BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
BANKNIFTY 29JAN2025 48800 CE | ||||||||||
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Delta: 0.85
Vega: 36.06
Theta: -20.87
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.13
Vega: 33.72
Theta: -6.72
Gamma: 0.00
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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