BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
| BANKNIFTY 29JAN2025 43000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 51170.70 | 8454.8 | -193.65 | - | 319 | 127 | 2,297 | |||
| 24 Dec | 51233.00 | 8648.45 | 18.45 | - | 2,075 | 2,046 | 2,170 | |||
| 23 Dec | 51317.60 | 8630 | 520.00 | - | 109 | 104 | 121 | |||
| 20 Dec | 50759.20 | 8110 | -2271.80 | - | 12 | 7 | 14 | |||
| 19 Dec | 51575.70 | 10381.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 52139.55 | 10381.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 52834.80 | 10381.8 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 16 Dec | 53581.35 | 10381.8 | -293.20 | - | 4 | 2 | 5 | |||
| 13 Dec | 53583.80 | 10675 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 12 Dec | 53216.45 | 10675 | -225.00 | - | 2 | 1 | 2 | |||
| 11 Dec | 53391.35 | 10900 | 1275.80 | - | 1 | 0 | 0 | |||
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| 10 Dec | 53577.70 | 9624.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 53407.75 | 9624.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 53509.50 | 9624.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 53603.55 | 9624.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 53266.90 | 9624.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 52695.75 | 9624.2 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 52109.00 | 9624.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 52055.60 | 9624.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 51906.85 | 9624.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 52301.80 | 9624.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 52191.50 | 9624.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 52207.50 | 9624.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 51135.40 | 9624.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 50372.90 | 9624.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 50626.50 | 9624.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 50363.80 | 9624.2 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 43000 expiring on 29JAN2025
Delta for 43000 CE is -
Historical price for 43000 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 8454.8, which was -193.65 lower than the previous day. The implied volatity was -, the open interest changed by 127 which increased total open position to 2297
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 8648.45, which was 18.45 higher than the previous day. The implied volatity was -, the open interest changed by 2046 which increased total open position to 2170
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 8630, which was 520.00 higher than the previous day. The implied volatity was -, the open interest changed by 104 which increased total open position to 121
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 8110, which was -2271.80 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 14
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 10381.8, 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 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 10381.8, 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 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 10381.8, 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 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 10381.8, which was -293.20 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 10675, 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 10675, which was -225.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 10900, which was 1275.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 9624.2, 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 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 9624.2, 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 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 9624.2, 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 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 9624.2, 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 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 9624.2, 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 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 9624.2, 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 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 9624.2, 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 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 9624.2, 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 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 9624.2, 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 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 9624.2, 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 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 9624.2, 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 9624.2, 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 9624.2, 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 9624.2, 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 9624.2, 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 9624.2, 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 43000 PE | |||||||
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Delta: -0.00
Vega: 1.91
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 51170.70 | 4.75 | -1.15 | 23.16 | 2,96,267 | 52,308 | 82,809 |
| 24 Dec | 51233.00 | 5.9 | -7.85 | 23.27 | 67,844 | 29,133 | 31,592 |
| 23 Dec | 51317.60 | 13.75 | -12.25 | 25.47 | 4,327 | 1,151 | 2,456 |
| 20 Dec | 50759.20 | 26 | 2.60 | 25.79 | 1,853 | 1,065 | 1,321 |
| 19 Dec | 51575.70 | 23.4 | 7.00 | 26.84 | 367 | 84 | 245 |
| 18 Dec | 52139.55 | 16.4 | 2.65 | 26.53 | 175 | 24 | 161 |
| 17 Dec | 52834.80 | 13.75 | 1.20 | 26.87 | 65 | 17 | 128 |
| 16 Dec | 53581.35 | 12.55 | -1.95 | 27.67 | 38 | 9 | 110 |
| 13 Dec | 53583.80 | 14.5 | -2.75 | 27.60 | 198 | 27 | 94 |
| 12 Dec | 53216.45 | 17.25 | 2.25 | 27.18 | 95 | 32 | 66 |
| 11 Dec | 53391.35 | 15 | -2.80 | 26.80 | 692 | 0 | 34 |
| 10 Dec | 53577.70 | 17.8 | -0.20 | 27.53 | 31 | 19 | 29 |
| 9 Dec | 53407.75 | 18 | -25.30 | 26.96 | 12 | 10 | 10 |
| 6 Dec | 53509.50 | 43.3 | 0.00 | 12.91 | 0 | 0 | 0 |
| 5 Dec | 53603.55 | 43.3 | 0.00 | 12.92 | 0 | 0 | 0 |
| 4 Dec | 53266.90 | 43.3 | 0.00 | 12.55 | 0 | 0 | 0 |
| 3 Dec | 52695.75 | 43.3 | 0.00 | 12.03 | 0 | 0 | 0 |
| 2 Dec | 52109.00 | 43.3 | 0.00 | 10.95 | 0 | 0 | 0 |
| 29 Nov | 52055.60 | 43.3 | 0.00 | 10.71 | 0 | 0 | 0 |
| 28 Nov | 51906.85 | 43.3 | 0.00 | 10.61 | 0 | 0 | 0 |
| 27 Nov | 52301.80 | 43.3 | 0.00 | 10.81 | 0 | 0 | 0 |
| 26 Nov | 52191.50 | 43.3 | 0.00 | 10.66 | 0 | 0 | 0 |
| 25 Nov | 52207.50 | 43.3 | 0.00 | 10.61 | 0 | 0 | 0 |
| 22 Nov | 51135.40 | 43.3 | 0.00 | 9.54 | 0 | 0 | 0 |
| 21 Nov | 50372.90 | 43.3 | 0.00 | 8.93 | 0 | 0 | 0 |
| 19 Nov | 50626.50 | 43.3 | 0.00 | 8.86 | 0 | 0 | 0 |
| 18 Nov | 50363.80 | 43.3 | 8.72 | 0 | 0 | 0 | |
For Nifty Bank - strike price 43000 expiring on 29JAN2025
Delta for 43000 PE is -0.00
Historical price for 43000 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 4.75, which was -1.15 lower than the previous day. The implied volatity was 23.16, the open interest changed by 52308 which increased total open position to 82809
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 5.9, which was -7.85 lower than the previous day. The implied volatity was 23.27, the open interest changed by 29133 which increased total open position to 31592
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 13.75, which was -12.25 lower than the previous day. The implied volatity was 25.47, the open interest changed by 1151 which increased total open position to 2456
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 26, which was 2.60 higher than the previous day. The implied volatity was 25.79, the open interest changed by 1065 which increased total open position to 1321
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 23.4, which was 7.00 higher than the previous day. The implied volatity was 26.84, the open interest changed by 84 which increased total open position to 245
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 16.4, which was 2.65 higher than the previous day. The implied volatity was 26.53, the open interest changed by 24 which increased total open position to 161
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 13.75, which was 1.20 higher than the previous day. The implied volatity was 26.87, the open interest changed by 17 which increased total open position to 128
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 12.55, which was -1.95 lower than the previous day. The implied volatity was 27.67, the open interest changed by 9 which increased total open position to 110
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 14.5, which was -2.75 lower than the previous day. The implied volatity was 27.60, the open interest changed by 27 which increased total open position to 94
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 17.25, which was 2.25 higher than the previous day. The implied volatity was 27.18, the open interest changed by 32 which increased total open position to 66
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 15, which was -2.80 lower than the previous day. The implied volatity was 26.80, the open interest changed by 0 which decreased total open position to 34
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 17.8, which was -0.20 lower than the previous day. The implied volatity was 27.53, the open interest changed by 19 which increased total open position to 29
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 18, which was -25.30 lower than the previous day. The implied volatity was 26.96, the open interest changed by 10 which increased total open position to 10
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 43.3, which was 0.00 lower than the previous day. The implied volatity was 12.91, 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 43.3, which was 0.00 lower than the previous day. The implied volatity was 12.92, 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 43.3, which was 0.00 lower than the previous day. The implied volatity was 12.55, 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 43.3, which was 0.00 lower than the previous day. The implied volatity was 12.03, 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 43.3, which was 0.00 lower than the previous day. The implied volatity was 10.95, 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 43.3, which was 0.00 lower than the previous day. The implied volatity was 10.71, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 43.3, which was 0.00 lower than the previous day. The implied volatity was 10.61, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 43.3, which was 0.00 lower than the previous day. The implied volatity was 10.81, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 43.3, which was 0.00 lower than the previous day. The implied volatity was 10.66, 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 43.3, which was 0.00 lower than the previous day. The implied volatity was 10.61, 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 43.3, which was 0.00 lower than the previous day. The implied volatity was 9.54, 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 43.3, which was 0.00 lower than the previous day. The implied volatity was 8.93, 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 43.3, which was 0.00 lower than the previous day. The implied volatity was 8.86, 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 43.3, which was lower than the previous day. The implied volatity was 8.72, the open interest changed by 0 which decreased total open position to 0
