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BANKNIFTY
Nifty Bank

51170.7 -62.30 (-0.12%)

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Historical option data for BANKNIFTY

26 Dec 2024 04:13 PM IST
BANKNIFTY 29JAN2025 47000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 4570.4 -188.50 - 830 263 3,325
24 Dec 51233.00 4758.9 -7.50 - 2,992 2,620 3,062
23 Dec 51317.60 4766.4 407.15 - 353 280 439
20 Dec 50759.20 4359.25 -820.70 - 54 13 155
19 Dec 51575.70 5179.95 -546.05 17.62 91 71 143
18 Dec 52139.55 5726 -631.90 - 46 39 71
17 Dec 52834.80 6357.9 -632.10 17.47 13 2 30
16 Dec 53581.35 6990 1100.00 - 4 3 27
13 Dec 53583.80 5890 -1152.95 - 5 1 24
12 Dec 53216.45 7042.95 0.00 0.00 0 1 0
11 Dec 53391.35 7042.95 62.95 18.60 2 1 23
10 Dec 53577.70 6980 80.00 - 2 0 21
9 Dec 53407.75 6900 400.00 - 22 6 21
6 Dec 53509.50 6500 0.00 0.00 0 0 0
5 Dec 53603.55 6500 0.00 0.00 0 0 0
4 Dec 53266.90 6500 500.00 - 1 0 15
3 Dec 52695.75 6000 0.00 0.00 0 0 0
2 Dec 52109.00 6000 0.00 0.00 0 0 0
29 Nov 52055.60 6000 0.00 0.00 0 0 15
28 Nov 51906.85 6000 0.00 0.00 0 1 0
27 Nov 52301.80 6000 309.65 - 1 0 14
26 Nov 52191.50 5690.35 0.00 0.00 0 12 0
25 Nov 52207.50 5690.35 812.35 - 12 6 6
22 Nov 51135.40 4878 -1108.80 - 2 1 1
21 Nov 50372.90 5986.8 0.00 - 0 0 0
19 Nov 50626.50 5986.8 0.00 - 0 0 0
18 Nov 50363.80 5986.8 0.00 - 0 0 0
14 Nov 50179.55 5986.8 0.00 - 0 0 0
13 Nov 50088.35 5986.8 0.00 - 0 0 0
12 Nov 51157.80 5986.8 0.00 - 0 0 0
11 Nov 51876.75 5986.8 0.00 - 0 0 0
8 Nov 51561.20 5986.8 0.00 - 0 0 0
7 Nov 51916.50 5986.8 0.00 - 0 0 0
6 Nov 52317.40 5986.8 0.00 - 0 0 0
5 Nov 52207.25 5986.8 5986.80 - 0 0 0
4 Nov 51215.25 0 0.00 - 0 0 0
1 Nov 51673.90 0 0.00 - 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 47000 expiring on 29JAN2025

Delta for 47000 CE is -

Historical price for 47000 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 4570.4, which was -188.50 lower than the previous day. The implied volatity was -, the open interest changed by 263 which increased total open position to 3325


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 4758.9, which was -7.50 lower than the previous day. The implied volatity was -, the open interest changed by 2620 which increased total open position to 3062


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 4766.4, which was 407.15 higher than the previous day. The implied volatity was -, the open interest changed by 280 which increased total open position to 439


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 4359.25, which was -820.70 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 155


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 5179.95, which was -546.05 lower than the previous day. The implied volatity was 17.62, the open interest changed by 71 which increased total open position to 143


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 5726, which was -631.90 lower than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 71


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 6357.9, which was -632.10 lower than the previous day. The implied volatity was 17.47, the open interest changed by 2 which increased total open position to 30


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 6990, which was 1100.00 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 27


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 5890, which was -1152.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 24


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 7042.95, 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 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 7042.95, which was 62.95 higher than the previous day. The implied volatity was 18.60, the open interest changed by 1 which increased total open position to 23


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 6980, which was 80.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 6900, which was 400.00 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 21


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 6500, 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 6500, 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 6500, which was 500.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 6000, 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 6000, 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 6000, 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 15


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 6000, 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 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 6000, which was 309.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 5690.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 5690.35, which was 812.35 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 4878, which was -1108.80 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 5986.8, 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 5986.8, 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 5986.8, 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 5986.8, 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 5986.8, 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 5986.8, 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 5986.8, 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 5986.8, 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 5986.8, 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 5986.8, 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 5986.8, which was 5986.80 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 1 Nov BANKNIFTY was trading at 51673.90. 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 47000 PE
Delta: -0.05
Vega: 15.59
Theta: -3.68
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 60.6 11.60 19.06 1,36,912 16,421 42,281
24 Dec 51233.00 49 -7.70 18.09 41,949 8,358 26,010
23 Dec 51317.60 56.7 -65.85 18.42 31,650 7,047 17,757
20 Dec 50759.20 122.55 42.40 19.74 15,944 1,378 10,635
19 Dec 51575.70 80.15 28.25 19.85 13,097 2,730 9,271
18 Dec 52139.55 51.9 8.15 19.55 1,870 275 6,540
17 Dec 52834.80 43.75 9.55 20.20 2,298 169 6,270
16 Dec 53581.35 34.2 -2.30 20.80 2,585 1,180 6,104
13 Dec 53583.80 36.5 -12.85 20.74 1,577 -14 4,927
12 Dec 53216.45 49.35 -8.25 20.72 304 -62 4,943
11 Dec 53391.35 57.6 2.60 21.51 2,273 898 5,007
10 Dec 53577.70 55 -7.65 21.63 496 -31 4,107
9 Dec 53407.75 62.65 -8.00 21.53 1,364 -565 4,142
6 Dec 53509.50 70.65 -3.65 21.68 1,771 -240 4,710
5 Dec 53603.55 74.3 -5.70 21.96 1,000 -210 4,950
4 Dec 53266.90 80 -16.05 21.30 2,620 44 5,198
3 Dec 52695.75 96.05 -25.15 20.62 3,838 416 5,222
2 Dec 52109.00 121.2 -8.30 20.21 2,856 699 4,819
29 Nov 52055.60 129.5 -10.50 19.89 2,169 533 4,193
28 Nov 51906.85 140 35.10 20.01 2,928 1,199 3,686
27 Nov 52301.80 104.9 -21.10 19.36 1,526 671 2,487
26 Nov 52191.50 126 -8.15 19.77 356 195 1,816
25 Nov 52207.50 134.15 -74.50 19.98 1,300 467 1,626
22 Nov 51135.40 208.65 -56.20 19.15 1,197 255 1,414
21 Nov 50372.90 264.85 16.75 18.65 991 134 1,150
19 Nov 50626.50 248.1 2.15 18.18 772 283 1,021
18 Nov 50363.80 245.95 -37.10 17.75 448 103 749
14 Nov 50179.55 283.05 51.80 17.79 841 187 647
13 Nov 50088.35 231.25 51.25 16.82 688 270 462
12 Nov 51157.80 180 30.00 17.57 171 84 191
11 Nov 51876.75 150 -30.00 18.22 24 22 106
8 Nov 51561.20 180 14.70 18.18 14 7 84
7 Nov 51916.50 165.3 -2.95 18.51 41 34 79
6 Nov 52317.40 168.25 -46.75 19.57 41 21 46
5 Nov 52207.25 215 -45.00 20.11 16 2 26
4 Nov 51215.25 260 20.00 19.09 24 17 22
1 Nov 51673.90 240 -105.95 19.44 4 2 3
31 Oct 51559.20 345.95 - 1 0 0


For Nifty Bank - strike price 47000 expiring on 29JAN2025

Delta for 47000 PE is -0.05

Historical price for 47000 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 60.6, which was 11.60 higher than the previous day. The implied volatity was 19.06, the open interest changed by 16421 which increased total open position to 42281


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 49, which was -7.70 lower than the previous day. The implied volatity was 18.09, the open interest changed by 8358 which increased total open position to 26010


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 56.7, which was -65.85 lower than the previous day. The implied volatity was 18.42, the open interest changed by 7047 which increased total open position to 17757


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 122.55, which was 42.40 higher than the previous day. The implied volatity was 19.74, the open interest changed by 1378 which increased total open position to 10635


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 80.15, which was 28.25 higher than the previous day. The implied volatity was 19.85, the open interest changed by 2730 which increased total open position to 9271


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 51.9, which was 8.15 higher than the previous day. The implied volatity was 19.55, the open interest changed by 275 which increased total open position to 6540


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 43.75, which was 9.55 higher than the previous day. The implied volatity was 20.20, the open interest changed by 169 which increased total open position to 6270


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 34.2, which was -2.30 lower than the previous day. The implied volatity was 20.80, the open interest changed by 1180 which increased total open position to 6104


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 36.5, which was -12.85 lower than the previous day. The implied volatity was 20.74, the open interest changed by -14 which decreased total open position to 4927


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 49.35, which was -8.25 lower than the previous day. The implied volatity was 20.72, the open interest changed by -62 which decreased total open position to 4943


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 57.6, which was 2.60 higher than the previous day. The implied volatity was 21.51, the open interest changed by 898 which increased total open position to 5007


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 55, which was -7.65 lower than the previous day. The implied volatity was 21.63, the open interest changed by -31 which decreased total open position to 4107


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 62.65, which was -8.00 lower than the previous day. The implied volatity was 21.53, the open interest changed by -565 which decreased total open position to 4142


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 70.65, which was -3.65 lower than the previous day. The implied volatity was 21.68, the open interest changed by -240 which decreased total open position to 4710


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 74.3, which was -5.70 lower than the previous day. The implied volatity was 21.96, the open interest changed by -210 which decreased total open position to 4950


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 80, which was -16.05 lower than the previous day. The implied volatity was 21.30, the open interest changed by 44 which increased total open position to 5198


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 96.05, which was -25.15 lower than the previous day. The implied volatity was 20.62, the open interest changed by 416 which increased total open position to 5222


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 121.2, which was -8.30 lower than the previous day. The implied volatity was 20.21, the open interest changed by 699 which increased total open position to 4819


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 129.5, which was -10.50 lower than the previous day. The implied volatity was 19.89, the open interest changed by 533 which increased total open position to 4193


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 140, which was 35.10 higher than the previous day. The implied volatity was 20.01, the open interest changed by 1199 which increased total open position to 3686


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 104.9, which was -21.10 lower than the previous day. The implied volatity was 19.36, the open interest changed by 671 which increased total open position to 2487


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 126, which was -8.15 lower than the previous day. The implied volatity was 19.77, the open interest changed by 195 which increased total open position to 1816


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 134.15, which was -74.50 lower than the previous day. The implied volatity was 19.98, the open interest changed by 467 which increased total open position to 1626


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 208.65, which was -56.20 lower than the previous day. The implied volatity was 19.15, the open interest changed by 255 which increased total open position to 1414


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 264.85, which was 16.75 higher than the previous day. The implied volatity was 18.65, the open interest changed by 134 which increased total open position to 1150


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 248.1, which was 2.15 higher than the previous day. The implied volatity was 18.18, the open interest changed by 283 which increased total open position to 1021


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 245.95, which was -37.10 lower than the previous day. The implied volatity was 17.75, the open interest changed by 103 which increased total open position to 749


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 283.05, which was 51.80 higher than the previous day. The implied volatity was 17.79, the open interest changed by 187 which increased total open position to 647


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 231.25, which was 51.25 higher than the previous day. The implied volatity was 16.82, the open interest changed by 270 which increased total open position to 462


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 180, which was 30.00 higher than the previous day. The implied volatity was 17.57, the open interest changed by 84 which increased total open position to 191


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 150, which was -30.00 lower than the previous day. The implied volatity was 18.22, the open interest changed by 22 which increased total open position to 106


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 180, which was 14.70 higher than the previous day. The implied volatity was 18.18, the open interest changed by 7 which increased total open position to 84


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 165.3, which was -2.95 lower than the previous day. The implied volatity was 18.51, the open interest changed by 34 which increased total open position to 79


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 168.25, which was -46.75 lower than the previous day. The implied volatity was 19.57, the open interest changed by 21 which increased total open position to 46


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 215, which was -45.00 lower than the previous day. The implied volatity was 20.11, the open interest changed by 2 which increased total open position to 26


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 260, which was 20.00 higher than the previous day. The implied volatity was 19.09, the open interest changed by 17 which increased total open position to 22


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 240, which was -105.95 lower than the previous day. The implied volatity was 19.44, the open interest changed by 2 which increased total open position to 3


On 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 345.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to