BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
BANKNIFTY 29JAN2025 48900 CE | ||||||||||
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Delta: 0.85
Vega: 36.68
Theta: -20.88
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 51170.70 | 2995.15 | -1484.75 | 18.15 | 2 | 0 | 0 | |||
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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 | |||||||
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Delta: -0.14
Vega: 35.04
Theta: -6.91
Gamma: 0.00
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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