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BANKNIFTY
Nifty Bank

52109 53.40 (0.10%)

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Historical option data for BANKNIFTY

02 Dec 2024 04:13 PM IST
BANKNIFTY 24DEC2024 44000 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
2 Dec 52109.00 8525.6 0.00 0.00 0 83 0
29 Nov 52055.60 8525.6 0.00 0.00 0 83 83
28 Nov 51906.85 8525.6 0.00 0.00 0 4.5 0
27 Nov 52301.80 8525.6 71.80 - 4.5 4.5 82.5
26 Nov 52191.50 8453.8 48.70 - 8.5 8.5 78
25 Nov 52207.50 8405.1 1101.10 - 3 4 69.5
22 Nov 51135.40 7304 589.00 - 26.5 65.5 65.5
21 Nov 50372.90 6715 0.00 0.00 0 2 0
19 Nov 50626.50 6715 0.00 0.00 0 2 0
18 Nov 50363.80 6715 165.00 - 0.5 2 40
14 Nov 50179.55 6550 -50.00 - 24.5 31.5 38
13 Nov 50088.35 6600 -4311.00 - 15.5 6.5 6.5
12 Nov 51157.80 10911 0.00 - 0 0 0
11 Nov 51876.75 10911 0.00 - 0 0 0
8 Nov 51561.20 10911 0.00 - 0 0 0
7 Nov 51916.50 10911 0.00 - 0 0 0
6 Nov 52317.40 10911 0.00 - 0 0 0
5 Nov 52207.25 10911 0.00 - 0 0 0
4 Nov 51215.25 10911 0.00 - 0 0 0
1 Nov 51673.90 10911 0.00 - 0 0 0
31 Oct 51475.35 10911 0.00 - 0 0 0
30 Oct 51807.50 10911 0.00 - 0 0 0
29 Oct 52320.70 10911 0.00 - 0 0 0
28 Oct 51259.30 10911 0.00 - 0 0 0
25 Oct 50787.45 10911 0.00 - 0 0 0
24 Oct 51531.15 10911 0.00 - 0 0 0
23 Oct 51239.00 10911 0.00 - 0 0 0
22 Oct 51257.15 10911 0.00 - 0 0 0
21 Oct 51962.70 10911 0.00 - 0 0 0
18 Oct 52094.20 10911 0.00 - 0 0 0
17 Oct 51288.80 10911 0.00 - 0 0 0
16 Oct 51801.05 10911 0.00 - 0 0 0
15 Oct 51906.00 10911 0.00 - 0 0 0
14 Oct 51816.90 10911 0.00 - 0 0 0
11 Oct 51172.30 10911 0.00 - 0 0 0
10 Oct 51530.90 10911 0.00 - 0 0 0
9 Oct 51007.00 10911 0.00 - 0 0 0
8 Oct 51021.00 10911 0.00 - 0 0 0
7 Oct 50478.90 10911 10911.00 - 0 0 0
4 Oct 51462.05 0 0.00 - 0 0 0
3 Oct 51845.20 0 0.00 - 0 0 0
1 Oct 52922.60 0 0.00 - 0 0 0
30 Sept 52978.10 0 0.00 - 0 0 0
27 Sept 53834.30 0 0.00 - 0 0 0
26 Sept 54375.35 0 - 0 0 0


For Nifty Bank - strike price 44000 expiring on 24DEC2024

Delta for 44000 CE is 0.00

Historical price for 44000 CE is as follows

On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 8525.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 166 which increased total open position to 0


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 8525.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 166 which increased total open position to 166


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 8525.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 8525.6, which was 71.80 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 165


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 8453.8, which was 48.70 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 156


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 8405.1, which was 1101.10 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 139


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 7304, which was 589.00 higher than the previous day. The implied volatity was -, the open interest changed by 131 which increased total open position to 131


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 6715, 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 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 6715, 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 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 6715, which was 165.00 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 80


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 6550, which was -50.00 lower than the previous day. The implied volatity was -, the open interest changed by 63 which increased total open position to 76


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 6600, which was -4311.00 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 13


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 10911, 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 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 10911, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 10911, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 10911, 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 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 10911, 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 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 10911, 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 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 10911, 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 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 10911, 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 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 10911, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 10911, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 10911, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 10911, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 10911, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 10911, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 10911, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 10911, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 10911, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 10911, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 10911, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 10911, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 10911, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 10911, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 10911, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 10911, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 10911, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 10911, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 10911, which was 10911.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 24DEC2024 44000 PE
Delta: -0.01
Vega: 2.46
Theta: -1.54
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
2 Dec 52109.00 8.65 -2.10 29.43 40,983 120.5 6,536
29 Nov 52055.60 10.75 -5.70 28.22 28,200.5 627.5 6,415.5
28 Nov 51906.85 16.45 -4.35 29.15 23,678 2,714.5 5,788
27 Nov 52301.80 20.8 1.55 30.46 8,897.5 2,354.5 3,073.5
26 Nov 52191.50 19.25 -5.50 29.29 362.5 137 719
25 Nov 52207.50 24.75 -8.75 29.92 796 188.5 582
22 Nov 51135.40 33.5 -7.25 26.97 686.5 66.5 393.5
21 Nov 50372.90 40.75 9.25 25.63 570.5 62.5 327
19 Nov 50626.50 31.5 -1.50 23.97 405.5 50 264.5
18 Nov 50363.80 33 -0.20 23.58 447.5 142 214.5
14 Nov 50179.55 33.2 11.45 22.16 90 72.5 72.5
13 Nov 50088.35 21.75 0.00 0.00 0 0 0
12 Nov 51157.80 21.75 0.00 0.00 0 0 0
11 Nov 51876.75 21.75 0.00 0.00 0 0 0
8 Nov 51561.20 21.75 0.00 0.00 0 0 0
7 Nov 51916.50 21.75 0.00 0.00 0 0 0
6 Nov 52317.40 21.75 -2.70 23.81 0.5 0 0
5 Nov 52207.25 24.45 0.00 10.57 0 0 0
4 Nov 51215.25 24.45 0.00 9.64 0 0 0
1 Nov 51673.90 24.45 0.00 9.87 0 0 0
31 Oct 51475.35 24.45 0.00 - 0 0 0
30 Oct 51807.50 24.45 0.00 - 0 0 0
29 Oct 52320.70 24.45 0.00 - 0 0 0
28 Oct 51259.30 24.45 0.00 - 0 0 0
25 Oct 50787.45 24.45 0.00 - 0 0 0
24 Oct 51531.15 24.45 0.00 - 0 0 0
23 Oct 51239.00 24.45 0.00 - 0 0 0
22 Oct 51257.15 24.45 0.00 - 0 0 0
21 Oct 51962.70 24.45 0.00 - 0 0 0
18 Oct 52094.20 24.45 0.00 - 0 0 0
17 Oct 51288.80 24.45 0.00 - 0 0 0
16 Oct 51801.05 24.45 0.00 - 0 0 0
15 Oct 51906.00 24.45 0.00 - 0 0 0
14 Oct 51816.90 24.45 0.00 - 0 0 0
11 Oct 51172.30 24.45 0.00 - 0 0 0
10 Oct 51530.90 24.45 0.00 - 0 0 0
9 Oct 51007.00 24.45 0.00 - 0 0 0
8 Oct 51021.00 24.45 0.00 - 0 0 0
7 Oct 50478.90 24.45 24.45 - 0 0 0
4 Oct 51462.05 0 0.00 - 0 0 0
3 Oct 51845.20 0 0.00 - 0 0 0
1 Oct 52922.60 0 0.00 - 0 0 0
30 Sept 52978.10 0 0.00 - 0 0 0
27 Sept 53834.30 0 0.00 - 0 0 0
26 Sept 54375.35 0 - 0 0 0


For Nifty Bank - strike price 44000 expiring on 24DEC2024

Delta for 44000 PE is -0.01

Historical price for 44000 PE is as follows

On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 8.65, which was -2.10 lower than the previous day. The implied volatity was 29.43, the open interest changed by 241 which increased total open position to 13072


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 10.75, which was -5.70 lower than the previous day. The implied volatity was 28.22, the open interest changed by 1255 which increased total open position to 12831


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 16.45, which was -4.35 lower than the previous day. The implied volatity was 29.15, the open interest changed by 5429 which increased total open position to 11576


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 20.8, which was 1.55 higher than the previous day. The implied volatity was 30.46, the open interest changed by 4709 which increased total open position to 6147


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 19.25, which was -5.50 lower than the previous day. The implied volatity was 29.29, the open interest changed by 274 which increased total open position to 1438


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 24.75, which was -8.75 lower than the previous day. The implied volatity was 29.92, the open interest changed by 377 which increased total open position to 1164


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 33.5, which was -7.25 lower than the previous day. The implied volatity was 26.97, the open interest changed by 133 which increased total open position to 787


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 40.75, which was 9.25 higher than the previous day. The implied volatity was 25.63, the open interest changed by 125 which increased total open position to 654


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 31.5, which was -1.50 lower than the previous day. The implied volatity was 23.97, the open interest changed by 100 which increased total open position to 529


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 33, which was -0.20 lower than the previous day. The implied volatity was 23.58, the open interest changed by 284 which increased total open position to 429


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 33.2, which was 11.45 higher than the previous day. The implied volatity was 22.16, the open interest changed by 145 which increased total open position to 145


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 21.75, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 21.75, 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 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 21.75, 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 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 21.75, 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 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 21.75, 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 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 21.75, which was -2.70 lower than the previous day. The implied volatity was 23.81, 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 24.45, which was 0.00 lower than the previous day. The implied volatity was 10.57, the open interest changed by 0 which decreased total open position to 0


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was 9.64, the open interest changed by 0 which decreased total open position to 0


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was 9.87, the open interest changed by 0 which decreased total open position to 0


On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 24.45, which was 24.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to