BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
| BANKNIFTY 29JAN2025 48700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 35.84
Theta: -21.10
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 51170.70 | 3172.95 | -1456.05 | 18.97 | 6 | 0 | 0 | |||
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| 24 Dec | 51233.00 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 51317.60 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 50759.20 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 51575.70 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 52139.55 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 52834.80 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 53581.35 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 53583.80 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 53216.45 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 53391.35 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 53577.70 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 53407.75 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 53509.50 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 53603.55 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 53266.90 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 52695.75 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 52109.00 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 52055.60 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 51906.85 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 52301.80 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 52191.50 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 52207.50 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 51135.40 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 50372.90 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 50626.50 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 50363.80 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 50179.55 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 50088.35 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 51157.80 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 51876.75 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 4629 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 4629 | 4629.00 | - | 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 48700 expiring on 29JAN2025
Delta for 48700 CE is 0.85
Historical price for 48700 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 3172.95, which was -1456.05 lower than the previous day. The implied volatity was 18.97, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 4629, 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 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 4629, which was 4629.00 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 48700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 32.69
Theta: -6.62
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 51170.70 | 179.8 | 30.90 | 17.61 | 16,088 | 573 | 1,485 |
| 24 Dec | 51233.00 | 148.9 | -15.75 | 16.58 | 1,434 | 287 | 895 |
| 23 Dec | 51317.60 | 164.65 | -127.00 | 16.93 | 1,403 | 59 | 608 |
| 20 Dec | 50759.20 | 291.65 | 101.65 | 18.07 | 917 | 304 | 560 |
| 19 Dec | 51575.70 | 190 | 51.75 | 18.08 | 600 | 155 | 256 |
| 18 Dec | 52139.55 | 138.25 | -507.35 | 18.24 | 114 | 98 | 98 |
| 17 Dec | 52834.80 | 645.6 | 0.00 | 5.82 | 0 | 0 | 0 |
| 16 Dec | 53581.35 | 645.6 | 0.00 | 6.49 | 0 | 0 | 0 |
| 13 Dec | 53583.80 | 645.6 | 0.00 | 5.58 | 0 | 0 | 0 |
| 12 Dec | 53216.45 | 645.6 | 0.00 | 6.05 | 0 | 0 | 0 |
| 11 Dec | 53391.35 | 645.6 | 0.00 | 6.38 | 0 | 0 | 0 |
| 10 Dec | 53577.70 | 645.6 | 0.00 | 6.33 | 0 | 0 | 0 |
| 9 Dec | 53407.75 | 645.6 | 0.00 | 6.13 | 0 | 0 | 0 |
| 6 Dec | 53509.50 | 645.6 | 0.00 | 6.20 | 0 | 0 | 0 |
| 5 Dec | 53603.55 | 645.6 | 0.00 | 6.13 | 0 | 0 | 0 |
| 4 Dec | 53266.90 | 645.6 | 0.00 | 5.77 | 0 | 0 | 0 |
| 3 Dec | 52695.75 | 645.6 | 0.00 | 5.19 | 0 | 0 | 0 |
| 2 Dec | 52109.00 | 645.6 | 0.00 | 4.59 | 0 | 0 | 0 |
| 29 Nov | 52055.60 | 645.6 | 0.00 | 4.44 | 0 | 0 | 0 |
| 28 Nov | 51906.85 | 645.6 | 0.00 | 4.35 | 0 | 0 | 0 |
| 27 Nov | 52301.80 | 645.6 | 0.00 | 4.49 | 0 | 0 | 0 |
| 26 Nov | 52191.50 | 645.6 | 0.00 | 4.47 | 0 | 0 | 0 |
| 25 Nov | 52207.50 | 645.6 | 0.00 | 4.50 | 0 | 0 | 0 |
| 22 Nov | 51135.40 | 645.6 | 0.00 | 3.43 | 0 | 0 | 0 |
| 21 Nov | 50372.90 | 645.6 | 0.00 | 2.78 | 0 | 0 | 0 |
| 19 Nov | 50626.50 | 645.6 | 0.00 | 2.79 | 0 | 0 | 0 |
| 18 Nov | 50363.80 | 645.6 | 0.00 | 2.66 | 0 | 0 | 0 |
| 14 Nov | 50179.55 | 645.6 | 0.00 | 2.44 | 0 | 0 | 0 |
| 13 Nov | 50088.35 | 645.6 | 0.00 | 3.34 | 0 | 0 | 0 |
| 12 Nov | 51157.80 | 645.6 | 0.00 | 4.01 | 0 | 0 | 0 |
| 11 Nov | 51876.75 | 645.6 | 0.00 | 4.03 | 0 | 0 | 0 |
| 8 Nov | 51561.20 | 645.6 | 0.00 | 3.68 | 0 | 0 | 0 |
| 7 Nov | 51916.50 | 645.6 | 645.60 | 4.11 | 0 | 0 | 0 |
| 6 Nov | 52317.40 | 0 | 0.00 | 4.31 | 0 | 0 | 0 |
| 5 Nov | 52207.25 | 0 | 0.00 | 4.26 | 0 | 0 | 0 |
| 4 Nov | 51215.25 | 0 | 0.00 | 3.38 | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 0 | 0.00 | 3.80 | 0 | 0 | 0 |
| 31 Oct | 51559.20 | 0.00 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 48700 expiring on 29JAN2025
Delta for 48700 PE is -0.13
Historical price for 48700 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 179.8, which was 30.90 higher than the previous day. The implied volatity was 17.61, the open interest changed by 573 which increased total open position to 1485
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 148.9, which was -15.75 lower than the previous day. The implied volatity was 16.58, the open interest changed by 287 which increased total open position to 895
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 164.65, which was -127.00 lower than the previous day. The implied volatity was 16.93, the open interest changed by 59 which increased total open position to 608
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 291.65, which was 101.65 higher than the previous day. The implied volatity was 18.07, the open interest changed by 304 which increased total open position to 560
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 190, which was 51.75 higher than the previous day. The implied volatity was 18.08, the open interest changed by 155 which increased total open position to 256
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 138.25, which was -507.35 lower than the previous day. The implied volatity was 18.24, the open interest changed by 98 which increased total open position to 98
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 645.6, which was 0.00 lower than the previous day. The implied volatity was 5.82, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 6.49, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 5.58, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 6.05, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 6.38, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 6.33, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 6.13, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 6.20, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 6.13, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 5.77, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 5.19, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 4.59, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 4.44, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 4.35, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 4.49, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 4.47, 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 645.6, 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 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 645.6, which was 0.00 lower than the previous day. The implied volatity was 3.43, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 2.78, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 2.79, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 2.66, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 2.44, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 3.34, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 4.01, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 4.03, 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 645.6, which was 0.00 lower than the previous day. The implied volatity was 3.68, 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 645.6, which was 645.60 higher than the previous day. The implied volatity was 4.11, 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 4.31, 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 4.26, 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 3.38, 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 3.80, 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
