BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
| BANKNIFTY 29JAN2025 44500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 51170.70 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 51233.00 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 51317.60 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 50759.20 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 51575.70 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 52139.55 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 52834.80 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 53581.35 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 53583.80 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 53216.45 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 53391.35 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 53577.70 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 53407.75 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 53509.50 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 53603.55 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 53266.90 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 52695.75 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 52109.00 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 52055.60 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 51906.85 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 52301.80 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 52191.50 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 25 Nov | 52207.50 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 51135.40 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 50372.90 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 50626.50 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 50363.80 | 8209.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 8209.85 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 44500 expiring on 29JAN2025
Delta for 44500 CE is -
Historical price for 44500 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 8209.85, 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 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 8209.85, 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 44500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 4.65
Theta: -1.33
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 51170.70 | 13.6 | 2.10 | 21.86 | 69,870 | 3,911 | 8,827 |
| 24 Dec | 51233.00 | 11.5 | -10.00 | 21.03 | 14,867 | 4,155 | 4,913 |
| 23 Dec | 51317.60 | 21.5 | 4.00 | 22.68 | 2,964 | 757 | 758 |
| 20 Dec | 50759.20 | 17.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 51575.70 | 17.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 52139.55 | 17.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 52834.80 | 17.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 16 Dec | 53581.35 | 17.5 | -84.45 | 25.20 | 1 | 0 | 0 |
| 13 Dec | 53583.80 | 101.95 | 0.00 | 12.05 | 0 | 0 | 0 |
| 12 Dec | 53216.45 | 101.95 | 0.00 | 11.11 | 0 | 0 | 0 |
| 11 Dec | 53391.35 | 101.95 | 0.00 | 11.69 | 0 | 0 | 0 |
| 10 Dec | 53577.70 | 101.95 | 0.00 | 11.79 | 0 | 0 | 0 |
| 9 Dec | 53407.75 | 101.95 | 0.00 | 11.06 | 0 | 0 | 0 |
| 6 Dec | 53509.50 | 101.95 | 0.00 | 10.88 | 0 | 0 | 0 |
| 5 Dec | 53603.55 | 101.95 | 0.00 | 10.93 | 0 | 0 | 0 |
| 4 Dec | 53266.90 | 101.95 | 0.00 | 10.53 | 0 | 0 | 0 |
| 3 Dec | 52695.75 | 101.95 | 0.00 | 10.00 | 0 | 0 | 0 |
| 2 Dec | 52109.00 | 101.95 | 0.00 | 9.39 | 0 | 0 | 0 |
| 29 Nov | 52055.60 | 101.95 | 0.00 | 9.17 | 0 | 0 | 0 |
| 28 Nov | 51906.85 | 101.95 | 0.00 | 9.08 | 0 | 0 | 0 |
| 27 Nov | 52301.80 | 101.95 | 0.00 | 9.30 | 0 | 0 | 0 |
| 26 Nov | 52191.50 | 101.95 | 0.00 | 9.15 | 0 | 0 | 0 |
| 25 Nov | 52207.50 | 101.95 | 0.00 | 9.11 | 0 | 0 | 0 |
| 22 Nov | 51135.40 | 101.95 | 0.00 | 8.02 | 0 | 0 | 0 |
| 21 Nov | 50372.90 | 101.95 | 0.00 | 7.06 | 0 | 0 | 0 |
| 19 Nov | 50626.50 | 101.95 | 0.00 | 7.02 | 0 | 0 | 0 |
| 18 Nov | 50363.80 | 101.95 | 0.00 | 6.88 | 0 | 0 | 0 |
| 5 Nov | 52207.25 | 101.95 | 7.89 | 0 | 0 | 0 | |
For Nifty Bank - strike price 44500 expiring on 29JAN2025
Delta for 44500 PE is -0.01
Historical price for 44500 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 13.6, which was 2.10 higher than the previous day. The implied volatity was 21.86, the open interest changed by 3911 which increased total open position to 8827
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 11.5, which was -10.00 lower than the previous day. The implied volatity was 21.03, the open interest changed by 4155 which increased total open position to 4913
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 21.5, which was 4.00 higher than the previous day. The implied volatity was 22.68, the open interest changed by 757 which increased total open position to 758
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 17.5, 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 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 17.5, 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 17.5, 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 17.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 17.5, which was -84.45 lower than the previous day. The implied volatity was 25.20, 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 101.95, which was 0.00 lower than the previous day. The implied volatity was 12.05, 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 101.95, which was 0.00 lower than the previous day. The implied volatity was 11.11, 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 101.95, which was 0.00 lower than the previous day. The implied volatity was 11.69, 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 101.95, which was 0.00 lower than the previous day. The implied volatity was 11.79, 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 101.95, which was 0.00 lower than the previous day. The implied volatity was 11.06, 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 101.95, which was 0.00 lower than the previous day. The implied volatity was 10.88, 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 101.95, which was 0.00 lower than the previous day. The implied volatity was 10.93, 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 101.95, which was 0.00 lower than the previous day. The implied volatity was 10.53, 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 101.95, which was 0.00 lower than the previous day. The implied volatity was 10.00, 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 101.95, which was 0.00 lower than the previous day. The implied volatity was 9.39, 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 101.95, which was 0.00 lower than the previous day. The implied volatity was 9.17, 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 101.95, which was 0.00 lower than the previous day. The implied volatity was 9.08, 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 101.95, which was 0.00 lower than the previous day. The implied volatity was 9.30, 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 101.95, which was 0.00 lower than the previous day. The implied volatity was 9.15, 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 101.95, which was 0.00 lower than the previous day. The implied volatity was 9.11, 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 101.95, which was 0.00 lower than the previous day. The implied volatity was 8.02, 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 101.95, which was 0.00 lower than the previous day. The implied volatity was 7.06, 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 101.95, which was 0.00 lower than the previous day. The implied volatity was 7.02, 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 101.95, which was 0.00 lower than the previous day. The implied volatity was 6.88, 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 101.95, which was lower than the previous day. The implied volatity was 7.89, the open interest changed by 0 which decreased total open position to 0
