BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
15 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 43500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 15 Jan | 48751.70 | 8500 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Jan | 48729.15 | 8500 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Jan | 48041.25 | 8500 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Jan | 48734.15 | 8500 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Jan | 49503.50 | 8500 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Jan | 49835.05 | 8500 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Jan | 50202.15 | 8500 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Jan | 49922.00 | 8500 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Jan | 50988.80 | 8500 | 0.00 | 0.00 | 0 | 13 | 0 | |||
| 2 Jan | 51605.55 | 8500 | 0.00 | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 43500 expiring on 30JAN2025
Delta for 43500 CE is 0.00
Historical price for 43500 CE is as follows
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 8500, 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 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 8500, 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 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 8500, 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 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 8500, 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 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 8500, 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 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 8500, 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 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 8500, 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 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 8500, 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 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 8500, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 8500, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 30JAN2025 43500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 4.09
Theta: -3.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Jan | 48751.70 | 16.75 | 0.60 | 27.86 | 85,235 | 40 | 44,979 |
| 14 Jan | 48729.15 | 16.15 | -10.75 | 27.29 | 1,58,456 | -7,914 | 44,855 |
| 13 Jan | 48041.25 | 26.9 | 15.35 | 25.29 | 2,80,397 | -19,775 | 53,143 |
| 10 Jan | 48734.15 | 11.55 | 5.50 | 23.10 | 4,30,807 | -4,406 | 73,940 |
| 9 Jan | 49503.50 | 6.05 | 0.35 | 23.16 | 95,741 | -947 | 78,167 |
| 8 Jan | 49835.05 | 5.7 | 0.20 | 23.34 | 1,87,280 | -5,723 | 79,685 |
| 7 Jan | 50202.15 | 5.5 | -2.00 | 23.73 | 1,69,063 | 4,019 | 99,205 |
| 6 Jan | 49922.00 | 7.5 | 3.05 | 23.52 | 4,14,978 | 11,515 | 95,062 |
| 3 Jan | 50988.80 | 4.45 | -2.05 | 23.50 | 1,01,804 | 12,410 | 83,170 |
| 2 Jan | 51605.55 | 6.5 | 25.67 | 63,403 | -2,401 | 70,821 | |
For Nifty Bank - strike price 43500 expiring on 30JAN2025
Delta for 43500 PE is -0.02
Historical price for 43500 PE is as follows
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 16.75, which was 0.60 higher than the previous day. The implied volatity was 27.86, the open interest changed by 40 which increased total open position to 44979
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 16.15, which was -10.75 lower than the previous day. The implied volatity was 27.29, the open interest changed by -7914 which decreased total open position to 44855
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 26.9, which was 15.35 higher than the previous day. The implied volatity was 25.29, the open interest changed by -19775 which decreased total open position to 53143
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 11.55, which was 5.50 higher than the previous day. The implied volatity was 23.10, the open interest changed by -4406 which decreased total open position to 73940
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 6.05, which was 0.35 higher than the previous day. The implied volatity was 23.16, the open interest changed by -947 which decreased total open position to 78167
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 5.7, which was 0.20 higher than the previous day. The implied volatity was 23.34, the open interest changed by -5723 which decreased total open position to 79685
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 5.5, which was -2.00 lower than the previous day. The implied volatity was 23.73, the open interest changed by 4019 which increased total open position to 99205
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 7.5, which was 3.05 higher than the previous day. The implied volatity was 23.52, the open interest changed by 11515 which increased total open position to 95062
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 4.45, which was -2.05 lower than the previous day. The implied volatity was 23.50, the open interest changed by 12410 which increased total open position to 83170
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 6.5, which was lower than the previous day. The implied volatity was 25.67, the open interest changed by -2401 which decreased total open position to 70821
