BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
| BANKNIFTY 29JAN2025 46000 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 | 5516.85 | -147.50 | - | 300 | -6 | 1,072 | |||
| 24 Dec | 51233.00 | 5664.35 | -35.65 | - | 293 | 271 | 1,078 | |||
| 23 Dec | 51317.60 | 5700 | 421.90 | - | 468 | 407 | 798 | |||
| 20 Dec | 50759.20 | 5278.1 | -855.90 | - | 183 | 151 | 370 | |||
| 19 Dec | 51575.70 | 6134 | -567.10 | 16.27 | 104 | 98 | 213 | |||
| 18 Dec | 52139.55 | 6701.1 | -633.30 | - | 30 | 23 | 113 | |||
| 17 Dec | 52834.80 | 7334.4 | 334.40 | 17.52 | 75 | 73 | 88 | |||
| 16 Dec | 53581.35 | 7000 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Dec | 53583.80 | 7000 | -710.00 | - | 1 | 0 | 14 | |||
| 12 Dec | 53216.45 | 7710 | -114.90 | - | 20 | 6 | 20 | |||
| 11 Dec | 53391.35 | 7824.9 | -225.10 | - | 13 | 10 | 14 | |||
| 10 Dec | 53577.70 | 8050 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 53407.75 | 8050 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 53509.50 | 8050 | 554.75 | - | 1 | 0 | 4 | |||
| 5 Dec | 53603.55 | 7495.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 53266.90 | 7495.25 | 959.40 | - | 6 | 0 | 4 | |||
| 3 Dec | 52695.75 | 6535.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 52109.00 | 6535.85 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 29 Nov | 52055.60 | 6535.85 | 131.05 | - | 2 | 0 | 5 | |||
| 28 Nov | 51906.85 | 6404.8 | 630.65 | - | 1 | 0 | 4 | |||
| 27 Nov | 52301.80 | 5774.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 52191.50 | 5774.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 52207.50 | 5774.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 51135.40 | 5774.15 | -1075.55 | - | 4 | 0 | 0 | |||
| 21 Nov | 50372.90 | 6849.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 50626.50 | 6849.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 50363.80 | 6849.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 50179.55 | 6849.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 50088.35 | 6849.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 51157.80 | 6849.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 51876.75 | 6849.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Nov | 51561.20 | 6849.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 6849.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 6849.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 6849.7 | 6849.70 | - | 0 | 0 | 0 | |||
| 4 Nov | 51215.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 51559.20 | 0.00 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 46000 expiring on 29JAN2025
Delta for 46000 CE is -
Historical price for 46000 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 5516.85, which was -147.50 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 1072
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 5664.35, which was -35.65 lower than the previous day. The implied volatity was -, the open interest changed by 271 which increased total open position to 1078
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 5700, which was 421.90 higher than the previous day. The implied volatity was -, the open interest changed by 407 which increased total open position to 798
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 5278.1, which was -855.90 lower than the previous day. The implied volatity was -, the open interest changed by 151 which increased total open position to 370
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 6134, which was -567.10 lower than the previous day. The implied volatity was 16.27, the open interest changed by 98 which increased total open position to 213
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 6701.1, which was -633.30 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 113
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 7334.4, which was 334.40 higher than the previous day. The implied volatity was 17.52, the open interest changed by 73 which increased total open position to 88
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 7000, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 7000, which was -710.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 7710, which was -114.90 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 20
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 7824.9, which was -225.10 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 14
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 8050, 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 8050, 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 8050, which was 554.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 7495.25, 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 7495.25, which was 959.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 6535.85, 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 6535.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 6535.85, which was 131.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 6404.8, which was 630.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 5774.15, 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 5774.15, 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 5774.15, 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 5774.15, which was -1075.55 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 6849.7, 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 6849.7, 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 6849.7, 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 6849.7, 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 6849.7, 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 6849.7, 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 6849.7, 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 6849.7, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 6849.7, 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 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 6849.7, 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 6849.7, which was 6849.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 0, 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 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 29JAN2025 46000 PE | |||||||
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Delta: -0.03
Vega: 9.28
Theta: -2.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 51170.70 | 30.65 | 1.60 | 19.89 | 97,032 | 6,792 | 27,721 |
| 24 Dec | 51233.00 | 29.05 | -6.05 | 19.47 | 37,444 | 8,365 | 20,701 |
| 23 Dec | 51317.60 | 35.1 | -43.95 | 19.88 | 21,065 | 5,386 | 12,342 |
| 20 Dec | 50759.20 | 79.05 | 25.00 | 21.12 | 12,122 | 3,252 | 6,956 |
| 19 Dec | 51575.70 | 54.05 | 17.55 | 21.36 | 4,359 | 221 | 3,734 |
| 18 Dec | 52139.55 | 36.5 | 7.50 | 21.15 | 1,649 | 649 | 3,513 |
| 17 Dec | 52834.80 | 29 | 4.45 | 21.53 | 853 | -214 | 2,867 |
| 16 Dec | 53581.35 | 24.55 | -4.80 | 22.35 | 582 | 2 | 3,089 |
| 13 Dec | 53583.80 | 29.35 | -3.15 | 22.56 | 2,131 | 344 | 3,087 |
| 12 Dec | 53216.45 | 32.5 | -4.60 | 21.86 | 59 | 4 | 2,744 |
| 11 Dec | 53391.35 | 37.1 | 6.30 | 22.49 | 318 | 18 | 2,742 |
| 10 Dec | 53577.70 | 30.8 | -10.40 | 22.10 | 451 | 38 | 2,694 |
| 9 Dec | 53407.75 | 41.2 | -6.40 | 22.54 | 429 | -36 | 2,680 |
| 6 Dec | 53509.50 | 47.6 | -0.40 | 22.67 | 319 | 10 | 2,716 |
| 5 Dec | 53603.55 | 48 | -6.95 | 22.76 | 702 | 20 | 2,705 |
| 4 Dec | 53266.90 | 54.95 | -10.00 | 22.35 | 780 | 89 | 2,691 |
| 3 Dec | 52695.75 | 64.95 | -15.45 | 21.63 | 1,091 | -23 | 2,607 |
| 2 Dec | 52109.00 | 80.4 | -7.85 | 21.15 | 923 | 154 | 2,632 |
| 29 Nov | 52055.60 | 88.25 | -10.25 | 20.89 | 1,851 | 55 | 2,501 |
| 28 Nov | 51906.85 | 98.5 | 26.30 | 21.14 | 1,400 | 221 | 2,446 |
| 27 Nov | 52301.80 | 72.2 | -9.45 | 20.40 | 631 | -2 | 2,225 |
| 26 Nov | 52191.50 | 81.65 | -9.90 | 20.51 | 498 | 142 | 2,207 |
| 25 Nov | 52207.50 | 91.55 | -55.45 | 20.88 | 1,423 | 502 | 2,071 |
| 22 Nov | 51135.40 | 147 | -22.00 | 20.20 | 1,365 | 232 | 1,801 |
| 21 Nov | 50372.90 | 169 | 2.10 | 19.19 | 1,085 | 275 | 1,578 |
| 19 Nov | 50626.50 | 166.9 | -1.10 | 18.99 | 679 | 160 | 1,304 |
| 18 Nov | 50363.80 | 168 | -8.95 | 18.67 | 590 | 269 | 1,146 |
| 14 Nov | 50179.55 | 176.95 | 12.40 | 18.19 | 400 | 197 | 881 |
| 13 Nov | 50088.35 | 164.55 | 26.55 | 17.94 | 481 | 220 | 684 |
| 12 Nov | 51157.80 | 138 | 33.00 | 18.94 | 135 | 68 | 469 |
| 11 Nov | 51876.75 | 105 | -5.00 | 19.16 | 50 | 18 | 381 |
| 8 Nov | 51561.20 | 110 | -20.00 | 18.49 | 186 | 41 | 365 |
| 7 Nov | 51916.50 | 130 | 15.00 | 19.85 | 25 | 8 | 330 |
| 6 Nov | 52317.40 | 115 | -51.30 | 20.21 | 57 | 14 | 323 |
| 5 Nov | 52207.25 | 166.3 | 61.30 | 21.29 | 440 | 299 | 311 |
| 4 Nov | 51215.25 | 105 | -121.80 | 17.41 | 3 | -1 | 10 |
| 31 Oct | 51559.20 | 226.80 | - | 11 | 1 | 1 | |
For Nifty Bank - strike price 46000 expiring on 29JAN2025
Delta for 46000 PE is -0.03
Historical price for 46000 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 30.65, which was 1.60 higher than the previous day. The implied volatity was 19.89, the open interest changed by 6792 which increased total open position to 27721
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 29.05, which was -6.05 lower than the previous day. The implied volatity was 19.47, the open interest changed by 8365 which increased total open position to 20701
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 35.1, which was -43.95 lower than the previous day. The implied volatity was 19.88, the open interest changed by 5386 which increased total open position to 12342
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 79.05, which was 25.00 higher than the previous day. The implied volatity was 21.12, the open interest changed by 3252 which increased total open position to 6956
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 54.05, which was 17.55 higher than the previous day. The implied volatity was 21.36, the open interest changed by 221 which increased total open position to 3734
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 36.5, which was 7.50 higher than the previous day. The implied volatity was 21.15, the open interest changed by 649 which increased total open position to 3513
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 29, which was 4.45 higher than the previous day. The implied volatity was 21.53, the open interest changed by -214 which decreased total open position to 2867
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 24.55, which was -4.80 lower than the previous day. The implied volatity was 22.35, the open interest changed by 2 which increased total open position to 3089
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 29.35, which was -3.15 lower than the previous day. The implied volatity was 22.56, the open interest changed by 344 which increased total open position to 3087
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 32.5, which was -4.60 lower than the previous day. The implied volatity was 21.86, the open interest changed by 4 which increased total open position to 2744
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 37.1, which was 6.30 higher than the previous day. The implied volatity was 22.49, the open interest changed by 18 which increased total open position to 2742
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 30.8, which was -10.40 lower than the previous day. The implied volatity was 22.10, the open interest changed by 38 which increased total open position to 2694
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 41.2, which was -6.40 lower than the previous day. The implied volatity was 22.54, the open interest changed by -36 which decreased total open position to 2680
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 47.6, which was -0.40 lower than the previous day. The implied volatity was 22.67, the open interest changed by 10 which increased total open position to 2716
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 48, which was -6.95 lower than the previous day. The implied volatity was 22.76, the open interest changed by 20 which increased total open position to 2705
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 54.95, which was -10.00 lower than the previous day. The implied volatity was 22.35, the open interest changed by 89 which increased total open position to 2691
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 64.95, which was -15.45 lower than the previous day. The implied volatity was 21.63, the open interest changed by -23 which decreased total open position to 2607
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 80.4, which was -7.85 lower than the previous day. The implied volatity was 21.15, the open interest changed by 154 which increased total open position to 2632
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 88.25, which was -10.25 lower than the previous day. The implied volatity was 20.89, the open interest changed by 55 which increased total open position to 2501
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 98.5, which was 26.30 higher than the previous day. The implied volatity was 21.14, the open interest changed by 221 which increased total open position to 2446
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 72.2, which was -9.45 lower than the previous day. The implied volatity was 20.40, the open interest changed by -2 which decreased total open position to 2225
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 81.65, which was -9.90 lower than the previous day. The implied volatity was 20.51, the open interest changed by 142 which increased total open position to 2207
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 91.55, which was -55.45 lower than the previous day. The implied volatity was 20.88, the open interest changed by 502 which increased total open position to 2071
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 147, which was -22.00 lower than the previous day. The implied volatity was 20.20, the open interest changed by 232 which increased total open position to 1801
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 169, which was 2.10 higher than the previous day. The implied volatity was 19.19, the open interest changed by 275 which increased total open position to 1578
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 166.9, which was -1.10 lower than the previous day. The implied volatity was 18.99, the open interest changed by 160 which increased total open position to 1304
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 168, which was -8.95 lower than the previous day. The implied volatity was 18.67, the open interest changed by 269 which increased total open position to 1146
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 176.95, which was 12.40 higher than the previous day. The implied volatity was 18.19, the open interest changed by 197 which increased total open position to 881
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 164.55, which was 26.55 higher than the previous day. The implied volatity was 17.94, the open interest changed by 220 which increased total open position to 684
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 138, which was 33.00 higher than the previous day. The implied volatity was 18.94, the open interest changed by 68 which increased total open position to 469
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 105, which was -5.00 lower than the previous day. The implied volatity was 19.16, the open interest changed by 18 which increased total open position to 381
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 110, which was -20.00 lower than the previous day. The implied volatity was 18.49, the open interest changed by 41 which increased total open position to 365
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 130, which was 15.00 higher than the previous day. The implied volatity was 19.85, the open interest changed by 8 which increased total open position to 330
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 115, which was -51.30 lower than the previous day. The implied volatity was 20.21, the open interest changed by 14 which increased total open position to 323
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 166.3, which was 61.30 higher than the previous day. The implied volatity was 21.29, the open interest changed by 299 which increased total open position to 311
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 105, which was -121.80 lower than the previous day. The implied volatity was 17.41, the open interest changed by -1 which decreased total open position to 10
On 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 226.80, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
