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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 49800 CE
Delta: 0.81
Vega: 41.75
Theta: -19.44
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 2100.25 -121.75 13.97 197 69 131
24 Dec 51233.00 2222 75.00 14.29 2 1 62
23 Dec 51317.60 2147 -1006.65 11.76 5 4 60
20 Dec 50759.20 3153.65 0.00 0.00 0 0 0
19 Dec 51575.70 3153.65 0.00 0.00 0 0 0
18 Dec 52139.55 3153.65 1341.50 15.53 4 0 56
17 Dec 52834.80 1812.15 0.00 0.00 0 0 0
16 Dec 53581.35 1812.15 0.00 0.00 0 0 0
13 Dec 53583.80 1812.15 0.00 0.00 0 0 0
12 Dec 53216.45 1812.15 0.00 0.00 0 0 0
11 Dec 53391.35 1812.15 0.00 0.00 0 0 0
10 Dec 53577.70 1812.15 0.00 0.00 0 0 0
9 Dec 53407.75 1812.15 0.00 0.00 0 0 0
6 Dec 53509.50 1812.15 0.00 0.00 0 0 0
5 Dec 53603.55 1812.15 0.00 0.00 0 0 0
4 Dec 53266.90 1812.15 0.00 0.00 0 0 0
3 Dec 52695.75 1812.15 0.00 0.00 0 0 0
2 Dec 52109.00 1812.15 0.00 0.00 0 0 0
29 Nov 52055.60 1812.15 0.00 0.00 0 0 56
28 Nov 51906.85 1812.15 0.00 0.00 0 0 0
27 Nov 52301.80 1812.15 0.00 0.00 0 0 0
26 Nov 52191.50 1812.15 0.00 0.00 0 0 0
25 Nov 52207.50 1812.15 0.00 0.00 0 -1 0
22 Nov 51135.40 1812.15 0.00 0.00 0 -1 0
21 Nov 50372.90 1812.15 -384.15 9.05 11 0 57
19 Nov 50626.50 2196.3 124.30 13.78 114 -28 59
18 Nov 50363.80 2072 -1767.10 12.96 141 72 72
14 Nov 50179.55 3839.1 0.00 - 0 0 0
13 Nov 50088.35 3839.1 0.00 - 0 0 0
12 Nov 51157.80 3839.1 0.00 - 0 0 0
11 Nov 51876.75 3839.1 0.00 - 0 0 0
8 Nov 51561.20 3839.1 0.00 - 0 0 0
7 Nov 51916.50 3839.1 0.00 - 0 0 0
6 Nov 52317.40 3839.1 0.00 - 0 0 0
5 Nov 52207.25 3839.1 3839.10 - 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 49800 expiring on 29JAN2025

Delta for 49800 CE is 0.81

Historical price for 49800 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 2100.25, which was -121.75 lower than the previous day. The implied volatity was 13.97, the open interest changed by 69 which increased total open position to 131


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 2222, which was 75.00 higher than the previous day. The implied volatity was 14.29, the open interest changed by 1 which increased total open position to 62


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 2147, which was -1006.65 lower than the previous day. The implied volatity was 11.76, the open interest changed by 4 which increased total open position to 60


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3153.65, 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 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3153.65, 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 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3153.65, which was 1341.50 higher than the previous day. The implied volatity was 15.53, the open interest changed by 0 which decreased total open position to 56


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1812.15, 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 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1812.15, 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 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1812.15, 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 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1812.15, 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 1812.15, 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 1812.15, 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 1812.15, 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 1812.15, 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 1812.15, 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 1812.15, 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 1812.15, 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 1812.15, 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 1812.15, 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 56


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1812.15, 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 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1812.15, 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 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1812.15, 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 1812.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1812.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1812.15, which was -384.15 lower than the previous day. The implied volatity was 9.05, the open interest changed by 0 which decreased total open position to 57


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2196.3, which was 124.30 higher than the previous day. The implied volatity was 13.78, the open interest changed by -28 which decreased total open position to 59


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2072, which was -1767.10 lower than the previous day. The implied volatity was 12.96, the open interest changed by 72 which increased total open position to 72


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 3839.1, 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 3839.1, 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 3839.1, 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 3839.1, 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 3839.1, 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 3839.1, 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 3839.1, 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 3839.1, which was 3839.10 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 49800 PE
Delta: -0.22
Vega: 46.76
Theta: -8.22
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 345.05 64.55 16.66 35,537 993 2,923
24 Dec 51233.00 280.5 -41.80 15.33 4,170 766 1,733
23 Dec 51317.60 322.3 -196.50 16.12 1,973 247 930
20 Dec 50759.20 518.8 169.50 17.37 1,490 175 685
19 Dec 51575.70 349.3 102.15 17.38 1,585 325 513
18 Dec 52139.55 247.15 58.90 17.28 419 -39 187
17 Dec 52834.80 188.25 55.05 17.62 316 72 226
16 Dec 53581.35 133.2 -0.95 17.94 3 0 154
13 Dec 53583.80 134.15 -25.70 17.90 395 78 164
12 Dec 53216.45 159.85 -10.35 17.43 7 0 86
11 Dec 53391.35 170.2 -26.80 18.08 83 0 3
10 Dec 53577.70 197 0.00 0.00 0 2 0
9 Dec 53407.75 197 7.00 18.64 5 2 3
6 Dec 53509.50 190 -10.80 18.26 1 0 1
5 Dec 53603.55 200.8 -735.05 18.79 2 1 1
4 Dec 53266.90 935.85 0.00 4.58 0 0 0
3 Dec 52695.75 935.85 0.00 4.00 0 0 0
2 Dec 52109.00 935.85 0.00 3.40 0 0 0
29 Nov 52055.60 935.85 0.00 3.28 0 0 0
28 Nov 51906.85 935.85 0.00 3.21 0 0 0
27 Nov 52301.80 935.85 0.00 3.53 0 0 0
26 Nov 52191.50 935.85 0.00 3.40 0 0 0
25 Nov 52207.50 935.85 0.00 3.40 0 0 0
22 Nov 51135.40 935.85 0.00 2.30 0 0 0
21 Nov 50372.90 935.85 0.00 1.73 0 0 0
19 Nov 50626.50 935.85 0.00 1.76 0 0 0
18 Nov 50363.80 935.85 0.00 1.66 0 0 0
14 Nov 50179.55 935.85 0.00 1.51 0 0 0
13 Nov 50088.35 935.85 0.00 1.59 0 0 0
12 Nov 51157.80 935.85 935.85 2.64 0 0 0
11 Nov 51876.75 0 0.00 2.91 0 0 0
8 Nov 51561.20 0 0.00 2.71 0 0 0
7 Nov 51916.50 0 0.00 3.03 0 0 0
6 Nov 52317.40 0 0.00 3.32 0 0 0
5 Nov 52207.25 0 0.00 3.27 0 0 0
4 Nov 51215.25 0 0.00 2.39 0 0 0
1 Nov 51673.90 0 0.00 2.83 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 49800 expiring on 29JAN2025

Delta for 49800 PE is -0.22

Historical price for 49800 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 345.05, which was 64.55 higher than the previous day. The implied volatity was 16.66, the open interest changed by 993 which increased total open position to 2923


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 280.5, which was -41.80 lower than the previous day. The implied volatity was 15.33, the open interest changed by 766 which increased total open position to 1733


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 322.3, which was -196.50 lower than the previous day. The implied volatity was 16.12, the open interest changed by 247 which increased total open position to 930


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 518.8, which was 169.50 higher than the previous day. The implied volatity was 17.37, the open interest changed by 175 which increased total open position to 685


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 349.3, which was 102.15 higher than the previous day. The implied volatity was 17.38, the open interest changed by 325 which increased total open position to 513


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 247.15, which was 58.90 higher than the previous day. The implied volatity was 17.28, the open interest changed by -39 which decreased total open position to 187


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 188.25, which was 55.05 higher than the previous day. The implied volatity was 17.62, the open interest changed by 72 which increased total open position to 226


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 133.2, which was -0.95 lower than the previous day. The implied volatity was 17.94, the open interest changed by 0 which decreased total open position to 154


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 134.15, which was -25.70 lower than the previous day. The implied volatity was 17.90, the open interest changed by 78 which increased total open position to 164


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 159.85, which was -10.35 lower than the previous day. The implied volatity was 17.43, the open interest changed by 0 which decreased total open position to 86


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 170.2, which was -26.80 lower than the previous day. The implied volatity was 18.08, the open interest changed by 0 which decreased total open position to 3


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 197, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 197, which was 7.00 higher than the previous day. The implied volatity was 18.64, the open interest changed by 2 which increased total open position to 3


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 190, which was -10.80 lower than the previous day. The implied volatity was 18.26, the open interest changed by 0 which decreased total open position to 1


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 200.8, which was -735.05 lower than the previous day. The implied volatity was 18.79, the open interest changed by 1 which increased total open position to 1


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 935.85, which was 0.00 lower than the previous day. The implied volatity was 4.58, 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 935.85, which was 0.00 lower than the previous day. The implied volatity was 4.00, 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 935.85, which was 0.00 lower than the previous day. The implied volatity was 3.40, 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 935.85, which was 0.00 lower than the previous day. The implied volatity was 3.28, 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 935.85, which was 0.00 lower than the previous day. The implied volatity was 3.21, 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 935.85, which was 0.00 lower than the previous day. The implied volatity was 3.53, 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 935.85, which was 0.00 lower than the previous day. The implied volatity was 3.40, 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 935.85, which was 0.00 lower than the previous day. The implied volatity was 3.40, 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 935.85, which was 0.00 lower than the previous day. The implied volatity was 2.30, 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 935.85, which was 0.00 lower than the previous day. The implied volatity was 1.73, 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 935.85, 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 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 935.85, which was 0.00 lower than the previous day. The implied volatity was 1.66, 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 935.85, which was 0.00 lower than the previous day. The implied volatity was 1.51, 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 935.85, which was 0.00 lower than the previous day. The implied volatity was 1.59, 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 935.85, which was 935.85 higher than the previous day. The implied volatity was 2.64, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.91, 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 2.71, 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 3.03, 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 3.32, 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 3.27, 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 2.39, 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 2.83, 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