BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
| BANKNIFTY 29JAN2025 46500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 51170.70 | 5150 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 24 Dec | 51233.00 | 5150 | 15.00 | - | 10 | 1 | 8 | |||
| 23 Dec | 51317.60 | 5135 | 411.15 | - | 8 | 0 | 2 | |||
| 20 Dec | 50759.20 | 4723.85 | -2173.20 | - | 1 | 0 | 3 | |||
| 19 Dec | 51575.70 | 6897.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 52139.55 | 6897.05 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 17 Dec | 52834.80 | 6897.05 | 2324.85 | 23.04 | 1 | 0 | 4 | |||
| 16 Dec | 53581.35 | 4572.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 53583.80 | 4572.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 53216.45 | 4572.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 53391.35 | 4572.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 53577.70 | 4572.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 53407.75 | 4572.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 53509.50 | 4572.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 53603.55 | 4572.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 53266.90 | 4572.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 52695.75 | 4572.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 52109.00 | 4572.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 52055.60 | 4572.2 | 0.00 | 0.00 | 0 | 0 | 4 | |||
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| 28 Nov | 51906.85 | 4572.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 52301.80 | 4572.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 52191.50 | 4572.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 52207.50 | 4572.2 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 22 Nov | 51135.40 | 4572.2 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 21 Nov | 50372.90 | 4572.2 | -1840.95 | - | 4 | 2 | 2 | |||
| 19 Nov | 50626.50 | 6413.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 50363.80 | 6413.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 50179.55 | 6413.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 50088.35 | 6413.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 51157.80 | 6413.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 51876.75 | 6413.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 6413.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 6413.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 6413.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 6413.15 | 6413.15 | - | 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 46500 expiring on 29JAN2025
Delta for 46500 CE is 0.00
Historical price for 46500 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 5150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 5150, which was 15.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 5135, which was 411.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 4723.85, which was -2173.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 6897.05, 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 6897.05, 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 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 6897.05, which was 2324.85 higher than the previous day. The implied volatity was 23.04, the open interest changed by 0 which decreased total open position to 4
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 4572.2, 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 4572.2, 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 4572.2, 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 4572.2, 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 4572.2, 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 4572.2, 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 4572.2, 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 4572.2, 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 4572.2, 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 4572.2, 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 4572.2, 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 4572.2, 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 4
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 4572.2, 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 4572.2, 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 4572.2, 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 4572.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 4572.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 4572.2, which was -1840.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 6413.15, 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 6413.15, 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 6413.15, 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 6413.15, 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 6413.15, 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 6413.15, 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 6413.15, 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 6413.15, 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 6413.15, 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 6413.15, which was 6413.15 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 46500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 11.76
Theta: -2.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 51170.70 | 41.15 | 4.10 | 19.30 | 77,928 | 8,115 | 13,411 |
| 24 Dec | 51233.00 | 37.05 | -6.95 | 18.72 | 22,263 | 1,630 | 5,288 |
| 23 Dec | 51317.60 | 44 | -52.60 | 19.11 | 6,204 | 1,451 | 3,658 |
| 20 Dec | 50759.20 | 96.6 | 31.10 | 20.35 | 2,875 | 960 | 2,194 |
| 19 Dec | 51575.70 | 65.5 | 23.60 | 20.59 | 733 | 148 | 1,294 |
| 18 Dec | 52139.55 | 41.9 | 8.90 | 20.24 | 366 | 176 | 1,146 |
| 17 Dec | 52834.80 | 33 | 4.35 | 20.61 | 330 | 30 | 979 |
| 16 Dec | 53581.35 | 28.65 | -2.85 | 21.53 | 737 | 225 | 949 |
| 13 Dec | 53583.80 | 31.5 | -10.95 | 21.53 | 311 | 8 | 713 |
| 12 Dec | 53216.45 | 42.45 | -5.55 | 21.50 | 40 | -10 | 705 |
| 11 Dec | 53391.35 | 48 | 0.00 | 22.13 | 26 | 13 | 715 |
| 10 Dec | 53577.70 | 48 | -4.05 | 22.42 | 37 | -26 | 703 |
| 9 Dec | 53407.75 | 52.05 | -4.90 | 22.14 | 35 | -3 | 750 |
| 6 Dec | 53509.50 | 56.95 | 0.90 | 22.09 | 272 | 18 | 756 |
| 5 Dec | 53603.55 | 56.05 | -8.00 | 22.10 | 347 | -18 | 738 |
| 4 Dec | 53266.90 | 64.05 | -13.15 | 21.68 | 657 | -127 | 761 |
| 3 Dec | 52695.75 | 77.2 | -23.50 | 21.07 | 214 | 62 | 891 |
| 2 Dec | 52109.00 | 100.7 | -22.60 | 20.76 | 411 | 72 | 829 |
| 29 Nov | 52055.60 | 123.3 | 7.05 | 21.05 | 65 | 42 | 752 |
| 28 Nov | 51906.85 | 116.25 | 30.55 | 20.53 | 175 | 23 | 708 |
| 27 Nov | 52301.80 | 85.7 | -23.30 | 19.81 | 33 | 10 | 696 |
| 26 Nov | 52191.50 | 109 | -35.55 | 20.45 | 6 | 0 | 687 |
| 25 Nov | 52207.50 | 144.55 | -33.45 | 21.69 | 208 | 189 | 689 |
| 22 Nov | 51135.40 | 178 | -35.45 | 19.74 | 63 | 38 | 538 |
| 21 Nov | 50372.90 | 213.45 | 8.35 | 18.95 | 615 | 176 | 502 |
| 19 Nov | 50626.50 | 205.1 | -0.90 | 18.63 | 79 | 62 | 329 |
| 18 Nov | 50363.80 | 206 | -14.00 | 18.28 | 114 | 35 | 269 |
| 14 Nov | 50179.55 | 220 | 2.60 | 17.88 | 79 | 64 | 233 |
| 13 Nov | 50088.35 | 217.4 | 125.65 | 17.93 | 310 | 167 | 169 |
| 12 Nov | 51157.80 | 91.75 | -177.50 | 16.11 | 2 | 0 | 0 |
| 11 Nov | 51876.75 | 269.25 | 0.00 | 6.26 | 0 | 0 | 0 |
| 8 Nov | 51561.20 | 269.25 | 0.00 | 5.74 | 0 | 0 | 0 |
| 7 Nov | 51916.50 | 269.25 | 0.00 | 5.99 | 0 | 0 | 0 |
| 6 Nov | 52317.40 | 269.25 | 0.00 | 6.35 | 0 | 0 | 0 |
| 5 Nov | 52207.25 | 269.25 | 0.00 | 6.12 | 0 | 0 | 0 |
| 4 Nov | 51215.25 | 269.25 | 0.00 | 5.39 | 0 | 0 | 0 |
| 31 Oct | 51559.20 | 269.25 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 46500 expiring on 29JAN2025
Delta for 46500 PE is -0.03
Historical price for 46500 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 41.15, which was 4.10 higher than the previous day. The implied volatity was 19.30, the open interest changed by 8115 which increased total open position to 13411
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 37.05, which was -6.95 lower than the previous day. The implied volatity was 18.72, the open interest changed by 1630 which increased total open position to 5288
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 44, which was -52.60 lower than the previous day. The implied volatity was 19.11, the open interest changed by 1451 which increased total open position to 3658
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 96.6, which was 31.10 higher than the previous day. The implied volatity was 20.35, the open interest changed by 960 which increased total open position to 2194
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 65.5, which was 23.60 higher than the previous day. The implied volatity was 20.59, the open interest changed by 148 which increased total open position to 1294
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 41.9, which was 8.90 higher than the previous day. The implied volatity was 20.24, the open interest changed by 176 which increased total open position to 1146
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 33, which was 4.35 higher than the previous day. The implied volatity was 20.61, the open interest changed by 30 which increased total open position to 979
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 28.65, which was -2.85 lower than the previous day. The implied volatity was 21.53, the open interest changed by 225 which increased total open position to 949
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 31.5, which was -10.95 lower than the previous day. The implied volatity was 21.53, the open interest changed by 8 which increased total open position to 713
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 42.45, which was -5.55 lower than the previous day. The implied volatity was 21.50, the open interest changed by -10 which decreased total open position to 705
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 48, which was 0.00 lower than the previous day. The implied volatity was 22.13, the open interest changed by 13 which increased total open position to 715
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 48, which was -4.05 lower than the previous day. The implied volatity was 22.42, the open interest changed by -26 which decreased total open position to 703
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 52.05, which was -4.90 lower than the previous day. The implied volatity was 22.14, the open interest changed by -3 which decreased total open position to 750
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 56.95, which was 0.90 higher than the previous day. The implied volatity was 22.09, the open interest changed by 18 which increased total open position to 756
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 56.05, which was -8.00 lower than the previous day. The implied volatity was 22.10, the open interest changed by -18 which decreased total open position to 738
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 64.05, which was -13.15 lower than the previous day. The implied volatity was 21.68, the open interest changed by -127 which decreased total open position to 761
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 77.2, which was -23.50 lower than the previous day. The implied volatity was 21.07, the open interest changed by 62 which increased total open position to 891
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 100.7, which was -22.60 lower than the previous day. The implied volatity was 20.76, the open interest changed by 72 which increased total open position to 829
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 123.3, which was 7.05 higher than the previous day. The implied volatity was 21.05, the open interest changed by 42 which increased total open position to 752
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 116.25, which was 30.55 higher than the previous day. The implied volatity was 20.53, the open interest changed by 23 which increased total open position to 708
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 85.7, which was -23.30 lower than the previous day. The implied volatity was 19.81, the open interest changed by 10 which increased total open position to 696
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 109, which was -35.55 lower than the previous day. The implied volatity was 20.45, the open interest changed by 0 which decreased total open position to 687
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 144.55, which was -33.45 lower than the previous day. The implied volatity was 21.69, the open interest changed by 189 which increased total open position to 689
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 178, which was -35.45 lower than the previous day. The implied volatity was 19.74, the open interest changed by 38 which increased total open position to 538
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 213.45, which was 8.35 higher than the previous day. The implied volatity was 18.95, the open interest changed by 176 which increased total open position to 502
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 205.1, which was -0.90 lower than the previous day. The implied volatity was 18.63, the open interest changed by 62 which increased total open position to 329
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 206, which was -14.00 lower than the previous day. The implied volatity was 18.28, the open interest changed by 35 which increased total open position to 269
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 220, which was 2.60 higher than the previous day. The implied volatity was 17.88, the open interest changed by 64 which increased total open position to 233
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 217.4, which was 125.65 higher than the previous day. The implied volatity was 17.93, the open interest changed by 167 which increased total open position to 169
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 91.75, which was -177.50 lower than the previous day. The implied volatity was 16.11, 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 269.25, which was 0.00 lower than the previous day. The implied volatity was 6.26, 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 269.25, which was 0.00 lower than the previous day. The implied volatity was 5.74, 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 269.25, which was 0.00 lower than the previous day. The implied volatity was 5.99, 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 269.25, which was 0.00 lower than the previous day. The implied volatity was 6.35, 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 269.25, which was 0.00 lower than the previous day. The implied volatity was 6.12, 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 269.25, which was 0.00 lower than the previous day. The implied volatity was 5.39, 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 269.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
