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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 49600 CE
Delta: 0.74
Vega: 50.33
Theta: -25.84
Gamma: 0.00
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
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
Delta: -0.20
Vega: 44.24
Theta: -8.03
Gamma: 0.00
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