BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
BANKNIFTY 29JAN2025 47000 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 | 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 | |||
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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 | |||||||
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Delta: -0.05
Vega: 15.59
Theta: -3.68
Gamma: 0.00
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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