BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 48800 CE | ||||||||||
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Delta: 0.36
Vega: 23.08
Theta: -35.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 48367.80 | 232.8 | -191.45 | 15.80 | 8,87,055 | 7,751 | 50,402 | |||
| 23 Jan | 48589.00 | 406.45 | -158.55 | 17.10 | 7,21,580 | 12,541 | 43,514 | |||
| 22 Jan | 48724.40 | 565 | -52.75 | 18.34 | 4,43,424 | 1,791 | 32,243 | |||
| 21 Jan | 48570.90 | 617.75 | -411.25 | 21.18 | 3,44,702 | 8,380 | 30,064 | |||
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| 20 Jan | 49350.80 | 1029 | 432.00 | 19.70 | 2,92,849 | -4,138 | 21,753 | |||
| 17 Jan | 48540.60 | 597 | -473.00 | 17.33 | 3,40,523 | 9,893 | 27,150 | |||
| 16 Jan | 49278.70 | 1070 | 345.00 | 15.85 | 52,423 | -5,856 | 17,489 | |||
| 15 Jan | 48751.70 | 725 | -149.15 | 16.03 | 4,20,225 | 5,941 | 23,925 | |||
| 14 Jan | 48729.15 | 874.15 | 345.15 | 17.58 | 2,87,199 | 3,692 | 18,458 | |||
| 13 Jan | 48041.25 | 529 | -316.00 | 18.32 | 1,06,807 | 3,248 | 15,380 | |||
| 10 Jan | 48734.15 | 845 | -567.00 | 15.83 | 94,479 | 11,238 | 12,269 | |||
| 9 Jan | 49503.50 | 1412 | -238.30 | 16.85 | 2,391 | 213 | 1,033 | |||
| 8 Jan | 49835.05 | 1650.3 | -247.20 | 17.10 | 1,986 | 404 | 820 | |||
| 7 Jan | 50202.15 | 1897.5 | 103.95 | 15.88 | 148 | 5 | 416 | |||
| 6 Jan | 49922.00 | 1793.55 | -1370.75 | 17.04 | 312 | 117 | 412 | |||
| 3 Jan | 50988.80 | 3164.3 | 0.00 | 0.00 | 0 | 295 | 0 | |||
| 2 Jan | 51605.55 | 3164.3 | - | 666 | 295 | 295 | ||||
For Nifty Bank - strike price 48800 expiring on 30JAN2025
Delta for 48800 CE is 0.36
Historical price for 48800 CE is as follows
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 232.8, which was -191.45 lower than the previous day. The implied volatity was 15.80, the open interest changed by 7751 which increased total open position to 50402
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 406.45, which was -158.55 lower than the previous day. The implied volatity was 17.10, the open interest changed by 12541 which increased total open position to 43514
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 565, which was -52.75 lower than the previous day. The implied volatity was 18.34, the open interest changed by 1791 which increased total open position to 32243
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 617.75, which was -411.25 lower than the previous day. The implied volatity was 21.18, the open interest changed by 8380 which increased total open position to 30064
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1029, which was 432.00 higher than the previous day. The implied volatity was 19.70, the open interest changed by -4138 which decreased total open position to 21753
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 597, which was -473.00 lower than the previous day. The implied volatity was 17.33, the open interest changed by 9893 which increased total open position to 27150
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1070, which was 345.00 higher than the previous day. The implied volatity was 15.85, the open interest changed by -5856 which decreased total open position to 17489
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 725, which was -149.15 lower than the previous day. The implied volatity was 16.03, the open interest changed by 5941 which increased total open position to 23925
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 874.15, which was 345.15 higher than the previous day. The implied volatity was 17.58, the open interest changed by 3692 which increased total open position to 18458
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 529, which was -316.00 lower than the previous day. The implied volatity was 18.32, the open interest changed by 3248 which increased total open position to 15380
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 845, which was -567.00 lower than the previous day. The implied volatity was 15.83, the open interest changed by 11238 which increased total open position to 12269
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1412, which was -238.30 lower than the previous day. The implied volatity was 16.85, the open interest changed by 213 which increased total open position to 1033
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1650.3, which was -247.20 lower than the previous day. The implied volatity was 17.10, the open interest changed by 404 which increased total open position to 820
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1897.5, which was 103.95 higher than the previous day. The implied volatity was 15.88, the open interest changed by 5 which increased total open position to 416
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1793.55, which was -1370.75 lower than the previous day. The implied volatity was 17.04, the open interest changed by 117 which increased total open position to 412
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 3164.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 295 which increased total open position to 0
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 3164.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 295 which increased total open position to 295
| BANKNIFTY 30JAN2025 48800 PE | |||||||
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Delta: -0.62
Vega: 23.64
Theta: -29.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 48367.80 | 690 | 156.1 | 19.30 | 5,81,071 | 1,160 | 16,033 |
| 23 Jan | 48589.00 | 547.9 | 64.05 | 18.25 | 6,25,300 | -1,131 | 15,437 |
| 22 Jan | 48724.40 | 483.85 | -150.55 | 18.05 | 3,14,780 | -2,539 | 17,288 |
| 21 Jan | 48570.90 | 634.4 | 289.35 | 19.88 | 6,07,062 | -4,490 | 21,309 |
| 20 Jan | 49350.80 | 345.05 | -348.15 | 19.30 | 3,09,615 | 13,615 | 26,812 |
| 17 Jan | 48540.60 | 693.2 | 318.20 | 17.90 | 3,41,119 | -3,108 | 13,652 |
| 16 Jan | 49278.70 | 375 | -249.00 | 18.13 | 1,44,546 | -1,530 | 16,916 |
| 15 Jan | 48751.70 | 624 | 44.85 | 18.03 | 4,69,053 | 1,729 | 18,868 |
| 14 Jan | 48729.15 | 579.15 | -513.90 | 17.64 | 2,55,658 | 7,954 | 17,380 |
| 13 Jan | 48041.25 | 1093.05 | 321.05 | 19.35 | 71,624 | -2,269 | 9,496 |
| 10 Jan | 48734.15 | 772 | 350.40 | 19.51 | 2,46,297 | 4,234 | 11,527 |
| 9 Jan | 49503.50 | 421.6 | 67.25 | 17.85 | 76,142 | 1,626 | 7,415 |
| 8 Jan | 49835.05 | 354.35 | 40.35 | 17.85 | 74,425 | 500 | 5,844 |
| 7 Jan | 50202.15 | 314 | -127.00 | 18.65 | 40,093 | -186 | 5,098 |
| 6 Jan | 49922.00 | 441 | 261.65 | 20.14 | 74,501 | 1,641 | 5,445 |
| 3 Jan | 50988.80 | 179.35 | 56.05 | 17.75 | 25,009 | -470 | 3,872 |
| 2 Jan | 51605.55 | 123.3 | 18.16 | 18,520 | 691 | 4,395 | |
For Nifty Bank - strike price 48800 expiring on 30JAN2025
Delta for 48800 PE is -0.62
Historical price for 48800 PE is as follows
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 690, which was 156.1 higher than the previous day. The implied volatity was 19.30, the open interest changed by 1160 which increased total open position to 16033
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 547.9, which was 64.05 higher than the previous day. The implied volatity was 18.25, the open interest changed by -1131 which decreased total open position to 15437
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 483.85, which was -150.55 lower than the previous day. The implied volatity was 18.05, the open interest changed by -2539 which decreased total open position to 17288
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 634.4, which was 289.35 higher than the previous day. The implied volatity was 19.88, the open interest changed by -4490 which decreased total open position to 21309
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 345.05, which was -348.15 lower than the previous day. The implied volatity was 19.30, the open interest changed by 13615 which increased total open position to 26812
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 693.2, which was 318.20 higher than the previous day. The implied volatity was 17.90, the open interest changed by -3108 which decreased total open position to 13652
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 375, which was -249.00 lower than the previous day. The implied volatity was 18.13, the open interest changed by -1530 which decreased total open position to 16916
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 624, which was 44.85 higher than the previous day. The implied volatity was 18.03, the open interest changed by 1729 which increased total open position to 18868
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 579.15, which was -513.90 lower than the previous day. The implied volatity was 17.64, the open interest changed by 7954 which increased total open position to 17380
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 1093.05, which was 321.05 higher than the previous day. The implied volatity was 19.35, the open interest changed by -2269 which decreased total open position to 9496
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 772, which was 350.40 higher than the previous day. The implied volatity was 19.51, the open interest changed by 4234 which increased total open position to 11527
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 421.6, which was 67.25 higher than the previous day. The implied volatity was 17.85, the open interest changed by 1626 which increased total open position to 7415
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 354.35, which was 40.35 higher than the previous day. The implied volatity was 17.85, the open interest changed by 500 which increased total open position to 5844
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 314, which was -127.00 lower than the previous day. The implied volatity was 18.65, the open interest changed by -186 which decreased total open position to 5098
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 441, which was 261.65 higher than the previous day. The implied volatity was 20.14, the open interest changed by 1641 which increased total open position to 5445
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 179.35, which was 56.05 higher than the previous day. The implied volatity was 17.75, the open interest changed by -470 which decreased total open position to 3872
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 123.3, which was lower than the previous day. The implied volatity was 18.16, the open interest changed by 691 which increased total open position to 4395
