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Historical option data for BANKNIFTY

01 Jun 2026 04:10 PM IST
BANKNIFTY 30-Jun-2026 (29d) 54400 CE
Delta: 0.44
Vega: 0.6
Theta: -22.2
Gamma: 0.00014
Date Close Ltp Change IV Volume OI Chg OI
1 Jun 53643.10 896.1 -441.5 (-33.01%) 18.61 24,408 1,109 1,792
29 May 54239.20 1357.95 -240.7 (-15.06%) 19.45 3,500 481 683
27 May 54853.85 1588.15 -199 (-11.14%) 17.61 336 29 203
26 May 55092.90 1783.75 -196.7 (-9.93%) 17.55 61 -7 174
25 May 55293.65 2018.2 701.35 (53.26%) 18.6 294 -86 180
22 May 54055.35 1420.3 357.8 (33.68%) 19.52 420 94 263
21 May 53439.40 1053.45 -145.15 (-12.11%) 18.94 440 41 170
20 May 53562.20 1206 88.5 (7.92%) 19.69 188 31 129
19 May 53409.15 1127.05 -167.95 (-12.97%) 19.54 46 3 98
18 May 53537.00 1274 -91 (-6.67%) 20.65 71 -4 95
15 May 53710.35 1395 -148.5 (-9.62%) 20.19 135 14 99
14 May 54128.95 1548 91.1 (6.25%) 18.93 80 30 86
13 May 53456.15 1456.9 85.1 (6.20%) 0 31 4 55
12 May 53555.20 1422.85 -382.05 (-21.17%) 0 37 12 51
11 May 54439.90 1794.55 -938.8 (-34.35%) 0 67 28 37
8 May 55310.55 2733.35 0 (0.00%) - 0 0 9
7 May 56047.40 2733.35 0 (0.00%) 19.7 0 0 9
6 May 55981.05 2733.35 758.35 (38.40%) 19.7 16 -11 10
5 May 54547.05 1975 -150.55 (-7.08%) 18.8 23 15 20
4 May 54878.50 2125.55 -75.45 (-3.43%) 18.65 5 -1 5
30 Apr 54863.35 2201 -1499 (-40.51%) 17.84 11 6 6
29 Apr 55403.60 3700 3700 - 0 0 0
28 Apr 55400.35 3700 3700 - 0 0 0
27 Apr 56264.30 3700 3700 - 0 0 0
24 Apr 56089.75 3700 3700 - 0 0 0
23 Apr 56305.00 3700 3700 - 0 0 0
22 Apr 57124.45 3700 3700 - 0 0 0
21 Apr 57371.45 3700 3700 (37.04%) 20.2 0 0 0
20 Apr 56582.35 3700 1000 (37.04%) 20.2 1 0 1
17 Apr 56565.70 2700 0 (0.00%) - 0 0 1
16 Apr 56086.40 2700 0 (0.00%) - 0 0 1
15 Apr 56301.95 2700 0 (0.00%) - 0 0 1
13 Apr 55605.05 2700 -179.1 (-6.22%) 23.19 1 0 1
10 Apr 55912.75 2879.1 0 (0.00%) 22.31 0 0 1
9 Apr 54821.70 2879.1 2037.15 (241.96%) 22.31 1 0 0
8 Apr 55703.90 841.95 0 (0.00%) 0.46 0 0 0
7 Apr 52716.25 841.95 0 (0.00%) 0.45 0 0 0
6 Apr 52609.10 841.95 0 (0.00%) 0.53 0 0 0
2 Apr 51548.75 841.95 0 (0.00%) 1.39 0 0 0


For Nifty Bank - strike price 54400 expiring on 30JUN2026

Delta for 54400 CE is 0.44

Historical price for 54400 CE is as follows

On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 896.1, which was -441.5 lower than the previous day. The implied volatity was 18.61, the open interest changed by 1109 which increased total open position to 1792


On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 1357.95, which was -240.7 lower than the previous day. The implied volatity was 19.45, the open interest changed by 481 which increased total open position to 683


On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 1588.15, which was -199 lower than the previous day. The implied volatity was 17.61, the open interest changed by 29 which increased total open position to 203


On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 1783.75, which was -196.7 lower than the previous day. The implied volatity was 17.55, the open interest changed by -7 which decreased total open position to 174


On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 2018.2, which was 701.35 higher than the previous day. The implied volatity was 18.6, the open interest changed by -86 which decreased total open position to 180


On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 1420.3, which was 357.8 higher than the previous day. The implied volatity was 19.52, the open interest changed by 94 which increased total open position to 263


On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 1053.45, which was -145.15 lower than the previous day. The implied volatity was 18.94, the open interest changed by 41 which increased total open position to 170


On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 1206, which was 88.5 higher than the previous day. The implied volatity was 19.69, the open interest changed by 31 which increased total open position to 129


On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 1127.05, which was -167.95 lower than the previous day. The implied volatity was 19.54, the open interest changed by 3 which increased total open position to 98


On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 1274, which was -91 lower than the previous day. The implied volatity was 20.65, the open interest changed by -4 which decreased total open position to 95


On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 1395, which was -148.5 lower than the previous day. The implied volatity was 20.19, the open interest changed by 14 which increased total open position to 99


On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 1548, which was 91.1 higher than the previous day. The implied volatity was 18.93, the open interest changed by 30 which increased total open position to 86


On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 1456.9, which was 85.1 higher than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 55


On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 1422.85, which was -382.05 lower than the previous day. The implied volatity was 0, the open interest changed by 12 which increased total open position to 51


On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 1794.55, which was -938.8 lower than the previous day. The implied volatity was 0, the open interest changed by 28 which increased total open position to 37


On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 2733.35, 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 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 2733.35, which was 0 lower than the previous day. The implied volatity was 19.7, the open interest changed by 0 which decreased total open position to 9


On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 2733.35, which was 758.35 higher than the previous day. The implied volatity was 19.7, the open interest changed by -11 which decreased total open position to 10


On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 1975, which was -150.55 lower than the previous day. The implied volatity was 18.8, the open interest changed by 15 which increased total open position to 20


On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 2125.55, which was -75.45 lower than the previous day. The implied volatity was 18.65, the open interest changed by -1 which decreased total open position to 5


On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 2201, which was -1499 lower than the previous day. The implied volatity was 17.84, the open interest changed by 6 which increased total open position to 6


On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 3700, which was 3700 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 3700, which was 3700 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 3700, which was 3700 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 3700, which was 3700 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 3700, which was 3700 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 3700, which was 3700 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 3700, which was 3700 higher than the previous day. The implied volatity was 20.2, the open interest changed by 0 which decreased total open position to 0


On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 3700, which was 1000 higher than the previous day. The implied volatity was 20.2, the open interest changed by 0 which decreased total open position to 1


On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 2700, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 2700, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 2700, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 2700, which was -179.1 lower than the previous day. The implied volatity was 23.19, the open interest changed by 0 which decreased total open position to 1


On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 2879.1, which was 0 lower than the previous day. The implied volatity was 22.31, the open interest changed by 0 which decreased total open position to 1


On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 2879.1, which was 2037.15 higher than the previous day. The implied volatity was 22.31, the open interest changed by 0 which decreased total open position to 0


On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 841.95, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0


On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 841.95, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0


On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 841.95, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0


On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 841.95, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0


BANKNIFTY 30-Jun-2026 (29d) 54400 PE
Delta: -0.57
Vega: 0.6
Theta: -12.94
Gamma: 0.00015
Date Close Ltp Change IV Volume OI Chg OI
1 Jun 53643.10 1357.65 378.75 (38.69%) 17.6 19,325 104 1,150
29 May 54239.20 994.9 202.05 (25.48%) 17.25 13,520 434 1,050
27 May 54853.85 780.55 9.25 (1.20%) 16.65 8,312 415 617
26 May 55092.90 755 34.65 (4.81%) 17.92 622 8 200
25 May 55293.65 678 -613 (-47.48%) 17.57 466 -8 193
22 May 54055.35 1244.1 -459.8 (-26.99%) 18.19 298 16 202
21 May 53439.40 1707 72.5 (4.44%) 19.02 66 13 186
20 May 53562.20 1620 -180 (-10.00%) 18.93 58 20 172
19 May 53409.15 1800 62.05 (3.57%) 19.8 13 2 153
18 May 53537.00 1740.05 82.1 (4.95%) 19.79 150 89 143
15 May 53710.35 1631.8 128.4 (8.54%) 19.22 179 -20 53
14 May 54128.95 1498 -212.2 (-12.41%) 20.1 184 25 73
13 May 53456.15 1710.2 -42.6 (-2.43%) 0 3 1 49
12 May 53555.20 1748.7 363.3 (26.22%) 0 75 -17 48
11 May 54439.90 1396.5 427.4 (44.10%) 0 106 15 62
8 May 55310.55 969.1 173.1 (21.75%) 18.78 1 0 46
7 May 56047.40 796 46.8 (6.25%) 18.84 5 0 47
6 May 55981.05 730.3 -608.85 (-45.47%) 18.3 66 -15 49
5 May 54547.05 1330 26.6 (2.04%) 19.35 52 38 62
4 May 54878.50 1303.4 32.65 (2.57%) 19.64 9 10 22
30 Apr 54863.35 1232.7 193.25 (18.59%) 19.33 29 10 22
29 Apr 55403.60 1039.45 -30.55 (-2.86%) 19.13 3 2 12
28 Apr 55400.35 1070 150.05 (16.31%) 18.93 2 1 10
27 Apr 56264.30 920.95 -99.2 (-9.72%) 20.37 2 -1 8
24 Apr 56089.75 1020.15 1.95 (0.19%) 20.76 1 0 9
23 Apr 56305.00 1020.15 233.65 (29.71%) 21.11 3 1 8
22 Apr 57124.45 786.5 53.6 (7.31%) 21.38 2 0 5
21 Apr 57371.45 732.9 -429.35 (-36.94%) 20.75 7 -3 7
20 Apr 56582.35 1161.85 1161.85 - 0 0 10
17 Apr 56565.70 1161.85 1161.85 - 0 0 10
16 Apr 56086.40 1161.85 1161.85 - 0 0 10
15 Apr 56301.95 1161.85 1161.85 - 0 0 10
13 Apr 55605.05 1161.85 1161.85 (-18.29%) 20.19 0 0 10
10 Apr 55912.75 1161.85 -260 (-18.29%) 20.19 11 7 8
9 Apr 54821.70 1421.85 -2570.25 (-64.38%) 18.65 1 0 0
8 Apr 55703.90 3992.1 0 (0.00%) 2.23 0 0 0
7 Apr 52716.25 3992.1 0 (0.00%) - 0 0 0
6 Apr 52609.10 3992.1 0 (0.00%) - 0 0 0
2 Apr 51548.75 3992.1 0 (0.00%) - 0 0 0


For Nifty Bank - strike price 54400 expiring on 30JUN2026

Delta for 54400 PE is -0.57

Historical price for 54400 PE is as follows

On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 1357.65, which was 378.75 higher than the previous day. The implied volatity was 17.6, the open interest changed by 104 which increased total open position to 1150


On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 994.9, which was 202.05 higher than the previous day. The implied volatity was 17.25, the open interest changed by 434 which increased total open position to 1050


On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 780.55, which was 9.25 higher than the previous day. The implied volatity was 16.65, the open interest changed by 415 which increased total open position to 617


On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 755, which was 34.65 higher than the previous day. The implied volatity was 17.92, the open interest changed by 8 which increased total open position to 200


On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 678, which was -613 lower than the previous day. The implied volatity was 17.57, the open interest changed by -8 which decreased total open position to 193


On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 1244.1, which was -459.8 lower than the previous day. The implied volatity was 18.19, the open interest changed by 16 which increased total open position to 202


On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 1707, which was 72.5 higher than the previous day. The implied volatity was 19.02, the open interest changed by 13 which increased total open position to 186


On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 1620, which was -180 lower than the previous day. The implied volatity was 18.93, the open interest changed by 20 which increased total open position to 172


On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 1800, which was 62.05 higher than the previous day. The implied volatity was 19.8, the open interest changed by 2 which increased total open position to 153


On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 1740.05, which was 82.1 higher than the previous day. The implied volatity was 19.79, the open interest changed by 89 which increased total open position to 143


On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 1631.8, which was 128.4 higher than the previous day. The implied volatity was 19.22, the open interest changed by -20 which decreased total open position to 53


On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 1498, which was -212.2 lower than the previous day. The implied volatity was 20.1, the open interest changed by 25 which increased total open position to 73


On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 1710.2, which was -42.6 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 49


On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 1748.7, which was 363.3 higher than the previous day. The implied volatity was 0, the open interest changed by -17 which decreased total open position to 48


On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 1396.5, which was 427.4 higher than the previous day. The implied volatity was 0, the open interest changed by 15 which increased total open position to 62


On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 969.1, which was 173.1 higher than the previous day. The implied volatity was 18.78, the open interest changed by 0 which decreased total open position to 46


On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 796, which was 46.8 higher than the previous day. The implied volatity was 18.84, the open interest changed by 0 which decreased total open position to 47


On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 730.3, which was -608.85 lower than the previous day. The implied volatity was 18.3, the open interest changed by -15 which decreased total open position to 49


On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 1330, which was 26.6 higher than the previous day. The implied volatity was 19.35, the open interest changed by 38 which increased total open position to 62


On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 1303.4, which was 32.65 higher than the previous day. The implied volatity was 19.64, the open interest changed by 10 which increased total open position to 22


On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 1232.7, which was 193.25 higher than the previous day. The implied volatity was 19.33, the open interest changed by 10 which increased total open position to 22


On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 1039.45, which was -30.55 lower than the previous day. The implied volatity was 19.13, the open interest changed by 2 which increased total open position to 12


On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 1070, which was 150.05 higher than the previous day. The implied volatity was 18.93, the open interest changed by 1 which increased total open position to 10


On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 920.95, which was -99.2 lower than the previous day. The implied volatity was 20.37, the open interest changed by -1 which decreased total open position to 8


On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 1020.15, which was 1.95 higher than the previous day. The implied volatity was 20.76, the open interest changed by 0 which decreased total open position to 9


On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1020.15, which was 233.65 higher than the previous day. The implied volatity was 21.11, the open interest changed by 1 which increased total open position to 8


On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 786.5, which was 53.6 higher than the previous day. The implied volatity was 21.38, the open interest changed by 0 which decreased total open position to 5


On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 732.9, which was -429.35 lower than the previous day. The implied volatity was 20.75, the open interest changed by -3 which decreased total open position to 7


On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1161.85, which was 1161.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1161.85, which was 1161.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1161.85, which was 1161.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1161.85, which was 1161.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1161.85, which was 1161.85 higher than the previous day. The implied volatity was 20.19, the open interest changed by 0 which decreased total open position to 10


On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1161.85, which was -260 lower than the previous day. The implied volatity was 20.19, the open interest changed by 7 which increased total open position to 8


On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1421.85, which was -2570.25 lower than the previous day. The implied volatity was 18.65, the open interest changed by 0 which decreased total open position to 0


On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 3992.1, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0


On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 3992.1, 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 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 3992.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 3992.1, 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