BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
23 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 49300 CE | ||||||||||
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Delta: 0.30
Vega: 23.52
Theta: -32.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 48589.00 | 220.1 | -120.00 | 17.12 | 2,04,431 | 4,138 | 32,462 | |||
| 22 Jan | 48724.40 | 340.1 | -55.90 | 18.18 | 2,73,281 | 2,760 | 28,908 | |||
| 21 Jan | 48570.90 | 396 | -321.00 | 20.74 | 3,57,812 | 4,022 | 26,620 | |||
| 20 Jan | 49350.80 | 717 | 329.00 | 19.26 | 3,55,419 | 2,817 | 22,769 | |||
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| 17 Jan | 48540.60 | 388 | -371.60 | 17.21 | 1,45,196 | -691 | 20,319 | |||
| 16 Jan | 49278.70 | 759.6 | 269.05 | 15.91 | 5,79,025 | 8,885 | 21,765 | |||
| 15 Jan | 48751.70 | 490.55 | -121.75 | 16.06 | 1,45,604 | 2,137 | 13,041 | |||
| 14 Jan | 48729.15 | 612.3 | 257.95 | 17.31 | 1,09,137 | -3,774 | 11,040 | |||
| 13 Jan | 48041.25 | 354.35 | -252.65 | 18.13 | 95,947 | 1,039 | 14,880 | |||
| 10 Jan | 48734.15 | 607 | -473.60 | 15.96 | 2,36,418 | 8,384 | 14,236 | |||
| 9 Jan | 49503.50 | 1080.6 | -216.60 | 16.66 | 1,41,304 | 4,060 | 6,061 | |||
| 8 Jan | 49835.05 | 1297.2 | -237.65 | 16.88 | 14,891 | 1,370 | 1,966 | |||
| 7 Jan | 50202.15 | 1534.85 | 93.65 | 16.12 | 812 | -36 | 596 | |||
| 6 Jan | 49922.00 | 1441.2 | -750.70 | 17.03 | 930 | 98 | 631 | |||
| 3 Jan | 50988.80 | 2191.9 | -529.70 | 14.52 | 153 | 31 | 533 | |||
| 2 Jan | 51605.55 | 2721.6 | 11.97 | 344 | -192 | 505 | ||||
For Nifty Bank - strike price 49300 expiring on 30JAN2025
Delta for 49300 CE is 0.30
Historical price for 49300 CE is as follows
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 220.1, which was -120.00 lower than the previous day. The implied volatity was 17.12, the open interest changed by 4138 which increased total open position to 32462
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 340.1, which was -55.90 lower than the previous day. The implied volatity was 18.18, the open interest changed by 2760 which increased total open position to 28908
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 396, which was -321.00 lower than the previous day. The implied volatity was 20.74, the open interest changed by 4022 which increased total open position to 26620
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 717, which was 329.00 higher than the previous day. The implied volatity was 19.26, the open interest changed by 2817 which increased total open position to 22769
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 388, which was -371.60 lower than the previous day. The implied volatity was 17.21, the open interest changed by -691 which decreased total open position to 20319
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 759.6, which was 269.05 higher than the previous day. The implied volatity was 15.91, the open interest changed by 8885 which increased total open position to 21765
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 490.55, which was -121.75 lower than the previous day. The implied volatity was 16.06, the open interest changed by 2137 which increased total open position to 13041
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 612.3, which was 257.95 higher than the previous day. The implied volatity was 17.31, the open interest changed by -3774 which decreased total open position to 11040
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 354.35, which was -252.65 lower than the previous day. The implied volatity was 18.13, the open interest changed by 1039 which increased total open position to 14880
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 607, which was -473.60 lower than the previous day. The implied volatity was 15.96, the open interest changed by 8384 which increased total open position to 14236
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1080.6, which was -216.60 lower than the previous day. The implied volatity was 16.66, the open interest changed by 4060 which increased total open position to 6061
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1297.2, which was -237.65 lower than the previous day. The implied volatity was 16.88, the open interest changed by 1370 which increased total open position to 1966
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1534.85, which was 93.65 higher than the previous day. The implied volatity was 16.12, the open interest changed by -36 which decreased total open position to 596
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1441.2, which was -750.70 lower than the previous day. The implied volatity was 17.03, the open interest changed by 98 which increased total open position to 631
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 2191.9, which was -529.70 lower than the previous day. The implied volatity was 14.52, the open interest changed by 31 which increased total open position to 533
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2721.6, which was lower than the previous day. The implied volatity was 11.97, the open interest changed by -192 which decreased total open position to 505
| BANKNIFTY 30JAN2025 49300 PE | |||||||
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Delta: -0.69
Vega: 23.89
Theta: -21.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 48589.00 | 854.4 | 89.25 | 18.15 | 28,005 | -649 | 8,265 |
| 22 Jan | 48724.40 | 765.15 | -144.65 | 18.14 | 30,991 | -1,219 | 8,931 |
| 21 Jan | 48570.90 | 909.8 | 377.65 | 19.30 | 3,57,956 | -11,153 | 10,314 |
| 20 Jan | 49350.80 | 532.15 | -452.85 | 18.91 | 2,98,804 | 14,097 | 21,878 |
| 17 Jan | 48540.60 | 985 | 425.00 | 17.92 | 75,231 | -11,984 | 7,879 |
| 16 Jan | 49278.70 | 560 | -331.60 | 17.90 | 6,26,862 | 16,145 | 20,685 |
| 15 Jan | 48751.70 | 891.6 | 72.60 | 18.22 | 41,539 | 434 | 4,549 |
| 14 Jan | 48729.15 | 819 | -597.50 | 17.47 | 32,484 | -2,384 | 4,112 |
| 13 Jan | 48041.25 | 1416.5 | 391.50 | 19.27 | 25,306 | -3,056 | 6,530 |
| 10 Jan | 48734.15 | 1025 | 431.10 | 19.49 | 2,77,596 | -1,742 | 9,696 |
| 9 Jan | 49503.50 | 593.9 | 92.90 | 17.70 | 2,48,727 | 6,060 | 11,677 |
| 8 Jan | 49835.05 | 501 | 64.95 | 17.60 | 94,632 | 1,893 | 5,684 |
| 7 Jan | 50202.15 | 436.05 | -153.15 | 18.31 | 33,708 | -161 | 3,806 |
| 6 Jan | 49922.00 | 589.2 | 336.50 | 19.87 | 72,387 | -1,319 | 3,983 |
| 3 Jan | 50988.80 | 252.7 | 80.65 | 17.33 | 34,301 | 185 | 5,329 |
| 2 Jan | 51605.55 | 172.05 | 17.68 | 20,645 | 238 | 5,390 | |
For Nifty Bank - strike price 49300 expiring on 30JAN2025
Delta for 49300 PE is -0.69
Historical price for 49300 PE is as follows
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 854.4, which was 89.25 higher than the previous day. The implied volatity was 18.15, the open interest changed by -649 which decreased total open position to 8265
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 765.15, which was -144.65 lower than the previous day. The implied volatity was 18.14, the open interest changed by -1219 which decreased total open position to 8931
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 909.8, which was 377.65 higher than the previous day. The implied volatity was 19.30, the open interest changed by -11153 which decreased total open position to 10314
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 532.15, which was -452.85 lower than the previous day. The implied volatity was 18.91, the open interest changed by 14097 which increased total open position to 21878
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 985, which was 425.00 higher than the previous day. The implied volatity was 17.92, the open interest changed by -11984 which decreased total open position to 7879
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 560, which was -331.60 lower than the previous day. The implied volatity was 17.90, the open interest changed by 16145 which increased total open position to 20685
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 891.6, which was 72.60 higher than the previous day. The implied volatity was 18.22, the open interest changed by 434 which increased total open position to 4549
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 819, which was -597.50 lower than the previous day. The implied volatity was 17.47, the open interest changed by -2384 which decreased total open position to 4112
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 1416.5, which was 391.50 higher than the previous day. The implied volatity was 19.27, the open interest changed by -3056 which decreased total open position to 6530
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1025, which was 431.10 higher than the previous day. The implied volatity was 19.49, the open interest changed by -1742 which decreased total open position to 9696
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 593.9, which was 92.90 higher than the previous day. The implied volatity was 17.70, the open interest changed by 6060 which increased total open position to 11677
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 501, which was 64.95 higher than the previous day. The implied volatity was 17.60, the open interest changed by 1893 which increased total open position to 5684
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 436.05, which was -153.15 lower than the previous day. The implied volatity was 18.31, the open interest changed by -161 which decreased total open position to 3806
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 589.2, which was 336.50 higher than the previous day. The implied volatity was 19.87, the open interest changed by -1319 which decreased total open position to 3983
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 252.7, which was 80.65 higher than the previous day. The implied volatity was 17.33, the open interest changed by 185 which increased total open position to 5329
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 172.05, which was lower than the previous day. The implied volatity was 17.68, the open interest changed by 238 which increased total open position to 5390
