BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
23 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 45200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 48589.00 | 7566.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Jan | 48724.40 | 7566.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Jan | 48570.90 | 7566.75 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Jan | 49350.80 | 7566.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Jan | 48540.60 | 7566.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Jan | 49278.70 | 7566.75 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 48751.70 | 7566.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 48729.15 | 7566.75 | 7566.75 | - | 0 | 0 | 0 | |||
| 13 Jan | 48041.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Jan | 48734.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Jan | 49503.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Jan | 49835.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Jan | 50202.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Jan | 49922.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Jan | 50988.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 2 Jan | 51605.55 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 45200 expiring on 30JAN2025
Delta for 45200 CE is -
Historical price for 45200 CE is as follows
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 7566.75, 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 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 7566.75, 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 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 7566.75, 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 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 7566.75, 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 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 7566.75, 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 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 7566.75, 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 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 7566.75, 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 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 7566.75, which was 7566.75 higher than the previous day. The implied volatity was -, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 0, 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 45200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 2.50
Theta: -4.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 48589.00 | 8.75 | -0.10 | 24.83 | 33,068 | 964 | 7,005 |
| 22 Jan | 48724.40 | 8.85 | -13.80 | 24.27 | 43,472 | 3,673 | 6,065 |
| 21 Jan | 48570.90 | 22.65 | 6.75 | 25.72 | 39,272 | 587 | 2,603 |
| 20 Jan | 49350.80 | 15.9 | -17.50 | 26.75 | 22,978 | 714 | 2,117 |
| 17 Jan | 48540.60 | 33.4 | 9.50 | 22.86 | 25,371 | 64 | 1,420 |
| 16 Jan | 49278.70 | 23.9 | -14.90 | 24.59 | 10,692 | -12 | 1,357 |
| 15 Jan | 48751.70 | 38.8 | 10.80 | 23.12 | 12,947 | -291 | 1,358 |
| 14 Jan | 48729.15 | 28 | 28.00 | 21.59 | 18,354 | 1,632 | 1,632 |
| 13 Jan | 48041.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Jan | 48734.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Jan | 49503.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Jan | 49835.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Jan | 50202.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 49922.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Jan | 50988.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Jan | 51605.55 | 0 | 0.00 | 0 | 0 | 0 | |
For Nifty Bank - strike price 45200 expiring on 30JAN2025
Delta for 45200 PE is -0.01
Historical price for 45200 PE is as follows
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 8.75, which was -0.10 lower than the previous day. The implied volatity was 24.83, the open interest changed by 964 which increased total open position to 7005
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 8.85, which was -13.80 lower than the previous day. The implied volatity was 24.27, the open interest changed by 3673 which increased total open position to 6065
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 22.65, which was 6.75 higher than the previous day. The implied volatity was 25.72, the open interest changed by 587 which increased total open position to 2603
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 15.9, which was -17.50 lower than the previous day. The implied volatity was 26.75, the open interest changed by 714 which increased total open position to 2117
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 33.4, which was 9.50 higher than the previous day. The implied volatity was 22.86, the open interest changed by 64 which increased total open position to 1420
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 23.9, which was -14.90 lower than the previous day. The implied volatity was 24.59, the open interest changed by -12 which decreased total open position to 1357
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 38.8, which was 10.80 higher than the previous day. The implied volatity was 23.12, the open interest changed by -291 which decreased total open position to 1358
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 28, which was 28.00 higher than the previous day. The implied volatity was 21.59, the open interest changed by 1632 which increased total open position to 1632
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 0, 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
