BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
BANKNIFTY 29JAN2025 48400 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 | 3220 | -1637.20 | - | 12 | 7 | 7 | |||
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24 Dec | 51233.00 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
23 Dec | 51317.60 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
20 Dec | 50759.20 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
19 Dec | 51575.70 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
18 Dec | 52139.55 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
17 Dec | 52834.80 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
16 Dec | 53581.35 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
13 Dec | 53583.80 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
12 Dec | 53216.45 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 53391.35 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 53577.70 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 53407.75 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 53509.50 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 53603.55 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
4 Dec | 53266.90 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 52695.75 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 52109.00 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 52055.60 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
28 Nov | 51906.85 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
27 Nov | 52301.80 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
26 Nov | 52191.50 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
25 Nov | 52207.50 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
22 Nov | 51135.40 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
21 Nov | 50372.90 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
19 Nov | 50626.50 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
18 Nov | 50363.80 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
14 Nov | 50179.55 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
13 Nov | 50088.35 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
12 Nov | 51157.80 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
11 Nov | 51876.75 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
8 Nov | 51561.20 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
7 Nov | 51916.50 | 4857.2 | 0.00 | - | 0 | 0 | 0 | |||
6 Nov | 52317.40 | 4857.2 | 4857.20 | - | 0 | 0 | 0 | |||
5 Nov | 52207.25 | 0 | 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 48400 expiring on 29JAN2025
Delta for 48400 CE is -
Historical price for 48400 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 3220, which was -1637.20 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 4857.2, 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 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 4857.2, 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 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 4857.2, 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 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 4857.2, 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 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 4857.2, 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 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 4857.2, 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 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 4857.2, which was 4857.20 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 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 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 48400 PE | |||||||
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Delta: -0.11
Vega: 28.81
Theta: -5.98
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
26 Dec | 51170.70 | 145.75 | 24.75 | 17.74 | 19,883 | 503 | 4,880 |
24 Dec | 51233.00 | 121 | -15.10 | 16.77 | 7,214 | 3,556 | 4,337 |
23 Dec | 51317.60 | 136.1 | -105.25 | 17.16 | 1,160 | 91 | 751 |
20 Dec | 50759.20 | 241.35 | 78.20 | 18.12 | 946 | 375 | 661 |
19 Dec | 51575.70 | 163.15 | 46.60 | 18.38 | 524 | 162 | 285 |
18 Dec | 52139.55 | 116.55 | -114.75 | 18.46 | 138 | 117 | 118 |
17 Dec | 52834.80 | 231.3 | 0.00 | 0.00 | 0 | 0 | 0 |
16 Dec | 53581.35 | 231.3 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Dec | 53583.80 | 231.3 | 0.00 | 0.00 | 0 | 0 | 0 |
12 Dec | 53216.45 | 231.3 | 0.00 | 0.00 | 0 | 0 | 0 |
11 Dec | 53391.35 | 231.3 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Dec | 53577.70 | 231.3 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Dec | 53407.75 | 231.3 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Dec | 53509.50 | 231.3 | 0.00 | 0.00 | 0 | 0 | 0 |
5 Dec | 53603.55 | 231.3 | 0.00 | 0.00 | 0 | 0 | 0 |
4 Dec | 53266.90 | 231.3 | 0.00 | 0.00 | 0 | 0 | 0 |
3 Dec | 52695.75 | 231.3 | 0.00 | 0.00 | 0 | 0 | 0 |
2 Dec | 52109.00 | 231.3 | -56.75 | 19.36 | 2 | 1 | 2 |
29 Nov | 52055.60 | 288.05 | 0.00 | 0.00 | 0 | 0 | 1 |
28 Nov | 51906.85 | 288.05 | 0.00 | 0.00 | 0 | 0 | 0 |
27 Nov | 52301.80 | 288.05 | 0.00 | 0.00 | 0 | 0 | 0 |
26 Nov | 52191.50 | 288.05 | 0.00 | 0.00 | 0 | 1 | 0 |
25 Nov | 52207.50 | 288.05 | -28.40 | 20.05 | 1 | 0 | 0 |
22 Nov | 51135.40 | 316.45 | 0.00 | 0.00 | 0 | 0 | 0 |
21 Nov | 50372.90 | 316.45 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Nov | 50626.50 | 316.45 | 0.00 | 0.00 | 0 | 0 | 0 |
18 Nov | 50363.80 | 316.45 | 0.00 | 0.00 | 0 | 0 | 0 |
14 Nov | 50179.55 | 316.45 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Nov | 50088.35 | 316.45 | 0.00 | 0.00 | 0 | 0 | 0 |
12 Nov | 51157.80 | 316.45 | -262.70 | 16.90 | 2 | 1 | 1 |
11 Nov | 51876.75 | 579.15 | 0.00 | 4.50 | 0 | 0 | 0 |
8 Nov | 51561.20 | 579.15 | 0.00 | 4.00 | 0 | 0 | 0 |
7 Nov | 51916.50 | 579.15 | 0.00 | 4.58 | 0 | 0 | 0 |
6 Nov | 52317.40 | 579.15 | 0.00 | 4.58 | 0 | 0 | 0 |
5 Nov | 52207.25 | 579.15 | 579.15 | 4.44 | 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 48400 expiring on 29JAN2025
Delta for 48400 PE is -0.11
Historical price for 48400 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 145.75, which was 24.75 higher than the previous day. The implied volatity was 17.74, the open interest changed by 503 which increased total open position to 4880
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 121, which was -15.10 lower than the previous day. The implied volatity was 16.77, the open interest changed by 3556 which increased total open position to 4337
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 136.1, which was -105.25 lower than the previous day. The implied volatity was 17.16, the open interest changed by 91 which increased total open position to 751
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 241.35, which was 78.20 higher than the previous day. The implied volatity was 18.12, the open interest changed by 375 which increased total open position to 661
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 163.15, which was 46.60 higher than the previous day. The implied volatity was 18.38, the open interest changed by 162 which increased total open position to 285
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 116.55, which was -114.75 lower than the previous day. The implied volatity was 18.46, the open interest changed by 117 which increased total open position to 118
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 231.3, 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 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 231.3, 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 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 231.3, 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 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 231.3, 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 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 231.3, 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 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 231.3, 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 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 231.3, 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 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 231.3, 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 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 231.3, 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 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 231.3, 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 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 231.3, 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 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 231.3, which was -56.75 lower than the previous day. The implied volatity was 19.36, the open interest changed by 1 which increased total open position to 2
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 288.05, 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 1
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 288.05, 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 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 288.05, 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 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 288.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 288.05, which was -28.40 lower than the previous day. The implied volatity was 20.05, 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 316.45, 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 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 316.45, 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 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 316.45, 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 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 316.45, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 316.45, 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 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 316.45, 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 316.45, which was -262.70 lower than the previous day. The implied volatity was 16.90, the open interest changed by 1 which increased total open position to 1
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 579.15, which was 0.00 lower than the previous day. The implied volatity was 4.50, 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 579.15, which was 0.00 lower than the previous day. The implied volatity was 4.00, 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 579.15, which was 0.00 lower than the previous day. The implied volatity was 4.58, 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 579.15, which was 0.00 lower than the previous day. The implied volatity was 4.58, 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 579.15, which was 579.15 higher than the previous day. The implied volatity was 4.44, 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