Historical option data for BANKNIFTY
23 Jun 2026 01:31 PM IST
| BANKNIFTY 28-Jul-2026 (35d) 58400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.4
Vega: 0.69
Theta: -18
Gamma: 0.00014
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 57327.80 | 753.05 | -218.05 (-22.45%) | 15 | 303 | 54 | 517 | |||||||||
| 22 Jun | 57935.60 | 955.5 | 22.75 (2.44%) | 14.37 | 410 | 124 | 462 | |||||||||
| 19 Jun | 57685.75 | 932.55 | -59.45 (-5.99%) | 14.48 | 150 | 90 | 339 | |||||||||
| 18 Jun | 57963.80 | 1028.15 | 146.15 (16.57%) | 13.69 | 174 | 74 | 247 | |||||||||
| 17 Jun | 57585.05 | 878.9 | 81.9 (10.28%) | 13.98 | 51 | 31 | 172 | |||||||||
| 16 Jun | 57297.15 | 803.8 | -46.2 (-5.44%) | 14.43 | 184 | 105 | 140 | |||||||||
| 15 Jun | 57198.80 | 850 | 105 (14.09%) | 15.03 | 17 | 0 | 34 | |||||||||
| 12 Jun | 56814.80 | 745.05 | 393.05 (111.66%) | 15.36 | 44 | 15 | 33 | |||||||||
| 11 Jun | 55176.75 | 352.25 | 7.25 (2.10%) | 16.01 | 17 | -2 | 20 | |||||||||
| 10 Jun | 55100.30 | 345.35 | -58.65 (-14.52%) | 16.21 | 9 | 7 | 20 | |||||||||
| 9 Jun | 55194.50 | 403.55 | 76.55 (23.41%) | 16.53 | 19 | -5 | 16 | |||||||||
| 8 Jun | 54063.75 | 326.6 | -47.4 (-12.67%) | 17.72 | 6 | 3 | 18 | |||||||||
| 5 Jun | 54496.25 | 374.5 | 109.5 (41.32%) | 16.59 | 4 | 3 | 15 | |||||||||
| 4 Jun | 54307.85 | 265 | -34 (-11.37%) | 16.86 | 17 | -1 | 12 | |||||||||
| 3 Jun | 54185.95 | 296.75 | 78.75 (36.12%) | 16.73 | 12 | 4 | 13 | |||||||||
| 2 Jun | 53714.65 | 217.8 | -269.2 (-55.28%) | 16.42 | 6 | 5 | 8 | |||||||||
| 1 Jun | 53643.10 | 487.15 | 0.15 (0.03%) | - | 0 | 0 | 3 | |||||||||
| 29 May | 54239.20 | 487.15 | 0.15 (0.03%) | - | 0 | 0 | 3 | |||||||||
| 27 May | 54853.85 | 487.15 | 0.15 (0.03%) | - | 0 | 0 | 3 | |||||||||
| 26 May | 55092.90 | 487.15 | 0.15 (0.03%) | - | 0 | 0 | 3 | |||||||||
| 25 May | 55293.65 | 487.15 | 0.15 (0.03%) | - | 0 | 0 | 3 | |||||||||
| 22 May | 54055.35 | 487.15 | 0.15 (0.03%) | - | 0 | 0 | 3 | |||||||||
| 21 May | 53439.40 | 487.15 | 0.15 (0.03%) | - | 0 | 0 | 3 | |||||||||
| 20 May | 53562.20 | 487.15 | 0.15 (0.03%) | - | 0 | 0 | 3 | |||||||||
| 19 May | 53409.15 | 487.15 | 0.15 (0.03%) | - | 0 | 0 | 3 | |||||||||
| 18 May | 53537.00 | 487.15 | 0.15 (0.03%) | - | 0 | 0 | 3 | |||||||||
| 15 May | 53710.35 | 487.15 | -157.75 (-24.46%) | 17.35 | 4 | 2 | 3 | |||||||||
| 14 May | 54128.95 | 644.9 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 13 May | 53456.15 | 644.9 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 53555.20 | 644.9 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 54439.90 | 644.9 | -820.85 (-56.00%) | 17.61 | 1 | 0 | 0 | |||||||||
| 8 May | 55310.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 56047.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 55981.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 54547.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 54878.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 58400 expiring on 28JUL2026
Delta for 58400 CE is 0.4
Historical price for 58400 CE is as follows
On 23 Jun BANKNIFTY was trading at 57327.80. The strike last trading price was 753.05, which was -218.05 lower than the previous day. The implied volatity was 15, the open interest changed by 54 which increased total open position to 517
On 22 Jun BANKNIFTY was trading at 57935.60. The strike last trading price was 955.5, which was 22.75 higher than the previous day. The implied volatity was 14.37, the open interest changed by 124 which increased total open position to 462
On 19 Jun BANKNIFTY was trading at 57685.75. The strike last trading price was 932.55, which was -59.45 lower than the previous day. The implied volatity was 14.48, the open interest changed by 90 which increased total open position to 339
On 18 Jun BANKNIFTY was trading at 57963.80. The strike last trading price was 1028.15, which was 146.15 higher than the previous day. The implied volatity was 13.69, the open interest changed by 74 which increased total open position to 247
On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 878.9, which was 81.9 higher than the previous day. The implied volatity was 13.98, the open interest changed by 31 which increased total open position to 172
On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 803.8, which was -46.2 lower than the previous day. The implied volatity was 14.43, the open interest changed by 105 which increased total open position to 140
On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 850, which was 105 higher than the previous day. The implied volatity was 15.03, the open interest changed by 0 which decreased total open position to 34
On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 745.05, which was 393.05 higher than the previous day. The implied volatity was 15.36, the open interest changed by 15 which increased total open position to 33
On 11 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 352.25, which was 7.25 higher than the previous day. The implied volatity was 16.01, the open interest changed by -2 which decreased total open position to 20
On 10 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 345.35, which was -58.65 lower than the previous day. The implied volatity was 16.21, the open interest changed by 7 which increased total open position to 20
On 9 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 403.55, which was 76.55 higher than the previous day. The implied volatity was 16.53, the open interest changed by -5 which decreased total open position to 16
On 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 326.6, which was -47.4 lower than the previous day. The implied volatity was 17.72, the open interest changed by 3 which increased total open position to 18
On 5 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 374.5, which was 109.5 higher than the previous day. The implied volatity was 16.59, the open interest changed by 3 which increased total open position to 15
On 4 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 265, which was -34 lower than the previous day. The implied volatity was 16.86, the open interest changed by -1 which decreased total open position to 12
On 3 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 296.75, which was 78.75 higher than the previous day. The implied volatity was 16.73, the open interest changed by 4 which increased total open position to 13
On 2 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 217.8, which was -269.2 lower than the previous day. The implied volatity was 16.42, the open interest changed by 5 which increased total open position to 8
On 1 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 487.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 29 May BANKNIFTY was trading at 54239.20. The strike last trading price was 487.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 487.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 487.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 487.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 487.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 487.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 487.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 487.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 487.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 487.15, which was -157.75 lower than the previous day. The implied volatity was 17.35, the open interest changed by 2 which increased total open position to 3
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 644.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 644.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 644.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 644.9, which was -820.85 lower than the previous day. The implied volatity was 17.61, the open interest changed by 0 which decreased total open position to 0
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 0, 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 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 0, 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 May BANKNIFTY was trading at 55981.05. The strike last trading price was 0, 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 May BANKNIFTY was trading at 54547.05. The strike last trading price was 0, 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 May BANKNIFTY was trading at 54878.50. The strike last trading price was 0, 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-Jul-2026 (35d) 58400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 0.68
Theta: -7.1
Gamma: 0.00017
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 57327.80 | 1327 | 330 (33.10%) | 12.97 | 369 | 106 | 266 |
| 22 Jun | 57935.60 | 1014.8 | -127.95 (-11.20%) | 12.55 | 166 | 54 | 160 |
| 19 Jun | 57685.75 | 1098.85 | 36.35 (3.42%) | 11.95 | 54 | 18 | 98 |
| 18 Jun | 57963.80 | 1038.5 | -322.5 (-23.70%) | 13.04 | 47 | 6 | 79 |
| 17 Jun | 57585.05 | 1361 | -142.25 (-9.46%) | 14.06 | 49 | 46 | 70 |
| 16 Jun | 57297.15 | 1503.25 | 3.7 (0.25%) | 13.97 | 23 | 22 | 23 |
| 15 Jun | 57198.80 | 1499.55 | -2127.45 (-58.66%) | 12.81 | 1 | 0 | 0 |
| 12 Jun | 56814.80 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 55176.75 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 55100.30 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 55194.50 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 54063.75 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 54496.25 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 54307.85 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 54185.95 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 53714.65 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 53643.10 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 54239.20 | 0 | 0 | - | 0 | 0 | 0 |
| 27 May | 54853.85 | 0 | 0 | - | 0 | 0 | 0 |
| 26 May | 55092.90 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 55293.65 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 54055.35 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 53439.40 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 53562.20 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 53409.15 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 53537.00 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 53710.35 | 0 | -3627 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 54128.95 | 0 | -3627 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 53456.15 | 0 | -3627 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 53555.20 | 0 | -3627 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 54439.90 | 0 | -3627 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 55310.55 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 56047.40 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 55981.05 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 54547.05 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 54878.50 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 58400 expiring on 28JUL2026
Delta for 58400 PE is -0.61
Historical price for 58400 PE is as follows
On 23 Jun BANKNIFTY was trading at 57327.80. The strike last trading price was 1327, which was 330 higher than the previous day. The implied volatity was 12.97, the open interest changed by 106 which increased total open position to 266
On 22 Jun BANKNIFTY was trading at 57935.60. The strike last trading price was 1014.8, which was -127.95 lower than the previous day. The implied volatity was 12.55, the open interest changed by 54 which increased total open position to 160
On 19 Jun BANKNIFTY was trading at 57685.75. The strike last trading price was 1098.85, which was 36.35 higher than the previous day. The implied volatity was 11.95, the open interest changed by 18 which increased total open position to 98
On 18 Jun BANKNIFTY was trading at 57963.80. The strike last trading price was 1038.5, which was -322.5 lower than the previous day. The implied volatity was 13.04, the open interest changed by 6 which increased total open position to 79
On 17 Jun BANKNIFTY was trading at 57585.05. The strike last trading price was 1361, which was -142.25 lower than the previous day. The implied volatity was 14.06, the open interest changed by 46 which increased total open position to 70
On 16 Jun BANKNIFTY was trading at 57297.15. The strike last trading price was 1503.25, which was 3.7 higher than the previous day. The implied volatity was 13.97, the open interest changed by 22 which increased total open position to 23
On 15 Jun BANKNIFTY was trading at 57198.80. The strike last trading price was 1499.55, which was -2127.45 lower than the previous day. The implied volatity was 12.81, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BANKNIFTY was trading at 56814.80. The strike last trading price was 0, 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 Jun BANKNIFTY was trading at 55176.75. The strike last trading price was 0, 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 Jun BANKNIFTY was trading at 55100.30. The strike last trading price was 0, 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 Jun BANKNIFTY was trading at 55194.50. The strike last trading price was 0, 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 8 Jun BANKNIFTY was trading at 54063.75. The strike last trading price was 0, 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 Jun BANKNIFTY was trading at 54496.25. The strike last trading price was 0, 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 Jun BANKNIFTY was trading at 54307.85. The strike last trading price was 0, 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 Jun BANKNIFTY was trading at 54185.95. The strike last trading price was 0, 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 Jun BANKNIFTY was trading at 53714.65. The strike last trading price was 0, 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 Jun BANKNIFTY was trading at 53643.10. The strike last trading price was 0, 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 May BANKNIFTY was trading at 54239.20. The strike last trading price was 0, 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 27 May BANKNIFTY was trading at 54853.85. The strike last trading price was 0, 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 26 May BANKNIFTY was trading at 55092.90. The strike last trading price was 0, 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 25 May BANKNIFTY was trading at 55293.65. The strike last trading price was 0, 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 22 May BANKNIFTY was trading at 54055.35. The strike last trading price was 0, 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 21 May BANKNIFTY was trading at 53439.40. The strike last trading price was 0, 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 20 May BANKNIFTY was trading at 53562.20. The strike last trading price was 0, 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 19 May BANKNIFTY was trading at 53409.15. The strike last trading price was 0, 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 18 May BANKNIFTY was trading at 53537.00. The strike last trading price was 0, 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 15 May BANKNIFTY was trading at 53710.35. The strike last trading price was 0, which was -3627 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May BANKNIFTY was trading at 54128.95. The strike last trading price was 0, which was -3627 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May BANKNIFTY was trading at 53456.15. The strike last trading price was 0, which was -3627 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May BANKNIFTY was trading at 53555.20. The strike last trading price was 0, which was -3627 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May BANKNIFTY was trading at 54439.90. The strike last trading price was 0, which was -3627 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May BANKNIFTY was trading at 55310.55. The strike last trading price was 0, 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 7 May BANKNIFTY was trading at 56047.40. The strike last trading price was 0, 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 May BANKNIFTY was trading at 55981.05. The strike last trading price was 0, 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 May BANKNIFTY was trading at 54547.05. The strike last trading price was 0, 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 May BANKNIFTY was trading at 54878.50. The strike last trading price was 0, 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
