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Historical option data for BANKNIFTY

26 May 2026 04:10 PM IST
BANKNIFTY 30-Jun-2026 (34d) 56000 CE
Delta: 0.44
Vega: 0.67
Theta: -19.22
Gamma: 0.00014
Date Close Ltp Change IV Volume OI Chg OI
26 May 55092.90 909 -108.05 (-10.62%) 16.63 34,081 1,617 20,287
25 May 55293.65 1082.4 465.75 (75.53%) 17.66 39,534 9,557 18,678
22 May 54055.35 667 178.05 (36.41%) 17.88 11,173 1,405 9,161
21 May 53439.40 485 -62.7 (-11.45%) 17.87 7,296 1,646 7,752
20 May 53562.20 545.35 9.7 (1.81%) 18.17 7,079 791 6,108
19 May 53409.15 529 -97 (-15.50%) 18.41 5,878 465 5,357
18 May 53537.00 625 -77 (-10.97%) 19.34 8,793 103 4,899
15 May 53710.35 722 -89 (-10.97%) 19.09 5,130 504 4,792
14 May 54128.95 883.7 188.9 (27.19%) 19.13 3,907 513 4,305
13 May 53456.15 689.15 -47.55 (-6.45%) 19.18 2,917 482 3,800
12 May 53555.20 775 -254.2 (-24.70%) 19.16 2,179 571 3,337
11 May 54439.90 1019.35 -339.15 (-24.97%) 0 3,065 195 2,799
8 May 55310.55 1348.8 -371.35 (-21.59%) 17.26 1,852 391 2,602
7 May 56047.40 1735 -23.45 (-1.33%) 16.92 1,822 203 2,211
6 May 55981.05 1796 698.65 (63.67%) 17.62 1,945 -58 2,000
5 May 54547.05 1088.75 -196.35 (-15.28%) 17.68 908 156 2,050
4 May 54878.50 1260 -91.5 (-6.77%) 17.76 1,263 -93 1,883
30 Apr 54863.35 1392 -190.25 (-12.02%) 17.85 1,324 -105 1,871
29 Apr 55403.60 1511.7 -141.65 (-8.57%) 17.11 1,429 340 1,975
28 Apr 55400.35 1713.2 -512.2 (-23.02%) 18.85 2,912 1,023 1,642
27 Apr 56264.30 2214.9 23.5 (1.07%) 19 553 255 642
24 Apr 56089.75 2194.65 -76.65 (-3.37%) 19.35 424 65 433
23 Apr 56305.00 2290 -519.75 (-18.50%) 18.93 464 70 364
22 Apr 57124.45 2800 -138.3 (-4.71%) 18.65 85 14 293
21 Apr 57371.45 2945 452.5 (18.15%) 18.39 115 -2 279
20 Apr 56582.35 2492.5 -69.55 (-2.71%) 19.11 108 -4 283
17 Apr 56565.70 2551 189.35 (8.02%) 18.84 141 14 289
16 Apr 56086.40 2325 -169.35 (-6.79%) 19.56 232 44 274
15 Apr 56301.95 2495.5 242.05 (10.74%) 19.81 176 12 231
13 Apr 55605.05 2259.85 -61.15 (-2.63%) 20.93 228 30 229
10 Apr 55912.75 2334.25 452.95 (24.08%) 19.23 201 78 195
9 Apr 54821.70 1869.75 -393.05 (-17.37%) 20.3 479 -90 116
8 Apr 55703.90 2303.25 1160.3 (101.52%) 16.63 223 140 166
7 Apr 52716.25 1142.95 22.95 (2.05%) 19.37 22 11 26
6 Apr 52609.10 1120 247.45 (28.36%) 19.43 10 1 14
2 Apr 51548.75 872.55 360.1 (70.27%) 19.69 16 13 13


For Nifty Bank - strike price 56000 expiring on 30JUN2026

Delta for 56000 CE is 0.44

Historical price for 56000 CE is as follows

On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 909, which was -108.05 lower than the previous day. The implied volatity was 16.63, the open interest changed by 1617 which increased total open position to 20287


On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 1082.4, which was 465.75 higher than the previous day. The implied volatity was 17.66, the open interest changed by 9557 which increased total open position to 18678


On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 667, which was 178.05 higher than the previous day. The implied volatity was 17.88, the open interest changed by 1405 which increased total open position to 9161


On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 485, which was -62.7 lower than the previous day. The implied volatity was 17.87, the open interest changed by 1646 which increased total open position to 7752


On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 545.35, which was 9.7 higher than the previous day. The implied volatity was 18.17, the open interest changed by 791 which increased total open position to 6108


On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 529, which was -97 lower than the previous day. The implied volatity was 18.41, the open interest changed by 465 which increased total open position to 5357


On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 625, which was -77 lower than the previous day. The implied volatity was 19.34, the open interest changed by 103 which increased total open position to 4899


On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 722, which was -89 lower than the previous day. The implied volatity was 19.09, the open interest changed by 504 which increased total open position to 4792


On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 883.7, which was 188.9 higher than the previous day. The implied volatity was 19.13, the open interest changed by 513 which increased total open position to 4305


On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 689.15, which was -47.55 lower than the previous day. The implied volatity was 19.18, the open interest changed by 482 which increased total open position to 3800


On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 775, which was -254.2 lower than the previous day. The implied volatity was 19.16, the open interest changed by 571 which increased total open position to 3337


On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 1019.35, which was -339.15 lower than the previous day. The implied volatity was 0, the open interest changed by 195 which increased total open position to 2799


On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 1348.8, which was -371.35 lower than the previous day. The implied volatity was 17.26, the open interest changed by 391 which increased total open position to 2602


On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 1735, which was -23.45 lower than the previous day. The implied volatity was 16.92, the open interest changed by 203 which increased total open position to 2211


On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 1796, which was 698.65 higher than the previous day. The implied volatity was 17.62, the open interest changed by -58 which decreased total open position to 2000


On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 1088.75, which was -196.35 lower than the previous day. The implied volatity was 17.68, the open interest changed by 156 which increased total open position to 2050


On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 1260, which was -91.5 lower than the previous day. The implied volatity was 17.76, the open interest changed by -93 which decreased total open position to 1883


On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 1392, which was -190.25 lower than the previous day. The implied volatity was 17.85, the open interest changed by -105 which decreased total open position to 1871


On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 1511.7, which was -141.65 lower than the previous day. The implied volatity was 17.11, the open interest changed by 340 which increased total open position to 1975


On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 1713.2, which was -512.2 lower than the previous day. The implied volatity was 18.85, the open interest changed by 1023 which increased total open position to 1642


On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 2214.9, which was 23.5 higher than the previous day. The implied volatity was 19, the open interest changed by 255 which increased total open position to 642


On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 2194.65, which was -76.65 lower than the previous day. The implied volatity was 19.35, the open interest changed by 65 which increased total open position to 433


On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 2290, which was -519.75 lower than the previous day. The implied volatity was 18.93, the open interest changed by 70 which increased total open position to 364


On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 2800, which was -138.3 lower than the previous day. The implied volatity was 18.65, the open interest changed by 14 which increased total open position to 293


On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 2945, which was 452.5 higher than the previous day. The implied volatity was 18.39, the open interest changed by -2 which decreased total open position to 279


On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 2492.5, which was -69.55 lower than the previous day. The implied volatity was 19.11, the open interest changed by -4 which decreased total open position to 283


On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 2551, which was 189.35 higher than the previous day. The implied volatity was 18.84, the open interest changed by 14 which increased total open position to 289


On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 2325, which was -169.35 lower than the previous day. The implied volatity was 19.56, the open interest changed by 44 which increased total open position to 274


On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 2495.5, which was 242.05 higher than the previous day. The implied volatity was 19.81, the open interest changed by 12 which increased total open position to 231


On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 2259.85, which was -61.15 lower than the previous day. The implied volatity was 20.93, the open interest changed by 30 which increased total open position to 229


On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 2334.25, which was 452.95 higher than the previous day. The implied volatity was 19.23, the open interest changed by 78 which increased total open position to 195


On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 1869.75, which was -393.05 lower than the previous day. The implied volatity was 20.3, the open interest changed by -90 which decreased total open position to 116


On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 2303.25, which was 1160.3 higher than the previous day. The implied volatity was 16.63, the open interest changed by 140 which increased total open position to 166


On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 1142.95, which was 22.95 higher than the previous day. The implied volatity was 19.37, the open interest changed by 11 which increased total open position to 26


On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 1120, which was 247.45 higher than the previous day. The implied volatity was 19.43, the open interest changed by 1 which increased total open position to 14


On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 872.55, which was 360.1 higher than the previous day. The implied volatity was 19.69, the open interest changed by 13 which increased total open position to 13


BANKNIFTY 30-Jun-2026 (34d) 56000 PE
Delta: -0.56
Vega: 0.67
Theta: -10.75
Gamma: 0.00014
Date Close Ltp Change IV Volume OI Chg OI
26 May 55092.90 1420 71.9 (5.33%) 16.58 10,553 2,583 9,322
25 May 55293.65 1300 -969.1 (-42.71%) 16.23 6,958 1,850 6,674
22 May 54055.35 2075 -611.45 (-22.76%) 16.25 1,824 814 4,825
21 May 53439.40 2660 78.8 (3.05%) 17.22 779 -2 4,012
20 May 53562.20 2602.8 -152.75 (-5.54%) 18 1,949 701 4,015
19 May 53409.15 2760 74.95 (2.79%) 18.45 1,119 518 3,317
18 May 53537.00 2686.85 131.45 (5.14%) 18.54 664 53 2,801
15 May 53710.35 2528.05 194.9 (8.35%) 17.69 859 67 2,747
14 May 54128.95 2280 -554 (-19.55%) 18.07 921 -118 2,684
13 May 53456.15 2826.15 65.15 (2.36%) 19.51 918 311 2,803
12 May 53555.20 2715 556.7 (25.79%) 0 1,119 173 2,496
11 May 54439.90 2180 562.1 (34.74%) 0 966 -12 2,346
8 May 55310.55 1627.25 390.35 (31.56%) 17.8 1,635 32 2,351
7 May 56047.40 1210 -24.35 (-1.97%) 17.08 1,628 132 2,318
6 May 55981.05 1200.6 -882.25 (-42.36%) 16.64 1,531 -90 2,200
5 May 54547.05 2103.6 166.5 (8.60%) 18.07 408 -24 2,296
4 May 54878.50 1914.7 -35.3 (-1.81%) 18.03 862 40 2,322
30 Apr 54863.35 1881.75 203.35 (12.12%) 17.99 1,026 -49 2,233
29 Apr 55403.60 1735 91.3 (5.55%) 18.38 1,876 -81 2,280
28 Apr 55400.35 1671.7 299.55 (21.83%) 17.96 3,618 480 2,383
27 Apr 56264.30 1365 -173.45 (-11.27%) 18.67 401 16 1,913
24 Apr 56089.75 1528.45 34.75 (2.33%) 19.23 767 -64 1,956
23 Apr 56305.00 1482 296.8 (25.04%) 19.55 517 18 2,019
22 Apr 57124.45 1178.8 104.9 (9.77%) 19.46 370 -13 2,002
21 Apr 57371.45 1060.25 -362.85 (-25.50%) 18.96 459 42 2,032
20 Apr 56582.35 1420 117.5 (9.02%) 19.6 689 180 1,984
17 Apr 56565.70 1292.25 -256.95 (-16.59%) 18.22 299 84 1,810
16 Apr 56086.40 1574.8 76.45 (5.10%) 18.76 852 444 1,731
15 Apr 56301.95 1521.9 -390.5 (-20.42%) 19.04 388 155 1,287
13 Apr 55605.05 1916.7 254.25 (15.29%) 19.85 1,627 995 1,132
10 Apr 55912.75 1699 -450.4 (-20.95%) 19.08 109 34 131
9 Apr 54821.70 2150 374.55 (21.10%) 18.2 108 81 97
8 Apr 55703.90 1720 -3514 (-67.14%) 20.86 17 16 16
7 Apr 52716.25 5234 0 (0.00%) - 0 0 0
6 Apr 52609.10 5234 0 (0.00%) - 0 0 0
2 Apr 51548.75 5234 0 (0.00%) - 0 0 0


For Nifty Bank - strike price 56000 expiring on 30JUN2026

Delta for 56000 PE is -0.56

Historical price for 56000 PE is as follows

On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 1420, which was 71.9 higher than the previous day. The implied volatity was 16.58, the open interest changed by 2583 which increased total open position to 9322


On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 1300, which was -969.1 lower than the previous day. The implied volatity was 16.23, the open interest changed by 1850 which increased total open position to 6674


On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 2075, which was -611.45 lower than the previous day. The implied volatity was 16.25, the open interest changed by 814 which increased total open position to 4825


On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 2660, which was 78.8 higher than the previous day. The implied volatity was 17.22, the open interest changed by -2 which decreased total open position to 4012


On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 2602.8, which was -152.75 lower than the previous day. The implied volatity was 18, the open interest changed by 701 which increased total open position to 4015


On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 2760, which was 74.95 higher than the previous day. The implied volatity was 18.45, the open interest changed by 518 which increased total open position to 3317


On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 2686.85, which was 131.45 higher than the previous day. The implied volatity was 18.54, the open interest changed by 53 which increased total open position to 2801


On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 2528.05, which was 194.9 higher than the previous day. The implied volatity was 17.69, the open interest changed by 67 which increased total open position to 2747


On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 2280, which was -554 lower than the previous day. The implied volatity was 18.07, the open interest changed by -118 which decreased total open position to 2684


On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 2826.15, which was 65.15 higher than the previous day. The implied volatity was 19.51, the open interest changed by 311 which increased total open position to 2803


On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 2715, which was 556.7 higher than the previous day. The implied volatity was 0, the open interest changed by 173 which increased total open position to 2496


On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 2180, which was 562.1 higher than the previous day. The implied volatity was 0, the open interest changed by -12 which decreased total open position to 2346


On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 1627.25, which was 390.35 higher than the previous day. The implied volatity was 17.8, the open interest changed by 32 which increased total open position to 2351


On 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 1210, which was -24.35 lower than the previous day. The implied volatity was 17.08, the open interest changed by 132 which increased total open position to 2318


On 6 May BANKNIFTY was trading at 55981.05. The strike last trading price was 1200.6, which was -882.25 lower than the previous day. The implied volatity was 16.64, the open interest changed by -90 which decreased total open position to 2200


On 5 May BANKNIFTY was trading at 54547.05. The strike last trading price was 2103.6, which was 166.5 higher than the previous day. The implied volatity was 18.07, the open interest changed by -24 which decreased total open position to 2296


On 4 May BANKNIFTY was trading at 54878.50. The strike last trading price was 1914.7, which was -35.3 lower than the previous day. The implied volatity was 18.03, the open interest changed by 40 which increased total open position to 2322


On 30 Apr BANKNIFTY was trading at 54863.35. The strike last trading price was 1881.75, which was 203.35 higher than the previous day. The implied volatity was 17.99, the open interest changed by -49 which decreased total open position to 2233


On 29 Apr BANKNIFTY was trading at 55403.60. The strike last trading price was 1735, which was 91.3 higher than the previous day. The implied volatity was 18.38, the open interest changed by -81 which decreased total open position to 2280


On 28 Apr BANKNIFTY was trading at 55400.35. The strike last trading price was 1671.7, which was 299.55 higher than the previous day. The implied volatity was 17.96, the open interest changed by 480 which increased total open position to 2383


On 27 Apr BANKNIFTY was trading at 56264.30. The strike last trading price was 1365, which was -173.45 lower than the previous day. The implied volatity was 18.67, the open interest changed by 16 which increased total open position to 1913


On 24 Apr BANKNIFTY was trading at 56089.75. The strike last trading price was 1528.45, which was 34.75 higher than the previous day. The implied volatity was 19.23, the open interest changed by -64 which decreased total open position to 1956


On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 1482, which was 296.8 higher than the previous day. The implied volatity was 19.55, the open interest changed by 18 which increased total open position to 2019


On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1178.8, which was 104.9 higher than the previous day. The implied volatity was 19.46, the open interest changed by -13 which decreased total open position to 2002


On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 1060.25, which was -362.85 lower than the previous day. The implied volatity was 18.96, the open interest changed by 42 which increased total open position to 2032


On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 1420, which was 117.5 higher than the previous day. The implied volatity was 19.6, the open interest changed by 180 which increased total open position to 1984


On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1292.25, which was -256.95 lower than the previous day. The implied volatity was 18.22, the open interest changed by 84 which increased total open position to 1810


On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1574.8, which was 76.45 higher than the previous day. The implied volatity was 18.76, the open interest changed by 444 which increased total open position to 1731


On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1521.9, which was -390.5 lower than the previous day. The implied volatity was 19.04, the open interest changed by 155 which increased total open position to 1287


On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1916.7, which was 254.25 higher than the previous day. The implied volatity was 19.85, the open interest changed by 995 which increased total open position to 1132


On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1699, which was -450.4 lower than the previous day. The implied volatity was 19.08, the open interest changed by 34 which increased total open position to 131


On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 2150, which was 374.55 higher than the previous day. The implied volatity was 18.2, the open interest changed by 81 which increased total open position to 97


On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 1720, which was -3514 lower than the previous day. The implied volatity was 20.86, the open interest changed by 16 which increased total open position to 16


On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 5234, 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 5234, 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 5234, 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