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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 49000 CE
Delta: 0.90
Vega: 27.62
Theta: -17.53
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 2773.7 -146.30 13.96 1,361 144 2,794
24 Dec 51233.00 2920 6.65 15.13 1,222 570 2,648
23 Dec 51317.60 2913.35 314.35 14.07 901 431 2,075
20 Dec 50759.20 2599 -755.00 14.60 1,213 375 1,619
19 Dec 51575.70 3354 -476.00 17.09 1,165 633 1,244
18 Dec 52139.55 3830 -550.00 14.26 102 4 610
17 Dec 52834.80 4380 -745.00 12.13 61 29 606
16 Dec 53581.35 5125 107.05 15.08 147 14 577
13 Dec 53583.80 5017.95 142.95 - 170 91 563
12 Dec 53216.45 4875 -125.00 11.85 5 0 472
11 Dec 53391.35 5000 -46.55 - 172 96 467
10 Dec 53577.70 5046.55 0.00 0.00 0 -2 0
9 Dec 53407.75 5046.55 -93.45 - 136 1 374
6 Dec 53509.50 5140 -190.65 - 32 11 373
5 Dec 53603.55 5330.65 474.95 - 4 -1 362
4 Dec 53266.90 4855.7 525.70 - 22 1 363
3 Dec 52695.75 4330 330.00 - 4 -2 361
2 Dec 52109.00 4000 190.00 14.14 4 1 364
29 Nov 52055.60 3810 -149.65 - 8 2 365
28 Nov 51906.85 3959.65 -130.35 14.69 43 -15 363
27 Nov 52301.80 4090 57.60 - 24 1 378
26 Nov 52191.50 4032.4 48.30 7.36 388 292 377
25 Nov 52207.50 3984.1 679.85 - 57 26 85
22 Nov 51135.40 3304.25 619.25 14.99 17 7 66
21 Nov 50372.90 2685 -15.00 13.22 52 0 58
19 Nov 50626.50 2700 198.00 12.50 19 2 57
18 Nov 50363.80 2502 -78.00 10.42 54 6 54
14 Nov 50179.55 2580 -20.00 12.72 47 24 40
13 Nov 50088.35 2600 -900.00 11.86 30 10 15
12 Nov 51157.80 3500 -906.20 15.18 5 3 3
11 Nov 51876.75 4406.2 0.00 - 0 0 0
8 Nov 51561.20 4406.2 0.00 - 0 0 0
7 Nov 51916.50 4406.2 0.00 - 0 0 0
6 Nov 52317.40 4406.2 0.00 - 0 0 0
5 Nov 52207.25 4406.2 4406.20 - 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 49000 expiring on 29JAN2025

Delta for 49000 CE is 0.90

Historical price for 49000 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 2773.7, which was -146.30 lower than the previous day. The implied volatity was 13.96, the open interest changed by 144 which increased total open position to 2794


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 2920, which was 6.65 higher than the previous day. The implied volatity was 15.13, the open interest changed by 570 which increased total open position to 2648


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 2913.35, which was 314.35 higher than the previous day. The implied volatity was 14.07, the open interest changed by 431 which increased total open position to 2075


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2599, which was -755.00 lower than the previous day. The implied volatity was 14.60, the open interest changed by 375 which increased total open position to 1619


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3354, which was -476.00 lower than the previous day. The implied volatity was 17.09, the open interest changed by 633 which increased total open position to 1244


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3830, which was -550.00 lower than the previous day. The implied volatity was 14.26, the open interest changed by 4 which increased total open position to 610


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 4380, which was -745.00 lower than the previous day. The implied volatity was 12.13, the open interest changed by 29 which increased total open position to 606


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 5125, which was 107.05 higher than the previous day. The implied volatity was 15.08, the open interest changed by 14 which increased total open position to 577


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 5017.95, which was 142.95 higher than the previous day. The implied volatity was -, the open interest changed by 91 which increased total open position to 563


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 4875, which was -125.00 lower than the previous day. The implied volatity was 11.85, the open interest changed by 0 which decreased total open position to 472


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 5000, which was -46.55 lower than the previous day. The implied volatity was -, the open interest changed by 96 which increased total open position to 467


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 5046.55, 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 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 5046.55, which was -93.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 374


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 5140, which was -190.65 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 373


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 5330.65, which was 474.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 362


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 4855.7, which was 525.70 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 363


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 4330, which was 330.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 361


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 4000, which was 190.00 higher than the previous day. The implied volatity was 14.14, the open interest changed by 1 which increased total open position to 364


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 3810, which was -149.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 365


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 3959.65, which was -130.35 lower than the previous day. The implied volatity was 14.69, the open interest changed by -15 which decreased total open position to 363


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 4090, which was 57.60 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 378


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 4032.4, which was 48.30 higher than the previous day. The implied volatity was 7.36, the open interest changed by 292 which increased total open position to 377


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 3984.1, which was 679.85 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 85


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 3304.25, which was 619.25 higher than the previous day. The implied volatity was 14.99, the open interest changed by 7 which increased total open position to 66


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2685, which was -15.00 lower than the previous day. The implied volatity was 13.22, the open interest changed by 0 which decreased total open position to 58


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2700, which was 198.00 higher than the previous day. The implied volatity was 12.50, the open interest changed by 2 which increased total open position to 57


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2502, which was -78.00 lower than the previous day. The implied volatity was 10.42, the open interest changed by 6 which increased total open position to 54


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2580, which was -20.00 lower than the previous day. The implied volatity was 12.72, the open interest changed by 24 which increased total open position to 40


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2600, which was -900.00 lower than the previous day. The implied volatity was 11.86, the open interest changed by 10 which increased total open position to 15


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 3500, which was -906.20 lower than the previous day. The implied volatity was 15.18, the open interest changed by 3 which increased total open position to 3


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 4406.2, 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 4406.2, 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 4406.2, 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 4406.2, 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 4406.2, which was 4406.20 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 49000 PE
Delta: -0.15
Vega: 36.30
Theta: -7.08
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 213.4 41.40 17.29 1,95,501 13,160 49,331
24 Dec 51233.00 172 -28.00 16.09 48,135 5,802 36,450
23 Dec 51317.60 200 -144.75 16.74 46,255 5,789 30,807
20 Dec 50759.20 344.75 121.35 17.91 30,004 2,223 25,364
19 Dec 51575.70 223.4 67.60 17.84 27,422 1,753 23,142
18 Dec 52139.55 155.8 32.75 17.77 20,574 5,009 21,474
17 Dec 52834.80 123.05 36.95 18.28 27,810 4,992 16,565
16 Dec 53581.35 86.1 -0.75 18.56 5,751 503 11,599
13 Dec 53583.80 86.85 -30.10 18.46 11,736 1,441 11,018
12 Dec 53216.45 116.95 -2.50 18.50 3,154 783 9,561
11 Dec 53391.35 119.45 -6.30 18.89 5,552 761 8,794
10 Dec 53577.70 125.75 -16.20 19.54 2,314 589 8,032
9 Dec 53407.75 141.95 -2.85 19.47 3,305 268 7,460
6 Dec 53509.50 144.8 -1.85 19.31 8,411 866 7,349
5 Dec 53603.55 146.65 -25.95 19.51 5,225 -169 6,500
4 Dec 53266.90 172.6 -46.70 19.25 8,557 839 6,698
3 Dec 52695.75 219.3 -55.90 18.82 8,265 -28 5,890
2 Dec 52109.00 275.2 -9.55 18.43 7,288 282 5,941
29 Nov 52055.60 284.75 -15.25 18.02 4,600 269 5,706
28 Nov 51906.85 300 54.15 18.09 8,938 1,236 5,489
27 Nov 52301.80 245.85 -39.20 17.78 1,771 396 4,256
26 Nov 52191.50 285.05 -17.85 18.17 5,359 1,674 3,950
25 Nov 52207.50 302.9 -172.10 18.48 2,696 640 2,294
22 Nov 51135.40 475 -115.00 17.92 1,351 148 1,802
21 Nov 50372.90 590 0.85 17.35 1,042 21 1,654
19 Nov 50626.50 589.15 2.10 17.31 956 126 1,631
18 Nov 50363.80 587.05 -27.95 16.82 758 284 1,509
14 Nov 50179.55 615 33.85 16.42 725 79 1,224
13 Nov 50088.35 581.15 185.65 16.16 1,602 377 1,149
12 Nov 51157.80 395.5 65.55 16.02 539 282 771
11 Nov 51876.75 329.95 -48.70 16.80 314 43 489
8 Nov 51561.20 378.65 45.20 16.65 597 163 446
7 Nov 51916.50 333.45 23.45 16.81 332 157 284
6 Nov 52317.40 310 -90.00 17.58 25 16 127
5 Nov 52207.25 400 -105.00 18.36 125 75 112
4 Nov 51215.25 505 -212.40 17.51 37 36 36
1 Nov 51673.90 717.4 0.00 3.48 0 0 0
31 Oct 51559.20 717.40 - 0 0 0


For Nifty Bank - strike price 49000 expiring on 29JAN2025

Delta for 49000 PE is -0.15

Historical price for 49000 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 213.4, which was 41.40 higher than the previous day. The implied volatity was 17.29, the open interest changed by 13160 which increased total open position to 49331


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 172, which was -28.00 lower than the previous day. The implied volatity was 16.09, the open interest changed by 5802 which increased total open position to 36450


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 200, which was -144.75 lower than the previous day. The implied volatity was 16.74, the open interest changed by 5789 which increased total open position to 30807


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 344.75, which was 121.35 higher than the previous day. The implied volatity was 17.91, the open interest changed by 2223 which increased total open position to 25364


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 223.4, which was 67.60 higher than the previous day. The implied volatity was 17.84, the open interest changed by 1753 which increased total open position to 23142


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 155.8, which was 32.75 higher than the previous day. The implied volatity was 17.77, the open interest changed by 5009 which increased total open position to 21474


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 123.05, which was 36.95 higher than the previous day. The implied volatity was 18.28, the open interest changed by 4992 which increased total open position to 16565


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 86.1, which was -0.75 lower than the previous day. The implied volatity was 18.56, the open interest changed by 503 which increased total open position to 11599


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 86.85, which was -30.10 lower than the previous day. The implied volatity was 18.46, the open interest changed by 1441 which increased total open position to 11018


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 116.95, which was -2.50 lower than the previous day. The implied volatity was 18.50, the open interest changed by 783 which increased total open position to 9561


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 119.45, which was -6.30 lower than the previous day. The implied volatity was 18.89, the open interest changed by 761 which increased total open position to 8794


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 125.75, which was -16.20 lower than the previous day. The implied volatity was 19.54, the open interest changed by 589 which increased total open position to 8032


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 141.95, which was -2.85 lower than the previous day. The implied volatity was 19.47, the open interest changed by 268 which increased total open position to 7460


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 144.8, which was -1.85 lower than the previous day. The implied volatity was 19.31, the open interest changed by 866 which increased total open position to 7349


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 146.65, which was -25.95 lower than the previous day. The implied volatity was 19.51, the open interest changed by -169 which decreased total open position to 6500


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 172.6, which was -46.70 lower than the previous day. The implied volatity was 19.25, the open interest changed by 839 which increased total open position to 6698


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 219.3, which was -55.90 lower than the previous day. The implied volatity was 18.82, the open interest changed by -28 which decreased total open position to 5890


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 275.2, which was -9.55 lower than the previous day. The implied volatity was 18.43, the open interest changed by 282 which increased total open position to 5941


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 284.75, which was -15.25 lower than the previous day. The implied volatity was 18.02, the open interest changed by 269 which increased total open position to 5706


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 300, which was 54.15 higher than the previous day. The implied volatity was 18.09, the open interest changed by 1236 which increased total open position to 5489


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 245.85, which was -39.20 lower than the previous day. The implied volatity was 17.78, the open interest changed by 396 which increased total open position to 4256


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 285.05, which was -17.85 lower than the previous day. The implied volatity was 18.17, the open interest changed by 1674 which increased total open position to 3950


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 302.9, which was -172.10 lower than the previous day. The implied volatity was 18.48, the open interest changed by 640 which increased total open position to 2294


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 475, which was -115.00 lower than the previous day. The implied volatity was 17.92, the open interest changed by 148 which increased total open position to 1802


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 590, which was 0.85 higher than the previous day. The implied volatity was 17.35, the open interest changed by 21 which increased total open position to 1654


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 589.15, which was 2.10 higher than the previous day. The implied volatity was 17.31, the open interest changed by 126 which increased total open position to 1631


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 587.05, which was -27.95 lower than the previous day. The implied volatity was 16.82, the open interest changed by 284 which increased total open position to 1509


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 615, which was 33.85 higher than the previous day. The implied volatity was 16.42, the open interest changed by 79 which increased total open position to 1224


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 581.15, which was 185.65 higher than the previous day. The implied volatity was 16.16, the open interest changed by 377 which increased total open position to 1149


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 395.5, which was 65.55 higher than the previous day. The implied volatity was 16.02, the open interest changed by 282 which increased total open position to 771


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 329.95, which was -48.70 lower than the previous day. The implied volatity was 16.80, the open interest changed by 43 which increased total open position to 489


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 378.65, which was 45.20 higher than the previous day. The implied volatity was 16.65, the open interest changed by 163 which increased total open position to 446


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 333.45, which was 23.45 higher than the previous day. The implied volatity was 16.81, the open interest changed by 157 which increased total open position to 284


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 310, which was -90.00 lower than the previous day. The implied volatity was 17.58, the open interest changed by 16 which increased total open position to 127


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 400, which was -105.00 lower than the previous day. The implied volatity was 18.36, the open interest changed by 75 which increased total open position to 112


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 505, which was -212.40 lower than the previous day. The implied volatity was 17.51, the open interest changed by 36 which increased total open position to 36


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 717.4, which was 0.00 lower than the previous day. The implied volatity was 3.48, 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 717.40, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to