BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
| BANKNIFTY 29JAN2025 45500 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 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 51233.00 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 51317.60 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 50759.20 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 51575.70 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 52139.55 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 52834.80 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 53581.35 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 53583.80 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 53216.45 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 53391.35 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 53577.70 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 53407.75 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 53509.50 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 53603.55 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 53266.90 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 52695.75 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 52109.00 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 52055.60 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 51906.85 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 52301.80 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 52191.50 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 52207.50 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 51135.40 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 50372.90 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 50626.50 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 50363.80 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 50179.55 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 50088.35 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Nov | 51157.80 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 51876.75 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 7295.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 7295.4 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 45500 expiring on 29JAN2025
Delta for 45500 CE is -
Historical price for 45500 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. 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 24 Dec BANKNIFTY was trading at 51233.00. 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 23 Dec BANKNIFTY was trading at 51317.60. 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 20 Dec BANKNIFTY was trading at 50759.20. 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 19 Dec BANKNIFTY was trading at 51575.70. 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 18 Dec BANKNIFTY was trading at 52139.55. 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 17 Dec BANKNIFTY was trading at 52834.80. 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 16 Dec BANKNIFTY was trading at 53581.35. 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 13 Dec BANKNIFTY was trading at 53583.80. 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 12 Dec BANKNIFTY was trading at 53216.45. 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 11 Dec BANKNIFTY was trading at 53391.35. 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 10 Dec BANKNIFTY was trading at 53577.70. 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 9 Dec BANKNIFTY was trading at 53407.75. 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 6 Dec BANKNIFTY was trading at 53509.50. 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 5 Dec BANKNIFTY was trading at 53603.55. 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 4 Dec BANKNIFTY was trading at 53266.90. 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 3 Dec BANKNIFTY was trading at 52695.75. 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 Dec BANKNIFTY was trading at 52109.00. 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 29 Nov BANKNIFTY was trading at 52055.60. 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 28 Nov BANKNIFTY was trading at 51906.85. 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 27 Nov BANKNIFTY was trading at 52301.80. 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 26 Nov BANKNIFTY was trading at 52191.50. 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 25 Nov BANKNIFTY was trading at 52207.50. 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 22 Nov BANKNIFTY was trading at 51135.40. 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 21 Nov BANKNIFTY was trading at 50372.90. 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 19 Nov BANKNIFTY was trading at 50626.50. 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 18 Nov BANKNIFTY was trading at 50363.80. 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 14 Nov BANKNIFTY was trading at 50179.55. 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 13 Nov BANKNIFTY was trading at 50088.35. 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 12 Nov BANKNIFTY was trading at 51157.80. 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 11 Nov BANKNIFTY was trading at 51876.75. 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 8 Nov BANKNIFTY was trading at 51561.20. 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 5 Nov BANKNIFTY was trading at 52207.25. 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 29JAN2025 45500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 6.25
Theta: -1.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 51170.70 | 18 | -4.20 | 19.77 | 65,340 | 2,519 | 5,433 |
| 24 Dec | 51233.00 | 22.2 | -6.15 | 20.11 | 14,859 | 3,052 | 3,217 |
| 23 Dec | 51317.60 | 28.35 | -122.15 | 20.65 | 206 | 165 | 167 |
| 20 Dec | 50759.20 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 51575.70 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 52139.55 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 52834.80 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 53581.35 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 53583.80 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 53216.45 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 53391.35 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 53577.70 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 53407.75 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 53509.50 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 53603.55 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 53266.90 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 52695.75 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 52109.00 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 52055.60 | 150.5 | 0.00 | 0.00 | 0 | 0 | 2 |
| 28 Nov | 51906.85 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 52301.80 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 52191.50 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 52207.50 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 51135.40 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 50372.90 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 50626.50 | 150.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 50363.80 | 150.5 | 0.00 | 0.00 | 0 | 2 | 0 |
| 14 Nov | 50179.55 | 150.5 | -19.05 | 18.79 | 2 | 0 | 0 |
| 13 Nov | 50088.35 | 169.55 | 0.00 | 5.71 | 0 | 0 | 0 |
| 12 Nov | 51157.80 | 169.55 | 0.00 | 6.40 | 0 | 0 | 0 |
| 11 Nov | 51876.75 | 169.55 | 0.00 | 7.07 | 0 | 0 | 0 |
| 8 Nov | 51561.20 | 169.55 | 0.00 | 6.84 | 0 | 0 | 0 |
| 5 Nov | 52207.25 | 169.55 | 7.00 | 0 | 0 | 0 | |
For Nifty Bank - strike price 45500 expiring on 29JAN2025
Delta for 45500 PE is -0.02
Historical price for 45500 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 18, which was -4.20 lower than the previous day. The implied volatity was 19.77, the open interest changed by 2519 which increased total open position to 5433
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 22.2, which was -6.15 lower than the previous day. The implied volatity was 20.11, the open interest changed by 3052 which increased total open position to 3217
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 28.35, which was -122.15 lower than the previous day. The implied volatity was 20.65, the open interest changed by 165 which increased total open position to 167
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 150.5, 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 150.5, 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 150.5, 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 150.5, 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 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 150.5, 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 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 150.5, 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 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 150.5, 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 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 150.5, 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 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 150.5, 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 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 150.5, 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 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 150.5, 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 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 150.5, 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 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 150.5, 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 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 150.5, 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 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 150.5, 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 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 150.5, 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 2
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 150.5, 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 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 150.5, 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 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 150.5, 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 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 150.5, 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 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 150.5, 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 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 150.5, 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 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 150.5, 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 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 150.5, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 150.5, which was -19.05 lower than the previous day. The implied volatity was 18.79, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 169.55, which was 0.00 lower than the previous day. The implied volatity was 5.71, 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 169.55, which was 0.00 lower than the previous day. The implied volatity was 6.40, 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 169.55, which was 0.00 lower than the previous day. The implied volatity was 7.07, 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 169.55, which was 0.00 lower than the previous day. The implied volatity was 6.84, 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 169.55, which was lower than the previous day. The implied volatity was 7.00, the open interest changed by 0 which decreased total open position to 0
