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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 50000 CE
Delta: 0.79
Vega: 45.57
Theta: -19.98
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1952 -100.90 14.15 29,235 4,716 21,695
24 Dec 51233.00 2052.9 -21.60 14.19 12,463 6,354 16,936
23 Dec 51317.60 2074.5 220.95 13.92 5,724 2,415 10,586
20 Dec 50759.20 1853.55 -672.80 15.00 6,030 1,240 8,203
19 Dec 51575.70 2526.35 -464.05 16.64 5,453 2,294 6,966
18 Dec 52139.55 2990.4 -584.60 15.67 1,769 405 4,683
17 Dec 52834.80 3575 -525.00 17.27 496 45 4,278
16 Dec 53581.35 4100 -5.20 10.72 169 52 4,232
13 Dec 53583.80 4105.2 175.20 - 1,378 10 4,180
12 Dec 53216.45 3930 -119.00 12.81 46 -6 4,190
11 Dec 53391.35 4049 -137.55 - 76 27 4,197
10 Dec 53577.70 4186.55 112.75 - 1,407 1,287 4,170
9 Dec 53407.75 4073.8 -136.40 - 2,036 1,806 2,886
6 Dec 53509.50 4210.2 -30.35 - 170 -10 1,080
5 Dec 53603.55 4240.55 273.50 - 153 -11 1,093
4 Dec 53266.90 3967.05 448.50 - 192 -39 1,104
3 Dec 52695.75 3518.55 402.70 11.76 144 -51 1,143
2 Dec 52109.00 3115.85 48.25 13.71 137 16 1,194
29 Nov 52055.60 3067.6 -45.60 13.34 82 20 1,179
28 Nov 51906.85 3113.2 -149.95 14.56 245 24 1,159
27 Nov 52301.80 3263.15 88.25 11.55 124 48 1,136
26 Nov 52191.50 3174.9 -5.10 11.60 138 42 1,088
25 Nov 52207.50 3180 760.95 11.05 211 455 1,076
22 Nov 51135.40 2419.05 422.55 13.14 903 438 1,059
21 Nov 50372.90 1996.5 0.65 13.64 744 186 623
19 Nov 50626.50 1995.85 52.30 12.92 304 33 436
18 Nov 50363.80 1943.55 56.75 13.03 229 93 403
14 Nov 50179.55 1886.8 -144.65 12.84 308 111 310
13 Nov 50088.35 2031.45 -646.40 13.78 282 44 201
12 Nov 51157.80 2677.85 -672.15 14.22 203 9 155
11 Nov 51876.75 3350 270.00 15.88 9 -1 147
8 Nov 51561.20 3080 -250.00 14.57 18 1 149
7 Nov 51916.50 3330 -320.00 13.61 4 0 148
6 Nov 52317.40 3650 -241.40 11.23 5 0 145
5 Nov 52207.25 3891.4 1191.40 18.74 171 137 145
4 Nov 51215.25 2700 -603.00 11.53 10 3 4
1 Nov 51673.90 3303 0.00 0.00 0 1 0
31 Oct 51559.20 3303.00 - 1 0 0


For Nifty Bank - strike price 50000 expiring on 29JAN2025

Delta for 50000 CE is 0.79

Historical price for 50000 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1952, which was -100.90 lower than the previous day. The implied volatity was 14.15, the open interest changed by 4716 which increased total open position to 21695


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 2052.9, which was -21.60 lower than the previous day. The implied volatity was 14.19, the open interest changed by 6354 which increased total open position to 16936


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 2074.5, which was 220.95 higher than the previous day. The implied volatity was 13.92, the open interest changed by 2415 which increased total open position to 10586


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1853.55, which was -672.80 lower than the previous day. The implied volatity was 15.00, the open interest changed by 1240 which increased total open position to 8203


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2526.35, which was -464.05 lower than the previous day. The implied volatity was 16.64, the open interest changed by 2294 which increased total open position to 6966


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2990.4, which was -584.60 lower than the previous day. The implied volatity was 15.67, the open interest changed by 405 which increased total open position to 4683


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 3575, which was -525.00 lower than the previous day. The implied volatity was 17.27, the open interest changed by 45 which increased total open position to 4278


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 4100, which was -5.20 lower than the previous day. The implied volatity was 10.72, the open interest changed by 52 which increased total open position to 4232


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 4105.2, which was 175.20 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 4180


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3930, which was -119.00 lower than the previous day. The implied volatity was 12.81, the open interest changed by -6 which decreased total open position to 4190


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 4049, which was -137.55 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 4197


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 4186.55, which was 112.75 higher than the previous day. The implied volatity was -, the open interest changed by 1287 which increased total open position to 4170


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 4073.8, which was -136.40 lower than the previous day. The implied volatity was -, the open interest changed by 1806 which increased total open position to 2886


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 4210.2, which was -30.35 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 1080


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 4240.55, which was 273.50 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 1093


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3967.05, which was 448.50 higher than the previous day. The implied volatity was -, the open interest changed by -39 which decreased total open position to 1104


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 3518.55, which was 402.70 higher than the previous day. The implied volatity was 11.76, the open interest changed by -51 which decreased total open position to 1143


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 3115.85, which was 48.25 higher than the previous day. The implied volatity was 13.71, the open interest changed by 16 which increased total open position to 1194


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 3067.6, which was -45.60 lower than the previous day. The implied volatity was 13.34, the open interest changed by 20 which increased total open position to 1179


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 3113.2, which was -149.95 lower than the previous day. The implied volatity was 14.56, the open interest changed by 24 which increased total open position to 1159


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 3263.15, which was 88.25 higher than the previous day. The implied volatity was 11.55, the open interest changed by 48 which increased total open position to 1136


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 3174.9, which was -5.10 lower than the previous day. The implied volatity was 11.60, the open interest changed by 42 which increased total open position to 1088


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 3180, which was 760.95 higher than the previous day. The implied volatity was 11.05, the open interest changed by 455 which increased total open position to 1076


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2419.05, which was 422.55 higher than the previous day. The implied volatity was 13.14, the open interest changed by 438 which increased total open position to 1059


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1996.5, which was 0.65 higher than the previous day. The implied volatity was 13.64, the open interest changed by 186 which increased total open position to 623


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1995.85, which was 52.30 higher than the previous day. The implied volatity was 12.92, the open interest changed by 33 which increased total open position to 436


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1943.55, which was 56.75 higher than the previous day. The implied volatity was 13.03, the open interest changed by 93 which increased total open position to 403


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1886.8, which was -144.65 lower than the previous day. The implied volatity was 12.84, the open interest changed by 111 which increased total open position to 310


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2031.45, which was -646.40 lower than the previous day. The implied volatity was 13.78, the open interest changed by 44 which increased total open position to 201


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2677.85, which was -672.15 lower than the previous day. The implied volatity was 14.22, the open interest changed by 9 which increased total open position to 155


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 3350, which was 270.00 higher than the previous day. The implied volatity was 15.88, the open interest changed by -1 which decreased total open position to 147


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 3080, which was -250.00 lower than the previous day. The implied volatity was 14.57, the open interest changed by 1 which increased total open position to 149


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 3330, which was -320.00 lower than the previous day. The implied volatity was 13.61, the open interest changed by 0 which decreased total open position to 148


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 3650, which was -241.40 lower than the previous day. The implied volatity was 11.23, the open interest changed by 0 which decreased total open position to 145


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 3891.4, which was 1191.40 higher than the previous day. The implied volatity was 18.74, the open interest changed by 137 which increased total open position to 145


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2700, which was -603.00 lower than the previous day. The implied volatity was 11.53, the open interest changed by 3 which increased total open position to 4


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 3303, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 3303.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 50000 PE
Delta: -0.25
Vega: 49.41
Theta: -8.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 392 71.00 16.60 2,46,189 5,304 47,859
24 Dec 51233.00 321 -41.00 15.20 57,104 8,907 42,270
23 Dec 51317.60 362 -218.00 15.97 72,045 3,754 33,643
20 Dec 50759.20 580 198.55 17.36 46,590 -1,522 29,956
19 Dec 51575.70 381.45 106.45 17.13 33,821 4,343 31,500
18 Dec 52139.55 275 63.85 17.13 27,489 1,812 27,470
17 Dec 52834.80 211.15 67.95 17.51 38,659 7,554 25,579
16 Dec 53581.35 143.2 -2.70 17.62 19,734 4,205 18,197
13 Dec 53583.80 145.9 -43.30 17.66 31,506 2,748 14,017
12 Dec 53216.45 189.2 1.30 17.61 4,304 513 11,284
11 Dec 53391.35 187.9 -13.10 17.94 6,027 297 10,771
10 Dec 53577.70 201 -17.95 18.80 6,867 132 10,482
9 Dec 53407.75 218.95 3.35 18.57 6,020 1,147 10,423
6 Dec 53509.50 215.6 -8.40 18.30 9,768 399 9,336
5 Dec 53603.55 224 -34.80 18.70 8,266 1,149 8,971
4 Dec 53266.90 258.8 -76.25 18.33 9,952 1,172 7,830
3 Dec 52695.75 335.05 -82.95 18.05 7,375 195 6,725
2 Dec 52109.00 418 -1.90 17.68 6,477 494 6,484
29 Nov 52055.60 419.9 -24.50 17.10 5,228 429 5,966
28 Nov 51906.85 444.4 69.25 17.28 9,765 870 5,548
27 Nov 52301.80 375.15 -50.70 17.04 3,900 871 4,680
26 Nov 52191.50 425.85 -19.10 17.44 2,851 274 3,884
25 Nov 52207.50 444.95 -228.85 17.71 4,559 757 3,561
22 Nov 51135.40 673.8 -201.20 17.03 2,471 653 3,457
21 Nov 50372.90 875 2.00 16.97 2,417 444 2,807
19 Nov 50626.50 873 -18.65 16.96 1,215 323 2,364
18 Nov 50363.80 891.65 -28.35 16.67 612 143 2,045
14 Nov 50179.55 920 106.65 16.17 1,164 390 1,896
13 Nov 50088.35 813.35 178.35 15.17 2,307 810 1,510
12 Nov 51157.80 635 150.40 15.99 541 194 711
11 Nov 51876.75 484.6 -71.50 16.13 551 93 518
8 Nov 51561.20 556.1 47.75 16.07 297 85 425
7 Nov 51916.50 508.35 62.35 16.48 526 103 339
6 Nov 52317.40 446 -114.00 16.94 230 84 234
5 Nov 52207.25 560 -174.90 17.70 153 18 150
4 Nov 51215.25 734.9 89.00 17.20 113 94 132
1 Nov 51673.90 645.9 15.90 17.34 2 0 37
31 Oct 51559.20 630.00 - 38 35 35


For Nifty Bank - strike price 50000 expiring on 29JAN2025

Delta for 50000 PE is -0.25

Historical price for 50000 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 392, which was 71.00 higher than the previous day. The implied volatity was 16.60, the open interest changed by 5304 which increased total open position to 47859


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 321, which was -41.00 lower than the previous day. The implied volatity was 15.20, the open interest changed by 8907 which increased total open position to 42270


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 362, which was -218.00 lower than the previous day. The implied volatity was 15.97, the open interest changed by 3754 which increased total open position to 33643


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 580, which was 198.55 higher than the previous day. The implied volatity was 17.36, the open interest changed by -1522 which decreased total open position to 29956


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 381.45, which was 106.45 higher than the previous day. The implied volatity was 17.13, the open interest changed by 4343 which increased total open position to 31500


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 275, which was 63.85 higher than the previous day. The implied volatity was 17.13, the open interest changed by 1812 which increased total open position to 27470


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 211.15, which was 67.95 higher than the previous day. The implied volatity was 17.51, the open interest changed by 7554 which increased total open position to 25579


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 143.2, which was -2.70 lower than the previous day. The implied volatity was 17.62, the open interest changed by 4205 which increased total open position to 18197


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 145.9, which was -43.30 lower than the previous day. The implied volatity was 17.66, the open interest changed by 2748 which increased total open position to 14017


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 189.2, which was 1.30 higher than the previous day. The implied volatity was 17.61, the open interest changed by 513 which increased total open position to 11284


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 187.9, which was -13.10 lower than the previous day. The implied volatity was 17.94, the open interest changed by 297 which increased total open position to 10771


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 201, which was -17.95 lower than the previous day. The implied volatity was 18.80, the open interest changed by 132 which increased total open position to 10482


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 218.95, which was 3.35 higher than the previous day. The implied volatity was 18.57, the open interest changed by 1147 which increased total open position to 10423


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 215.6, which was -8.40 lower than the previous day. The implied volatity was 18.30, the open interest changed by 399 which increased total open position to 9336


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 224, which was -34.80 lower than the previous day. The implied volatity was 18.70, the open interest changed by 1149 which increased total open position to 8971


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 258.8, which was -76.25 lower than the previous day. The implied volatity was 18.33, the open interest changed by 1172 which increased total open position to 7830


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 335.05, which was -82.95 lower than the previous day. The implied volatity was 18.05, the open interest changed by 195 which increased total open position to 6725


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 418, which was -1.90 lower than the previous day. The implied volatity was 17.68, the open interest changed by 494 which increased total open position to 6484


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 419.9, which was -24.50 lower than the previous day. The implied volatity was 17.10, the open interest changed by 429 which increased total open position to 5966


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 444.4, which was 69.25 higher than the previous day. The implied volatity was 17.28, the open interest changed by 870 which increased total open position to 5548


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 375.15, which was -50.70 lower than the previous day. The implied volatity was 17.04, the open interest changed by 871 which increased total open position to 4680


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 425.85, which was -19.10 lower than the previous day. The implied volatity was 17.44, the open interest changed by 274 which increased total open position to 3884


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 444.95, which was -228.85 lower than the previous day. The implied volatity was 17.71, the open interest changed by 757 which increased total open position to 3561


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 673.8, which was -201.20 lower than the previous day. The implied volatity was 17.03, the open interest changed by 653 which increased total open position to 3457


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 875, which was 2.00 higher than the previous day. The implied volatity was 16.97, the open interest changed by 444 which increased total open position to 2807


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 873, which was -18.65 lower than the previous day. The implied volatity was 16.96, the open interest changed by 323 which increased total open position to 2364


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 891.65, which was -28.35 lower than the previous day. The implied volatity was 16.67, the open interest changed by 143 which increased total open position to 2045


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 920, which was 106.65 higher than the previous day. The implied volatity was 16.17, the open interest changed by 390 which increased total open position to 1896


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 813.35, which was 178.35 higher than the previous day. The implied volatity was 15.17, the open interest changed by 810 which increased total open position to 1510


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 635, which was 150.40 higher than the previous day. The implied volatity was 15.99, the open interest changed by 194 which increased total open position to 711


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 484.6, which was -71.50 lower than the previous day. The implied volatity was 16.13, the open interest changed by 93 which increased total open position to 518


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 556.1, which was 47.75 higher than the previous day. The implied volatity was 16.07, the open interest changed by 85 which increased total open position to 425


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 508.35, which was 62.35 higher than the previous day. The implied volatity was 16.48, the open interest changed by 103 which increased total open position to 339


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 446, which was -114.00 lower than the previous day. The implied volatity was 16.94, the open interest changed by 84 which increased total open position to 234


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 560, which was -174.90 lower than the previous day. The implied volatity was 17.70, the open interest changed by 18 which increased total open position to 150


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 734.9, which was 89.00 higher than the previous day. The implied volatity was 17.20, the open interest changed by 94 which increased total open position to 132


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 645.9, which was 15.90 higher than the previous day. The implied volatity was 17.34, the open interest changed by 0 which decreased total open position to 37


On 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 630.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to