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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 49400 CE
Delta: 0.90
Vega: 26.83
Theta: -16.60
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 2355 -1764.30 11.60 12 8 8
24 Dec 51233.00 4119.3 0.00 - 0 0 0
23 Dec 51317.60 4119.3 0.00 - 0 0 0
20 Dec 50759.20 4119.3 0.00 - 0 0 0
19 Dec 51575.70 4119.3 0.00 - 0 0 0
18 Dec 52139.55 4119.3 0.00 - 0 0 0
17 Dec 52834.80 4119.3 0.00 - 0 0 0
16 Dec 53581.35 4119.3 0.00 - 0 0 0
13 Dec 53583.80 4119.3 0.00 - 0 0 0
12 Dec 53216.45 4119.3 0.00 - 0 0 0
11 Dec 53391.35 4119.3 0.00 - 0 0 0
10 Dec 53577.70 4119.3 0.00 - 0 0 0
9 Dec 53407.75 4119.3 0.00 - 0 0 0
6 Dec 53509.50 4119.3 0.00 - 0 0 0
5 Dec 53603.55 4119.3 0.00 - 0 0 0
4 Dec 53266.90 4119.3 0.00 - 0 0 0
3 Dec 52695.75 4119.3 0.00 - 0 0 0
2 Dec 52109.00 4119.3 0.00 - 0 0 0
29 Nov 52055.60 4119.3 0.00 - 0 0 0
28 Nov 51906.85 4119.3 0.00 - 0 0 0
27 Nov 52301.80 4119.3 0.00 - 0 0 0
26 Nov 52191.50 4119.3 0.00 - 0 0 0
25 Nov 52207.50 4119.3 0.00 - 0 0 0
22 Nov 51135.40 4119.3 0.00 - 0 0 0
21 Nov 50372.90 4119.3 0.00 - 0 0 0
19 Nov 50626.50 4119.3 0.00 - 0 0 0
18 Nov 50363.80 4119.3 0.00 - 0 0 0
14 Nov 50179.55 4119.3 0.00 - 0 0 0
13 Nov 50088.35 4119.3 0.00 - 0 0 0
12 Nov 51157.80 4119.3 0.00 - 0 0 0
11 Nov 51876.75 4119.3 0.00 - 0 0 0
8 Nov 51561.20 4119.3 0.00 - 0 0 0
7 Nov 51916.50 4119.3 0.00 - 0 0 0
6 Nov 52317.40 4119.3 0.00 - 0 0 0
5 Nov 52207.25 4119.3 4119.30 - 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 49400 expiring on 29JAN2025

Delta for 49400 CE is 0.90

Historical price for 49400 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 2355, which was -1764.30 lower than the previous day. The implied volatity was 11.60, the open interest changed by 8 which increased total open position to 8


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, 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 4119.3, which was 4119.30 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 49400 PE
Delta: -0.18
Vega: 41.44
Theta: -7.67
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 270.25 44.15 16.92 24,756 2,193 3,219
24 Dec 51233.00 226.1 -26.25 15.86 3,255 282 1,038
23 Dec 51317.60 252.35 -169.50 16.38 2,574 159 757
20 Dec 50759.20 421.85 147.75 17.59 568 95 593
19 Dec 51575.70 274.1 87.90 17.46 1,116 257 494
18 Dec 52139.55 186.2 32.45 17.23 648 191 237
17 Dec 52834.80 153.75 11.30 17.99 9 5 46
16 Dec 53581.35 142.45 0.00 0.00 0 0 0
13 Dec 53583.80 142.45 0.00 0.00 0 1 0
12 Dec 53216.45 142.45 -0.30 18.14 1 0 40
11 Dec 53391.35 142.75 -569.90 18.49 41 39 40
10 Dec 53577.70 712.65 0.00 0.00 0 0 0
9 Dec 53407.75 712.65 0.00 0.00 0 0 0
6 Dec 53509.50 712.65 0.00 0.00 0 0 0
5 Dec 53603.55 712.65 0.00 0.00 0 0 0
4 Dec 53266.90 712.65 0.00 0.00 0 0 0
3 Dec 52695.75 712.65 0.00 0.00 0 0 0
2 Dec 52109.00 712.65 0.00 0.00 0 0 0
29 Nov 52055.60 712.65 0.00 0.00 0 0 1
28 Nov 51906.85 712.65 0.00 0.00 0 0 0
27 Nov 52301.80 712.65 0.00 0.00 0 0 0
26 Nov 52191.50 712.65 0.00 0.00 0 0 0
25 Nov 52207.50 712.65 0.00 0.00 0 0 0
22 Nov 51135.40 712.65 0.00 0.00 0 0 0
21 Nov 50372.90 712.65 0.00 0.00 0 0 0
19 Nov 50626.50 712.65 0.00 0.00 0 0 0
18 Nov 50363.80 712.65 0.00 0.00 0 0 0
14 Nov 50179.55 712.65 0.00 0.00 0 0 0
13 Nov 50088.35 712.65 0.00 0.00 0 0 1
12 Nov 51157.80 712.65 0.00 0.00 0 0 0
11 Nov 51876.75 712.65 0.00 0.00 0 0 1
8 Nov 51561.20 712.65 0.00 0.00 0 0 1
7 Nov 51916.50 712.65 0.00 0.00 0 0 0
6 Nov 52317.40 712.65 0.00 0.00 1 0 1
5 Nov 52207.25 712.65 712.65 21.27 1 0 0
4 Nov 51215.25 0 0.00 2.75 0 0 0
1 Nov 51673.90 0 0.00 3.19 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 49400 expiring on 29JAN2025

Delta for 49400 PE is -0.18

Historical price for 49400 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 270.25, which was 44.15 higher than the previous day. The implied volatity was 16.92, the open interest changed by 2193 which increased total open position to 3219


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 226.1, which was -26.25 lower than the previous day. The implied volatity was 15.86, the open interest changed by 282 which increased total open position to 1038


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 252.35, which was -169.50 lower than the previous day. The implied volatity was 16.38, the open interest changed by 159 which increased total open position to 757


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 421.85, which was 147.75 higher than the previous day. The implied volatity was 17.59, the open interest changed by 95 which increased total open position to 593


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 274.1, which was 87.90 higher than the previous day. The implied volatity was 17.46, the open interest changed by 257 which increased total open position to 494


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 186.2, which was 32.45 higher than the previous day. The implied volatity was 17.23, the open interest changed by 191 which increased total open position to 237


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 153.75, which was 11.30 higher than the previous day. The implied volatity was 17.99, the open interest changed by 5 which increased total open position to 46


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 142.45, 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 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 142.45, 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 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 142.45, which was -0.30 lower than the previous day. The implied volatity was 18.14, the open interest changed by 0 which decreased total open position to 40


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 142.75, which was -569.90 lower than the previous day. The implied volatity was 18.49, the open interest changed by 39 which increased total open position to 40


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 712.65, 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 712.65, 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 712.65, 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 712.65, 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 712.65, 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 712.65, 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 712.65, 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 712.65, 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 712.65, 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 712.65, 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 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 712.65, 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 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 712.65, 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 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 712.65, 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 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 712.65, 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 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 712.65, 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 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 712.65, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 712.65, 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 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 712.65, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 712.65, 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 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 712.65, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 712.65, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 712.65, 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 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 712.65, 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 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 712.65, which was 712.65 higher than the previous day. The implied volatity was 21.27, 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 2.75, 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 3.19, 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