BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
BANKNIFTY 29JAN2025 47700 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 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
24 Dec | 51233.00 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
23 Dec | 51317.60 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
20 Dec | 50759.20 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
19 Dec | 51575.70 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
18 Dec | 52139.55 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
17 Dec | 52834.80 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
16 Dec | 53581.35 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
13 Dec | 53583.80 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
12 Dec | 53216.45 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 53391.35 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 53577.70 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 53407.75 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
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6 Dec | 53509.50 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 53603.55 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
4 Dec | 53266.90 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 52695.75 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 52109.00 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 52055.60 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
28 Nov | 51906.85 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
27 Nov | 52301.80 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
26 Nov | 52191.50 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
25 Nov | 52207.50 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
22 Nov | 51135.40 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
21 Nov | 50372.90 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
19 Nov | 50626.50 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
18 Nov | 50363.80 | 5409.35 | 0.00 | - | 0 | 0 | 0 | |||
14 Nov | 50179.55 | 5409.35 | 5409.35 | - | 0 | 0 | 0 | |||
13 Nov | 50088.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
12 Nov | 51157.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
11 Nov | 51876.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
8 Nov | 51561.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
7 Nov | 51916.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
6 Nov | 52317.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
5 Nov | 52207.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
4 Nov | 51215.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
1 Nov | 51673.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
31 Oct | 51559.20 | 0.00 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 47700 expiring on 29JAN2025
Delta for 47700 CE is -
Historical price for 47700 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 5409.35, 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 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 5409.35, 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 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 5409.35, 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 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 5409.35, 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 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 5409.35, 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 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 5409.35, 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 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 5409.35, 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 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 5409.35, 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 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 5409.35, 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 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 5409.35, 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 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 5409.35, 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 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 5409.35, 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 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 5409.35, 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 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 5409.35, 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 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 5409.35, 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 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 5409.35, 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 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 5409.35, 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 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 5409.35, 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 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 5409.35, 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 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 5409.35, 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 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 5409.35, 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 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 5409.35, 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 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 5409.35, 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 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 5409.35, 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 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 5409.35, 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 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 5409.35, 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 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 5409.35, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 5409.35, which was 5409.35 higher 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 0, 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 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 0, 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 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 0, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 0, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 0, 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 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 0, 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 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 0, 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 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 0.00, 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 0.00, 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 47700 PE | |||||||
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Delta: -0.07
Vega: 20.98
Theta: -4.61
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
26 Dec | 51170.70 | 89.95 | 15.25 | 18.19 | 22,333 | 1,634 | 2,734 |
24 Dec | 51233.00 | 74.7 | -14.10 | 17.26 | 2,855 | 258 | 1,115 |
23 Dec | 51317.60 | 88.8 | -24.65 | 17.82 | 1,340 | 532 | 873 |
20 Dec | 50759.20 | 113.45 | 0.00 | 0.00 | 0 | 341 | 0 |
19 Dec | 51575.70 | 113.45 | -330.45 | 19.07 | 588 | 323 | 323 |
18 Dec | 52139.55 | 443.9 | 0.00 | 6.52 | 0 | 0 | 0 |
17 Dec | 52834.80 | 443.9 | 0.00 | 7.46 | 0 | 0 | 0 |
16 Dec | 53581.35 | 443.9 | 0.00 | 8.12 | 0 | 0 | 0 |
13 Dec | 53583.80 | 443.9 | 0.00 | 7.05 | 0 | 0 | 0 |
12 Dec | 53216.45 | 443.9 | 0.00 | 7.49 | 0 | 0 | 0 |
11 Dec | 53391.35 | 443.9 | 0.00 | 7.79 | 0 | 0 | 0 |
10 Dec | 53577.70 | 443.9 | 0.00 | 7.75 | 0 | 0 | 0 |
9 Dec | 53407.75 | 443.9 | 0.00 | 7.60 | 0 | 0 | 0 |
6 Dec | 53509.50 | 443.9 | 0.00 | 7.59 | 0 | 0 | 0 |
5 Dec | 53603.55 | 443.9 | 0.00 | 7.19 | 0 | 0 | 0 |
4 Dec | 53266.90 | 443.9 | 0.00 | 6.87 | 0 | 0 | 0 |
3 Dec | 52695.75 | 443.9 | 0.00 | 6.24 | 0 | 0 | 0 |
2 Dec | 52109.00 | 443.9 | 0.00 | 5.66 | 0 | 0 | 0 |
29 Nov | 52055.60 | 443.9 | 0.00 | 5.50 | 0 | 0 | 0 |
28 Nov | 51906.85 | 443.9 | 0.00 | 5.33 | 0 | 0 | 0 |
27 Nov | 52301.80 | 443.9 | 0.00 | 5.49 | 0 | 0 | 0 |
26 Nov | 52191.50 | 443.9 | 0.00 | 5.50 | 0 | 0 | 0 |
25 Nov | 52207.50 | 443.9 | 0.00 | 5.51 | 0 | 0 | 0 |
22 Nov | 51135.40 | 443.9 | 0.00 | 4.23 | 0 | 0 | 0 |
21 Nov | 50372.90 | 443.9 | 0.00 | 3.79 | 0 | 0 | 0 |
19 Nov | 50626.50 | 443.9 | 0.00 | 4.04 | 0 | 0 | 0 |
18 Nov | 50363.80 | 443.9 | 0.00 | 3.69 | 0 | 0 | 0 |
14 Nov | 50179.55 | 443.9 | 443.90 | 3.51 | 0 | 0 | 0 |
13 Nov | 50088.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
12 Nov | 51157.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
11 Nov | 51876.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Nov | 51561.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
7 Nov | 51916.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Nov | 52317.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
5 Nov | 52207.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
4 Nov | 51215.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
1 Nov | 51673.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Oct | 51559.20 | 0.00 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 47700 expiring on 29JAN2025
Delta for 47700 PE is -0.07
Historical price for 47700 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 89.95, which was 15.25 higher than the previous day. The implied volatity was 18.19, the open interest changed by 1634 which increased total open position to 2734
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 74.7, which was -14.10 lower than the previous day. The implied volatity was 17.26, the open interest changed by 258 which increased total open position to 1115
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 88.8, which was -24.65 lower than the previous day. The implied volatity was 17.82, the open interest changed by 532 which increased total open position to 873
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 113.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 341 which increased total open position to 0
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 113.45, which was -330.45 lower than the previous day. The implied volatity was 19.07, the open interest changed by 323 which increased total open position to 323
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 443.9, which was 0.00 lower than the previous day. The implied volatity was 6.52, the open interest changed by 0 which decreased total open position to 0
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 443.9, which was 0.00 lower than the previous day. The implied volatity was 7.46, the open interest changed by 0 which decreased total open position to 0
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 443.9, which was 0.00 lower than the previous day. The implied volatity was 8.12, 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 443.9, which was 0.00 lower than the previous day. The implied volatity was 7.05, 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 443.9, which was 0.00 lower than the previous day. The implied volatity was 7.49, 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 443.9, which was 0.00 lower than the previous day. The implied volatity was 7.79, 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 443.9, which was 0.00 lower than the previous day. The implied volatity was 7.75, 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 443.9, which was 0.00 lower than the previous day. The implied volatity was 7.60, 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 443.9, which was 0.00 lower than the previous day. The implied volatity was 7.59, 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 443.9, which was 0.00 lower than the previous day. The implied volatity was 7.19, 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 443.9, which was 0.00 lower than the previous day. The implied volatity was 6.87, 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 443.9, which was 0.00 lower than the previous day. The implied volatity was 6.24, 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 443.9, which was 0.00 lower than the previous day. The implied volatity was 5.66, 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 443.9, which was 0.00 lower than the previous day. The implied volatity was 5.50, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 443.9, which was 0.00 lower than the previous day. The implied volatity was 5.33, 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 443.9, which was 0.00 lower than the previous day. The implied volatity was 5.49, 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 443.9, which was 0.00 lower than the previous day. The implied volatity was 5.50, 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 443.9, which was 0.00 lower than the previous day. The implied volatity was 5.51, the open interest changed by 0 which decreased total open position to 0
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 443.9, which was 0.00 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 443.9, which was 0.00 lower than the previous day. The implied volatity was 3.79, 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 443.9, which was 0.00 lower than the previous day. The implied volatity was 4.04, 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 443.9, which was 0.00 lower than the previous day. The implied volatity was 3.69, 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 443.9, which was 443.90 higher than the previous day. The implied volatity was 3.51, 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 0, 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 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 0, 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 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 0, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 0, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 0, 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 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 0, 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 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 0, 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 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 0.00, 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 0.00, 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