BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
BANKNIFTY 29JAN2025 49600 CE | ||||||||||
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Delta: 0.74
Vega: 50.33
Theta: -25.84
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 51170.70 | 2616.05 | -1360.70 | 21.79 | 14 | 6 | 6 | |||
24 Dec | 51233.00 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
23 Dec | 51317.60 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
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20 Dec | 50759.20 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
19 Dec | 51575.70 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
18 Dec | 52139.55 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
17 Dec | 52834.80 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
16 Dec | 53581.35 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
13 Dec | 53583.80 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
12 Dec | 53216.45 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 53391.35 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 53577.70 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 53407.75 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 53509.50 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 53603.55 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
4 Dec | 53266.90 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 52695.75 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 52109.00 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 52055.60 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
28 Nov | 51906.85 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
27 Nov | 52301.80 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
26 Nov | 52191.50 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
25 Nov | 52207.50 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
22 Nov | 51135.40 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
21 Nov | 50372.90 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
19 Nov | 50626.50 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
18 Nov | 50363.80 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
14 Nov | 50179.55 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
13 Nov | 50088.35 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
12 Nov | 51157.80 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
11 Nov | 51876.75 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
8 Nov | 51561.20 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
7 Nov | 51916.50 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
6 Nov | 52317.40 | 3976.75 | 0.00 | - | 0 | 0 | 0 | |||
5 Nov | 52207.25 | 3976.75 | 3976.75 | - | 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 49600 expiring on 29JAN2025
Delta for 49600 CE is 0.74
Historical price for 49600 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 2616.05, which was -1360.70 lower than the previous day. The implied volatity was 21.79, the open interest changed by 6 which increased total open position to 6
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, 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 3976.75, which was 3976.75 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 49600 PE | |||||||
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Delta: -0.20
Vega: 44.24
Theta: -8.03
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
26 Dec | 51170.70 | 308.85 | 53.10 | 16.86 | 24,564 | 1,468 | 2,724 |
24 Dec | 51233.00 | 255.75 | -28.30 | 15.64 | 3,042 | 571 | 1,211 |
23 Dec | 51317.60 | 284.05 | -187.05 | 16.22 | 2,753 | -309 | 679 |
20 Dec | 50759.20 | 471.1 | 166.90 | 17.58 | 1,901 | 134 | 988 |
19 Dec | 51575.70 | 304.2 | 82.70 | 17.30 | 886 | 343 | 851 |
18 Dec | 52139.55 | 221.5 | 53.25 | 17.42 | 363 | -41 | 504 |
17 Dec | 52834.80 | 168.25 | 46.50 | 17.75 | 347 | 131 | 545 |
16 Dec | 53581.35 | 121.75 | 0.00 | 0.00 | 0 | 251 | 0 |
13 Dec | 53583.80 | 121.75 | -18.15 | 18.09 | 618 | 254 | 417 |
12 Dec | 53216.45 | 139.9 | -15.55 | 17.44 | 2 | 0 | 164 |
11 Dec | 53391.35 | 155.45 | -29.75 | 18.27 | 11 | 5 | 164 |
10 Dec | 53577.70 | 185.2 | 14.35 | 19.65 | 1 | 0 | 158 |
9 Dec | 53407.75 | 170.85 | -4.15 | 18.52 | 63 | 18 | 160 |
6 Dec | 53509.50 | 175 | -13.45 | 18.46 | 5 | 2 | 143 |
5 Dec | 53603.55 | 188.45 | -34.75 | 19.02 | 519 | -20 | 128 |
4 Dec | 53266.90 | 223.2 | -166.80 | 18.77 | 178 | 41 | 137 |
3 Dec | 52695.75 | 390 | 0.00 | 0.00 | 0 | 0 | 0 |
2 Dec | 52109.00 | 390 | 0.00 | 0.00 | 0 | 0 | 0 |
29 Nov | 52055.60 | 390 | 0.00 | 0.00 | 0 | 0 | 96 |
28 Nov | 51906.85 | 390 | 18.85 | 17.71 | 1 | 0 | 97 |
27 Nov | 52301.80 | 371.15 | 7.20 | 18.33 | 3 | 0 | 95 |
26 Nov | 52191.50 | 363.95 | -351.45 | 17.75 | 3 | 0 | 95 |
25 Nov | 52207.50 | 715.4 | 0.00 | 0.00 | 0 | 94 | 0 |
22 Nov | 51135.40 | 715.4 | 0.00 | 0.00 | 0 | 94 | 0 |
21 Nov | 50372.90 | 715.4 | 129.10 | 16.66 | 144 | 95 | 96 |
19 Nov | 50626.50 | 586.3 | -290.80 | 14.95 | 1 | 0 | 0 |
18 Nov | 50363.80 | 877.1 | 0.00 | 1.78 | 0 | 0 | 0 |
14 Nov | 50179.55 | 877.1 | 0.00 | 1.72 | 0 | 0 | 0 |
13 Nov | 50088.35 | 877.1 | 0.00 | 1.71 | 0 | 0 | 0 |
12 Nov | 51157.80 | 877.1 | 0.00 | 2.61 | 0 | 0 | 0 |
11 Nov | 51876.75 | 877.1 | 0.00 | 3.33 | 0 | 0 | 0 |
8 Nov | 51561.20 | 877.1 | 0.00 | 2.90 | 0 | 0 | 0 |
7 Nov | 51916.50 | 877.1 | 877.10 | 3.35 | 0 | 0 | 0 |
6 Nov | 52317.40 | 0 | 0.00 | 3.50 | 0 | 0 | 0 |
5 Nov | 52207.25 | 0 | 0.00 | 3.45 | 0 | 0 | 0 |
4 Nov | 51215.25 | 0 | 0.00 | 2.57 | 0 | 0 | 0 |
1 Nov | 51673.90 | 0 | 0.00 | 3.01 | 0 | 0 | 0 |
31 Oct | 51559.20 | 0.00 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 49600 expiring on 29JAN2025
Delta for 49600 PE is -0.20
Historical price for 49600 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 308.85, which was 53.10 higher than the previous day. The implied volatity was 16.86, the open interest changed by 1468 which increased total open position to 2724
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 255.75, which was -28.30 lower than the previous day. The implied volatity was 15.64, the open interest changed by 571 which increased total open position to 1211
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 284.05, which was -187.05 lower than the previous day. The implied volatity was 16.22, the open interest changed by -309 which decreased total open position to 679
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 471.1, which was 166.90 higher than the previous day. The implied volatity was 17.58, the open interest changed by 134 which increased total open position to 988
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 304.2, which was 82.70 higher than the previous day. The implied volatity was 17.30, the open interest changed by 343 which increased total open position to 851
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 221.5, which was 53.25 higher than the previous day. The implied volatity was 17.42, the open interest changed by -41 which decreased total open position to 504
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 168.25, which was 46.50 higher than the previous day. The implied volatity was 17.75, the open interest changed by 131 which increased total open position to 545
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 121.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 251 which increased total open position to 0
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 121.75, which was -18.15 lower than the previous day. The implied volatity was 18.09, the open interest changed by 254 which increased total open position to 417
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 139.9, which was -15.55 lower than the previous day. The implied volatity was 17.44, the open interest changed by 0 which decreased total open position to 164
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 155.45, which was -29.75 lower than the previous day. The implied volatity was 18.27, the open interest changed by 5 which increased total open position to 164
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 185.2, which was 14.35 higher than the previous day. The implied volatity was 19.65, the open interest changed by 0 which decreased total open position to 158
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 170.85, which was -4.15 lower than the previous day. The implied volatity was 18.52, the open interest changed by 18 which increased total open position to 160
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 175, which was -13.45 lower than the previous day. The implied volatity was 18.46, the open interest changed by 2 which increased total open position to 143
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 188.45, which was -34.75 lower than the previous day. The implied volatity was 19.02, the open interest changed by -20 which decreased total open position to 128
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 223.2, which was -166.80 lower than the previous day. The implied volatity was 18.77, the open interest changed by 41 which increased total open position to 137
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 390, 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 390, 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 390, 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 96
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 390, which was 18.85 higher than the previous day. The implied volatity was 17.71, the open interest changed by 0 which decreased total open position to 97
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 371.15, which was 7.20 higher than the previous day. The implied volatity was 18.33, the open interest changed by 0 which decreased total open position to 95
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 363.95, which was -351.45 lower than the previous day. The implied volatity was 17.75, the open interest changed by 0 which decreased total open position to 95
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 715.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 94 which increased total open position to 0
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 715.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 94 which increased total open position to 0
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 715.4, which was 129.10 higher than the previous day. The implied volatity was 16.66, the open interest changed by 95 which increased total open position to 96
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 586.3, which was -290.80 lower than the previous day. The implied volatity was 14.95, 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 877.1, which was 0.00 lower than the previous day. The implied volatity was 1.78, 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 877.1, which was 0.00 lower than the previous day. The implied volatity was 1.72, 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 877.1, which was 0.00 lower than the previous day. The implied volatity was 1.71, 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 877.1, which was 0.00 lower than the previous day. The implied volatity was 2.61, 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 877.1, which was 0.00 lower than the previous day. The implied volatity was 3.33, 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 877.1, which was 0.00 lower than the previous day. The implied volatity was 2.90, 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 877.1, which was 877.10 higher than the previous day. The implied volatity was 3.35, 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 3.50, 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 3.45, 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 2.57, 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 3.01, 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