BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
| BANKNIFTY 29JAN2025 42500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 51170.70 | 8950 | -150.00 | - | 1 | 0 | 49 | |||
| 24 Dec | 51233.00 | 9100 | -55.00 | - | 44 | 36 | 47 | |||
| 23 Dec | 51317.60 | 9155 | 530.00 | - | 1 | 0 | 12 | |||
| 20 Dec | 50759.20 | 8625 | -1475.00 | - | 1 | 0 | 12 | |||
| 19 Dec | 51575.70 | 10100 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 18 Dec | 52139.55 | 10100 | -1100.00 | - | 4 | 3 | 11 | |||
| 17 Dec | 52834.80 | 11200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 53581.35 | 11200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 53583.80 | 11200 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 12 Dec | 53216.45 | 11200 | -150.00 | - | 2 | 0 | 6 | |||
| 11 Dec | 53391.35 | 11350 | 175.00 | - | 1 | 0 | 5 | |||
| 10 Dec | 53577.70 | 11175 | 954.00 | - | 2 | 1 | 4 | |||
| 9 Dec | 53407.75 | 10221 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 53509.50 | 10221 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 53603.55 | 10221 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 4 Dec | 53266.90 | 10221 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 52695.75 | 10221 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 52109.00 | 10221 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 52055.60 | 10221 | 0.00 | 0.00 | 0 | 0 | 3 | |||
| 28 Nov | 51906.85 | 10221 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 27 Nov | 52301.80 | 10221 | 117.45 | - | 3 | 2 | 2 | |||
| 26 Nov | 52191.50 | 10103.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 52207.50 | 10103.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 51135.40 | 10103.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 50372.90 | 10103.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 50626.50 | 10103.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 50363.80 | 10103.55 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 42500 expiring on 29JAN2025
Delta for 42500 CE is -
Historical price for 42500 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 8950, which was -150.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 9100, which was -55.00 lower than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 47
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 9155, which was 530.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 8625, which was -1475.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 10100, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 10100, which was -1100.00 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 11
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 11200, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 11200, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 11200, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 11200, which was -150.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 11350, which was 175.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 11175, which was 954.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 10221, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 10221, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 10221, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 10221, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 10221, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 10221, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 10221, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 3
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 10221, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 10221, which was 117.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 10103.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 10103.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 10103.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 10103.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 10103.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 10103.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 29JAN2025 42500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 1.71
Theta: -0.56
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 51170.70 | 4.35 | -1.20 | 24.25 | 5,57,066 | 60,339 | 94,475 |
| 24 Dec | 51233.00 | 5.55 | -8.20 | 24.44 | 65,231 | 31,196 | 34,242 |
| 23 Dec | 51317.60 | 13.75 | -8.60 | 26.88 | 5,692 | 1,495 | 2,991 |
| 20 Dec | 50759.20 | 22.35 | 2.20 | 26.68 | 1,518 | 863 | 1,502 |
| 19 Dec | 51575.70 | 20.15 | 6.45 | 27.67 | 651 | 137 | 643 |
| 18 Dec | 52139.55 | 13.7 | 0.70 | 27.20 | 320 | 73 | 505 |
| 17 Dec | 52834.80 | 13 | 1.70 | 27.96 | 233 | -33 | 432 |
| 16 Dec | 53581.35 | 11.3 | -0.70 | 28.59 | 18 | 5 | 465 |
| 13 Dec | 53583.80 | 12 | -0.55 | 28.17 | 182 | 98 | 460 |
| 12 Dec | 53216.45 | 12.55 | -1.15 | 27.31 | 143 | -27 | 362 |
| 11 Dec | 53391.35 | 13.7 | -1.05 | 27.70 | 460 | 17 | 389 |
| 10 Dec | 53577.70 | 14.75 | -2.50 | 28.07 | 167 | 19 | 372 |
| 9 Dec | 53407.75 | 17.25 | -1.25 | 28.02 | 133 | 12 | 353 |
| 6 Dec | 53509.50 | 18.5 | -0.05 | 27.68 | 122 | -1 | 399 |
| 5 Dec | 53603.55 | 18.55 | 1.00 | 27.65 | 393 | 114 | 400 |
| 4 Dec | 53266.90 | 17.55 | -2.70 | 26.61 | 132 | 34 | 289 |
| 3 Dec | 52695.75 | 20.25 | -6.85 | 25.86 | 230 | 61 | 251 |
| 2 Dec | 52109.00 | 27.1 | -5.90 | 25.68 | 51 | 19 | 193 |
| 29 Nov | 52055.60 | 33 | -0.25 | 25.67 | 101 | 43 | 164 |
| 28 Nov | 51906.85 | 33.25 | 11.95 | 25.46 | 115 | 27 | 123 |
| 27 Nov | 52301.80 | 21.3 | -12.70 | 24.28 | 57 | 26 | 92 |
| 26 Nov | 52191.50 | 34 | -4.65 | 25.56 | 5 | -1 | 66 |
| 25 Nov | 52207.50 | 38.65 | -6.35 | 25.90 | 36 | -16 | 67 |
| 22 Nov | 51135.40 | 45 | -15.00 | 23.97 | 30 | -2 | 81 |
| 21 Nov | 50372.90 | 60 | 28.00 | 23.70 | 45 | 29 | 80 |
| 19 Nov | 50626.50 | 32 | -24.00 | 21.16 | 19 | 9 | 43 |
| 18 Nov | 50363.80 | 56 | 22.86 | 42 | 20 | 22 | |
For Nifty Bank - strike price 42500 expiring on 29JAN2025
Delta for 42500 PE is -0.00
Historical price for 42500 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 4.35, which was -1.20 lower than the previous day. The implied volatity was 24.25, the open interest changed by 60339 which increased total open position to 94475
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 5.55, which was -8.20 lower than the previous day. The implied volatity was 24.44, the open interest changed by 31196 which increased total open position to 34242
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 13.75, which was -8.60 lower than the previous day. The implied volatity was 26.88, the open interest changed by 1495 which increased total open position to 2991
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 22.35, which was 2.20 higher than the previous day. The implied volatity was 26.68, the open interest changed by 863 which increased total open position to 1502
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 20.15, which was 6.45 higher than the previous day. The implied volatity was 27.67, the open interest changed by 137 which increased total open position to 643
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 13.7, which was 0.70 higher than the previous day. The implied volatity was 27.20, the open interest changed by 73 which increased total open position to 505
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 13, which was 1.70 higher than the previous day. The implied volatity was 27.96, the open interest changed by -33 which decreased total open position to 432
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 11.3, which was -0.70 lower than the previous day. The implied volatity was 28.59, the open interest changed by 5 which increased total open position to 465
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 12, which was -0.55 lower than the previous day. The implied volatity was 28.17, the open interest changed by 98 which increased total open position to 460
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 12.55, which was -1.15 lower than the previous day. The implied volatity was 27.31, the open interest changed by -27 which decreased total open position to 362
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 13.7, which was -1.05 lower than the previous day. The implied volatity was 27.70, the open interest changed by 17 which increased total open position to 389
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 14.75, which was -2.50 lower than the previous day. The implied volatity was 28.07, the open interest changed by 19 which increased total open position to 372
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 17.25, which was -1.25 lower than the previous day. The implied volatity was 28.02, the open interest changed by 12 which increased total open position to 353
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 18.5, which was -0.05 lower than the previous day. The implied volatity was 27.68, the open interest changed by -1 which decreased total open position to 399
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 18.55, which was 1.00 higher than the previous day. The implied volatity was 27.65, the open interest changed by 114 which increased total open position to 400
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 17.55, which was -2.70 lower than the previous day. The implied volatity was 26.61, the open interest changed by 34 which increased total open position to 289
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 20.25, which was -6.85 lower than the previous day. The implied volatity was 25.86, the open interest changed by 61 which increased total open position to 251
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 27.1, which was -5.90 lower than the previous day. The implied volatity was 25.68, the open interest changed by 19 which increased total open position to 193
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 33, which was -0.25 lower than the previous day. The implied volatity was 25.67, the open interest changed by 43 which increased total open position to 164
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 33.25, which was 11.95 higher than the previous day. The implied volatity was 25.46, the open interest changed by 27 which increased total open position to 123
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 21.3, which was -12.70 lower than the previous day. The implied volatity was 24.28, the open interest changed by 26 which increased total open position to 92
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 34, which was -4.65 lower than the previous day. The implied volatity was 25.56, the open interest changed by -1 which decreased total open position to 66
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 38.65, which was -6.35 lower than the previous day. The implied volatity was 25.90, the open interest changed by -16 which decreased total open position to 67
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 45, which was -15.00 lower than the previous day. The implied volatity was 23.97, the open interest changed by -2 which decreased total open position to 81
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 60, which was 28.00 higher than the previous day. The implied volatity was 23.70, the open interest changed by 29 which increased total open position to 80
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 32, which was -24.00 lower than the previous day. The implied volatity was 21.16, the open interest changed by 9 which increased total open position to 43
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 56, which was lower than the previous day. The implied volatity was 22.86, the open interest changed by 20 which increased total open position to 22
