BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
23 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 47500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 15.96
Theta: -31.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 48589.00 | 1283.5 | -220.00 | 17.72 | 8,954 | -238 | 4,749 | |||
| 22 Jan | 48724.40 | 1503.5 | 17.25 | 20.35 | 28,231 | 497 | 5,005 | |||
| 21 Jan | 48570.90 | 1486.25 | -591.75 | 23.20 | 4,805 | 456 | 4,516 | |||
| 20 Jan | 49350.80 | 2078 | 638.20 | 21.59 | 3,115 | -98 | 4,067 | |||
| 17 Jan | 48540.60 | 1439.8 | -680.50 | 18.14 | 14,009 | -547 | 4,149 | |||
| 16 Jan | 49278.70 | 2120.3 | 503.00 | 15.45 | 3,984 | 978 | 4,702 | |||
| 15 Jan | 48751.70 | 1617.3 | -180.40 | 15.98 | 16,440 | -2,404 | 3,732 | |||
| 14 Jan | 48729.15 | 1797.7 | 558.20 | 18.61 | 22,143 | 3,874 | 6,159 | |||
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| 13 Jan | 48041.25 | 1239.5 | -456.45 | 19.37 | 24,247 | 1,379 | 2,294 | |||
| 10 Jan | 48734.15 | 1695.95 | -763.05 | 14.92 | 1,394 | 141 | 921 | |||
| 9 Jan | 49503.50 | 2459 | -274.55 | 17.76 | 274 | 56 | 795 | |||
| 8 Jan | 49835.05 | 2733.55 | -256.05 | 18.03 | 177 | 55 | 739 | |||
| 7 Jan | 50202.15 | 2989.6 | 137.15 | 12.38 | 41 | -9 | 685 | |||
| 6 Jan | 49922.00 | 2852.45 | -1340.30 | 16.34 | 6,682 | 569 | 718 | |||
| 3 Jan | 50988.80 | 4192.75 | 252.65 | 30.12 | 3 | 0 | 150 | |||
| 2 Jan | 51605.55 | 3940.1 | - | 2 | 1 | 152 | ||||
For Nifty Bank - strike price 47500 expiring on 30JAN2025
Delta for 47500 CE is 0.85
Historical price for 47500 CE is as follows
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 1283.5, which was -220.00 lower than the previous day. The implied volatity was 17.72, the open interest changed by -238 which decreased total open position to 4749
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 1503.5, which was 17.25 higher than the previous day. The implied volatity was 20.35, the open interest changed by 497 which increased total open position to 5005
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 1486.25, which was -591.75 lower than the previous day. The implied volatity was 23.20, the open interest changed by 456 which increased total open position to 4516
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 2078, which was 638.20 higher than the previous day. The implied volatity was 21.59, the open interest changed by -98 which decreased total open position to 4067
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 1439.8, which was -680.50 lower than the previous day. The implied volatity was 18.14, the open interest changed by -547 which decreased total open position to 4149
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 2120.3, which was 503.00 higher than the previous day. The implied volatity was 15.45, the open interest changed by 978 which increased total open position to 4702
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 1617.3, which was -180.40 lower than the previous day. The implied volatity was 15.98, the open interest changed by -2404 which decreased total open position to 3732
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 1797.7, which was 558.20 higher than the previous day. The implied volatity was 18.61, the open interest changed by 3874 which increased total open position to 6159
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 1239.5, which was -456.45 lower than the previous day. The implied volatity was 19.37, the open interest changed by 1379 which increased total open position to 2294
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1695.95, which was -763.05 lower than the previous day. The implied volatity was 14.92, the open interest changed by 141 which increased total open position to 921
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 2459, which was -274.55 lower than the previous day. The implied volatity was 17.76, the open interest changed by 56 which increased total open position to 795
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 2733.55, which was -256.05 lower than the previous day. The implied volatity was 18.03, the open interest changed by 55 which increased total open position to 739
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 2989.6, which was 137.15 higher than the previous day. The implied volatity was 12.38, the open interest changed by -9 which decreased total open position to 685
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 2852.45, which was -1340.30 lower than the previous day. The implied volatity was 16.34, the open interest changed by 569 which increased total open position to 718
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 4192.75, which was 252.65 higher than the previous day. The implied volatity was 30.12, the open interest changed by 0 which decreased total open position to 150
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 3940.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 152
| BANKNIFTY 30JAN2025 47500 PE | |||||||
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Delta: -0.17
Vega: 17.15
Theta: -21.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 48589.00 | 119.85 | -5.15 | 19.10 | 4,26,180 | 69,515 | 1,17,384 |
| 22 Jan | 48724.40 | 125 | -82.30 | 19.87 | 4,60,097 | 9,633 | 49,249 |
| 21 Jan | 48570.90 | 207.3 | 98.15 | 21.52 | 3,18,977 | -8,062 | 39,648 |
| 20 Jan | 49350.80 | 109.15 | -137.70 | 21.56 | 2,61,901 | 1,058 | 48,460 |
| 17 Jan | 48540.60 | 246.85 | 119.85 | 19.21 | 3,17,623 | 5,770 | 49,088 |
| 16 Jan | 49278.70 | 127 | -96.00 | 19.76 | 1,65,816 | 634 | 43,608 |
| 15 Jan | 48751.70 | 223 | 15.15 | 19.01 | 1,89,719 | -1,211 | 43,249 |
| 14 Jan | 48729.15 | 207.85 | -280.15 | 18.67 | 2,66,558 | 799 | 44,694 |
| 13 Jan | 48041.25 | 488 | 166.75 | 19.81 | 3,32,198 | 1,381 | 45,118 |
| 10 Jan | 48734.15 | 321.25 | 158.35 | 19.72 | 2,60,776 | 3,285 | 44,606 |
| 9 Jan | 49503.50 | 162.9 | 26.90 | 18.89 | 1,28,282 | 839 | 41,358 |
| 8 Jan | 49835.05 | 136 | 17.00 | 18.89 | 1,87,979 | 2,882 | 40,513 |
| 7 Jan | 50202.15 | 119 | -76.55 | 19.42 | 1,20,504 | 6,116 | 38,139 |
| 6 Jan | 49922.00 | 195.55 | 131.30 | 21.05 | 2,19,375 | 925 | 32,100 |
| 3 Jan | 50988.80 | 64.25 | 13.25 | 18.47 | 1,27,285 | -362 | 31,849 |
| 2 Jan | 51605.55 | 51 | 19.47 | 1,44,386 | -8,041 | 33,260 | |
For Nifty Bank - strike price 47500 expiring on 30JAN2025
Delta for 47500 PE is -0.17
Historical price for 47500 PE is as follows
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 119.85, which was -5.15 lower than the previous day. The implied volatity was 19.10, the open interest changed by 69515 which increased total open position to 117384
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 125, which was -82.30 lower than the previous day. The implied volatity was 19.87, the open interest changed by 9633 which increased total open position to 49249
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 207.3, which was 98.15 higher than the previous day. The implied volatity was 21.52, the open interest changed by -8062 which decreased total open position to 39648
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 109.15, which was -137.70 lower than the previous day. The implied volatity was 21.56, the open interest changed by 1058 which increased total open position to 48460
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 246.85, which was 119.85 higher than the previous day. The implied volatity was 19.21, the open interest changed by 5770 which increased total open position to 49088
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 127, which was -96.00 lower than the previous day. The implied volatity was 19.76, the open interest changed by 634 which increased total open position to 43608
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 223, which was 15.15 higher than the previous day. The implied volatity was 19.01, the open interest changed by -1211 which decreased total open position to 43249
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 207.85, which was -280.15 lower than the previous day. The implied volatity was 18.67, the open interest changed by 799 which increased total open position to 44694
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 488, which was 166.75 higher than the previous day. The implied volatity was 19.81, the open interest changed by 1381 which increased total open position to 45118
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 321.25, which was 158.35 higher than the previous day. The implied volatity was 19.72, the open interest changed by 3285 which increased total open position to 44606
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 162.9, which was 26.90 higher than the previous day. The implied volatity was 18.89, the open interest changed by 839 which increased total open position to 41358
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 136, which was 17.00 higher than the previous day. The implied volatity was 18.89, the open interest changed by 2882 which increased total open position to 40513
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 119, which was -76.55 lower than the previous day. The implied volatity was 19.42, the open interest changed by 6116 which increased total open position to 38139
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 195.55, which was 131.30 higher than the previous day. The implied volatity was 21.05, the open interest changed by 925 which increased total open position to 32100
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 64.25, which was 13.25 higher than the previous day. The implied volatity was 18.47, the open interest changed by -362 which decreased total open position to 31849
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 51, which was lower than the previous day. The implied volatity was 19.47, the open interest changed by -8041 which decreased total open position to 33260
