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BANKNIFTY
Nifty Bank

52109 53.40 (0.10%)

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Historical option data for BANKNIFTY

02 Dec 2024 04:13 PM IST
BANKNIFTY 24DEC2024 48900 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
2 Dec 52109.00 3430.6 0.00 0.00 0 7 0
29 Nov 52055.60 3430.6 1331.00 - 2 7 7
28 Nov 51906.85 2099.6 0.00 0.00 0 3 0
27 Nov 52301.80 2099.6 0.00 0.00 0 3 0
26 Nov 52191.50 2099.6 0.00 0.00 0 3 0
25 Nov 52207.50 2099.6 0.00 0.00 0 3 0
22 Nov 51135.40 2099.6 0.00 0.00 0 3 0
21 Nov 50372.90 2099.6 -2088.35 11.76 7 3 3
19 Nov 50626.50 4187.95 0.00 0.00 0 0 0
18 Nov 50363.80 4187.95 0.00 0.00 0 0 0
14 Nov 50179.55 4187.95 0.00 0.00 0 0 0
13 Nov 50088.35 4187.95 0.00 0.00 0 0 0
12 Nov 51157.80 4187.95 0.00 0.00 0 0 0
11 Nov 51876.75 4187.95 0.00 0.00 0 0 0
8 Nov 51561.20 4187.95 0.00 0.00 0 0 0
7 Nov 51916.50 4187.95 0.00 0.00 0 0 0
6 Nov 52317.40 4187.95 -2201.05 14.26 1.5 0 0
5 Nov 52207.25 6389 0.00 - 0 0 0
4 Nov 51215.25 6389 0.00 - 0 0 0
1 Nov 51673.90 6389 0.00 - 0 0 0
31 Oct 51475.35 6389 0.00 - 0 0 0
30 Oct 51807.50 6389 0.00 - 0 0 0
29 Oct 52320.70 6389 0.00 - 0 0 0
28 Oct 51259.30 6389 0.00 - 0 0 0
25 Oct 50787.45 6389 0.00 - 0 0 0
24 Oct 51531.15 6389 0.00 - 0 0 0
23 Oct 51239.00 6389 0.00 - 0 0 0
22 Oct 51257.15 6389 0.00 - 0 0 0
21 Oct 51962.70 6389 0.00 - 0 0 0
18 Oct 52094.20 6389 0.00 - 0 0 0
17 Oct 51288.80 6389 0.00 - 0 0 0
16 Oct 51801.05 6389 0.00 - 0 0 0
15 Oct 51906.00 6389 0.00 - 0 0 0
14 Oct 51816.90 6389 0.00 - 0 0 0
11 Oct 51172.30 6389 0.00 - 0 0 0
10 Oct 51530.90 6389 0.00 - 0 0 0
9 Oct 51007.00 6389 0.00 - 0 0 0
8 Oct 51021.00 6389 0.00 - 0 0 0
7 Oct 50478.90 6389 0.00 - 0 0 0
4 Oct 51462.05 6389 6389.00 - 0 0 0
3 Oct 51845.20 0 0.00 - 0 0 0
1 Oct 52922.60 0 0.00 - 0 0 0
30 Sept 52978.10 0 0.00 - 0 0 0
27 Sept 53834.30 0 0.00 - 0 0 0
26 Sept 54375.35 0 - 0 0 0


For Nifty Bank - strike price 48900 expiring on 24DEC2024

Delta for 48900 CE is 0.00

Historical price for 48900 CE is as follows

On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 3430.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 3430.6, which was 1331.00 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 14


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2099.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2099.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2099.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2099.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2099.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2099.6, which was -2088.35 lower than the previous day. The implied volatity was 11.76, the open interest changed by 6 which increased total open position to 6


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 4187.95, 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 4187.95, 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 4187.95, 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 4187.95, 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 4187.95, 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 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 4187.95, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 4187.95, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 4187.95, 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 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 4187.95, which was -2201.05 lower than the previous day. The implied volatity was 14.26, 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 6389, 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 6389, 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 6389, 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 51475.35. The strike last trading price was 6389, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 6389, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 6389, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 6389, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 6389, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 6389, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 6389, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 6389, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 6389, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 6389, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 6389, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 6389, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 6389, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 6389, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 6389, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 6389, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 6389, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 6389, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 6389, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 6389, which was 6389.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct BANKNIFTY was trading at 51845.20. 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 which decreased total open position to


On 1 Oct BANKNIFTY was trading at 52922.60. 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 which decreased total open position to


On 30 Sept BANKNIFTY was trading at 52978.10. 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 which decreased total open position to


On 27 Sept BANKNIFTY was trading at 53834.30. 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 which decreased total open position to


On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 24DEC2024 48900 PE
Delta: -0.07
Vega: 17.80
Theta: -6.99
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
2 Dec 52109.00 85 -28.00 19.92 13,595.5 320.5 1,021.5
29 Nov 52055.60 113 -3.25 19.85 7,362 -100 701
28 Nov 51906.85 116.25 32.70 19.50 11,013 592.5 801
27 Nov 52301.80 83.55 -34.70 18.85 737.5 -10 208.5
26 Nov 52191.50 118.25 -13.00 19.76 210.5 -10 218.5
25 Nov 52207.50 131.25 -127.80 20.08 349.5 -46 228.5
22 Nov 51135.40 259.05 -100.95 18.91 595.5 -21 274.5
21 Nov 50372.90 360 0.40 18.11 660.5 77 295.5
19 Nov 50626.50 359.6 -17.50 17.86 989 163.5 218.5
18 Nov 50363.80 377.1 -32.75 17.52 28.5 3.5 55
14 Nov 50179.55 409.85 44.35 16.82 29.5 1.5 51.5
13 Nov 50088.35 365.5 157.45 16.16 103.5 19 50
12 Nov 51157.80 208.05 -56.65 16.52 5.5 1.5 31
11 Nov 51876.75 264.7 54.70 19.66 0.5 0 29.5
8 Nov 51561.20 210 19.60 16.82 9.5 -4.5 29.5
7 Nov 51916.50 190.4 5.40 17.39 9 2 34
6 Nov 52317.40 185 -70.00 18.63 34.5 31.5 32
5 Nov 52207.25 255 0.00 19.61 0.5 0.5 0.5
4 Nov 51215.25 255 0.00 0.00 0 0 0
1 Nov 51673.90 255 0.00 0.00 0 0 0
31 Oct 51475.35 255 0.00 - 0 0 0
30 Oct 51807.50 255 0.00 - 0 0 0
29 Oct 52320.70 255 0.00 - 0 0 0
28 Oct 51259.30 255 0.00 - 0 0 0
25 Oct 50787.45 255 0.00 - 0 0 0
24 Oct 51531.15 255 0.00 - 0 0 0
23 Oct 51239.00 255 0.00 - 0 0 0
22 Oct 51257.15 255 0.00 - 0 0 0
21 Oct 51962.70 255 -135.25 - 4.5 0 3
18 Oct 52094.20 390.25 75.25 - 4.5 3 3
17 Oct 51288.80 315 0.00 - 0 0 0
16 Oct 51801.05 315 0.00 - 0 0 0
15 Oct 51906.00 315 0.00 - 0 0 0
14 Oct 51816.90 315 0.00 - 0 0 0
11 Oct 51172.30 315 0.00 - 0 0 0
10 Oct 51530.90 315 0.00 - 0 0 0
9 Oct 51007.00 315 0.00 - 0 0 0
8 Oct 51021.00 315 0.00 - 0 0 0
7 Oct 50478.90 315 0.00 - 0 0 0
4 Oct 51462.05 315 315.00 - 0 0 0
3 Oct 51845.20 0 0.00 - 0 0 0
1 Oct 52922.60 0 0.00 - 0 0 0
30 Sept 52978.10 0 0.00 - 0 0 0
27 Sept 53834.30 0 0.00 - 0 0 0
26 Sept 54375.35 0 - 0 0 0


For Nifty Bank - strike price 48900 expiring on 24DEC2024

Delta for 48900 PE is -0.07

Historical price for 48900 PE is as follows

On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 85, which was -28.00 lower than the previous day. The implied volatity was 19.92, the open interest changed by 641 which increased total open position to 2043


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 113, which was -3.25 lower than the previous day. The implied volatity was 19.85, the open interest changed by -200 which decreased total open position to 1402


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 116.25, which was 32.70 higher than the previous day. The implied volatity was 19.50, the open interest changed by 1185 which increased total open position to 1602


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 83.55, which was -34.70 lower than the previous day. The implied volatity was 18.85, the open interest changed by -20 which decreased total open position to 417


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 118.25, which was -13.00 lower than the previous day. The implied volatity was 19.76, the open interest changed by -20 which decreased total open position to 437


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 131.25, which was -127.80 lower than the previous day. The implied volatity was 20.08, the open interest changed by -92 which decreased total open position to 457


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 259.05, which was -100.95 lower than the previous day. The implied volatity was 18.91, the open interest changed by -42 which decreased total open position to 549


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 360, which was 0.40 higher than the previous day. The implied volatity was 18.11, the open interest changed by 154 which increased total open position to 591


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 359.6, which was -17.50 lower than the previous day. The implied volatity was 17.86, the open interest changed by 327 which increased total open position to 437


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 377.1, which was -32.75 lower than the previous day. The implied volatity was 17.52, the open interest changed by 7 which increased total open position to 110


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 409.85, which was 44.35 higher than the previous day. The implied volatity was 16.82, the open interest changed by 3 which increased total open position to 103


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 365.5, which was 157.45 higher than the previous day. The implied volatity was 16.16, the open interest changed by 38 which increased total open position to 100


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 208.05, which was -56.65 lower than the previous day. The implied volatity was 16.52, the open interest changed by 3 which increased total open position to 62


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 264.7, which was 54.70 higher than the previous day. The implied volatity was 19.66, the open interest changed by 0 which decreased total open position to 59


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 210, which was 19.60 higher than the previous day. The implied volatity was 16.82, the open interest changed by -9 which decreased total open position to 59


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 190.4, which was 5.40 higher than the previous day. The implied volatity was 17.39, the open interest changed by 4 which increased total open position to 68


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 185, which was -70.00 lower than the previous day. The implied volatity was 18.63, the open interest changed by 63 which increased total open position to 64


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 255, which was 0.00 lower than the previous day. The implied volatity was 19.61, the open interest changed by 1 which increased total open position to 1


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 255, 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 255, 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 51475.35. The strike last trading price was 255, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 255, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 255, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 255, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 255, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 255, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 255, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 255, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 255, which was -135.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 390.25, which was 75.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 315, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 315, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 315, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 315, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 315, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 315, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 315, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 315, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 315, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 315, which was 315.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct BANKNIFTY was trading at 51845.20. 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 which decreased total open position to


On 1 Oct BANKNIFTY was trading at 52922.60. 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 which decreased total open position to


On 30 Sept BANKNIFTY was trading at 52978.10. 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 which decreased total open position to


On 27 Sept BANKNIFTY was trading at 53834.30. 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 which decreased total open position to


On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to