BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 49900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.09
Vega: 10.35
Theta: -16.35
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 48367.80 | 47 | -59.2 | 17.53 | 1,87,516 | 2,005 | 20,981 | |||
| 23 Jan | 48589.00 | 101.4 | -72.95 | 17.78 | 1,25,358 | 3,902 | 19,521 | |||
| 22 Jan | 48724.40 | 174.35 | -45.70 | 18.51 | 1,15,976 | 1,595 | 15,783 | |||
| 21 Jan | 48570.90 | 220.05 | -209.75 | 20.69 | 1,30,648 | 311 | 14,418 | |||
| 20 Jan | 49350.80 | 429.8 | 211.80 | 18.93 | 1,73,080 | 1,466 | 14,171 | |||
| 17 Jan | 48540.60 | 218 | -249.10 | 17.31 | 77,169 | 2,534 | 13,111 | |||
| 16 Jan | 49278.70 | 467.1 | 172.50 | 15.89 | 1,37,267 | -2,332 | 10,888 | |||
| 15 Jan | 48751.70 | 294.6 | -86.55 | 16.36 | 79,992 | 1,415 | 13,275 | |||
| 14 Jan | 48729.15 | 381.15 | 162.15 | 17.25 | 82,340 | -744 | 12,051 | |||
| 13 Jan | 48041.25 | 219 | -171.00 | 18.38 | 58,499 | 1,247 | 13,333 | |||
|
|
||||||||||
| 10 Jan | 48734.15 | 390 | -359.90 | 16.11 | 87,108 | 847 | 12,170 | |||
| 9 Jan | 49503.50 | 749.9 | -176.35 | 16.44 | 1,12,738 | 1,298 | 11,490 | |||
| 8 Jan | 49835.05 | 926.25 | -210.40 | 16.53 | 1,49,801 | 7,593 | 10,466 | |||
| 7 Jan | 50202.15 | 1136.65 | 66.65 | 16.16 | 29,477 | -2,028 | 2,930 | |||
| 6 Jan | 49922.00 | 1070 | -634.25 | 16.94 | 62,236 | 4,346 | 5,018 | |||
| 3 Jan | 50988.80 | 1704.25 | -497.95 | 14.40 | 608 | 111 | 673 | |||
| 2 Jan | 51605.55 | 2202.2 | 13.00 | 498 | -157 | 565 | ||||
For Nifty Bank - strike price 49900 expiring on 30JAN2025
Delta for 49900 CE is 0.09
Historical price for 49900 CE is as follows
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 47, which was -59.2 lower than the previous day. The implied volatity was 17.53, the open interest changed by 2005 which increased total open position to 20981
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 101.4, which was -72.95 lower than the previous day. The implied volatity was 17.78, the open interest changed by 3902 which increased total open position to 19521
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 174.35, which was -45.70 lower than the previous day. The implied volatity was 18.51, the open interest changed by 1595 which increased total open position to 15783
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 220.05, which was -209.75 lower than the previous day. The implied volatity was 20.69, the open interest changed by 311 which increased total open position to 14418
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 429.8, which was 211.80 higher than the previous day. The implied volatity was 18.93, the open interest changed by 1466 which increased total open position to 14171
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 218, which was -249.10 lower than the previous day. The implied volatity was 17.31, the open interest changed by 2534 which increased total open position to 13111
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 467.1, which was 172.50 higher than the previous day. The implied volatity was 15.89, the open interest changed by -2332 which decreased total open position to 10888
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 294.6, which was -86.55 lower than the previous day. The implied volatity was 16.36, the open interest changed by 1415 which increased total open position to 13275
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 381.15, which was 162.15 higher than the previous day. The implied volatity was 17.25, the open interest changed by -744 which decreased total open position to 12051
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 219, which was -171.00 lower than the previous day. The implied volatity was 18.38, the open interest changed by 1247 which increased total open position to 13333
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 390, which was -359.90 lower than the previous day. The implied volatity was 16.11, the open interest changed by 847 which increased total open position to 12170
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 749.9, which was -176.35 lower than the previous day. The implied volatity was 16.44, the open interest changed by 1298 which increased total open position to 11490
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 926.25, which was -210.40 lower than the previous day. The implied volatity was 16.53, the open interest changed by 7593 which increased total open position to 10466
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1136.65, which was 66.65 higher than the previous day. The implied volatity was 16.16, the open interest changed by -2028 which decreased total open position to 2930
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1070, which was -634.25 lower than the previous day. The implied volatity was 16.94, the open interest changed by 4346 which increased total open position to 5018
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 1704.25, which was -497.95 lower than the previous day. The implied volatity was 14.40, the open interest changed by 111 which increased total open position to 673
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2202.2, which was lower than the previous day. The implied volatity was 13.00, the open interest changed by -157 which decreased total open position to 565
| BANKNIFTY 30JAN2025 49900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 15.74
Theta: -20.36
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 48367.80 | 1609 | 287.95 | 24.24 | 1,781 | -72 | 4,858 |
| 23 Jan | 48589.00 | 1338 | 143.80 | 19.41 | 1,554 | -277 | 4,931 |
| 22 Jan | 48724.40 | 1194.2 | -146.35 | 18.30 | 1,983 | -373 | 5,217 |
| 21 Jan | 48570.90 | 1340.55 | 494.55 | 19.26 | 16,898 | 921 | 5,608 |
| 20 Jan | 49350.80 | 846 | -585.50 | 18.65 | 24,253 | -1,378 | 4,723 |
| 17 Jan | 48540.60 | 1431.5 | 570.60 | 18.77 | 3,529 | -29 | 6,138 |
| 16 Jan | 49278.70 | 860.9 | -427.95 | 17.76 | 19,850 | -1,141 | 6,170 |
| 15 Jan | 48751.70 | 1288.85 | 102.45 | 18.65 | 3,259 | 153 | 7,316 |
| 14 Jan | 48729.15 | 1186.4 | -684.05 | 17.44 | 3,083 | -387 | 7,170 |
| 13 Jan | 48041.25 | 1870.45 | 475.15 | 19.50 | 2,987 | -672 | 7,560 |
| 10 Jan | 48734.15 | 1395.3 | 536.35 | 19.68 | 31,292 | -1,982 | 8,299 |
| 9 Jan | 49503.50 | 858.95 | 123.95 | 17.45 | 97,712 | 465 | 10,498 |
| 8 Jan | 49835.05 | 735 | 91.80 | 17.38 | 2,11,593 | 1,217 | 10,577 |
| 7 Jan | 50202.15 | 643.2 | -183.25 | 18.18 | 89,302 | -293 | 9,702 |
| 6 Jan | 49922.00 | 826.45 | 444.50 | 19.81 | 1,84,102 | 3,927 | 10,201 |
| 3 Jan | 50988.80 | 381.95 | 123.00 | 17.04 | 47,974 | 254 | 6,302 |
| 2 Jan | 51605.55 | 258.95 | 17.26 | 38,754 | -766 | 5,986 | |
For Nifty Bank - strike price 49900 expiring on 30JAN2025
Delta for 49900 PE is -0.83
Historical price for 49900 PE is as follows
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 1609, which was 287.95 higher than the previous day. The implied volatity was 24.24, the open interest changed by -72 which decreased total open position to 4858
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 1338, which was 143.80 higher than the previous day. The implied volatity was 19.41, the open interest changed by -277 which decreased total open position to 4931
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 1194.2, which was -146.35 lower than the previous day. The implied volatity was 18.30, the open interest changed by -373 which decreased total open position to 5217
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 1340.55, which was 494.55 higher than the previous day. The implied volatity was 19.26, the open interest changed by 921 which increased total open position to 5608
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 846, which was -585.50 lower than the previous day. The implied volatity was 18.65, the open interest changed by -1378 which decreased total open position to 4723
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 1431.5, which was 570.60 higher than the previous day. The implied volatity was 18.77, the open interest changed by -29 which decreased total open position to 6138
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 860.9, which was -427.95 lower than the previous day. The implied volatity was 17.76, the open interest changed by -1141 which decreased total open position to 6170
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 1288.85, which was 102.45 higher than the previous day. The implied volatity was 18.65, the open interest changed by 153 which increased total open position to 7316
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 1186.4, which was -684.05 lower than the previous day. The implied volatity was 17.44, the open interest changed by -387 which decreased total open position to 7170
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 1870.45, which was 475.15 higher than the previous day. The implied volatity was 19.50, the open interest changed by -672 which decreased total open position to 7560
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1395.3, which was 536.35 higher than the previous day. The implied volatity was 19.68, the open interest changed by -1982 which decreased total open position to 8299
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 858.95, which was 123.95 higher than the previous day. The implied volatity was 17.45, the open interest changed by 465 which increased total open position to 10498
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 735, which was 91.80 higher than the previous day. The implied volatity was 17.38, the open interest changed by 1217 which increased total open position to 10577
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 643.2, which was -183.25 lower than the previous day. The implied volatity was 18.18, the open interest changed by -293 which decreased total open position to 9702
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 826.45, which was 444.50 higher than the previous day. The implied volatity was 19.81, the open interest changed by 3927 which increased total open position to 10201
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 381.95, which was 123.00 higher than the previous day. The implied volatity was 17.04, the open interest changed by 254 which increased total open position to 6302
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 258.95, which was lower than the previous day. The implied volatity was 17.26, the open interest changed by -766 which decreased total open position to 5986
