BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
15 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 50200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.24
Vega: 30.56
Theta: -20.02
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Jan | 48751.70 | 225 | -71.45 | 16.59 | 74,846 | 377 | 19,689 | |||
| 14 Jan | 48729.15 | 296.45 | 128.95 | 17.32 | 87,250 | -864 | 19,426 | |||
| 13 Jan | 48041.25 | 167.5 | -137.20 | 18.42 | 76,381 | -1,347 | 20,187 | |||
| 10 Jan | 48734.15 | 304.7 | -312.40 | 16.13 | 94,105 | 5,750 | 21,541 | |||
| 9 Jan | 49503.50 | 617.1 | -158.90 | 16.50 | 82,277 | -683 | 15,896 | |||
|
|
||||||||||
| 8 Jan | 49835.05 | 776 | -185.00 | 16.52 | 2,30,917 | 5,951 | 16,893 | |||
| 7 Jan | 50202.15 | 961 | 48.25 | 16.09 | 2,14,341 | 1,414 | 11,358 | |||
| 6 Jan | 49922.00 | 912.75 | -591.25 | 16.99 | 1,03,945 | 8,593 | 9,994 | |||
| 3 Jan | 50988.80 | 1504 | -463.30 | 14.81 | 1,470 | 254 | 1,402 | |||
| 2 Jan | 51605.55 | 1967.3 | 13.53 | 1,026 | -88 | 1,149 | ||||
For Nifty Bank - strike price 50200 expiring on 30JAN2025
Delta for 50200 CE is 0.24
Historical price for 50200 CE is as follows
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 225, which was -71.45 lower than the previous day. The implied volatity was 16.59, the open interest changed by 377 which increased total open position to 19689
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 296.45, which was 128.95 higher than the previous day. The implied volatity was 17.32, the open interest changed by -864 which decreased total open position to 19426
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 167.5, which was -137.20 lower than the previous day. The implied volatity was 18.42, the open interest changed by -1347 which decreased total open position to 20187
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 304.7, which was -312.40 lower than the previous day. The implied volatity was 16.13, the open interest changed by 5750 which increased total open position to 21541
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 617.1, which was -158.90 lower than the previous day. The implied volatity was 16.50, the open interest changed by -683 which decreased total open position to 15896
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 776, which was -185.00 lower than the previous day. The implied volatity was 16.52, the open interest changed by 5951 which increased total open position to 16893
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 961, which was 48.25 higher than the previous day. The implied volatity was 16.09, the open interest changed by 1414 which increased total open position to 11358
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 912.75, which was -591.25 lower than the previous day. The implied volatity was 16.99, the open interest changed by 8593 which increased total open position to 9994
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 1504, which was -463.30 lower than the previous day. The implied volatity was 14.81, the open interest changed by 254 which increased total open position to 1402
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 1967.3, which was lower than the previous day. The implied volatity was 13.53, the open interest changed by -88 which decreased total open position to 1149
| BANKNIFTY 30JAN2025 50200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 32.73
Theta: -10.84
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Jan | 48751.70 | 1524.1 | 124.85 | 19.25 | 2,253 | -317 | 6,597 |
| 14 Jan | 48729.15 | 1399.25 | -724.40 | 17.51 | 4,140 | -391 | 6,924 |
| 13 Jan | 48041.25 | 2123.65 | 496.25 | 19.91 | 2,057 | -550 | 7,320 |
| 10 Jan | 48734.15 | 1627.4 | 611.40 | 20.41 | 23,006 | -1,504 | 7,889 |
| 9 Jan | 49503.50 | 1016 | 136.00 | 17.28 | 35,749 | -3,217 | 9,440 |
| 8 Jan | 49835.05 | 880 | 118.25 | 17.37 | 2,29,339 | -984 | 12,809 |
| 7 Jan | 50202.15 | 761.75 | -204.25 | 17.97 | 2,66,744 | 1,646 | 14,203 |
| 6 Jan | 49922.00 | 966 | 501.00 | 19.78 | 2,09,833 | 4,396 | 12,649 |
| 3 Jan | 50988.80 | 465 | 155.10 | 16.92 | 66,025 | -2,545 | 8,253 |
| 2 Jan | 51605.55 | 309.9 | 16.93 | 56,052 | 3,782 | 10,937 | |
For Nifty Bank - strike price 50200 expiring on 30JAN2025
Delta for 50200 PE is -0.73
Historical price for 50200 PE is as follows
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 1524.1, which was 124.85 higher than the previous day. The implied volatity was 19.25, the open interest changed by -317 which decreased total open position to 6597
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 1399.25, which was -724.40 lower than the previous day. The implied volatity was 17.51, the open interest changed by -391 which decreased total open position to 6924
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 2123.65, which was 496.25 higher than the previous day. The implied volatity was 19.91, the open interest changed by -550 which decreased total open position to 7320
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1627.4, which was 611.40 higher than the previous day. The implied volatity was 20.41, the open interest changed by -1504 which decreased total open position to 7889
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1016, which was 136.00 higher than the previous day. The implied volatity was 17.28, the open interest changed by -3217 which decreased total open position to 9440
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 880, which was 118.25 higher than the previous day. The implied volatity was 17.37, the open interest changed by -984 which decreased total open position to 12809
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 761.75, which was -204.25 lower than the previous day. The implied volatity was 17.97, the open interest changed by 1646 which increased total open position to 14203
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 966, which was 501.00 higher than the previous day. The implied volatity was 19.78, the open interest changed by 4396 which increased total open position to 12649
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 465, which was 155.10 higher than the previous day. The implied volatity was 16.92, the open interest changed by -2545 which decreased total open position to 8253
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 309.9, which was lower than the previous day. The implied volatity was 16.93, the open interest changed by 3782 which increased total open position to 10937
