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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 49100 CE
Delta: 0.84
Vega: 37.31
Theta: -20.45
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 2790.05 -1036.95 17.07 19 0 1
24 Dec 51233.00 3827 0.00 0.00 0 0 0
23 Dec 51317.60 3827 0.00 0.00 0 0 0
20 Dec 50759.20 3827 0.00 0.00 0 0 0
19 Dec 51575.70 3827 0.00 0.00 0 1 0
18 Dec 52139.55 3827 -508.05 17.54 1 0 0
17 Dec 52834.80 4335.05 0.00 - 0 0 0
16 Dec 53581.35 4335.05 0.00 - 0 0 0
13 Dec 53583.80 4335.05 0.00 - 0 0 0
12 Dec 53216.45 4335.05 0.00 - 0 0 0
11 Dec 53391.35 4335.05 0.00 - 0 0 0
10 Dec 53577.70 4335.05 0.00 - 0 0 0
9 Dec 53407.75 4335.05 0.00 - 0 0 0
6 Dec 53509.50 4335.05 0.00 - 0 0 0
5 Dec 53603.55 4335.05 0.00 - 0 0 0
4 Dec 53266.90 4335.05 0.00 - 0 0 0
3 Dec 52695.75 4335.05 0.00 - 0 0 0
2 Dec 52109.00 4335.05 0.00 - 0 0 0
29 Nov 52055.60 4335.05 0.00 - 0 0 0
28 Nov 51906.85 4335.05 0.00 - 0 0 0
27 Nov 52301.80 4335.05 0.00 - 0 0 0
26 Nov 52191.50 4335.05 0.00 - 0 0 0
25 Nov 52207.50 4335.05 0.00 - 0 0 0
22 Nov 51135.40 4335.05 0.00 - 0 0 0
21 Nov 50372.90 4335.05 0.00 - 0 0 0
19 Nov 50626.50 4335.05 0.00 - 0 0 0
18 Nov 50363.80 4335.05 0.00 - 0 0 0
14 Nov 50179.55 4335.05 0.00 - 0 0 0
13 Nov 50088.35 4335.05 0.00 - 0 0 0
12 Nov 51157.80 4335.05 0.00 - 0 0 0
11 Nov 51876.75 4335.05 0.00 - 0 0 0
8 Nov 51561.20 4335.05 0.00 - 0 0 0
7 Nov 51916.50 4335.05 0.00 - 0 0 0
6 Nov 52317.40 4335.05 0.00 - 0 0 0
5 Nov 52207.25 4335.05 4335.05 - 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 49100 expiring on 29JAN2025

Delta for 49100 CE is 0.84

Historical price for 49100 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 2790.05, which was -1036.95 lower than the previous day. The implied volatity was 17.07, the open interest changed by 0 which decreased total open position to 1


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 3827, 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 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 3827, 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 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3827, 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 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3827, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3827, which was -508.05 lower than the previous day. The implied volatity was 17.54, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, 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 4335.05, which was 4335.05 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 49100 PE
Delta: -0.15
Vega: 37.22
Theta: -7.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 220.3 36.50 17.03 20,341 988 1,973
24 Dec 51233.00 183.8 -27.05 16.01 2,533 425 996
23 Dec 51317.60 210.85 -167.60 16.62 1,678 -71 570
20 Dec 50759.20 378.45 144.20 18.16 1,222 160 643
19 Dec 51575.70 234.25 56.20 17.72 825 250 485
18 Dec 52139.55 178.05 48.25 18.07 64 20 240
17 Dec 52834.80 129.8 23.60 18.20 9 2 220
16 Dec 53581.35 106.2 18.20 19.14 2 -1 218
13 Dec 53583.80 88 -36.55 18.23 254 177 220
12 Dec 53216.45 124.55 0.95 18.44 2 0 41
11 Dec 53391.35 123.6 -197.80 18.74 40 0 1
10 Dec 53577.70 321.4 0.00 0.00 0 0 0
9 Dec 53407.75 321.4 0.00 0.00 0 0 0
6 Dec 53509.50 321.4 0.00 0.00 0 0 0
5 Dec 53603.55 321.4 0.00 0.00 0 0 0
4 Dec 53266.90 321.4 0.00 0.00 0 0 0
3 Dec 52695.75 321.4 0.00 0.00 0 0 0
2 Dec 52109.00 321.4 0.00 0.00 0 0 0
29 Nov 52055.60 321.4 0.00 0.00 0 0 1
28 Nov 51906.85 321.4 0.00 0.00 0 0 0
27 Nov 52301.80 321.4 0.00 0.00 0 1 0
26 Nov 52191.50 321.4 -423.00 18.61 1 0 0
25 Nov 52207.50 744.4 0.00 4.09 0 0 0
22 Nov 51135.40 744.4 0.00 3.02 0 0 0
21 Nov 50372.90 744.4 0.00 2.37 0 0 0
19 Nov 50626.50 744.4 0.00 2.39 0 0 0
18 Nov 50363.80 744.4 0.00 2.28 0 0 0
14 Nov 50179.55 744.4 0.00 2.13 0 0 0
13 Nov 50088.35 744.4 0.00 2.20 0 0 0
12 Nov 51157.80 744.4 0.00 2.99 0 0 0
11 Nov 51876.75 744.4 0.00 3.59 0 0 0
8 Nov 51561.20 744.4 744.40 3.55 0 0 0
7 Nov 51916.50 0 0.00 3.67 0 0 0
6 Nov 52317.40 0 0.00 3.95 0 0 0
5 Nov 52207.25 0 0.00 3.90 0 0 0
4 Nov 51215.25 0 0.00 3.02 0 0 0
1 Nov 51673.90 0 0.00 3.45 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 49100 expiring on 29JAN2025

Delta for 49100 PE is -0.15

Historical price for 49100 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 220.3, which was 36.50 higher than the previous day. The implied volatity was 17.03, the open interest changed by 988 which increased total open position to 1973


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 183.8, which was -27.05 lower than the previous day. The implied volatity was 16.01, the open interest changed by 425 which increased total open position to 996


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 210.85, which was -167.60 lower than the previous day. The implied volatity was 16.62, the open interest changed by -71 which decreased total open position to 570


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 378.45, which was 144.20 higher than the previous day. The implied volatity was 18.16, the open interest changed by 160 which increased total open position to 643


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 234.25, which was 56.20 higher than the previous day. The implied volatity was 17.72, the open interest changed by 250 which increased total open position to 485


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 178.05, which was 48.25 higher than the previous day. The implied volatity was 18.07, the open interest changed by 20 which increased total open position to 240


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 129.8, which was 23.60 higher than the previous day. The implied volatity was 18.20, the open interest changed by 2 which increased total open position to 220


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 106.2, which was 18.20 higher than the previous day. The implied volatity was 19.14, the open interest changed by -1 which decreased total open position to 218


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 88, which was -36.55 lower than the previous day. The implied volatity was 18.23, the open interest changed by 177 which increased total open position to 220


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 124.55, which was 0.95 higher than the previous day. The implied volatity was 18.44, the open interest changed by 0 which decreased total open position to 41


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 123.6, which was -197.80 lower than the previous day. The implied volatity was 18.74, the open interest changed by 0 which decreased total open position to 1


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 321.4, 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 321.4, 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 321.4, 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 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 321.4, 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 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 321.4, 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 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 321.4, 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 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 321.4, 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 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 321.4, 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 1


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 321.4, 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 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 321.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 321.4, which was -423.00 lower than the previous day. The implied volatity was 18.61, 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 744.4, which was 0.00 lower than the previous day. The implied volatity was 4.09, 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 744.4, which was 0.00 lower than the previous day. The implied volatity was 3.02, 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 744.4, which was 0.00 lower than the previous day. The implied volatity was 2.37, 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 744.4, which was 0.00 lower than the previous day. The implied volatity was 2.39, 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 744.4, which was 0.00 lower than the previous day. The implied volatity was 2.28, 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 744.4, which was 0.00 lower than the previous day. The implied volatity was 2.13, 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 744.4, which was 0.00 lower than the previous day. The implied volatity was 2.20, 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 744.4, which was 0.00 lower than the previous day. The implied volatity was 2.99, 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 744.4, which was 0.00 lower than the previous day. The implied volatity was 3.59, 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 744.4, which was 744.40 higher 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.67, 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 3.95, 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 3.90, 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 3.02, 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 3.45, 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