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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 48800 CE
Delta: 0.85
Vega: 36.06
Theta: -20.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 3069.25 -1484.90 18.40 29 24 24
24 Dec 51233.00 4554.15 0.00 - 0 0 0
23 Dec 51317.60 4554.15 0.00 - 0 0 0
20 Dec 50759.20 4554.15 0.00 - 0 0 0
19 Dec 51575.70 4554.15 0.00 - 0 0 0
18 Dec 52139.55 4554.15 0.00 - 0 0 0
17 Dec 52834.80 4554.15 0.00 - 0 0 0
16 Dec 53581.35 4554.15 0.00 - 0 0 0
13 Dec 53583.80 4554.15 0.00 - 0 0 0
12 Dec 53216.45 4554.15 0.00 - 0 0 0
11 Dec 53391.35 4554.15 0.00 - 0 0 0
10 Dec 53577.70 4554.15 0.00 - 0 0 0
9 Dec 53407.75 4554.15 0.00 - 0 0 0
6 Dec 53509.50 4554.15 0.00 - 0 0 0
5 Dec 53603.55 4554.15 0.00 - 0 0 0
4 Dec 53266.90 4554.15 0.00 - 0 0 0
3 Dec 52695.75 4554.15 0.00 - 0 0 0
2 Dec 52109.00 4554.15 0.00 - 0 0 0
29 Nov 52055.60 4554.15 0.00 - 0 0 0
28 Nov 51906.85 4554.15 0.00 - 0 0 0
27 Nov 52301.80 4554.15 0.00 - 0 0 0
26 Nov 52191.50 4554.15 0.00 - 0 0 0
25 Nov 52207.50 4554.15 0.00 - 0 0 0
22 Nov 51135.40 4554.15 0.00 - 0 0 0
21 Nov 50372.90 4554.15 0.00 - 0 0 0
19 Nov 50626.50 4554.15 0.00 - 0 0 0
18 Nov 50363.80 4554.15 0.00 - 0 0 0
14 Nov 50179.55 4554.15 0.00 - 0 0 0
13 Nov 50088.35 4554.15 0.00 - 0 0 0
12 Nov 51157.80 4554.15 0.00 - 0 0 0
11 Nov 51876.75 4554.15 0.00 - 0 0 0
8 Nov 51561.20 4554.15 0.00 - 0 0 0
7 Nov 51916.50 4554.15 0.00 - 0 0 0
6 Nov 52317.40 4554.15 0.00 - 0 0 0
5 Nov 52207.25 4554.15 4554.15 - 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 48800 expiring on 29JAN2025

Delta for 48800 CE is 0.85

Historical price for 48800 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 3069.25, which was -1484.90 lower than the previous day. The implied volatity was 18.40, the open interest changed by 24 which increased total open position to 24


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, 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 4554.15, which was 4554.15 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 48800 PE
Delta: -0.13
Vega: 33.72
Theta: -6.72
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 188.1 31.70 17.43 20,929 842 1,940
24 Dec 51233.00 156.4 -20.50 16.38 2,320 175 1,111
23 Dec 51317.60 176.9 -136.45 16.90 1,881 172 935
20 Dec 50759.20 313.35 112.65 18.12 1,244 499 760
19 Dec 51575.70 200.7 55.40 18.00 740 80 241
18 Dec 52139.55 145.3 39.20 18.09 140 82 161
17 Dec 52834.80 106.1 4.35 18.27 19 6 80
16 Dec 53581.35 101.75 0.00 0.00 0 0 0
13 Dec 53583.80 101.75 0.00 0.00 0 5 0
12 Dec 53216.45 101.75 -3.65 18.50 12 5 74
11 Dec 53391.35 105.4 -127.30 18.93 69 42 69
10 Dec 53577.70 232.7 0.00 0.00 0 0 0
9 Dec 53407.75 232.7 0.00 0.00 0 0 0
6 Dec 53509.50 232.7 0.00 0.00 0 0 0
5 Dec 53603.55 232.7 0.00 0.00 0 0 0
4 Dec 53266.90 232.7 0.00 0.00 0 1 0
3 Dec 52695.75 232.7 -13.55 19.83 1 0 26
2 Dec 52109.00 246.25 0.00 18.38 1 0 25
29 Nov 52055.60 246.25 -317.55 17.83 13 2 26
28 Nov 51906.85 563.8 0.00 0.00 0 0 0
27 Nov 52301.80 563.8 0.00 0.00 0 0 0
26 Nov 52191.50 563.8 0.00 0.00 0 0 0
25 Nov 52207.50 563.8 0.00 0.00 0 0 24
22 Nov 51135.40 563.8 0.00 0.00 0 -2 0
21 Nov 50372.90 563.8 30.40 17.74 2 0 26
19 Nov 50626.50 533.4 -34.65 17.20 13 2 17
18 Nov 50363.80 568.05 181.60 17.23 2 1 14
14 Nov 50179.55 386.45 0.00 0.00 0 0 0
13 Nov 50088.35 386.45 0.00 0.00 0 0 13
12 Nov 51157.80 386.45 -36.85 17.10 1 0 12
11 Nov 51876.75 423.3 0.00 0.00 0 11 0
8 Nov 51561.20 423.3 78.45 18.17 11 10 11
7 Nov 51916.50 344.85 -324.05 17.52 1 0 0
6 Nov 52317.40 668.9 0.00 4.22 0 0 0
5 Nov 52207.25 668.9 668.90 3.29 0 0 0
4 Nov 51215.25 0 0.00 3.29 0 0 0
1 Nov 51673.90 0 0.00 3.71 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 48800 expiring on 29JAN2025

Delta for 48800 PE is -0.13

Historical price for 48800 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 188.1, which was 31.70 higher than the previous day. The implied volatity was 17.43, the open interest changed by 842 which increased total open position to 1940


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 156.4, which was -20.50 lower than the previous day. The implied volatity was 16.38, the open interest changed by 175 which increased total open position to 1111


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 176.9, which was -136.45 lower than the previous day. The implied volatity was 16.90, the open interest changed by 172 which increased total open position to 935


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 313.35, which was 112.65 higher than the previous day. The implied volatity was 18.12, the open interest changed by 499 which increased total open position to 760


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 200.7, which was 55.40 higher than the previous day. The implied volatity was 18.00, the open interest changed by 80 which increased total open position to 241


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 145.3, which was 39.20 higher than the previous day. The implied volatity was 18.09, the open interest changed by 82 which increased total open position to 161


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 106.1, which was 4.35 higher than the previous day. The implied volatity was 18.27, the open interest changed by 6 which increased total open position to 80


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 101.75, 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 101.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 101.75, which was -3.65 lower than the previous day. The implied volatity was 18.50, the open interest changed by 5 which increased total open position to 74


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 105.4, which was -127.30 lower than the previous day. The implied volatity was 18.93, the open interest changed by 42 which increased total open position to 69


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 232.7, 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 232.7, 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 232.7, 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 232.7, 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 232.7, 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 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 232.7, which was -13.55 lower than the previous day. The implied volatity was 19.83, the open interest changed by 0 which decreased total open position to 26


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 246.25, which was 0.00 lower than the previous day. The implied volatity was 18.38, the open interest changed by 0 which decreased total open position to 25


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 246.25, which was -317.55 lower than the previous day. The implied volatity was 17.83, the open interest changed by 2 which increased total open position to 26


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 563.8, 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 563.8, 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 563.8, 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 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 563.8, 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 24


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 563.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 563.8, which was 30.40 higher than the previous day. The implied volatity was 17.74, the open interest changed by 0 which decreased total open position to 26


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 533.4, which was -34.65 lower than the previous day. The implied volatity was 17.20, the open interest changed by 2 which increased total open position to 17


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 568.05, which was 181.60 higher than the previous day. The implied volatity was 17.23, the open interest changed by 1 which increased total open position to 14


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 386.45, 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 386.45, 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 13


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 386.45, which was -36.85 lower than the previous day. The implied volatity was 17.10, the open interest changed by 0 which decreased total open position to 12


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 423.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 423.3, which was 78.45 higher than the previous day. The implied volatity was 18.17, the open interest changed by 10 which increased total open position to 11


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 344.85, which was -324.05 lower than the previous day. The implied volatity was 17.52, 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 668.9, which was 0.00 lower than the previous day. The implied volatity was 4.22, 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 668.9, which was 668.90 higher than the previous day. The implied volatity was 3.29, 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 3.29, 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 3.71, 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