BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
BANKNIFTY 29JAN2025 49700 CE | ||||||||||
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Delta: 0.82
Vega: 40.48
Theta: -19.40
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 51170.70 | 2188.85 | 118.60 | 14.18 | 164 | 43 | 92 | |||
24 Dec | 51233.00 | 2070.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
23 Dec | 51317.60 | 2070.25 | 0.00 | 0.00 | 0 | 49 | 0 | |||
20 Dec | 50759.20 | 2070.25 | -1837.35 | 15.03 | 50 | 49 | 49 | |||
19 Dec | 51575.70 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
18 Dec | 52139.55 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
17 Dec | 52834.80 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
16 Dec | 53581.35 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
13 Dec | 53583.80 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
12 Dec | 53216.45 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 53391.35 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 53577.70 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
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9 Dec | 53407.75 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 53509.50 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 53603.55 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
4 Dec | 53266.90 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 52695.75 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 52109.00 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 52055.60 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
28 Nov | 51906.85 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
27 Nov | 52301.80 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
26 Nov | 52191.50 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
25 Nov | 52207.50 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
22 Nov | 51135.40 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
21 Nov | 50372.90 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
19 Nov | 50626.50 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
18 Nov | 50363.80 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
14 Nov | 50179.55 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
13 Nov | 50088.35 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
12 Nov | 51157.80 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
11 Nov | 51876.75 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
8 Nov | 51561.20 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
7 Nov | 51916.50 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
6 Nov | 52317.40 | 3907.6 | 0.00 | - | 0 | 0 | 0 | |||
5 Nov | 52207.25 | 3907.6 | 3907.60 | - | 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 49700 expiring on 29JAN2025
Delta for 49700 CE is 0.82
Historical price for 49700 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 2188.85, which was 118.60 higher than the previous day. The implied volatity was 14.18, the open interest changed by 43 which increased total open position to 92
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 2070.25, 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 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 2070.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 49 which increased total open position to 0
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2070.25, which was -1837.35 lower than the previous day. The implied volatity was 15.03, the open interest changed by 49 which increased total open position to 49
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, 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 3907.6, which was 3907.60 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 49700 PE | |||||||
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Delta: -0.21
Vega: 45.34
Theta: -8.04
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
26 Dec | 51170.70 | 321.75 | 57.20 | 16.66 | 28,237 | 1,672 | 2,916 |
24 Dec | 51233.00 | 264.55 | -37.45 | 15.43 | 3,880 | 799 | 1,253 |
23 Dec | 51317.60 | 302 | -184.15 | 16.15 | 1,395 | -14 | 475 |
20 Dec | 50759.20 | 486.15 | 165.45 | 17.30 | 1,019 | 222 | 488 |
19 Dec | 51575.70 | 320.7 | 85.20 | 17.22 | 736 | 115 | 268 |
18 Dec | 52139.55 | 235.5 | 57.45 | 17.39 | 202 | -8 | 157 |
17 Dec | 52834.80 | 178.05 | 54.95 | 17.68 | 179 | 21 | 193 |
16 Dec | 53581.35 | 123.1 | -4.70 | 17.94 | 120 | 88 | 172 |
13 Dec | 53583.80 | 127.8 | -36.75 | 18.00 | 9 | 1 | 86 |
12 Dec | 53216.45 | 164.55 | 2.40 | 17.89 | 1 | 0 | 84 |
11 Dec | 53391.35 | 162.15 | -15.85 | 18.16 | 34 | 20 | 82 |
10 Dec | 53577.70 | 178 | -12.00 | 19.10 | 8 | 1 | 65 |
9 Dec | 53407.75 | 190 | -29.25 | 18.77 | 96 | 40 | 64 |
6 Dec | 53509.50 | 219.25 | 0.00 | 0.00 | 0 | 1 | 0 |
5 Dec | 53603.55 | 219.25 | -12.75 | 19.54 | 6 | 1 | 24 |
4 Dec | 53266.90 | 232 | -57.00 | 18.67 | 38 | 1 | 20 |
3 Dec | 52695.75 | 289 | -71.90 | 18.16 | 9 | 2 | 20 |
2 Dec | 52109.00 | 360.9 | -40.35 | 17.71 | 8 | 0 | 10 |
29 Nov | 52055.60 | 401.25 | 0.00 | 0.00 | 0 | 0 | 10 |
28 Nov | 51906.85 | 401.25 | 57.55 | 17.60 | 7 | 1 | 14 |
27 Nov | 52301.80 | 343.7 | -506.30 | 17.53 | 16 | 8 | 10 |
26 Nov | 52191.50 | 850 | 0.00 | 0.00 | 0 | 0 | 0 |
25 Nov | 52207.50 | 850 | 0.00 | 0.00 | 0 | 1 | 0 |
22 Nov | 51135.40 | 850 | 0.00 | 0.00 | 0 | 1 | 0 |
21 Nov | 50372.90 | 850 | 237.85 | 17.98 | 1 | 0 | 1 |
19 Nov | 50626.50 | 612.15 | -294.00 | 14.90 | 1 | 0 | 0 |
18 Nov | 50363.80 | 906.15 | 0.00 | 1.76 | 0 | 0 | 0 |
14 Nov | 50179.55 | 906.15 | 0.00 | 1.62 | 0 | 0 | 0 |
13 Nov | 50088.35 | 906.15 | 0.00 | 1.69 | 0 | 0 | 0 |
12 Nov | 51157.80 | 906.15 | 0.00 | 2.74 | 0 | 0 | 0 |
11 Nov | 51876.75 | 906.15 | 906.15 | 3.23 | 0 | 0 | 0 |
8 Nov | 51561.20 | 0 | 0.00 | 2.81 | 0 | 0 | 0 |
7 Nov | 51916.50 | 0 | 0.00 | 3.12 | 0 | 0 | 0 |
6 Nov | 52317.40 | 0 | 0.00 | 3.41 | 0 | 0 | 0 |
5 Nov | 52207.25 | 0 | 0.00 | 3.36 | 0 | 0 | 0 |
4 Nov | 51215.25 | 0 | 0.00 | 2.48 | 0 | 0 | 0 |
1 Nov | 51673.90 | 0 | 0.00 | 2.92 | 0 | 0 | 0 |
31 Oct | 51559.20 | 0.00 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 49700 expiring on 29JAN2025
Delta for 49700 PE is -0.21
Historical price for 49700 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 321.75, which was 57.20 higher than the previous day. The implied volatity was 16.66, the open interest changed by 1672 which increased total open position to 2916
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 264.55, which was -37.45 lower than the previous day. The implied volatity was 15.43, the open interest changed by 799 which increased total open position to 1253
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 302, which was -184.15 lower than the previous day. The implied volatity was 16.15, the open interest changed by -14 which decreased total open position to 475
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 486.15, which was 165.45 higher than the previous day. The implied volatity was 17.30, the open interest changed by 222 which increased total open position to 488
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 320.7, which was 85.20 higher than the previous day. The implied volatity was 17.22, the open interest changed by 115 which increased total open position to 268
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 235.5, which was 57.45 higher than the previous day. The implied volatity was 17.39, the open interest changed by -8 which decreased total open position to 157
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 178.05, which was 54.95 higher than the previous day. The implied volatity was 17.68, the open interest changed by 21 which increased total open position to 193
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 123.1, which was -4.70 lower than the previous day. The implied volatity was 17.94, the open interest changed by 88 which increased total open position to 172
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 127.8, which was -36.75 lower than the previous day. The implied volatity was 18.00, the open interest changed by 1 which increased total open position to 86
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 164.55, which was 2.40 higher than the previous day. The implied volatity was 17.89, the open interest changed by 0 which decreased total open position to 84
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 162.15, which was -15.85 lower than the previous day. The implied volatity was 18.16, the open interest changed by 20 which increased total open position to 82
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 178, which was -12.00 lower than the previous day. The implied volatity was 19.10, the open interest changed by 1 which increased total open position to 65
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 190, which was -29.25 lower than the previous day. The implied volatity was 18.77, the open interest changed by 40 which increased total open position to 64
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 219.25, 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 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 219.25, which was -12.75 lower than the previous day. The implied volatity was 19.54, the open interest changed by 1 which increased total open position to 24
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 232, which was -57.00 lower than the previous day. The implied volatity was 18.67, the open interest changed by 1 which increased total open position to 20
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 289, which was -71.90 lower than the previous day. The implied volatity was 18.16, the open interest changed by 2 which increased total open position to 20
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 360.9, which was -40.35 lower than the previous day. The implied volatity was 17.71, the open interest changed by 0 which decreased total open position to 10
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 401.25, 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 10
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 401.25, which was 57.55 higher than the previous day. The implied volatity was 17.60, the open interest changed by 1 which increased total open position to 14
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 343.7, which was -506.30 lower than the previous day. The implied volatity was 17.53, the open interest changed by 8 which increased total open position to 10
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 850, 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 850, 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 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 850, 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 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 850, which was 237.85 higher than the previous day. The implied volatity was 17.98, the open interest changed by 0 which decreased total open position to 1
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 612.15, which was -294.00 lower than the previous day. The implied volatity was 14.90, 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 906.15, which was 0.00 lower than the previous day. The implied volatity was 1.76, 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 906.15, which was 0.00 lower than the previous day. The implied volatity was 1.62, 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 906.15, which was 0.00 lower than the previous day. The implied volatity was 1.69, 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 906.15, which was 0.00 lower than the previous day. The implied volatity was 2.74, 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 906.15, which was 906.15 higher than the previous day. The implied volatity was 3.23, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.81, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.12, 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 3.41, 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 3.36, 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 2.48, 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 2.92, 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