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BANKNIFTY
Nifty Bank
48589 -135.40 (-0.28%)

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Historical option data for BANKNIFTY

23 Jan 2025 04:13 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANKNIFTY 30JAN2025 45500 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
23 Jan 48589.00 3019.9 0.00 0.00 0 2 0
22 Jan 48724.40 3019.9 -291.00 1.94 5 2 29
21 Jan 48570.90 3310.9 -634.80 30.46 19 9 27
20 Jan 49350.80 3945.7 855.50 - 43 2 20
17 Jan 48540.60 3090.2 -875.90 - 10 5 19
16 Jan 49278.70 3966.1 1136.35 - 3 2 15
15 Jan 48751.70 2829.75 0.00 0.00 0 0 0
14 Jan 48729.15 2829.75 0.00 0.00 0 11 0
13 Jan 48041.25 2829.75 -1932.90 19.28 17 7 9
10 Jan 48734.15 4762.65 0.00 0.00 0 0 0
9 Jan 49503.50 4762.65 0.00 0.00 0 0 0
8 Jan 49835.05 4762.65 0.00 0.00 0 0 0
7 Jan 50202.15 4762.65 0.00 0.00 0 2 0
6 Jan 49922.00 4762.65 -2532.75 - 2 0 0
3 Jan 50988.80 7295.4 0.00 - 0 0 0
2 Jan 51605.55 7295.4 - 0 0 0

For Nifty Bank - strike price 45500 expiring on 30JAN2025

Delta for 45500 CE is 0.00

Historical price for 45500 CE is as follows

On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 3019.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 3019.9, which was -291.00 lower than the previous day. The implied volatity was 1.94, the open interest changed by 2 which increased total open position to 29


On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 3310.9, which was -634.80 lower than the previous day. The implied volatity was 30.46, the open interest changed by 9 which increased total open position to 27


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 3945.7, which was 855.50 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 20


On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 3090.2, which was -875.90 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 19


On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 3966.1, which was 1136.35 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 15


On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 2829.75, 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 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 2829.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 2829.75, which was -1932.90 lower than the previous day. The implied volatity was 19.28, the open interest changed by 7 which increased total open position to 9


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 4762.65, 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 4762.65, 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 4762.65, 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 4762.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 4762.65, which was -2532.75 lower than the previous day. The implied volatity was -, 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 7295.4, 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 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 7295.4, 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 30JAN2025 45500 PE
Delta: -0.02
Vega: 2.78
Theta: -4.36
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
23 Jan 48589.00 9.35 -2.65 23.13 3,51,867 4,109 85,202
22 Jan 48724.40 12 -18.00 23.51 3,36,801 18,946 80,550
21 Jan 48570.90 30 8.75 25.07 3,21,149 -4,243 61,154
20 Jan 49350.80 21.25 -19.80 26.27 2,08,134 15,387 65,991
17 Jan 48540.60 41.05 13.70 22.08 2,08,189 -2,494 50,276
16 Jan 49278.70 27.35 -20.65 23.64 1,37,295 2,321 53,023
15 Jan 48751.70 48 6.85 22.50 1,37,354 6,073 50,499
14 Jan 48729.15 41.15 -70.75 21.67 1,98,388 2,870 44,101
13 Jan 48041.25 111.9 51.90 21.95 2,77,213 -9,919 41,924
10 Jan 48734.15 60 27.35 20.70 3,41,492 12,876 52,057
9 Jan 49503.50 32.65 5.80 20.92 1,30,453 4,137 39,284
8 Jan 49835.05 26.85 2.80 20.80 1,85,675 9,154 35,129
7 Jan 50202.15 24.05 -21.10 21.19 1,07,600 6,198 26,858
6 Jan 49922.00 45.15 29.50 22.42 2,08,017 10,119 20,451
3 Jan 50988.80 15.65 -0.55 20.78 45,290 -2,885 10,177
2 Jan 51605.55 16.2 22.31 41,900 -646 13,094

For Nifty Bank - strike price 45500 expiring on 30JAN2025

Delta for 45500 PE is -0.02

Historical price for 45500 PE is as follows

On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 9.35, which was -2.65 lower than the previous day. The implied volatity was 23.13, the open interest changed by 4109 which increased total open position to 85202


On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 12, which was -18.00 lower than the previous day. The implied volatity was 23.51, the open interest changed by 18946 which increased total open position to 80550


On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 30, which was 8.75 higher than the previous day. The implied volatity was 25.07, the open interest changed by -4243 which decreased total open position to 61154


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 21.25, which was -19.80 lower than the previous day. The implied volatity was 26.27, the open interest changed by 15387 which increased total open position to 65991


On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 41.05, which was 13.70 higher than the previous day. The implied volatity was 22.08, the open interest changed by -2494 which decreased total open position to 50276


On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 27.35, which was -20.65 lower than the previous day. The implied volatity was 23.64, the open interest changed by 2321 which increased total open position to 53023


On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 48, which was 6.85 higher than the previous day. The implied volatity was 22.50, the open interest changed by 6073 which increased total open position to 50499


On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 41.15, which was -70.75 lower than the previous day. The implied volatity was 21.67, the open interest changed by 2870 which increased total open position to 44101


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 111.9, which was 51.90 higher than the previous day. The implied volatity was 21.95, the open interest changed by -9919 which decreased total open position to 41924


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 60, which was 27.35 higher than the previous day. The implied volatity was 20.70, the open interest changed by 12876 which increased total open position to 52057


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 32.65, which was 5.80 higher than the previous day. The implied volatity was 20.92, the open interest changed by 4137 which increased total open position to 39284


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 26.85, which was 2.80 higher than the previous day. The implied volatity was 20.80, the open interest changed by 9154 which increased total open position to 35129


On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 24.05, which was -21.10 lower than the previous day. The implied volatity was 21.19, the open interest changed by 6198 which increased total open position to 26858


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 45.15, which was 29.50 higher than the previous day. The implied volatity was 22.42, the open interest changed by 10119 which increased total open position to 20451


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 15.65, which was -0.55 lower than the previous day. The implied volatity was 20.78, the open interest changed by -2885 which decreased total open position to 10177


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 16.2, which was lower than the previous day. The implied volatity was 22.31, the open interest changed by -646 which decreased total open position to 13094