BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
| BANKNIFTY 29JAN2025 43500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.90
Vega: 27.93
Theta: -29.70
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 26 Dec | 51170.70 | 8500 | -648.25 | 47.30 | 13 | 0 | 0 | |||
| 24 Dec | 51233.00 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 51317.60 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 50759.20 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 51575.70 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 52139.55 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 52834.80 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 53581.35 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 53583.80 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 53216.45 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 53391.35 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 53577.70 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 53407.75 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 53509.50 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 53603.55 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 53266.90 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 52695.75 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 52109.00 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 52055.60 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 51906.85 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 52301.80 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 52191.50 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 52207.50 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 51135.40 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 50372.90 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 50626.50 | 9148.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 50363.80 | 9148.25 | 9148.25 | - | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 43500 expiring on 29JAN2025
Delta for 43500 CE is 0.90
Historical price for 43500 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 8500, which was -648.25 lower than the previous day. The implied volatity was 47.30, the open interest changed by 0 which decreased total open position to 0
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 9148.25, 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 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 9148.25, 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 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 9148.25, 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 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 9148.25, 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 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 9148.25, 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 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 9148.25, 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 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 9148.25, 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 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 9148.25, 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 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 9148.25, 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 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 9148.25, 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 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 9148.25, 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 9148.25, 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 9148.25, 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 9148.25, 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 9148.25, 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 9148.25, 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 9148.25, 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 9148.25, 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 9148.25, 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 9148.25, 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 9148.25, 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 9148.25, 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 9148.25, 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 9148.25, 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 9148.25, 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 9148.25, which was 9148.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 0, 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 43500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 2.19
Theta: -0.64
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 51170.70 | 5.35 | -1.10 | 22.13 | 3,57,751 | 68,504 | 91,168 |
| 24 Dec | 51233.00 | 6.45 | -8.60 | 22.19 | 47,248 | 21,912 | 22,669 |
| 23 Dec | 51317.60 | 15.05 | -5.60 | 24.36 | 1,712 | 647 | 756 |
| 20 Dec | 50759.20 | 20.65 | 0.30 | 23.59 | 39 | -3 | 109 |
| 19 Dec | 51575.70 | 20.35 | 2.40 | 24.94 | 22 | 0 | 112 |
| 18 Dec | 52139.55 | 17.95 | 0.45 | 25.52 | 61 | 1 | 112 |
| 17 Dec | 52834.80 | 17.5 | 1.50 | 26.41 | 16 | -1 | 110 |
| 16 Dec | 53581.35 | 16 | 1.50 | 27.29 | 167 | 80 | 111 |
| 13 Dec | 53583.80 | 14.5 | -76.60 | 26.38 | 1,068 | 23 | 31 |
| 12 Dec | 53216.45 | 91.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 53391.35 | 91.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 53577.70 | 91.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 53407.75 | 91.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 53509.50 | 91.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 53603.55 | 91.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 53266.90 | 91.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 52695.75 | 91.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 52109.00 | 91.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 52055.60 | 91.1 | 0.00 | 0.00 | 0 | 0 | 8 |
| 28 Nov | 51906.85 | 91.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 52301.80 | 91.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 52191.50 | 91.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 52207.50 | 91.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 51135.40 | 91.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 50372.90 | 91.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 50626.50 | 91.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 50363.80 | 91.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 52207.25 | 91.1 | 24.24 | 9 | 7 | 7 | |
For Nifty Bank - strike price 43500 expiring on 29JAN2025
Delta for 43500 PE is -0.00
Historical price for 43500 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 5.35, which was -1.10 lower than the previous day. The implied volatity was 22.13, the open interest changed by 68504 which increased total open position to 91168
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 6.45, which was -8.60 lower than the previous day. The implied volatity was 22.19, the open interest changed by 21912 which increased total open position to 22669
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 15.05, which was -5.60 lower than the previous day. The implied volatity was 24.36, the open interest changed by 647 which increased total open position to 756
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 20.65, which was 0.30 higher than the previous day. The implied volatity was 23.59, the open interest changed by -3 which decreased total open position to 109
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 20.35, which was 2.40 higher than the previous day. The implied volatity was 24.94, the open interest changed by 0 which decreased total open position to 112
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 17.95, which was 0.45 higher than the previous day. The implied volatity was 25.52, the open interest changed by 1 which increased total open position to 112
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 17.5, which was 1.50 higher than the previous day. The implied volatity was 26.41, the open interest changed by -1 which decreased total open position to 110
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 16, which was 1.50 higher than the previous day. The implied volatity was 27.29, the open interest changed by 80 which increased total open position to 111
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 14.5, which was -76.60 lower than the previous day. The implied volatity was 26.38, the open interest changed by 23 which increased total open position to 31
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 91.1, 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 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 91.1, 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 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 91.1, 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 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 91.1, 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 91.1, 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 91.1, 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 91.1, 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 91.1, 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 91.1, 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 91.1, 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 8
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 91.1, 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 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 91.1, 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 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 91.1, 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 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 91.1, 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 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 91.1, 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 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 91.1, 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 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 91.1, 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 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 91.1, 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 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 91.1, which was lower than the previous day. The implied volatity was 24.24, the open interest changed by 7 which increased total open position to 7
