BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
23 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 46000 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 | 2670 | -220.00 | - | 23,046 | 4,974 | 9,535 | |||
| 22 Jan | 48724.40 | 2890 | 66.95 | 22.87 | 28,606 | 2,958 | 4,684 | |||
| 21 Jan | 48570.90 | 2823.05 | -663.00 | 27.62 | 532 | 107 | 1,720 | |||
| 20 Jan | 49350.80 | 3486.05 | 739.55 | 23.44 | 583 | -53 | 1,614 | |||
| 17 Jan | 48540.60 | 2746.5 | -777.20 | 18.22 | 920 | 100 | 1,653 | |||
| 16 Jan | 49278.70 | 3523.7 | 567.60 | - | 255 | -73 | 1,559 | |||
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| 15 Jan | 48751.70 | 2956.1 | -180.15 | - | 351 | 67 | 1,631 | |||
| 14 Jan | 48729.15 | 3136.25 | 729.35 | 20.02 | 884 | 110 | 1,564 | |||
| 13 Jan | 48041.25 | 2406.9 | -568.10 | 20.39 | 2,456 | 296 | 1,457 | |||
| 10 Jan | 48734.15 | 2975 | -856.55 | - | 408 | 42 | 1,161 | |||
| 9 Jan | 49503.50 | 3831.55 | -293.35 | 16.99 | 224 | -43 | 1,119 | |||
| 8 Jan | 49835.05 | 4124.9 | -275.10 | 17.30 | 252 | 34 | 1,164 | |||
| 7 Jan | 50202.15 | 4400 | 188.05 | - | 46 | 24 | 1,131 | |||
| 6 Jan | 49922.00 | 4211.95 | -1068.05 | - | 446 | -32 | 1,107 | |||
| 3 Jan | 50988.80 | 5280 | -483.20 | - | 53 | 20 | 1,134 | |||
| 2 Jan | 51605.55 | 5763.2 | - | 10 | -3 | 1,116 | ||||
For Nifty Bank - strike price 46000 expiring on 30JAN2025
Delta for 46000 CE is -
Historical price for 46000 CE is as follows
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 2670, which was -220.00 lower than the previous day. The implied volatity was -, the open interest changed by 4974 which increased total open position to 9535
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 2890, which was 66.95 higher than the previous day. The implied volatity was 22.87, the open interest changed by 2958 which increased total open position to 4684
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 2823.05, which was -663.00 lower than the previous day. The implied volatity was 27.62, the open interest changed by 107 which increased total open position to 1720
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 3486.05, which was 739.55 higher than the previous day. The implied volatity was 23.44, the open interest changed by -53 which decreased total open position to 1614
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 2746.5, which was -777.20 lower than the previous day. The implied volatity was 18.22, the open interest changed by 100 which increased total open position to 1653
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 3523.7, which was 567.60 higher than the previous day. The implied volatity was -, the open interest changed by -73 which decreased total open position to 1559
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 2956.1, which was -180.15 lower than the previous day. The implied volatity was -, the open interest changed by 67 which increased total open position to 1631
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 3136.25, which was 729.35 higher than the previous day. The implied volatity was 20.02, the open interest changed by 110 which increased total open position to 1564
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 2406.9, which was -568.10 lower than the previous day. The implied volatity was 20.39, the open interest changed by 296 which increased total open position to 1457
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 2975, which was -856.55 lower than the previous day. The implied volatity was -, the open interest changed by 42 which increased total open position to 1161
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 3831.55, which was -293.35 lower than the previous day. The implied volatity was 16.99, the open interest changed by -43 which decreased total open position to 1119
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 4124.9, which was -275.10 lower than the previous day. The implied volatity was 17.30, the open interest changed by 34 which increased total open position to 1164
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 4400, which was 188.05 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 1131
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 4211.95, which was -1068.05 lower than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 1107
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 5280, which was -483.20 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 1134
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 5763.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 1116
| BANKNIFTY 30JAN2025 46000 PE | |||||||
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Delta: -0.03
Vega: 4.55
Theta: -6.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 48589.00 | 17.2 | -5.30 | 21.94 | 4,28,488 | -7,926 | 1,05,395 |
| 22 Jan | 48724.40 | 22.5 | -30.50 | 22.70 | 6,08,110 | 24,527 | 1,12,860 |
| 21 Jan | 48570.90 | 53 | 21.75 | 24.55 | 3,75,359 | -11,792 | 89,338 |
| 20 Jan | 49350.80 | 31.25 | -29.10 | 25.02 | 3,55,702 | 12,666 | 1,01,145 |
| 17 Jan | 48540.60 | 60.35 | 22.20 | 20.94 | 3,70,744 | -8,508 | 88,617 |
| 16 Jan | 49278.70 | 38.15 | -28.90 | 22.47 | 2,17,905 | 12,936 | 97,044 |
| 15 Jan | 48751.70 | 67.05 | 4.75 | 21.35 | 2,15,344 | -2,799 | 84,023 |
| 14 Jan | 48729.15 | 62.3 | -100.40 | 20.92 | 3,06,920 | 2,688 | 86,869 |
| 13 Jan | 48041.25 | 162.7 | 72.20 | 21.28 | 4,24,572 | -15,432 | 84,834 |
| 10 Jan | 48734.15 | 90.5 | 41.00 | 20.19 | 5,85,359 | 9,322 | 1,00,293 |
| 9 Jan | 49503.50 | 49.5 | 9.65 | 20.39 | 2,28,666 | 4,265 | 91,226 |
| 8 Jan | 49835.05 | 39.85 | 4.15 | 20.21 | 3,24,942 | 5,877 | 87,697 |
| 7 Jan | 50202.15 | 35.7 | -32.30 | 20.66 | 1,97,694 | 16,277 | 83,432 |
| 6 Jan | 49922.00 | 68 | 47.70 | 22.17 | 3,59,229 | 24,413 | 68,048 |
| 3 Jan | 50988.80 | 20.3 | 1.30 | 19.90 | 99,297 | 152 | 45,124 |
| 2 Jan | 51605.55 | 19 | 21.21 | 84,374 | 1,856 | 45,014 | |
For Nifty Bank - strike price 46000 expiring on 30JAN2025
Delta for 46000 PE is -0.03
Historical price for 46000 PE is as follows
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 17.2, which was -5.30 lower than the previous day. The implied volatity was 21.94, the open interest changed by -7926 which decreased total open position to 105395
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 22.5, which was -30.50 lower than the previous day. The implied volatity was 22.70, the open interest changed by 24527 which increased total open position to 112860
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 53, which was 21.75 higher than the previous day. The implied volatity was 24.55, the open interest changed by -11792 which decreased total open position to 89338
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 31.25, which was -29.10 lower than the previous day. The implied volatity was 25.02, the open interest changed by 12666 which increased total open position to 101145
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 60.35, which was 22.20 higher than the previous day. The implied volatity was 20.94, the open interest changed by -8508 which decreased total open position to 88617
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 38.15, which was -28.90 lower than the previous day. The implied volatity was 22.47, the open interest changed by 12936 which increased total open position to 97044
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 67.05, which was 4.75 higher than the previous day. The implied volatity was 21.35, the open interest changed by -2799 which decreased total open position to 84023
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 62.3, which was -100.40 lower than the previous day. The implied volatity was 20.92, the open interest changed by 2688 which increased total open position to 86869
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 162.7, which was 72.20 higher than the previous day. The implied volatity was 21.28, the open interest changed by -15432 which decreased total open position to 84834
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 90.5, which was 41.00 higher than the previous day. The implied volatity was 20.19, the open interest changed by 9322 which increased total open position to 100293
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 49.5, which was 9.65 higher than the previous day. The implied volatity was 20.39, the open interest changed by 4265 which increased total open position to 91226
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 39.85, which was 4.15 higher than the previous day. The implied volatity was 20.21, the open interest changed by 5877 which increased total open position to 87697
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 35.7, which was -32.30 lower than the previous day. The implied volatity was 20.66, the open interest changed by 16277 which increased total open position to 83432
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 68, which was 47.70 higher than the previous day. The implied volatity was 22.17, the open interest changed by 24413 which increased total open position to 68048
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 20.3, which was 1.30 higher than the previous day. The implied volatity was 19.90, the open interest changed by 152 which increased total open position to 45124
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 19, which was lower than the previous day. The implied volatity was 21.21, the open interest changed by 1856 which increased total open position to 45014
