BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
| BANKNIFTY 29JAN2025 45000 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 | 6500 | -147.75 | - | 348 | 46 | 2,387 | |||
| 24 Dec | 51233.00 | 6647.75 | -29.00 | - | 612 | 473 | 2,341 | |||
| 23 Dec | 51317.60 | 6676.75 | 424.75 | - | 869 | 747 | 1,867 | |||
| 20 Dec | 50759.20 | 6252 | -933.15 | - | 366 | 72 | 1,118 | |||
| 19 Dec | 51575.70 | 7185.15 | -202.40 | 25.83 | 161 | 134 | 1,048 | |||
| 18 Dec | 52139.55 | 7387.55 | -912.45 | - | 232 | 212 | 914 | |||
| 17 Dec | 52834.80 | 8300 | -738.80 | - | 123 | 98 | 701 | |||
| 16 Dec | 53581.35 | 9038.8 | 138.80 | 22.10 | 112 | 66 | 603 | |||
| 13 Dec | 53583.80 | 8900 | 75.90 | - | 156 | 113 | 536 | |||
| 12 Dec | 53216.45 | 8824.1 | 14.10 | 21.13 | 7 | 6 | 423 | |||
| 11 Dec | 53391.35 | 8810 | -229.85 | - | 22 | 20 | 418 | |||
| 10 Dec | 53577.70 | 9039.85 | 39.85 | - | 135 | 117 | 400 | |||
| 9 Dec | 53407.75 | 9000 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 53509.50 | 9000 | 0.00 | - | 8 | 0 | 283 | |||
| 5 Dec | 53603.55 | 9000 | 860.00 | - | 4 | 3 | 282 | |||
| 4 Dec | 53266.90 | 8140 | -60.00 | - | 2 | 0 | 277 | |||
| 3 Dec | 52695.75 | 8200 | 800.00 | - | 4 | 3 | 276 | |||
| 2 Dec | 52109.00 | 7400 | -250.00 | - | 4 | -2 | 275 | |||
| 29 Nov | 52055.60 | 7650 | -509.45 | - | 33 | 5 | 276 | |||
| 28 Nov | 51906.85 | 8159.45 | 398.75 | 34.08 | 3 | 1 | 271 | |||
| 27 Nov | 52301.80 | 7760.7 | 60.70 | - | 73 | 55 | 269 | |||
| 26 Nov | 52191.50 | 7700 | 140.00 | - | 96 | 54 | 200 | |||
| 25 Nov | 52207.50 | 7560 | 850.85 | - | 14 | 16 | 144 | |||
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| 22 Nov | 51135.40 | 6709.15 | 559.15 | - | 9 | 8 | 136 | |||
| 21 Nov | 50372.90 | 6150 | 150.00 | - | 30 | 29 | 127 | |||
| 19 Nov | 50626.50 | 6000 | 0.00 | 0.00 | 0 | 36 | 0 | |||
| 18 Nov | 50363.80 | 6000 | 140.00 | - | 36 | 24 | 86 | |||
| 14 Nov | 50179.55 | 5860 | -190.00 | - | 35 | 34 | 61 | |||
| 13 Nov | 50088.35 | 6050 | -1699.15 | - | 27 | 15 | 15 | |||
| 12 Nov | 51157.80 | 7749.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 51876.75 | 7749.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 7749.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 7749.15 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 45000 expiring on 29JAN2025
Delta for 45000 CE is -
Historical price for 45000 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 6500, which was -147.75 lower than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 2387
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 6647.75, which was -29.00 lower than the previous day. The implied volatity was -, the open interest changed by 473 which increased total open position to 2341
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 6676.75, which was 424.75 higher than the previous day. The implied volatity was -, the open interest changed by 747 which increased total open position to 1867
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 6252, which was -933.15 lower than the previous day. The implied volatity was -, the open interest changed by 72 which increased total open position to 1118
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 7185.15, which was -202.40 lower than the previous day. The implied volatity was 25.83, the open interest changed by 134 which increased total open position to 1048
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 7387.55, which was -912.45 lower than the previous day. The implied volatity was -, the open interest changed by 212 which increased total open position to 914
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 8300, which was -738.80 lower than the previous day. The implied volatity was -, the open interest changed by 98 which increased total open position to 701
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 9038.8, which was 138.80 higher than the previous day. The implied volatity was 22.10, the open interest changed by 66 which increased total open position to 603
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 8900, which was 75.90 higher than the previous day. The implied volatity was -, the open interest changed by 113 which increased total open position to 536
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 8824.1, which was 14.10 higher than the previous day. The implied volatity was 21.13, the open interest changed by 6 which increased total open position to 423
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 8810, which was -229.85 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 418
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 9039.85, which was 39.85 higher than the previous day. The implied volatity was -, the open interest changed by 117 which increased total open position to 400
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 9000, 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 9000, 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 283
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 9000, which was 860.00 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 282
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 8140, which was -60.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 277
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 8200, which was 800.00 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 276
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 7400, which was -250.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 275
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 7650, which was -509.45 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 276
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 8159.45, which was 398.75 higher than the previous day. The implied volatity was 34.08, the open interest changed by 1 which increased total open position to 271
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 7760.7, which was 60.70 higher than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 269
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 7700, which was 140.00 higher than the previous day. The implied volatity was -, the open interest changed by 54 which increased total open position to 200
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 7560, which was 850.85 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 144
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 6709.15, which was 559.15 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 136
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 6150, which was 150.00 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 127
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 6000, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 36 which increased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 6000, which was 140.00 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 86
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 5860, which was -190.00 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 61
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 6050, which was -1699.15 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 7749.15, 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 7749.15, 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 7749.15, 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 7749.15, 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 45000 PE | |||||||
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Delta: -0.01
Vega: 5.51
Theta: -1.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 51170.70 | 16.2 | 0.20 | 20.93 | 89,274 | 5,799 | 22,451 |
| 24 Dec | 51233.00 | 16 | -8.15 | 20.58 | 37,058 | 7,517 | 16,364 |
| 23 Dec | 51317.60 | 24.15 | -28.25 | 21.61 | 10,062 | 2,817 | 8,864 |
| 20 Dec | 50759.20 | 52.4 | 9.45 | 22.56 | 8,430 | 1,645 | 6,043 |
| 19 Dec | 51575.70 | 42.95 | 14.95 | 23.44 | 7,040 | 1,767 | 4,424 |
| 18 Dec | 52139.55 | 28 | 5.60 | 23.03 | 1,289 | 131 | 2,657 |
| 17 Dec | 52834.80 | 22.4 | 1.05 | 23.33 | 800 | 65 | 2,526 |
| 16 Dec | 53581.35 | 21.35 | -2.25 | 24.47 | 410 | 57 | 2,469 |
| 13 Dec | 53583.80 | 23.6 | -1.30 | 24.34 | 924 | 462 | 2,418 |
| 12 Dec | 53216.45 | 24.9 | -3.10 | 23.48 | 257 | -15 | 1,956 |
| 11 Dec | 53391.35 | 28 | 0.00 | 24.01 | 262 | 79 | 1,974 |
| 10 Dec | 53577.70 | 28 | -4.45 | 24.24 | 419 | 88 | 1,877 |
| 9 Dec | 53407.75 | 32.45 | -2.45 | 24.18 | 343 | 5 | 1,803 |
| 6 Dec | 53509.50 | 34.9 | -1.40 | 23.99 | 329 | -39 | 1,800 |
| 5 Dec | 53603.55 | 36.3 | -3.75 | 24.20 | 597 | -68 | 1,841 |
| 4 Dec | 53266.90 | 40.05 | -2.50 | 23.63 | 1,570 | 382 | 1,909 |
| 3 Dec | 52695.75 | 42.55 | -20.25 | 22.52 | 1,486 | -82 | 1,533 |
| 2 Dec | 52109.00 | 62.8 | -0.20 | 22.74 | 449 | 81 | 1,614 |
| 29 Nov | 52055.60 | 63 | -8.50 | 22.08 | 541 | -149 | 1,533 |
| 28 Nov | 51906.85 | 71.5 | 16.70 | 22.35 | 1,427 | 605 | 1,699 |
| 27 Nov | 52301.80 | 54.8 | -7.00 | 21.80 | 207 | 29 | 1,094 |
| 26 Nov | 52191.50 | 61.8 | -1.70 | 21.89 | 299 | -75 | 1,065 |
| 25 Nov | 52207.50 | 63.5 | -30.65 | 21.88 | 1,108 | -36 | 1,148 |
| 22 Nov | 51135.40 | 94.15 | -35.70 | 20.82 | 502 | 209 | 1,393 |
| 21 Nov | 50372.90 | 129.85 | 4.85 | 20.69 | 497 | 249 | 1,189 |
| 19 Nov | 50626.50 | 125 | 5.65 | 20.34 | 209 | 5 | 944 |
| 18 Nov | 50363.80 | 119.35 | 6.30 | 19.77 | 119 | 19 | 939 |
| 14 Nov | 50179.55 | 113.05 | -8.60 | 18.82 | 477 | 181 | 920 |
| 13 Nov | 50088.35 | 121.65 | 26.65 | 19.20 | 714 | 564 | 739 |
| 12 Nov | 51157.80 | 95 | 15.00 | 19.81 | 67 | 42 | 174 |
| 11 Nov | 51876.75 | 80 | -19.95 | 20.39 | 18 | 13 | 131 |
| 8 Nov | 51561.20 | 99.95 | 33.70 | 20.44 | 130 | 117 | 120 |
| 5 Nov | 52207.25 | 66.25 | 19.64 | 3 | 0 | 0 | |
For Nifty Bank - strike price 45000 expiring on 29JAN2025
Delta for 45000 PE is -0.01
Historical price for 45000 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 16.2, which was 0.20 higher than the previous day. The implied volatity was 20.93, the open interest changed by 5799 which increased total open position to 22451
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 16, which was -8.15 lower than the previous day. The implied volatity was 20.58, the open interest changed by 7517 which increased total open position to 16364
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 24.15, which was -28.25 lower than the previous day. The implied volatity was 21.61, the open interest changed by 2817 which increased total open position to 8864
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 52.4, which was 9.45 higher than the previous day. The implied volatity was 22.56, the open interest changed by 1645 which increased total open position to 6043
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 42.95, which was 14.95 higher than the previous day. The implied volatity was 23.44, the open interest changed by 1767 which increased total open position to 4424
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 28, which was 5.60 higher than the previous day. The implied volatity was 23.03, the open interest changed by 131 which increased total open position to 2657
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 22.4, which was 1.05 higher than the previous day. The implied volatity was 23.33, the open interest changed by 65 which increased total open position to 2526
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 21.35, which was -2.25 lower than the previous day. The implied volatity was 24.47, the open interest changed by 57 which increased total open position to 2469
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 23.6, which was -1.30 lower than the previous day. The implied volatity was 24.34, the open interest changed by 462 which increased total open position to 2418
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 24.9, which was -3.10 lower than the previous day. The implied volatity was 23.48, the open interest changed by -15 which decreased total open position to 1956
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 28, which was 0.00 lower than the previous day. The implied volatity was 24.01, the open interest changed by 79 which increased total open position to 1974
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 28, which was -4.45 lower than the previous day. The implied volatity was 24.24, the open interest changed by 88 which increased total open position to 1877
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 32.45, which was -2.45 lower than the previous day. The implied volatity was 24.18, the open interest changed by 5 which increased total open position to 1803
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 34.9, which was -1.40 lower than the previous day. The implied volatity was 23.99, the open interest changed by -39 which decreased total open position to 1800
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 36.3, which was -3.75 lower than the previous day. The implied volatity was 24.20, the open interest changed by -68 which decreased total open position to 1841
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 40.05, which was -2.50 lower than the previous day. The implied volatity was 23.63, the open interest changed by 382 which increased total open position to 1909
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 42.55, which was -20.25 lower than the previous day. The implied volatity was 22.52, the open interest changed by -82 which decreased total open position to 1533
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 62.8, which was -0.20 lower than the previous day. The implied volatity was 22.74, the open interest changed by 81 which increased total open position to 1614
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 63, which was -8.50 lower than the previous day. The implied volatity was 22.08, the open interest changed by -149 which decreased total open position to 1533
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 71.5, which was 16.70 higher than the previous day. The implied volatity was 22.35, the open interest changed by 605 which increased total open position to 1699
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 54.8, which was -7.00 lower than the previous day. The implied volatity was 21.80, the open interest changed by 29 which increased total open position to 1094
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 61.8, which was -1.70 lower than the previous day. The implied volatity was 21.89, the open interest changed by -75 which decreased total open position to 1065
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 63.5, which was -30.65 lower than the previous day. The implied volatity was 21.88, the open interest changed by -36 which decreased total open position to 1148
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 94.15, which was -35.70 lower than the previous day. The implied volatity was 20.82, the open interest changed by 209 which increased total open position to 1393
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 129.85, which was 4.85 higher than the previous day. The implied volatity was 20.69, the open interest changed by 249 which increased total open position to 1189
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 125, which was 5.65 higher than the previous day. The implied volatity was 20.34, the open interest changed by 5 which increased total open position to 944
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 119.35, which was 6.30 higher than the previous day. The implied volatity was 19.77, the open interest changed by 19 which increased total open position to 939
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 113.05, which was -8.60 lower than the previous day. The implied volatity was 18.82, the open interest changed by 181 which increased total open position to 920
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 121.65, which was 26.65 higher than the previous day. The implied volatity was 19.20, the open interest changed by 564 which increased total open position to 739
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 95, which was 15.00 higher than the previous day. The implied volatity was 19.81, the open interest changed by 42 which increased total open position to 174
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 80, which was -19.95 lower than the previous day. The implied volatity was 20.39, the open interest changed by 13 which increased total open position to 131
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 99.95, which was 33.70 higher than the previous day. The implied volatity was 20.44, the open interest changed by 117 which increased total open position to 120
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 66.25, which was lower than the previous day. The implied volatity was 19.64, the open interest changed by 0 which decreased total open position to 0
