BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 47600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 16.37
Theta: -31.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 48367.80 | 920.3 | -292 | 14.98 | 4,237 | 335 | 1,660 | |||
| 23 Jan | 48589.00 | 1196.65 | -214.15 | 17.55 | 1,023 | 30 | 1,328 | |||
| 22 Jan | 48724.40 | 1410.8 | 3.05 | 19.76 | 4,648 | 649 | 1,302 | |||
| 21 Jan | 48570.90 | 1407.75 | -586.25 | 23.03 | 296 | -19 | 655 | |||
| 20 Jan | 49350.80 | 1994 | 633.35 | 21.70 | 330 | -48 | 674 | |||
| 17 Jan | 48540.60 | 1360.65 | -671.20 | 18.08 | 2,445 | 101 | 718 | |||
| 16 Jan | 49278.70 | 2031.85 | 495.65 | 15.62 | 130 | -27 | 620 | |||
| 15 Jan | 48751.70 | 1536.2 | -187.30 | 15.99 | 952 | 62 | 637 | |||
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| 14 Jan | 48729.15 | 1723.5 | 551.30 | 18.74 | 2,004 | 42 | 575 | |||
| 13 Jan | 48041.25 | 1172.2 | -4318.15 | 19.27 | 3,064 | 553 | 553 | |||
| 10 Jan | 48734.15 | 5490.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 49503.50 | 5490.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 49835.05 | 5490.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 50202.15 | 5490.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 49922.00 | 5490.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 50988.80 | 5490.35 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 51605.55 | 5490.35 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 47600 expiring on 30JAN2025
Delta for 47600 CE is 0.82
Historical price for 47600 CE is as follows
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 920.3, which was -292 lower than the previous day. The implied volatity was 14.98, the open interest changed by 335 which increased total open position to 1660
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 1196.65, which was -214.15 lower than the previous day. The implied volatity was 17.55, the open interest changed by 30 which increased total open position to 1328
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 1410.8, which was 3.05 higher than the previous day. The implied volatity was 19.76, the open interest changed by 649 which increased total open position to 1302
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 1407.75, which was -586.25 lower than the previous day. The implied volatity was 23.03, the open interest changed by -19 which decreased total open position to 655
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1994, which was 633.35 higher than the previous day. The implied volatity was 21.70, the open interest changed by -48 which decreased total open position to 674
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 1360.65, which was -671.20 lower than the previous day. The implied volatity was 18.08, the open interest changed by 101 which increased total open position to 718
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 2031.85, which was 495.65 higher than the previous day. The implied volatity was 15.62, the open interest changed by -27 which decreased total open position to 620
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 1536.2, which was -187.30 lower than the previous day. The implied volatity was 15.99, the open interest changed by 62 which increased total open position to 637
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 1723.5, which was 551.30 higher than the previous day. The implied volatity was 18.74, the open interest changed by 42 which increased total open position to 575
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 1172.2, which was -4318.15 lower than the previous day. The implied volatity was 19.27, the open interest changed by 553 which increased total open position to 553
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 5490.35, 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 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 5490.35, 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 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 5490.35, 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 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 5490.35, 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 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 5490.35, 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 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 5490.35, 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 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 5490.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 30JAN2025 47600 PE | |||||||
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Delta: -0.24
Vega: 19.36
Theta: -28.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 48367.80 | 175 | 43.15 | 19.49 | 2,44,242 | 499 | 12,603 |
| 23 Jan | 48589.00 | 136.95 | -2.15 | 19.02 | 1,02,614 | 2,493 | 12,051 |
| 22 Jan | 48724.40 | 139.1 | -89.70 | 19.67 | 1,53,077 | 3,470 | 9,523 |
| 21 Jan | 48570.90 | 228.8 | 108.00 | 21.43 | 81,472 | -1,772 | 6,085 |
| 20 Jan | 49350.80 | 120.8 | -146.30 | 21.45 | 57,257 | 1,300 | 7,843 |
| 17 Jan | 48540.60 | 267.1 | 129.10 | 19.01 | 1,07,445 | -4,559 | 6,699 |
| 16 Jan | 49278.70 | 138 | -105.75 | 19.60 | 42,157 | 4,662 | 11,226 |
| 15 Jan | 48751.70 | 243.75 | 17.70 | 18.91 | 59,928 | -788 | 6,596 |
| 14 Jan | 48729.15 | 226.05 | -297.95 | 18.57 | 72,515 | 1,058 | 7,473 |
| 13 Jan | 48041.25 | 524 | 183.85 | 19.87 | 95,590 | 3,332 | 6,516 |
| 10 Jan | 48734.15 | 340.15 | 164.15 | 19.53 | 57,105 | 111 | 3,301 |
| 9 Jan | 49503.50 | 176 | 30.35 | 18.82 | 27,000 | 47 | 3,227 |
| 8 Jan | 49835.05 | 145.65 | 15.85 | 18.76 | 25,421 | 178 | 3,190 |
| 7 Jan | 50202.15 | 129.8 | -76.10 | 19.40 | 15,812 | -152 | 3,018 |
| 6 Jan | 49922.00 | 205.9 | 134.40 | 20.88 | 31,983 | 276 | 3,268 |
| 3 Jan | 50988.80 | 71.5 | 18.75 | 18.53 | 28,737 | 974 | 3,293 |
| 2 Jan | 51605.55 | 52.75 | 19.23 | 26,632 | -4,394 | 2,324 | |
For Nifty Bank - strike price 47600 expiring on 30JAN2025
Delta for 47600 PE is -0.24
Historical price for 47600 PE is as follows
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 175, which was 43.15 higher than the previous day. The implied volatity was 19.49, the open interest changed by 499 which increased total open position to 12603
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 136.95, which was -2.15 lower than the previous day. The implied volatity was 19.02, the open interest changed by 2493 which increased total open position to 12051
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 139.1, which was -89.70 lower than the previous day. The implied volatity was 19.67, the open interest changed by 3470 which increased total open position to 9523
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 228.8, which was 108.00 higher than the previous day. The implied volatity was 21.43, the open interest changed by -1772 which decreased total open position to 6085
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 120.8, which was -146.30 lower than the previous day. The implied volatity was 21.45, the open interest changed by 1300 which increased total open position to 7843
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 267.1, which was 129.10 higher than the previous day. The implied volatity was 19.01, the open interest changed by -4559 which decreased total open position to 6699
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 138, which was -105.75 lower than the previous day. The implied volatity was 19.60, the open interest changed by 4662 which increased total open position to 11226
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 243.75, which was 17.70 higher than the previous day. The implied volatity was 18.91, the open interest changed by -788 which decreased total open position to 6596
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 226.05, which was -297.95 lower than the previous day. The implied volatity was 18.57, the open interest changed by 1058 which increased total open position to 7473
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 524, which was 183.85 higher than the previous day. The implied volatity was 19.87, the open interest changed by 3332 which increased total open position to 6516
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 340.15, which was 164.15 higher than the previous day. The implied volatity was 19.53, the open interest changed by 111 which increased total open position to 3301
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 176, which was 30.35 higher than the previous day. The implied volatity was 18.82, the open interest changed by 47 which increased total open position to 3227
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 145.65, which was 15.85 higher than the previous day. The implied volatity was 18.76, the open interest changed by 178 which increased total open position to 3190
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 129.8, which was -76.10 lower than the previous day. The implied volatity was 19.40, the open interest changed by -152 which decreased total open position to 3018
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 205.9, which was 134.40 higher than the previous day. The implied volatity was 20.88, the open interest changed by 276 which increased total open position to 3268
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 71.5, which was 18.75 higher than the previous day. The implied volatity was 18.53, the open interest changed by 974 which increased total open position to 3293
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 52.75, which was lower than the previous day. The implied volatity was 19.23, the open interest changed by -4394 which decreased total open position to 2324
