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BANKNIFTY
Nifty Bank

49863.25 -1125.55 (-2.21%)

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Historical option data for BANKNIFTY

06 Jan 2025 03:15 PM IST
BANKNIFTY 30JAN2025 50200 CE
Delta: 0.51
Vega: 51.03
Theta: -25.43
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 49903.80 911.8 -592.20 17.54 97,739 9,696 11,097
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 0.51

Historical price for 50200 CE is as follows

On 6 Jan BANKNIFTY was trading at 49903.80. The strike last trading price was 911.8, which was -592.20 lower than the previous day. The implied volatity was 17.54, the open interest changed by 9696 which increased total open position to 11097


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: -0.48
Vega: 51.02
Theta: -13.42
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 49903.80 959.45 494.45 19.12 2,03,727 5,208 13,461
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 -0.48

Historical price for 50200 PE is as follows

On 6 Jan BANKNIFTY was trading at 49903.80. The strike last trading price was 959.45, which was 494.45 higher than the previous day. The implied volatity was 19.12, the open interest changed by 5208 which increased total open position to 13461


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