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BANKNIFTY
Nifty Bank

49863.25 -1125.55 (-2.21%)

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Historical option data for BANKNIFTY

06 Jan 2025 03:15 PM IST
BANKNIFTY 30JAN2025 47800 CE
Delta: 0.72
Vega: 42.71
Theta: -40.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 49903.80 3212.8 -308.80 35.03 67 53 100
3 Jan 50988.80 3521.6 -572.15 - 6 3 47
2 Jan 51605.55 4093.75 - 50 41 41


For Nifty Bank - strike price 47800 expiring on 30JAN2025

Delta for 47800 CE is 0.72

Historical price for 47800 CE is as follows

On 6 Jan BANKNIFTY was trading at 49903.80. The strike last trading price was 3212.8, which was -308.80 lower than the previous day. The implied volatity was 35.03, the open interest changed by 53 which increased total open position to 100


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 3521.6, which was -572.15 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 47


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 4093.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 41


BANKNIFTY 30JAN2025 47800 PE
Delta: -0.16
Vega: 31.59
Theta: -11.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 49903.80 230.05 147.60 20.28 32,826 1,179 4,549
3 Jan 50988.80 82.45 19.60 18.32 29,937 426 3,384
2 Jan 51605.55 62.85 19.17 16,688 -513 3,026


For Nifty Bank - strike price 47800 expiring on 30JAN2025

Delta for 47800 PE is -0.16

Historical price for 47800 PE is as follows

On 6 Jan BANKNIFTY was trading at 49903.80. The strike last trading price was 230.05, which was 147.60 higher than the previous day. The implied volatity was 20.28, the open interest changed by 1179 which increased total open position to 4549


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 82.45, which was 19.60 higher than the previous day. The implied volatity was 18.32, the open interest changed by 426 which increased total open position to 3384


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 62.85, which was lower than the previous day. The implied volatity was 19.17, the open interest changed by -513 which decreased total open position to 3026