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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 49900 CE
Delta: 0.79
Vega: 44.83
Theta: -20.20
Gamma: 0.00
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
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
Delta: -0.24
Vega: 48.13
Theta: -8.38
Gamma: 0.00
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