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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 49500 CE
Delta: 0.85
Vega: 36.30
Theta: -18.73
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 2343.15 -153.10 13.93 1,192 386 1,134
24 Dec 51233.00 2496.25 -14.20 15.06 323 138 748
23 Dec 51317.60 2510.45 302.40 14.76 156 75 610
20 Dec 50759.20 2208.05 -750.85 14.77 588 341 535
19 Dec 51575.70 2958.9 -479.70 17.52 29 16 194
18 Dec 52139.55 3438.6 -911.40 16.31 107 11 146
17 Dec 52834.80 4350 -247.30 25.73 1 0 136
16 Dec 53581.35 4597.3 -2.80 11.00 127 4 136
13 Dec 53583.80 4600.1 979.10 - 139 62 134
12 Dec 53216.45 3621 0.00 0.00 0 0 0
11 Dec 53391.35 3621 0.00 0.00 0 0 0
10 Dec 53577.70 3621 0.00 0.00 0 0 0
9 Dec 53407.75 3621 0.00 0.00 0 0 0
6 Dec 53509.50 3621 0.00 0.00 0 0 0
5 Dec 53603.55 3621 0.00 0.00 0 0 0
4 Dec 53266.90 3621 0.00 0.00 0 0 0
3 Dec 52695.75 3621 0.00 0.00 0 0 0
2 Dec 52109.00 3621 0.00 0.00 0 -2 0
29 Nov 52055.60 3621 102.95 16.22 2 -1 73
28 Nov 51906.85 3518.05 38.10 14.60 9 1 80
27 Nov 52301.80 3479.95 -98.45 - 4 0 80
26 Nov 52191.50 3578.4 -8.60 9.94 81 32 81
25 Nov 52207.50 3587 937.85 8.29 5 -4 49
22 Nov 51135.40 2649.15 460.05 10.19 5 0 53
21 Nov 50372.90 2189.1 -455.90 11.40 53 44 49
19 Nov 50626.50 2645 330.55 17.02 8 0 4
18 Nov 50363.80 2314.45 17.00 13.49 4 -2 4
14 Nov 50179.55 2297.45 -703.55 13.82 5 4 5
13 Nov 50088.35 3001 0.00 0.00 0 1 0
12 Nov 51157.80 3001 -1047.70 13.46 1 0 0
11 Nov 51876.75 4048.7 0.00 - 0 0 0
8 Nov 51561.20 4048.7 0.00 - 0 0 0
7 Nov 51916.50 4048.7 0.00 - 0 0 0
6 Nov 52317.40 4048.7 0.00 - 0 0 0
5 Nov 52207.25 4048.7 4048.70 - 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 49500 expiring on 29JAN2025

Delta for 49500 CE is 0.85

Historical price for 49500 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 2343.15, which was -153.10 lower than the previous day. The implied volatity was 13.93, the open interest changed by 386 which increased total open position to 1134


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 2496.25, which was -14.20 lower than the previous day. The implied volatity was 15.06, the open interest changed by 138 which increased total open position to 748


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 2510.45, which was 302.40 higher than the previous day. The implied volatity was 14.76, the open interest changed by 75 which increased total open position to 610


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2208.05, which was -750.85 lower than the previous day. The implied volatity was 14.77, the open interest changed by 341 which increased total open position to 535


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2958.9, which was -479.70 lower than the previous day. The implied volatity was 17.52, the open interest changed by 16 which increased total open position to 194


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3438.6, which was -911.40 lower than the previous day. The implied volatity was 16.31, the open interest changed by 11 which increased total open position to 146


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 4350, which was -247.30 lower than the previous day. The implied volatity was 25.73, the open interest changed by 0 which decreased total open position to 136


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 4597.3, which was -2.80 lower than the previous day. The implied volatity was 11.00, the open interest changed by 4 which increased total open position to 136


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 4600.1, which was 979.10 higher than the previous day. The implied volatity was -, the open interest changed by 62 which increased total open position to 134


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3621, 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 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 3621, 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 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3621, 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 3621, 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 3621, 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 3621, 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 3621, 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 3621, 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 3621, 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 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 3621, which was 102.95 higher than the previous day. The implied volatity was 16.22, the open interest changed by -1 which decreased total open position to 73


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 3518.05, which was 38.10 higher than the previous day. The implied volatity was 14.60, the open interest changed by 1 which increased total open position to 80


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 3479.95, which was -98.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 3578.4, which was -8.60 lower than the previous day. The implied volatity was 9.94, the open interest changed by 32 which increased total open position to 81


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 3587, which was 937.85 higher than the previous day. The implied volatity was 8.29, the open interest changed by -4 which decreased total open position to 49


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2649.15, which was 460.05 higher than the previous day. The implied volatity was 10.19, the open interest changed by 0 which decreased total open position to 53


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2189.1, which was -455.90 lower than the previous day. The implied volatity was 11.40, the open interest changed by 44 which increased total open position to 49


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2645, which was 330.55 higher than the previous day. The implied volatity was 17.02, the open interest changed by 0 which decreased total open position to 4


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2314.45, which was 17.00 higher than the previous day. The implied volatity was 13.49, the open interest changed by -2 which decreased total open position to 4


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2297.45, which was -703.55 lower than the previous day. The implied volatity was 13.82, the open interest changed by 4 which increased total open position to 5


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 3001, 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 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 3001, which was -1047.70 lower than the previous day. The implied volatity was 13.46, 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 4048.7, 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 4048.7, 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 4048.7, 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 4048.7, 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 4048.7, which was 4048.70 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 49500 PE
Delta: -0.19
Vega: 42.80
Theta: -7.83
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 287.75 44.90 16.86 1,24,734 6,579 28,101
24 Dec 51233.00 242.85 -25.45 15.83 30,591 3,618 21,573
23 Dec 51317.60 268.3 -183.00 16.31 35,034 -7,150 17,999
20 Dec 50759.20 451.3 162.35 17.66 19,621 -599 25,172
19 Dec 51575.70 288.95 81.45 17.39 22,260 3,598 25,777
18 Dec 52139.55 207.5 45.95 17.44 18,150 4,588 22,196
17 Dec 52834.80 161.55 52.00 17.89 16,140 4,753 17,603
16 Dec 53581.35 109.55 -4.30 18.03 8,813 490 12,833
13 Dec 53583.80 113.85 -30.15 18.10 20,976 6,428 12,632
12 Dec 53216.45 144 -3.50 17.89 3,381 1,332 6,178
11 Dec 53391.35 147.5 -0.30 18.33 4,492 1,620 4,859
10 Dec 53577.70 147.8 -28.15 18.81 1,062 402 3,238
9 Dec 53407.75 175.95 1.45 19.00 1,316 411 2,857
6 Dec 53509.50 174.5 -8.15 18.73 3,897 510 2,482
5 Dec 53603.55 182.65 -28.75 19.13 5,608 -156 2,024
4 Dec 53266.90 211.4 -57.55 18.78 4,572 225 2,263
3 Dec 52695.75 268.95 -71.05 18.38 1,923 -287 2,086
2 Dec 52109.00 340 -5.70 18.05 3,025 257 2,372
29 Nov 52055.60 345.7 -15.80 17.55 1,547 299 2,109
28 Nov 51906.85 361.5 55.80 17.59 1,997 338 1,891
27 Nov 52301.80 305.7 -47.50 17.43 1,003 228 1,555
26 Nov 52191.50 353.2 -11.80 17.89 3,093 368 1,333
25 Nov 52207.50 365 -215.00 18.04 1,138 94 964
22 Nov 51135.40 580 -145.00 17.68 471 -141 729
21 Nov 50372.90 725 19.20 17.21 497 86 871
19 Nov 50626.50 705.8 -20.40 16.94 335 124 726
18 Nov 50363.80 726.2 -20.40 16.72 444 25 603
14 Nov 50179.55 746.6 71.90 16.18 668 154 579
13 Nov 50088.35 674.7 142.45 15.50 607 125 420
12 Nov 51157.80 532.25 112.50 16.39 111 100 299
11 Nov 51876.75 419.75 7.30 16.77 151 113 201
8 Nov 51561.20 412.45 35.35 15.65 7 4 87
7 Nov 51916.50 377.1 -34.95 16.07 44 35 81
6 Nov 52317.40 412.05 -247.95 17.90 5 -1 44
5 Nov 52207.25 660 0.00 0.00 0 45 0
4 Nov 51215.25 660 -190.90 17.99 45 43 43
1 Nov 51673.90 850.9 0.00 3.03 0 0 0
31 Oct 51559.20 850.90 - 0 0 0


For Nifty Bank - strike price 49500 expiring on 29JAN2025

Delta for 49500 PE is -0.19

Historical price for 49500 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 287.75, which was 44.90 higher than the previous day. The implied volatity was 16.86, the open interest changed by 6579 which increased total open position to 28101


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 242.85, which was -25.45 lower than the previous day. The implied volatity was 15.83, the open interest changed by 3618 which increased total open position to 21573


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 268.3, which was -183.00 lower than the previous day. The implied volatity was 16.31, the open interest changed by -7150 which decreased total open position to 17999


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 451.3, which was 162.35 higher than the previous day. The implied volatity was 17.66, the open interest changed by -599 which decreased total open position to 25172


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 288.95, which was 81.45 higher than the previous day. The implied volatity was 17.39, the open interest changed by 3598 which increased total open position to 25777


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 207.5, which was 45.95 higher than the previous day. The implied volatity was 17.44, the open interest changed by 4588 which increased total open position to 22196


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 161.55, which was 52.00 higher than the previous day. The implied volatity was 17.89, the open interest changed by 4753 which increased total open position to 17603


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 109.55, which was -4.30 lower than the previous day. The implied volatity was 18.03, the open interest changed by 490 which increased total open position to 12833


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 113.85, which was -30.15 lower than the previous day. The implied volatity was 18.10, the open interest changed by 6428 which increased total open position to 12632


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 144, which was -3.50 lower than the previous day. The implied volatity was 17.89, the open interest changed by 1332 which increased total open position to 6178


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 147.5, which was -0.30 lower than the previous day. The implied volatity was 18.33, the open interest changed by 1620 which increased total open position to 4859


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 147.8, which was -28.15 lower than the previous day. The implied volatity was 18.81, the open interest changed by 402 which increased total open position to 3238


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 175.95, which was 1.45 higher than the previous day. The implied volatity was 19.00, the open interest changed by 411 which increased total open position to 2857


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 174.5, which was -8.15 lower than the previous day. The implied volatity was 18.73, the open interest changed by 510 which increased total open position to 2482


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 182.65, which was -28.75 lower than the previous day. The implied volatity was 19.13, the open interest changed by -156 which decreased total open position to 2024


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 211.4, which was -57.55 lower than the previous day. The implied volatity was 18.78, the open interest changed by 225 which increased total open position to 2263


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 268.95, which was -71.05 lower than the previous day. The implied volatity was 18.38, the open interest changed by -287 which decreased total open position to 2086


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 340, which was -5.70 lower than the previous day. The implied volatity was 18.05, the open interest changed by 257 which increased total open position to 2372


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 345.7, which was -15.80 lower than the previous day. The implied volatity was 17.55, the open interest changed by 299 which increased total open position to 2109


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 361.5, which was 55.80 higher than the previous day. The implied volatity was 17.59, the open interest changed by 338 which increased total open position to 1891


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 305.7, which was -47.50 lower than the previous day. The implied volatity was 17.43, the open interest changed by 228 which increased total open position to 1555


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 353.2, which was -11.80 lower than the previous day. The implied volatity was 17.89, the open interest changed by 368 which increased total open position to 1333


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 365, which was -215.00 lower than the previous day. The implied volatity was 18.04, the open interest changed by 94 which increased total open position to 964


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 580, which was -145.00 lower than the previous day. The implied volatity was 17.68, the open interest changed by -141 which decreased total open position to 729


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 725, which was 19.20 higher than the previous day. The implied volatity was 17.21, the open interest changed by 86 which increased total open position to 871


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 705.8, which was -20.40 lower than the previous day. The implied volatity was 16.94, the open interest changed by 124 which increased total open position to 726


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 726.2, which was -20.40 lower than the previous day. The implied volatity was 16.72, the open interest changed by 25 which increased total open position to 603


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 746.6, which was 71.90 higher than the previous day. The implied volatity was 16.18, the open interest changed by 154 which increased total open position to 579


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 674.7, which was 142.45 higher than the previous day. The implied volatity was 15.50, the open interest changed by 125 which increased total open position to 420


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 532.25, which was 112.50 higher than the previous day. The implied volatity was 16.39, the open interest changed by 100 which increased total open position to 299


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 419.75, which was 7.30 higher than the previous day. The implied volatity was 16.77, the open interest changed by 113 which increased total open position to 201


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 412.45, which was 35.35 higher than the previous day. The implied volatity was 15.65, the open interest changed by 4 which increased total open position to 87


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 377.1, which was -34.95 lower than the previous day. The implied volatity was 16.07, the open interest changed by 35 which increased total open position to 81


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 412.05, which was -247.95 lower than the previous day. The implied volatity was 17.90, the open interest changed by -1 which decreased total open position to 44


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 660, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 45 which increased total open position to 0


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 660, which was -190.90 lower than the previous day. The implied volatity was 17.99, the open interest changed by 43 which increased total open position to 43


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 850.9, which was 0.00 lower than the previous day. The implied volatity was 3.03, 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 850.90, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to