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Related Pages for BANKNIFTY
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BANKNIFTY
Nifty Bank
48729.15 687.90 (1.43%)

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Historical option data for BANKNIFTY

14 Jan 2025 03:53 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANKNIFTY 30JAN2025 48200 CE
Delta: 0.69
Vega: 35.98
Theta: -29.44
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Jan 48729.15 1270 461.40 18.24 98,938 -1,969 11,957
13 Jan 48041.25 808.6 -400.20 18.65 2,05,162 12,955 13,966
10 Jan 48734.15 1208.8 -632.85 15.82 3,840 944 985
9 Jan 49503.50 1841.65 -765.00 16.45 43 30 42
8 Jan 49835.05 2606.65 0.00 0.00 0 3 0
7 Jan 50202.15 2606.65 -986.45 22.60 9 4 13
6 Jan 49922.00 3593.1 0.00 0.00 0 0 0
3 Jan 50988.80 3593.1 0.00 0.00 0 9 0
2 Jan 51605.55 3593.1 - 1 -2 9

For Nifty Bank - strike price 48200 expiring on 30JAN2025

Delta for 48200 CE is 0.69

Historical price for 48200 CE is as follows

On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 1270, which was 461.40 higher than the previous day. The implied volatity was 18.24, the open interest changed by -1969 which decreased total open position to 11957


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 808.6, which was -400.20 lower than the previous day. The implied volatity was 18.65, the open interest changed by 12955 which increased total open position to 13966


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1208.8, which was -632.85 lower than the previous day. The implied volatity was 15.82, the open interest changed by 944 which increased total open position to 985


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1841.65, which was -765.00 lower than the previous day. The implied volatity was 16.45, the open interest changed by 30 which increased total open position to 42


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 2606.65, 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 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 2606.65, which was -986.45 lower than the previous day. The implied volatity was 22.60, the open interest changed by 4 which increased total open position to 13


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 3593.1, 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 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 3593.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 3593.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 9


BANKNIFTY 30JAN2025 48200 PE
Delta: -0.31
Vega: 35.93
Theta: -16.15
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Jan 48729.15 371.3 -393.65 18.13 1,58,334 -1,303 17,705
13 Jan 48041.25 764.95 243.00 19.39 3,79,092 10,702 19,456
10 Jan 48734.15 521.95 243.95 19.43 1,25,427 2,614 8,828
9 Jan 49503.50 278 45.20 18.37 53,330 993 6,295
8 Jan 49835.05 232.8 29.80 18.37 80,690 330 5,526
7 Jan 50202.15 203 -103.35 18.96 29,652 1,086 5,163
6 Jan 49922.00 306.35 199.00 20.54 40,244 517 4,084
3 Jan 50988.80 107.35 26.50 17.82 32,842 -1,477 3,623
2 Jan 51605.55 80.85 18.68 16,716 751 5,131

For Nifty Bank - strike price 48200 expiring on 30JAN2025

Delta for 48200 PE is -0.31

Historical price for 48200 PE is as follows

On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 371.3, which was -393.65 lower than the previous day. The implied volatity was 18.13, the open interest changed by -1303 which decreased total open position to 17705


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 764.95, which was 243.00 higher than the previous day. The implied volatity was 19.39, the open interest changed by 10702 which increased total open position to 19456


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 521.95, which was 243.95 higher than the previous day. The implied volatity was 19.43, the open interest changed by 2614 which increased total open position to 8828


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 278, which was 45.20 higher than the previous day. The implied volatity was 18.37, the open interest changed by 993 which increased total open position to 6295


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 232.8, which was 29.80 higher than the previous day. The implied volatity was 18.37, the open interest changed by 330 which increased total open position to 5526


On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 203, which was -103.35 lower than the previous day. The implied volatity was 18.96, the open interest changed by 1086 which increased total open position to 5163


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 306.35, which was 199.00 higher than the previous day. The implied volatity was 20.54, the open interest changed by 517 which increased total open position to 4084


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 107.35, which was 26.50 higher than the previous day. The implied volatity was 17.82, the open interest changed by -1477 which decreased total open position to 3623


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 80.85, which was lower than the previous day. The implied volatity was 18.68, the open interest changed by 751 which increased total open position to 5131