied volatity was 8.43, the open interest changed by 10 which increased total open position to 32
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 1630, which was 830 higher than the previous day. The implied volatity was 9.25, the open interest changed by 10 which increased total open position to 22
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 800, which was -489.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 800, which was -489.35 lower than the previous day. The implied volatity was 9.18, the open interest changed by 2 which increased total open position to 11
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 1289.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 1289.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 1289.35, which was 0 lower than the previous day. The implied volatity was 6.33, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28-Apr-2026 (4d) 60500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 0.01
Theta: -3.16
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55908.35 | 4520 | 348.85000000000036 | 27.76 | 18 | -8 | 412 |
| 23 Apr | 56305.00 | 4159 | 813.5 | 28.13 | 28 | -5 | 418 |
| 22 Apr | 57124.45 | 3373.05 | 217.5 | 24.32 | 31 | -2 | 423 |
| 21 Apr | 57371.45 | 3154.35 | -740.5 | 25.36 | 171 | -12 | 545 |
| 20 Apr | 56582.35 | 3894.85 | 88.75 | 31.9 | 37 | -1 | 559 |
| 17 Apr | 56565.70 | 3806.1 | -515.6500000000001 | 19.47 | 48 | 2 | 562 |
| 16 Apr | 56086.40 | 4388 | 263 | 24.35 | 88 | -9 | 561 |
| 15 Apr | 56301.95 | 4125 | -635 | 23.36 | 71 | -54 | 570 |
| 13 Apr | 55605.05 | 4760 | 287.39999999999964 | 19.09 | 19 | -15 | 622 |
| 10 Apr | 55912.75 | 4455.45 | -949.1000000000004 | 21.64 | 45 | -25 | 638 |
| 9 Apr | 54821.70 | 5404.55 | 823.8500000000004 | 22.08 | 127 | -27 | 663 |
| 8 Apr | 55703.90 | 4502.4 | -3073.6 | 22.01 | 424 | -23 | 691 |
| 7 Apr | 52716.25 | 7576 | 126 | 35.79 | 77 | -53 | 715 |
| 6 Apr | 52609.10 | 7450 | -1153.9 | 21.36 | 33 | -11 | 769 |
| 2 Apr | 51548.75 | 8700 | 101.4 | 39.51 | 153 | -102 | 780 |
| 1 Apr | 51448.65 | 8582.15 | -1164.5 | 30.09 | 188 | -59 | 882 |
| 30 Mar | 50275.35 | 9577.25 | 1759.15 | 31.2 | 657 | 58 | 942 |
| 27 Mar | 52274.60 | 7785.15 | 1400.6 | 31.3 | 113 | -37 | 883 |
| 25 Mar | 53708.10 | 6437.25 | -852.75 | 26.38 | 189 | 71 | 921 |
| 24 Mar | 52605.65 | 7290 | -1360 | 26.05 | 80 | -28 | 850 |
| 23 Mar | 51437.75 | 8650 | 2155.35 | 33.39 | 51 | -29 | 878 |
| 20 Mar | 53427.05 | 6494.65 | 424.65 | 21.64 | 28 | -13 | 907 |
| 19 Mar | 53451.00 | 6070 | 1445.35 | 14.41 | 31 | -26 | 921 |
| 18 Mar | 55326.05 | 4650 | -450 | 17.65 | 16 | -1 | 947 |
| 17 Mar | 54876.00 | 5100 | -461.05 | 18.28 | 12 | -5 | 948 |
| 16 Mar | 54413.40 | 5650 | -566.65 | 20.15 | 88 | -15 | 953 |
| 13 Mar | 53757.85 | 6216.65 | 1536.75 | 23.81 | 47 | -12 | 969 |
| 12 Mar | 55100.95 | 4679.9 | 488.85 | 14.78 | 95 | -14 | 1,031 |
| 11 Mar | 55735.75 | 4251.3 | 1118.5 | 16.64 | 12 | -4 | 1,045 |
| 10 Mar | 56950.80 | 3088.4 | -1055.1 | 15.54 | 181 | -40 | 1,059 |
| 9 Mar | 56019.80 | 4183.95 | 1519.3 | 20.77 | 490 | -222 | 1,100 |
| 6 Mar | 57783.25 | 2667.4 | 1013.9 | 17.69 | 265 | -1 | 1,323 |
| 5 Mar | 59055.85 | 1751.7 | -241.85 | 15.48 | 461 | -8 | 1,326 |
| 4 Mar | 58755.25 | 1960 | 718.8 | 16.58 | 1,456 | 594 | 1,336 |
| 2 Mar | 59839.65 | 1216.8 | 341.3 | 14.46 | 1,753 | -44 | 806 |
| 27 Feb | 60529.00 | 887.4 | 201.6 | 13.59 | 1,176 | 3 | 866 |
| 26 Feb | 61187.70 | 692.05 | -48.8 | 13.66 | 1,126 | 167 | 865 |
| 25 Feb | 61043.35 | 742 | 14.45 | 13.82 | 918 | 89 | 742 |
| 24 Feb | 61047.30 | 730.35 | 40.6 | 13.98 | 671 | 18 | 660 |
| 23 Feb | 61264.25 | 695.4 | -17.4 | 14.15 | 825 | 200 | 641 |
| 20 Feb | 61172.00 | 706.05 | -156.7 | 13.69 | 248 | 44 | 452 |
| 19 Feb | 60739.55 | 879.65 | 237.25 | 13.8 | 318 | 30 | 413 |
| 18 Feb | 61550.80 | 641.6 | -83.55 | 14.09 | 205 | 62 | 399 |
| 17 Feb | 61174.00 | 720 | -74.8 | 13.7 | 265 | 91 | 336 |
| 16 Feb | 60949.10 | 785 | -178.15 | 13.87 | 222 | 78 | 245 |
| 13 Feb | 60186.65 | 998.5 | 228.15 | 13.01 | 83 | -5 | 168 |
| 12 Feb | 60739.75 | 774.2 | 1.35 | 12.68 | 72 | 24 | 174 |
| 11 Feb | 60745.35 | 776.2 | -41.6 | 12.77 | 54 | 13 | 151 |
| 10 Feb | 60626.40 | 817.8 | -14 | 12.6 | 52 | 25 | 137 |
| 9 Feb | 60669.35 | 830.35 | -189.35 | 13.02 | 130 | 60 | 111 |
| 6 Feb | 60120.55 | 1023 | -55.55 | 12.89 | 42 | 6 | 50 |
| 5 Feb | 60063.65 | 1085 | 2.95 | 13.24 | 43 | 10 | 44 |
| 4 Feb | 60238.15 | 1083.55 | -716.45 | 13.53 | 52 | 33 | 34 |
| 3 Feb | 60041.30 | 1800 | -224.25 | 19.31 | 1 | 0 | 0 |
| 2 Feb | 58619.00 | 2024.25 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 2024.25 | 0 | 0.39 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 2024.25 | 0 | 0.42 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 2024.25 | 0 | 0.74 | 0 | 0 | 0 |
For Nifty Bank - strike price 60500 expiring on 28APR2026
Delta for 60500 PE is -0.99
Historical price for 60500 PE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 4520, which was 348.85000000000036 higher than the previous day. The implied volatity was 27.76, the open interest changed by -8 which decreased total open position to 412
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 4159, which was 813.5 higher than the previous day. The implied volatity was 28.13, the open interest changed by -5 which decreased total open position to 418
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 3373.05, which was 217.5 higher than the previous day. The implied volatity was 24.32, the open interest changed by -2 which decreased total open position to 423
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 3154.35, which was -740.5 lower than the previous day. The implied volatity was 25.36, the open interest changed by -12 which decreased total open position to 545
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 3894.85, which was 88.75 higher than the previous day. The implied volatity was 31.9, the open interest changed by -1 which decreased total open position to 559
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 3806.1, which was -515.6500000000001 lower than the previous day. The implied volatity was 19.47, the open interest changed by 2 which increased total open position to 562
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 4388, which was 263 higher than the previous day. The implied volatity was 24.35, the open interest changed by -9 which decreased total open position to 561
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 4125, which was -635 lower than the previous day. The implied volatity was 23.36, the open interest changed by -54 which decreased total open position to 570
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 4760, which was 287.39999999999964 higher than the previous day. The implied volatity was 19.09, the open interest changed by -15 which decreased total open position to 622
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 4455.45, which was -949.1000000000004 lower than the previous day. The implied volatity was 21.64, the open interest changed by -25 which decreased total open position to 638
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 5404.55, which was 823.8500000000004 higher than the previous day. The implied volatity was 22.08, the open interest changed by -27 which decreased total open position to 663
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 4502.4, which was -3073.6 lower than the previous day. The implied volatity was 22.01, the open interest changed by -23 which decreased total open position to 691
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 7576, which was 126 higher than the previous day. The implied volatity was 35.79, the open interest changed by -53 which decreased total open position to 715
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 7450, which was -1153.9 lower than the previous day. The implied volatity was 21.36, the open interest changed by -11 which decreased total open position to 769
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 8700, which was 101.4 higher than the previous day. The implied volatity was 39.51, the open interest changed by -102 which decreased total open position to 780
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 8582.15, which was -1164.5 lower than the previous day. The implied volatity was 30.09, the open interest changed by -59 which decreased total open position to 882
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 9577.25, which was 1759.15 higher than the previous day. The implied volatity was 31.2, the open interest changed by 58 which increased total open position to 942
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 7785.15, which was 1400.6 higher than the previous day. The implied volatity was 31.3, the open interest changed by -37 which decreased total open position to 883
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 6437.25, which was -852.75 lower than the previous day. The implied volatity was 26.38, the open interest changed by 71 which increased total open position to 921
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 7290, which was -1360 lower than the previous day. The implied volatity was 26.05, the open interest changed by -28 which decreased total open position to 850
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 8650, which was 2155.35 higher than the previous day. The implied volatity was 33.39, the open interest changed by -29 which decreased total open position to 878
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 6494.65, which was 424.65 higher than the previous day. The implied volatity was 21.64, the open interest changed by -13 which decreased total open position to 907
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 6070, which was 1445.35 higher than the previous day. The implied volatity was 14.41, the open interest changed by -26 which decreased total open position to 921
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 4650, which was -450 lower than the previous day. The implied volatity was 17.65, the open interest changed by -1 which decreased total open position to 947
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 5100, which was -461.05 lower than the previous day. The implied volatity was 18.28, the open interest changed by -5 which decreased total open position to 948
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 5650, which was -566.65 lower than the previous day. The implied volatity was 20.15, the open interest changed by -15 which decreased total open position to 953
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 6216.65, which was 1536.75 higher than the previous day. The implied volatity was 23.81, the open interest changed by -12 which decreased total open position to 969
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 4679.9, which was 488.85 higher than the previous day. The implied volatity was 14.78, the open interest changed by -14 which decreased total open position to 1031
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 4251.3, which was 1118.5 higher than the previous day. The implied volatity was 16.64, the open interest changed by -4 which decreased total open position to 1045
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 3088.4, which was -1055.1 lower than the previous day. The implied volatity was 15.54, the open interest changed by -40 which decreased total open position to 1059
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 4183.95, which was 1519.3 higher than the previous day. The implied volatity was 20.77, the open interest changed by -222 which decreased total open position to 1100
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 2667.4, which was 1013.9 higher than the previous day. The implied volatity was 17.69, the open interest changed by -1 which decreased total open position to 1323
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 1751.7, which was -241.85 lower than the previous day. The implied volatity was 15.48, the open interest changed by -8 which decreased total open position to 1326
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 1960, which was 718.8 higher than the previous day. The implied volatity was 16.58, the open interest changed by 594 which increased total open position to 1336
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 1216.8, which was 341.3 higher than the previous day. The implied volatity was 14.46, the open interest changed by -44 which decreased total open position to 806
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 887.4, which was 201.6 higher than the previous day. The implied volatity was 13.59, the open interest changed by 3 which increased total open position to 866
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 692.05, which was -48.8 lower than the previous day. The implied volatity was 13.66, the open interest changed by 167 which increased total open position to 865
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 742, which was 14.45 higher than the previous day. The implied volatity was 13.82, the open interest changed by 89 which increased total open position to 742
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 730.35, which was 40.6 higher than the previous day. The implied volatity was 13.98, the open interest changed by 18 which increased total open position to 660
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 695.4, which was -17.4 lower than the previous day. The implied volatity was 14.15, the open interest changed by 200 which increased total open position to 641
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 706.05, which was -156.7 lower than the previous day. The implied volatity was 13.69, the open interest changed by 44 which increased total open position to 452
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 879.65, which was 237.25 higher than the previous day. The implied volatity was 13.8, the open interest changed by 30 which increased total open position to 413
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 641.6, which was -83.55 lower than the previous day. The implied volatity was 14.09, the open interest changed by 62 which increased total open position to 399
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 720, which was -74.8 lower than the previous day. The implied volatity was 13.7, the open interest changed by 91 which increased total open position to 336
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 785, which was -178.15 lower than the previous day. The implied volatity was 13.87, the open interest changed by 78 which increased total open position to 245
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 998.5, which was 228.15 higher than the previous day. The implied volatity was 13.01, the open interest changed by -5 which decreased total open position to 168
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 774.2, which was 1.35 higher than the previous day. The implied volatity was 12.68, the open interest changed by 24 which increased total open position to 174
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 776.2, which was -41.6 lower than the previous day. The implied volatity was 12.77, the open interest changed by 13 which increased total open position to 151
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 817.8, which was -14 lower than the previous day. The implied volatity was 12.6, the open interest changed by 25 which increased total open position to 137
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 830.35, which was -189.35 lower than the previous day. The implied volatity was 13.02, the open interest changed by 60 which increased total open position to 111
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 1023, which was -55.55 lower than the previous day. The implied volatity was 12.89, the open interest changed by 6 which increased total open position to 50
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 1085, which was 2.95 higher than the previous day. The implied volatity was 13.24, the open interest changed by 10 which increased total open position to 44
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 1083.55, which was -716.45 lower than the previous day. The implied volatity was 13.53, the open interest changed by 33 which increased total open position to 34
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 1800, which was -224.25 lower than the previous day. The implied volatity was 19.31, 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 2024.25, 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 2024.25, which was 0 lower than the previous day. The implied volatity was 0.39, 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 2024.25, which was 0 lower than the previous day. The implied volatity was 0.42, 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 2024.25, which was 0 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0
