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[--[65.84.65.76]--]
BANKNIFTY
Nifty Bank

49922 -1066.80 (-2.09%)

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Historical option data for BANKNIFTY

06 Jan 2025 04:13 PM IST
BANKNIFTY 30JAN2025 49800 CE
Delta: 0.60
Vega: 49.61
Theta: -25.61
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 49922.00 1138.35 -650.70 17.18 43,478 3,828 4,375
3 Jan 50988.80 1789.05 -496.65 14.61 474 31 530
2 Jan 51605.55 2285.7 12.92 417 -35 499


For Nifty Bank - strike price 49800 expiring on 30JAN2025

Delta for 49800 CE is 0.60

Historical price for 49800 CE is as follows

On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1138.35, which was -650.70 lower than the previous day. The implied volatity was 17.18, the open interest changed by 3828 which increased total open position to 4375


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 1789.05, which was -496.65 lower than the previous day. The implied volatity was 14.61, the open interest changed by 31 which increased total open position to 530


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2285.7, which was lower than the previous day. The implied volatity was 12.92, the open interest changed by -35 which decreased total open position to 499


BANKNIFTY 30JAN2025 49800 PE
Delta: -0.41
Vega: 49.91
Theta: -14.73
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 49922.00 783 424.05 19.81 1,71,545 695 9,292
3 Jan 50988.80 358.95 118.40 17.13 42,690 1,106 8,647
2 Jan 51605.55 240.55 17.28 40,926 -1,422 7,607


For Nifty Bank - strike price 49800 expiring on 30JAN2025

Delta for 49800 PE is -0.41

Historical price for 49800 PE is as follows

On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 783, which was 424.05 higher than the previous day. The implied volatity was 19.81, the open interest changed by 695 which increased total open position to 9292


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 358.95, which was 118.40 higher than the previous day. The implied volatity was 17.13, the open interest changed by 1106 which increased total open position to 8647


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 240.55, which was lower than the previous day. The implied volatity was 17.28, the open interest changed by -1422 which decreased total open position to 7607