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BANKNIFTY
Nifty Bank

51170.7 -62.30 (-0.12%)

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Historical option data for BANKNIFTY

26 Dec 2024 04:13 PM IST
BANKNIFTY 29JAN2025 48000 CE
Delta: 0.99
Vega: 3.82
Theta: -13.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 3663 -148.40 10.34 1,111 11 2,462
24 Dec 51233.00 3811.4 -10.20 14.39 998 417 2,451
23 Dec 51317.60 3821.6 397.70 13.44 1,281 1,160 2,036
20 Dec 50759.20 3423.9 -827.40 12.22 600 324 875
19 Dec 51575.70 4251.3 -512.20 17.67 193 78 545
18 Dec 52139.55 4763.5 -631.70 12.48 141 52 467
17 Dec 52834.80 5395.2 -616.80 17.54 175 141 413
16 Dec 53581.35 6012 32.45 - 18 12 271
13 Dec 53583.80 5979.55 179.55 - 117 45 262
12 Dec 53216.45 5800 -137.00 - 21 0 210
11 Dec 53391.35 5937 37.00 - 8 0 210
10 Dec 53577.70 5900 -120.00 - 6 0 210
9 Dec 53407.75 6020 -110.00 - 10 3 210
6 Dec 53509.50 6130 62.00 - 24 4 207
5 Dec 53603.55 6068 288.55 - 26 9 202
4 Dec 53266.90 5779.45 396.00 - 24 16 192
3 Dec 52695.75 5383.45 727.15 - 29 2 177
2 Dec 52109.00 4656.3 -157.70 - 4 0 178
29 Nov 52055.60 4814 -9.45 - 18 -1 178
28 Nov 51906.85 4823.45 -226.55 13.21 41 13 183
27 Nov 52301.80 5050 122.55 - 19 5 170
26 Nov 52191.50 4927.45 127.45 - 171 96 164
25 Nov 52207.50 4800 802.25 - 2 23 67
22 Nov 51135.40 3997.75 597.75 9.06 38 18 62
21 Nov 50372.90 3400 -380.00 10.05 51 27 43
19 Nov 50626.50 3780 354.55 17.52 10 1 14
18 Nov 50363.80 3425.45 325.45 11.84 6 0 10
14 Nov 50179.55 3100 -300.00 - 1 0 9
13 Nov 50088.35 3400 -1150.00 11.14 4 3 9
12 Nov 51157.80 4550 0.00 0.00 0 2 0
11 Nov 51876.75 4550 -350.00 - 2 1 5
8 Nov 51561.20 4900 0.00 0.00 0 3 0
7 Nov 51916.50 4900 -300.00 - 3 1 2
6 Nov 52317.40 5200 30.55 - 1 0 0
5 Nov 52207.25 5169.45 5169.45 - 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 48000 expiring on 29JAN2025

Delta for 48000 CE is 0.99

Historical price for 48000 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 3663, which was -148.40 lower than the previous day. The implied volatity was 10.34, the open interest changed by 11 which increased total open position to 2462


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 3811.4, which was -10.20 lower than the previous day. The implied volatity was 14.39, the open interest changed by 417 which increased total open position to 2451


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 3821.6, which was 397.70 higher than the previous day. The implied volatity was 13.44, the open interest changed by 1160 which increased total open position to 2036


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3423.9, which was -827.40 lower than the previous day. The implied volatity was 12.22, the open interest changed by 324 which increased total open position to 875


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 4251.3, which was -512.20 lower than the previous day. The implied volatity was 17.67, the open interest changed by 78 which increased total open position to 545


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 4763.5, which was -631.70 lower than the previous day. The implied volatity was 12.48, the open interest changed by 52 which increased total open position to 467


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 5395.2, which was -616.80 lower than the previous day. The implied volatity was 17.54, the open interest changed by 141 which increased total open position to 413


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 6012, which was 32.45 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 271


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 5979.55, which was 179.55 higher than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 262


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 5800, which was -137.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 210


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 5937, which was 37.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 210


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 5900, which was -120.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 210


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 6020, which was -110.00 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 210


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 6130, which was 62.00 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 207


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 6068, which was 288.55 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 202


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 5779.45, which was 396.00 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 192


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 5383.45, which was 727.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 177


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 4656.3, which was -157.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 178


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 4814, which was -9.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 178


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 4823.45, which was -226.55 lower than the previous day. The implied volatity was 13.21, the open interest changed by 13 which increased total open position to 183


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 5050, which was 122.55 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 170


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 4927.45, which was 127.45 higher than the previous day. The implied volatity was -, the open interest changed by 96 which increased total open position to 164


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 4800, which was 802.25 higher than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 67


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 3997.75, which was 597.75 higher than the previous day. The implied volatity was 9.06, the open interest changed by 18 which increased total open position to 62


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 3400, which was -380.00 lower than the previous day. The implied volatity was 10.05, the open interest changed by 27 which increased total open position to 43


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 3780, which was 354.55 higher than the previous day. The implied volatity was 17.52, the open interest changed by 1 which increased total open position to 14


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 3425.45, which was 325.45 higher than the previous day. The implied volatity was 11.84, the open interest changed by 0 which decreased total open position to 10


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 3100, which was -300.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 3400, which was -1150.00 lower than the previous day. The implied volatity was 11.14, the open interest changed by 3 which increased total open position to 9


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 4550, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 4550, which was -350.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 4900, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 4900, which was -300.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 5200, which was 30.55 higher 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 5169.45, which was 5169.45 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 48000 PE
Delta: -0.09
Vega: 24.57
Theta: -5.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 115 23.00 18.16 1,68,867 16,106 39,351
24 Dec 51233.00 92 -9.70 17.07 35,291 3,820 23,568
23 Dec 51317.60 101.7 -109.90 17.32 29,071 1,332 20,032
20 Dec 50759.20 211.6 81.70 18.94 35,013 3,420 18,604
19 Dec 51575.70 129.9 36.40 18.68 20,337 1,637 15,210
18 Dec 52139.55 93.5 20.55 18.80 10,245 2,795 13,973
17 Dec 52834.80 72.95 18.55 19.21 3,786 1,109 11,180
16 Dec 53581.35 54.4 1.65 19.70 2,371 -82 10,079
13 Dec 53583.80 52.75 -24.25 19.38 7,748 -584 10,259
12 Dec 53216.45 77 -2.95 19.67 949 110 10,841
11 Dec 53391.35 79.95 -0.95 20.07 3,930 0 10,742
10 Dec 53577.70 80.9 -15.15 20.48 1,464 15 10,784
9 Dec 53407.75 96.05 -1.95 20.59 2,058 790 10,762
6 Dec 53509.50 98 -6.90 20.38 2,299 167 10,029
5 Dec 53603.55 104.9 -13.05 20.78 3,628 812 9,845
4 Dec 53266.90 117.95 -26.80 20.29 4,829 456 9,046
3 Dec 52695.75 144.75 -38.30 19.74 5,255 20 8,544
2 Dec 52109.00 183.05 -11.85 19.32 6,887 522 8,592
29 Nov 52055.60 194.9 -7.10 19.02 4,270 632 7,980
28 Nov 51906.85 202 40.50 18.99 5,170 1,256 7,351
27 Nov 52301.80 161.5 -37.50 18.56 2,445 14 6,097
26 Nov 52191.50 199 -8.15 19.20 3,481 1,116 6,113
25 Nov 52207.50 207.15 -127.75 19.33 6,272 2,378 5,065
22 Nov 51135.40 334.9 -66.95 18.87 2,824 1,067 3,754
21 Nov 50372.90 401.85 19.00 18.05 1,444 679 2,685
19 Nov 50626.50 382.85 -5.10 17.60 1,381 368 2,015
18 Nov 50363.80 387.95 -7.95 17.32 954 280 1,661
14 Nov 50179.55 395.9 14.85 16.70 1,371 284 1,380
13 Nov 50088.35 381.05 104.70 16.61 1,550 450 1,098
12 Nov 51157.80 276.35 58.35 16.96 475 302 652
11 Nov 51876.75 218 -39.55 17.38 179 116 350
8 Nov 51561.20 257.55 19.55 17.32 219 92 238
7 Nov 51916.50 238 18.30 17.72 251 91 146
6 Nov 52317.40 219.7 -80.25 18.38 46 4 57
5 Nov 52207.25 299.95 -70.05 19.36 149 47 55
4 Nov 51215.25 370 -128.60 18.41 9 7 7
1 Nov 51673.90 498.6 0.00 4.36 0 0 0
31 Oct 51559.20 498.60 - 0 0 0


For Nifty Bank - strike price 48000 expiring on 29JAN2025

Delta for 48000 PE is -0.09

Historical price for 48000 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 115, which was 23.00 higher than the previous day. The implied volatity was 18.16, the open interest changed by 16106 which increased total open position to 39351


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 92, which was -9.70 lower than the previous day. The implied volatity was 17.07, the open interest changed by 3820 which increased total open position to 23568


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 101.7, which was -109.90 lower than the previous day. The implied volatity was 17.32, the open interest changed by 1332 which increased total open position to 20032


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 211.6, which was 81.70 higher than the previous day. The implied volatity was 18.94, the open interest changed by 3420 which increased total open position to 18604


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 129.9, which was 36.40 higher than the previous day. The implied volatity was 18.68, the open interest changed by 1637 which increased total open position to 15210


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 93.5, which was 20.55 higher than the previous day. The implied volatity was 18.80, the open interest changed by 2795 which increased total open position to 13973


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 72.95, which was 18.55 higher than the previous day. The implied volatity was 19.21, the open interest changed by 1109 which increased total open position to 11180


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 54.4, which was 1.65 higher than the previous day. The implied volatity was 19.70, the open interest changed by -82 which decreased total open position to 10079


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 52.75, which was -24.25 lower than the previous day. The implied volatity was 19.38, the open interest changed by -584 which decreased total open position to 10259


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 77, which was -2.95 lower than the previous day. The implied volatity was 19.67, the open interest changed by 110 which increased total open position to 10841


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 79.95, which was -0.95 lower than the previous day. The implied volatity was 20.07, the open interest changed by 0 which decreased total open position to 10742


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 80.9, which was -15.15 lower than the previous day. The implied volatity was 20.48, the open interest changed by 15 which increased total open position to 10784


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 96.05, which was -1.95 lower than the previous day. The implied volatity was 20.59, the open interest changed by 790 which increased total open position to 10762


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 98, which was -6.90 lower than the previous day. The implied volatity was 20.38, the open interest changed by 167 which increased total open position to 10029


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 104.9, which was -13.05 lower than the previous day. The implied volatity was 20.78, the open interest changed by 812 which increased total open position to 9845


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 117.95, which was -26.80 lower than the previous day. The implied volatity was 20.29, the open interest changed by 456 which increased total open position to 9046


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 144.75, which was -38.30 lower than the previous day. The implied volatity was 19.74, the open interest changed by 20 which increased total open position to 8544


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 183.05, which was -11.85 lower than the previous day. The implied volatity was 19.32, the open interest changed by 522 which increased total open position to 8592


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 194.9, which was -7.10 lower than the previous day. The implied volatity was 19.02, the open interest changed by 632 which increased total open position to 7980


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 202, which was 40.50 higher than the previous day. The implied volatity was 18.99, the open interest changed by 1256 which increased total open position to 7351


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 161.5, which was -37.50 lower than the previous day. The implied volatity was 18.56, the open interest changed by 14 which increased total open position to 6097


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 199, which was -8.15 lower than the previous day. The implied volatity was 19.20, the open interest changed by 1116 which increased total open position to 6113


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 207.15, which was -127.75 lower than the previous day. The implied volatity was 19.33, the open interest changed by 2378 which increased total open position to 5065


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 334.9, which was -66.95 lower than the previous day. The implied volatity was 18.87, the open interest changed by 1067 which increased total open position to 3754


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 401.85, which was 19.00 higher than the previous day. The implied volatity was 18.05, the open interest changed by 679 which increased total open position to 2685


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 382.85, which was -5.10 lower than the previous day. The implied volatity was 17.60, the open interest changed by 368 which increased total open position to 2015


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 387.95, which was -7.95 lower than the previous day. The implied volatity was 17.32, the open interest changed by 280 which increased total open position to 1661


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 395.9, which was 14.85 higher than the previous day. The implied volatity was 16.70, the open interest changed by 284 which increased total open position to 1380


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 381.05, which was 104.70 higher than the previous day. The implied volatity was 16.61, the open interest changed by 450 which increased total open position to 1098


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 276.35, which was 58.35 higher than the previous day. The implied volatity was 16.96, the open interest changed by 302 which increased total open position to 652


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 218, which was -39.55 lower than the previous day. The implied volatity was 17.38, the open interest changed by 116 which increased total open position to 350


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 257.55, which was 19.55 higher than the previous day. The implied volatity was 17.32, the open interest changed by 92 which increased total open position to 238


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 238, which was 18.30 higher than the previous day. The implied volatity was 17.72, the open interest changed by 91 which increased total open position to 146


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 219.7, which was -80.25 lower than the previous day. The implied volatity was 18.38, the open interest changed by 4 which increased total open position to 57


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 299.95, which was -70.05 lower than the previous day. The implied volatity was 19.36, the open interest changed by 47 which increased total open position to 55


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 370, which was -128.60 lower than the previous day. The implied volatity was 18.41, the open interest changed by 7 which increased total open position to 7


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 498.6, which was 0.00 lower than the previous day. The implied volatity was 4.36, 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 498.60, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to