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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 48900 CE
Delta: 0.85
Vega: 36.68
Theta: -20.88
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 2995.15 -1484.75 18.15 2 0 0
24 Dec 51233.00 4479.9 0.00 - 0 0 0
23 Dec 51317.60 4479.9 0.00 - 0 0 0
20 Dec 50759.20 4479.9 0.00 - 0 0 0
19 Dec 51575.70 4479.9 0.00 - 0 0 0
18 Dec 52139.55 4479.9 0.00 - 0 0 0
17 Dec 52834.80 4479.9 0.00 - 0 0 0
16 Dec 53581.35 4479.9 0.00 - 0 0 0
13 Dec 53583.80 4479.9 0.00 - 0 0 0
12 Dec 53216.45 4479.9 0.00 - 0 0 0
11 Dec 53391.35 4479.9 0.00 - 0 0 0
10 Dec 53577.70 4479.9 0.00 - 0 0 0
9 Dec 53407.75 4479.9 0.00 - 0 0 0
6 Dec 53509.50 4479.9 0.00 - 0 0 0
5 Dec 53603.55 4479.9 0.00 - 0 0 0
4 Dec 53266.90 4479.9 0.00 - 0 0 0
3 Dec 52695.75 4479.9 0.00 - 0 0 0
2 Dec 52109.00 4479.9 0.00 - 0 0 0
29 Nov 52055.60 4479.9 0.00 - 0 0 0
28 Nov 51906.85 4479.9 0.00 - 0 0 0
27 Nov 52301.80 4479.9 0.00 - 0 0 0
26 Nov 52191.50 4479.9 0.00 - 0 0 0
25 Nov 52207.50 4479.9 0.00 - 0 0 0
22 Nov 51135.40 4479.9 0.00 - 0 0 0
21 Nov 50372.90 4479.9 0.00 - 0 0 0
19 Nov 50626.50 4479.9 0.00 - 0 0 0
18 Nov 50363.80 4479.9 0.00 - 0 0 0
14 Nov 50179.55 4479.9 0.00 - 0 0 0
13 Nov 50088.35 4479.9 0.00 - 0 0 0
12 Nov 51157.80 4479.9 0.00 - 0 0 0
11 Nov 51876.75 4479.9 0.00 - 0 0 0
8 Nov 51561.20 4479.9 0.00 - 0 0 0
7 Nov 51916.50 4479.9 0.00 - 0 0 0
6 Nov 52317.40 4479.9 0.00 - 0 0 0
5 Nov 52207.25 4479.9 4479.90 - 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 48900 expiring on 29JAN2025

Delta for 48900 CE is 0.85

Historical price for 48900 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 2995.15, which was -1484.75 lower than the previous day. The implied volatity was 18.15, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, 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 4479.9, which was 4479.90 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 48900 PE
Delta: -0.14
Vega: 35.04
Theta: -6.91
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 201 36.20 17.38 17,515 2,173 2,808
24 Dec 51233.00 164.8 -22.65 16.28 1,505 174 668
23 Dec 51317.60 187.45 -142.55 16.80 1,228 34 496
20 Dec 50759.20 330 120.50 18.05 754 203 460
19 Dec 51575.70 209.5 58.45 17.86 792 78 262
18 Dec 52139.55 151.05 36.10 17.97 175 135 184
17 Dec 52834.80 114.95 28.05 18.31 12 4 50
16 Dec 53581.35 86.9 0.00 0.00 0 4 0
13 Dec 53583.80 86.9 -24.30 18.74 11 2 44
12 Dec 53216.45 111.2 0.00 0.00 0 32 0
11 Dec 53391.35 111.2 -74.00 18.87 48 41 51
10 Dec 53577.70 185.2 0.00 0.00 0 0 0
9 Dec 53407.75 185.2 0.00 0.00 0 0 0
6 Dec 53509.50 185.2 0.00 0.00 0 9 0
5 Dec 53603.55 185.2 17.90 21.05 9 7 8
4 Dec 53266.90 167.3 -525.55 19.37 1 0 0
3 Dec 52695.75 692.85 0.00 4.98 0 0 0
2 Dec 52109.00 692.85 0.00 4.39 0 0 0
29 Nov 52055.60 692.85 0.00 4.23 0 0 0
28 Nov 51906.85 692.85 0.00 4.14 0 0 0
27 Nov 52301.80 692.85 0.00 4.46 0 0 0
26 Nov 52191.50 692.85 0.00 4.27 0 0 0
25 Nov 52207.50 692.85 0.00 4.30 0 0 0
22 Nov 51135.40 692.85 0.00 3.22 0 0 0
21 Nov 50372.90 692.85 0.00 2.57 0 0 0
19 Nov 50626.50 692.85 0.00 2.72 0 0 0
18 Nov 50363.80 692.85 0.00 2.50 0 0 0
14 Nov 50179.55 692.85 0.00 2.24 0 0 0
13 Nov 50088.35 692.85 0.00 2.10 0 0 0
12 Nov 51157.80 692.85 0.00 3.82 0 0 0
11 Nov 51876.75 692.85 0.00 3.89 0 0 0
8 Nov 51561.20 692.85 0.00 3.55 0 0 0
7 Nov 51916.50 692.85 692.85 3.93 0 0 0
6 Nov 52317.40 0 0.00 4.13 0 0 0
5 Nov 52207.25 0 0.00 4.08 0 0 0
4 Nov 51215.25 0 0.00 3.20 0 0 0
1 Nov 51673.90 0 0.00 3.62 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 48900 expiring on 29JAN2025

Delta for 48900 PE is -0.14

Historical price for 48900 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 201, which was 36.20 higher than the previous day. The implied volatity was 17.38, the open interest changed by 2173 which increased total open position to 2808


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 164.8, which was -22.65 lower than the previous day. The implied volatity was 16.28, the open interest changed by 174 which increased total open position to 668


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 187.45, which was -142.55 lower than the previous day. The implied volatity was 16.80, the open interest changed by 34 which increased total open position to 496


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 330, which was 120.50 higher than the previous day. The implied volatity was 18.05, the open interest changed by 203 which increased total open position to 460


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 209.5, which was 58.45 higher than the previous day. The implied volatity was 17.86, the open interest changed by 78 which increased total open position to 262


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 151.05, which was 36.10 higher than the previous day. The implied volatity was 17.97, the open interest changed by 135 which increased total open position to 184


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 114.95, which was 28.05 higher than the previous day. The implied volatity was 18.31, the open interest changed by 4 which increased total open position to 50


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 86.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 86.9, which was -24.30 lower than the previous day. The implied volatity was 18.74, the open interest changed by 2 which increased total open position to 44


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 111.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 32 which increased total open position to 0


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 111.2, which was -74.00 lower than the previous day. The implied volatity was 18.87, the open interest changed by 41 which increased total open position to 51


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 185.2, 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 185.2, 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 185.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 185.2, which was 17.90 higher than the previous day. The implied volatity was 21.05, the open interest changed by 7 which increased total open position to 8


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 167.3, which was -525.55 lower than the previous day. The implied volatity was 19.37, 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 692.85, which was 0.00 lower than the previous day. The implied volatity was 4.98, 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 692.85, which was 0.00 lower than the previous day. The implied volatity was 4.39, 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 692.85, which was 0.00 lower than the previous day. The implied volatity was 4.23, 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 692.85, which was 0.00 lower than the previous day. The implied volatity was 4.14, 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 692.85, which was 0.00 lower than the previous day. The implied volatity was 4.46, 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 692.85, which was 0.00 lower than the previous day. The implied volatity was 4.27, 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 692.85, which was 0.00 lower than the previous day. The implied volatity was 4.30, 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 692.85, which was 0.00 lower than the previous day. The implied volatity was 3.22, 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 692.85, which was 0.00 lower than the previous day. The implied volatity was 2.57, 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 692.85, which was 0.00 lower than the previous day. The implied volatity was 2.72, 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 692.85, which was 0.00 lower than the previous day. The implied volatity was 2.50, 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 692.85, which was 0.00 lower than the previous day. The implied volatity was 2.24, 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 692.85, which was 0.00 lower than the previous day. The implied volatity was 2.10, 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 692.85, which was 0.00 lower than the previous day. The implied volatity was 3.82, 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 692.85, which was 0.00 lower than the previous day. The implied volatity was 3.89, 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 692.85, which was 0.00 lower than the previous day. The implied volatity was 3.55, 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 692.85, which was 692.85 higher than the previous day. The implied volatity was 3.93, 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 4.13, 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 4.08, 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 3.20, 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 3.62, 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