BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
BANKNIFTY 29JAN2025 49900 CE | ||||||||||
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Delta: 0.79
Vega: 44.83
Theta: -20.20
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 51170.70 | 2050.6 | -83.00 | 14.64 | 112 | 58 | 109 | |||
24 Dec | 51233.00 | 2133.6 | -15.85 | 14.25 | 84 | 33 | 51 | |||
23 Dec | 51317.60 | 2149.45 | -1048.55 | 13.84 | 103 | 13 | 16 | |||
20 Dec | 50759.20 | 3198 | 0.00 | 0.00 | 0 | 0 | 0 | |||
19 Dec | 51575.70 | 3198 | 0.00 | 0.00 | 0 | -2 | 0 | |||
18 Dec | 52139.55 | 3198 | -1040.60 | 18.58 | 2 | -1 | 4 | |||
17 Dec | 52834.80 | 4238.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
16 Dec | 53581.35 | 4238.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
13 Dec | 53583.80 | 4238.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
12 Dec | 53216.45 | 4238.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
11 Dec | 53391.35 | 4238.6 | 0.00 | 0.00 | 0 | 2 | 0 | |||
10 Dec | 53577.70 | 4238.6 | 1205.90 | - | 2 | 1 | 4 | |||
9 Dec | 53407.75 | 3032.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
6 Dec | 53509.50 | 3032.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
5 Dec | 53603.55 | 3032.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
4 Dec | 53266.90 | 3032.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
3 Dec | 52695.75 | 3032.7 | 0.00 | 0.00 | 0 | 3 | 0 | |||
2 Dec | 52109.00 | 3032.7 | -738.60 | 8.85 | 6 | 3 | 3 | |||
29 Nov | 52055.60 | 3771.3 | 0.00 | - | 0 | 0 | 0 | |||
28 Nov | 51906.85 | 3771.3 | 0.00 | - | 0 | 0 | 0 | |||
27 Nov | 52301.80 | 3771.3 | 0.00 | - | 0 | 0 | 0 | |||
26 Nov | 52191.50 | 3771.3 | 0.00 | - | 0 | 0 | 0 | |||
25 Nov | 52207.50 | 3771.3 | 0.00 | - | 0 | 0 | 0 | |||
22 Nov | 51135.40 | 3771.3 | 0.00 | - | 0 | 0 | 0 | |||
21 Nov | 50372.90 | 3771.3 | 0.00 | - | 0 | 0 | 0 | |||
19 Nov | 50626.50 | 3771.3 | 0.00 | - | 0 | 0 | 0 | |||
18 Nov | 50363.80 | 3771.3 | 0.00 | - | 0 | 0 | 0 | |||
14 Nov | 50179.55 | 3771.3 | 0.00 | - | 0 | 0 | 0 | |||
13 Nov | 50088.35 | 3771.3 | 0.00 | - | 0 | 0 | 0 | |||
12 Nov | 51157.80 | 3771.3 | 0.00 | - | 0 | 0 | 0 | |||
11 Nov | 51876.75 | 3771.3 | 0.00 | - | 0 | 0 | 0 | |||
8 Nov | 51561.20 | 3771.3 | 0.00 | - | 0 | 0 | 0 | |||
7 Nov | 51916.50 | 3771.3 | 0.00 | - | 0 | 0 | 0 | |||
6 Nov | 52317.40 | 3771.3 | 0.00 | - | 0 | 0 | 0 | |||
5 Nov | 52207.25 | 3771.3 | 3771.30 | - | 0 | 0 | 0 | |||
4 Nov | 51215.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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1 Nov | 51673.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
31 Oct | 51559.20 | 0.00 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 49900 expiring on 29JAN2025
Delta for 49900 CE is 0.79
Historical price for 49900 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 2050.6, which was -83.00 lower than the previous day. The implied volatity was 14.64, the open interest changed by 58 which increased total open position to 109
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 2133.6, which was -15.85 lower than the previous day. The implied volatity was 14.25, the open interest changed by 33 which increased total open position to 51
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 2149.45, which was -1048.55 lower than the previous day. The implied volatity was 13.84, the open interest changed by 13 which increased total open position to 16
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3198, 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 3198, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3198, which was -1040.60 lower than the previous day. The implied volatity was 18.58, the open interest changed by -1 which decreased total open position to 4
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 4238.6, 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 4238.6, 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 4238.6, 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 4238.6, 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 4238.6, 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 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 4238.6, which was 1205.90 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3032.7, 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 3032.7, 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 3032.7, 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 3032.7, 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 3032.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 3032.7, which was -738.60 lower than the previous day. The implied volatity was 8.85, the open interest changed by 3 which increased total open position to 3
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 3771.3, 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 3771.3, 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 3771.3, 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 3771.3, 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 3771.3, 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 3771.3, 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 3771.3, 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 3771.3, 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 3771.3, 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 3771.3, 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 3771.3, 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 3771.3, 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 3771.3, 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 3771.3, 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 3771.3, 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 3771.3, 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 3771.3, which was 3771.30 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 49900 PE | |||||||
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Delta: -0.24
Vega: 48.13
Theta: -8.38
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
26 Dec | 51170.70 | 368.9 | 60.60 | 16.65 | 41,580 | 1,998 | 3,229 |
24 Dec | 51233.00 | 308.3 | -30.90 | 15.41 | 3,103 | 339 | 1,238 |
23 Dec | 51317.60 | 339.2 | -196.45 | 16.00 | 2,493 | 368 | 911 |
20 Dec | 50759.20 | 535.65 | 178.05 | 17.14 | 1,511 | -67 | 548 |
19 Dec | 51575.70 | 357.6 | 97.40 | 17.11 | 1,378 | 300 | 615 |
18 Dec | 52139.55 | 260.2 | 51.95 | 17.20 | 263 | 23 | 317 |
17 Dec | 52834.80 | 208.25 | 71.70 | 17.80 | 518 | 44 | 295 |
16 Dec | 53581.35 | 136.55 | -5.10 | 17.73 | 182 | 85 | 252 |
13 Dec | 53583.80 | 141.65 | -14.70 | 17.84 | 838 | 5 | 169 |
12 Dec | 53216.45 | 156.35 | -21.25 | 17.00 | 2 | 1 | 165 |
11 Dec | 53391.35 | 177.6 | -2.40 | 17.97 | 147 | 103 | 165 |
10 Dec | 53577.70 | 180 | -12.50 | 18.51 | 8 | -1 | 57 |
9 Dec | 53407.75 | 192.5 | -7.50 | 18.20 | 15 | 8 | 59 |
6 Dec | 53509.50 | 200 | -40.50 | 18.22 | 96 | 9 | 49 |
5 Dec | 53603.55 | 240.5 | -7.85 | 19.40 | 57 | 37 | 41 |
4 Dec | 53266.90 | 248.35 | -169.20 | 18.42 | 43 | -15 | 5 |
3 Dec | 52695.75 | 417.55 | 0.00 | 0.00 | 0 | 7 | 0 |
2 Dec | 52109.00 | 417.55 | -11.60 | 18.04 | 12 | 7 | 20 |
29 Nov | 52055.60 | 429.15 | 0.00 | 0.00 | 0 | 0 | 13 |
28 Nov | 51906.85 | 429.15 | -43.35 | 17.37 | 6 | 0 | 13 |
27 Nov | 52301.80 | 472.5 | 0.00 | 0.00 | 0 | 0 | 0 |
26 Nov | 52191.50 | 472.5 | 0.00 | 0.00 | 0 | -1 | 0 |
25 Nov | 52207.50 | 472.5 | -217.50 | 18.51 | 3 | -2 | 13 |
22 Nov | 51135.40 | 690 | -160.00 | 17.65 | 5 | 0 | 15 |
21 Nov | 50372.90 | 850 | 228.50 | 17.10 | 21 | 9 | 14 |
19 Nov | 50626.50 | 621.5 | -221.75 | 14.21 | 5 | 0 | 5 |
18 Nov | 50363.80 | 843.25 | -123.00 | 16.52 | 5 | 2 | 2 |
14 Nov | 50179.55 | 966.25 | 0.00 | 1.41 | 0 | 0 | 0 |
13 Nov | 50088.35 | 966.25 | 0.00 | 1.49 | 0 | 0 | 0 |
12 Nov | 51157.80 | 966.25 | 0.00 | 3.11 | 0 | 0 | 0 |
11 Nov | 51876.75 | 966.25 | 0.00 | 2.81 | 0 | 0 | 0 |
8 Nov | 51561.20 | 966.25 | 0.00 | 2.62 | 0 | 0 | 0 |
7 Nov | 51916.50 | 966.25 | 0.00 | 2.94 | 0 | 0 | 0 |
6 Nov | 52317.40 | 966.25 | 0.00 | 3.23 | 0 | 0 | 0 |
5 Nov | 52207.25 | 966.25 | 0.00 | 3.18 | 0 | 0 | 0 |
4 Nov | 51215.25 | 966.25 | 0.00 | 2.30 | 0 | 0 | 0 |
1 Nov | 51673.90 | 966.25 | 0.00 | 2.75 | 0 | 0 | 0 |
31 Oct | 51559.20 | 966.25 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 49900 expiring on 29JAN2025
Delta for 49900 PE is -0.24
Historical price for 49900 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 368.9, which was 60.60 higher than the previous day. The implied volatity was 16.65, the open interest changed by 1998 which increased total open position to 3229
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 308.3, which was -30.90 lower than the previous day. The implied volatity was 15.41, the open interest changed by 339 which increased total open position to 1238
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 339.2, which was -196.45 lower than the previous day. The implied volatity was 16.00, the open interest changed by 368 which increased total open position to 911
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 535.65, which was 178.05 higher than the previous day. The implied volatity was 17.14, the open interest changed by -67 which decreased total open position to 548
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 357.6, which was 97.40 higher than the previous day. The implied volatity was 17.11, the open interest changed by 300 which increased total open position to 615
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 260.2, which was 51.95 higher than the previous day. The implied volatity was 17.20, the open interest changed by 23 which increased total open position to 317
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 208.25, which was 71.70 higher than the previous day. The implied volatity was 17.80, the open interest changed by 44 which increased total open position to 295
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 136.55, which was -5.10 lower than the previous day. The implied volatity was 17.73, the open interest changed by 85 which increased total open position to 252
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 141.65, which was -14.70 lower than the previous day. The implied volatity was 17.84, the open interest changed by 5 which increased total open position to 169
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 156.35, which was -21.25 lower than the previous day. The implied volatity was 17.00, the open interest changed by 1 which increased total open position to 165
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 177.6, which was -2.40 lower than the previous day. The implied volatity was 17.97, the open interest changed by 103 which increased total open position to 165
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 180, which was -12.50 lower than the previous day. The implied volatity was 18.51, the open interest changed by -1 which decreased total open position to 57
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 192.5, which was -7.50 lower than the previous day. The implied volatity was 18.20, the open interest changed by 8 which increased total open position to 59
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 200, which was -40.50 lower than the previous day. The implied volatity was 18.22, the open interest changed by 9 which increased total open position to 49
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 240.5, which was -7.85 lower than the previous day. The implied volatity was 19.40, the open interest changed by 37 which increased total open position to 41
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 248.35, which was -169.20 lower than the previous day. The implied volatity was 18.42, the open interest changed by -15 which decreased total open position to 5
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 417.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 417.55, which was -11.60 lower than the previous day. The implied volatity was 18.04, the open interest changed by 7 which increased total open position to 20
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 429.15, 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 13
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 429.15, which was -43.35 lower than the previous day. The implied volatity was 17.37, the open interest changed by 0 which decreased total open position to 13
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 472.5, 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 472.5, 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 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 472.5, which was -217.50 lower than the previous day. The implied volatity was 18.51, the open interest changed by -2 which decreased total open position to 13
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 690, which was -160.00 lower than the previous day. The implied volatity was 17.65, the open interest changed by 0 which decreased total open position to 15
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 850, which was 228.50 higher than the previous day. The implied volatity was 17.10, the open interest changed by 9 which increased total open position to 14
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 621.5, which was -221.75 lower than the previous day. The implied volatity was 14.21, the open interest changed by 0 which decreased total open position to 5
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 843.25, which was -123.00 lower than the previous day. The implied volatity was 16.52, the open interest changed by 2 which increased total open position to 2
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 966.25, which was 0.00 lower than the previous day. The implied volatity was 1.41, 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 966.25, which was 0.00 lower than the previous day. The implied volatity was 1.49, 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 966.25, which was 0.00 lower than the previous day. The implied volatity was 3.11, 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 966.25, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 966.25, which was 0.00 lower than the previous day. The implied volatity was 2.62, 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 966.25, which was 0.00 lower than the previous day. The implied volatity was 2.94, 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 966.25, which was 0.00 lower than the previous day. The implied volatity was 3.23, 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 966.25, which was 0.00 lower than the previous day. The implied volatity was 3.18, 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 966.25, 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 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 966.25, which was 0.00 lower than the previous day. The implied volatity was 2.75, 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 966.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to