BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
13 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 48900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 39.50
Theta: -26.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Jan | 48041.25 | 495 | -296.00 | 18.40 | 89,629 | -2,520 | 9,572 | |||
| 10 Jan | 48734.15 | 791 | -555.40 | 15.81 | 1,43,200 | 11,167 | 12,132 | |||
| 9 Jan | 49503.50 | 1346.4 | -221.65 | 16.96 | 4,099 | 251 | 976 | |||
| 8 Jan | 49835.05 | 1568.05 | -247.70 | 16.77 | 1,463 | 352 | 725 | |||
| 7 Jan | 50202.15 | 1815.75 | 77.95 | 15.79 | 167 | 20 | 374 | |||
| 6 Jan | 49922.00 | 1737.8 | -843.00 | 17.47 | 7 | 3 | 357 | |||
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| 3 Jan | 50988.80 | 2580.8 | -63.65 | 16.30 | 693 | -669 | 357 | |||
| 2 Jan | 51605.55 | 2644.45 | 0.00 | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 48900 expiring on 30JAN2025
Delta for 48900 CE is 0.38
Historical price for 48900 CE is as follows
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 495, which was -296.00 lower than the previous day. The implied volatity was 18.40, the open interest changed by -2520 which decreased total open position to 9572
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 791, which was -555.40 lower than the previous day. The implied volatity was 15.81, the open interest changed by 11167 which increased total open position to 12132
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1346.4, which was -221.65 lower than the previous day. The implied volatity was 16.96, the open interest changed by 251 which increased total open position to 976
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1568.05, which was -247.70 lower than the previous day. The implied volatity was 16.77, the open interest changed by 352 which increased total open position to 725
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1815.75, which was 77.95 higher than the previous day. The implied volatity was 15.79, the open interest changed by 20 which increased total open position to 374
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1737.8, which was -843.00 lower than the previous day. The implied volatity was 17.47, the open interest changed by 3 which increased total open position to 357
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 2580.8, which was -63.65 lower than the previous day. The implied volatity was 16.30, the open interest changed by -669 which decreased total open position to 357
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2644.45, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 30JAN2025 48900 PE | |||||||
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Delta: -0.62
Vega: 39.62
Theta: -13.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Jan | 48041.25 | 1139.3 | 323.30 | 18.96 | 47,435 | -5,893 | 7,242 |
| 10 Jan | 48734.15 | 816 | 364.50 | 19.44 | 2,80,906 | 7,113 | 13,235 |
| 9 Jan | 49503.50 | 451.5 | 67.10 | 17.79 | 69,316 | -80 | 6,291 |
| 8 Jan | 49835.05 | 384.4 | 47.40 | 17.92 | 73,538 | 932 | 6,445 |
| 7 Jan | 50202.15 | 337 | -131.00 | 18.65 | 41,323 | 2,068 | 6,128 |
| 6 Jan | 49922.00 | 468 | 280.45 | 20.08 | 52,106 | -940 | 4,082 |
| 3 Jan | 50988.80 | 187.55 | 56.15 | 17.52 | 27,221 | -1,068 | 5,089 |
| 2 Jan | 51605.55 | 131.4 | 18.04 | 21,059 | 598 | 6,336 | |
For Nifty Bank - strike price 48900 expiring on 30JAN2025
Delta for 48900 PE is -0.62
Historical price for 48900 PE is as follows
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 1139.3, which was 323.30 higher than the previous day. The implied volatity was 18.96, the open interest changed by -5893 which decreased total open position to 7242
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 816, which was 364.50 higher than the previous day. The implied volatity was 19.44, the open interest changed by 7113 which increased total open position to 13235
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 451.5, which was 67.10 higher than the previous day. The implied volatity was 17.79, the open interest changed by -80 which decreased total open position to 6291
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 384.4, which was 47.40 higher than the previous day. The implied volatity was 17.92, the open interest changed by 932 which increased total open position to 6445
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 337, which was -131.00 lower than the previous day. The implied volatity was 18.65, the open interest changed by 2068 which increased total open position to 6128
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 468, which was 280.45 higher than the previous day. The implied volatity was 20.08, the open interest changed by -940 which decreased total open position to 4082
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 187.55, which was 56.15 higher than the previous day. The implied volatity was 17.52, the open interest changed by -1068 which decreased total open position to 5089
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 131.4, which was lower than the previous day. The implied volatity was 18.04, the open interest changed by 598 which increased total open position to 6336
