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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 50300 CE
Delta: 0.73
Vega: 51.19
Theta: -20.79
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1733.65 -120.25 14.56 1,125 167 384
24 Dec 51233.00 1853.9 -14.35 14.56 177 85 217
23 Dec 51317.60 1868.25 205.70 14.32 150 -58 132
20 Dec 50759.20 1662.55 -1620.35 15.20 281 185 186
19 Dec 51575.70 3282.9 0.00 0.00 0 0 0
18 Dec 52139.55 3282.9 0.00 0.00 0 0 0
17 Dec 52834.80 3282.9 0.00 0.00 0 0 0
16 Dec 53581.35 3282.9 0.00 0.00 0 0 0
13 Dec 53583.80 3282.9 0.00 0.00 0 0 0
12 Dec 53216.45 3282.9 0.00 0.00 0 0 0
11 Dec 53391.35 3282.9 0.00 0.00 0 0 0
10 Dec 53577.70 3282.9 0.00 0.00 0 0 0
9 Dec 53407.75 3282.9 0.00 0.00 0 0 0
6 Dec 53509.50 3282.9 0.00 0.00 0 0 0
5 Dec 53603.55 3282.9 0.00 0.00 0 0 0
4 Dec 53266.90 3282.9 0.00 0.00 0 0 0
3 Dec 52695.75 3282.9 482.45 12.36 1 0 1
2 Dec 52109.00 2800.45 736.30 12.48 6 3 4
29 Nov 52055.60 2064.15 0.00 0.00 0 0 1
28 Nov 51906.85 2064.15 0.00 0.00 0 0 0
27 Nov 52301.80 2064.15 0.00 0.00 0 0 0
26 Nov 52191.50 2064.15 0.00 0.00 0 0 0
25 Nov 52207.50 2064.15 0.00 0.00 0 1 0
22 Nov 51135.40 2064.15 274.15 11.16 1 0 1
21 Nov 50372.90 1790 -1716.80 13.46 1 0 0
19 Nov 50626.50 3506.8 0.00 - 0 0 0
18 Nov 50363.80 3506.8 0.00 - 0 0 0
14 Nov 50179.55 3506.8 0.00 - 0 0 0
13 Nov 50088.35 3506.8 0.00 - 0 0 0
12 Nov 51157.80 3506.8 0.00 - 0 0 0
11 Nov 51876.75 3506.8 0.00 - 0 0 0
8 Nov 51561.20 3506.8 0.00 - 0 0 0
7 Nov 51916.50 3506.8 0.00 - 0 0 0
6 Nov 52317.40 3506.8 0.00 - 0 0 0
5 Nov 52207.25 3506.8 0.00 - 0 0 0
4 Nov 51215.25 3506.8 0.00 - 0 0 0
1 Nov 51673.90 3506.8 0.00 - 0 0 0
31 Oct 51559.20 3506.80 - 0 0 0


For Nifty Bank - strike price 50300 expiring on 29JAN2025

Delta for 50300 CE is 0.73

Historical price for 50300 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1733.65, which was -120.25 lower than the previous day. The implied volatity was 14.56, the open interest changed by 167 which increased total open position to 384


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1853.9, which was -14.35 lower than the previous day. The implied volatity was 14.56, the open interest changed by 85 which increased total open position to 217


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1868.25, which was 205.70 higher than the previous day. The implied volatity was 14.32, the open interest changed by -58 which decreased total open position to 132


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1662.55, which was -1620.35 lower than the previous day. The implied volatity was 15.20, the open interest changed by 185 which increased total open position to 186


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3282.9, 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 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3282.9, 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 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 3282.9, 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 3282.9, 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 3282.9, 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 3282.9, 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 3282.9, 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 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3282.9, 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 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3282.9, 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 3282.9, 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 3282.9, 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 3282.9, 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 3282.9, which was 482.45 higher than the previous day. The implied volatity was 12.36, the open interest changed by 0 which decreased total open position to 1


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2800.45, which was 736.30 higher than the previous day. The implied volatity was 12.48, the open interest changed by 3 which increased total open position to 4


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2064.15, 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 1


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2064.15, 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 0


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2064.15, 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 0


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2064.15, 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 0


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2064.15, 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 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2064.15, which was 274.15 higher than the previous day. The implied volatity was 11.16, the open interest changed by 0 which decreased total open position to 1


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1790, which was -1716.80 lower than the previous day. The implied volatity was 13.46, 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 3506.8, 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 3506.8, 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 3506.8, 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 3506.8, 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 3506.8, 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 3506.8, 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 3506.8, 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 3506.8, 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 3506.8, 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 3506.8, 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 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 3506.8, 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 3506.8, 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 3506.80, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 50300 PE
Delta: -0.29
Vega: 53.20
Theta: -8.85
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 477.3 90.00 16.62 43,327 1,486 2,844
24 Dec 51233.00 387.3 -45.20 15.05 5,150 733 1,441
23 Dec 51317.60 432.5 -225.80 15.81 1,542 194 722
20 Dec 50759.20 658.3 228.55 16.99 923 284 547
19 Dec 51575.70 429.75 103.60 16.64 790 -5 263
18 Dec 52139.55 326.15 83.05 17.00 444 85 269
17 Dec 52834.80 243.1 74.60 17.19 375 -167 184
16 Dec 53581.35 168.5 1.50 17.40 135 84 351
13 Dec 53583.80 167 -47.70 17.33 841 1 307
12 Dec 53216.45 214.7 -4.70 17.25 185 -1 316
11 Dec 53391.35 219.4 -2.40 17.76 189 131 320
10 Dec 53577.70 221.8 -25.30 18.35 5 1 190
9 Dec 53407.75 247.1 9.50 18.25 102 30 189
6 Dec 53509.50 237.6 -28.15 17.87 270 114 160
5 Dec 53603.55 265.75 -17.00 18.74 1 0 45
4 Dec 53266.90 282.75 -189.65 17.87 1 0 46
3 Dec 52695.75 472.4 0.00 0.00 0 2 0
2 Dec 52109.00 472.4 0.00 17.46 3 0 44
29 Nov 52055.60 472.4 42.45 16.84 1 0 44
28 Nov 51906.85 429.95 0.00 0.00 0 -1 0
27 Nov 52301.80 429.95 -331.85 16.92 3 1 46
26 Nov 52191.50 761.8 0.00 0.00 0 0 0
25 Nov 52207.50 761.8 0.00 0.00 0 3 0
22 Nov 51135.40 761.8 -311.60 16.96 1 0 46
21 Nov 50372.90 1073.4 138.90 18.01 11 2 45
19 Nov 50626.50 934.5 -45.50 16.36 11 2 45
18 Nov 50363.80 980 -70.00 16.34 31 19 42
14 Nov 50179.55 1050 -69.65 16.32 34 15 22
13 Nov 50088.35 1119.65 159.25 17.39 8 1 2
12 Nov 51157.80 960.4 0.00 0.00 0 0 0
11 Nov 51876.75 960.4 0.00 0.00 0 0 0
8 Nov 51561.20 960.4 0.00 0.00 0 0 0
7 Nov 51916.50 960.4 0.00 0.00 0 0 0
6 Nov 52317.40 960.4 0.00 0.00 0 0 0
5 Nov 52207.25 960.4 0.00 0.00 0 1 0
4 Nov 51215.25 960.4 -134.20 18.76 1 0 0
1 Nov 51673.90 1094.6 0.00 2.33 0 0 0
31 Oct 51559.20 1094.60 - 0 0 0


For Nifty Bank - strike price 50300 expiring on 29JAN2025

Delta for 50300 PE is -0.29

Historical price for 50300 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 477.3, which was 90.00 higher than the previous day. The implied volatity was 16.62, the open interest changed by 1486 which increased total open position to 2844


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 387.3, which was -45.20 lower than the previous day. The implied volatity was 15.05, the open interest changed by 733 which increased total open position to 1441


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 432.5, which was -225.80 lower than the previous day. The implied volatity was 15.81, the open interest changed by 194 which increased total open position to 722


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 658.3, which was 228.55 higher than the previous day. The implied volatity was 16.99, the open interest changed by 284 which increased total open position to 547


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 429.75, which was 103.60 higher than the previous day. The implied volatity was 16.64, the open interest changed by -5 which decreased total open position to 263


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 326.15, which was 83.05 higher than the previous day. The implied volatity was 17.00, the open interest changed by 85 which increased total open position to 269


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 243.1, which was 74.60 higher than the previous day. The implied volatity was 17.19, the open interest changed by -167 which decreased total open position to 184


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 168.5, which was 1.50 higher than the previous day. The implied volatity was 17.40, the open interest changed by 84 which increased total open position to 351


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 167, which was -47.70 lower than the previous day. The implied volatity was 17.33, the open interest changed by 1 which increased total open position to 307


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 214.7, which was -4.70 lower than the previous day. The implied volatity was 17.25, the open interest changed by -1 which decreased total open position to 316


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 219.4, which was -2.40 lower than the previous day. The implied volatity was 17.76, the open interest changed by 131 which increased total open position to 320


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 221.8, which was -25.30 lower than the previous day. The implied volatity was 18.35, the open interest changed by 1 which increased total open position to 190


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 247.1, which was 9.50 higher than the previous day. The implied volatity was 18.25, the open interest changed by 30 which increased total open position to 189


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 237.6, which was -28.15 lower than the previous day. The implied volatity was 17.87, the open interest changed by 114 which increased total open position to 160


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 265.75, which was -17.00 lower than the previous day. The implied volatity was 18.74, the open interest changed by 0 which decreased total open position to 45


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 282.75, which was -189.65 lower than the previous day. The implied volatity was 17.87, the open interest changed by 0 which decreased total open position to 46


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 472.4, 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 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 472.4, which was 0.00 lower than the previous day. The implied volatity was 17.46, the open interest changed by 0 which decreased total open position to 44


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 472.4, which was 42.45 higher than the previous day. The implied volatity was 16.84, the open interest changed by 0 which decreased total open position to 44


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 429.95, 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 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 429.95, which was -331.85 lower than the previous day. The implied volatity was 16.92, the open interest changed by 1 which increased total open position to 46


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 761.8, 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 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 761.8, 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 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 761.8, which was -311.60 lower than the previous day. The implied volatity was 16.96, the open interest changed by 0 which decreased total open position to 46


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1073.4, which was 138.90 higher than the previous day. The implied volatity was 18.01, the open interest changed by 2 which increased total open position to 45


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 934.5, which was -45.50 lower than the previous day. The implied volatity was 16.36, the open interest changed by 2 which increased total open position to 45


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 980, which was -70.00 lower than the previous day. The implied volatity was 16.34, the open interest changed by 19 which increased total open position to 42


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1050, which was -69.65 lower than the previous day. The implied volatity was 16.32, the open interest changed by 15 which increased total open position to 22


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1119.65, which was 159.25 higher than the previous day. The implied volatity was 17.39, the open interest changed by 1 which increased total open position to 2


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 960.4, 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 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 960.4, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 960.4, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 960.4, 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 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 960.4, 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 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 960.4, 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 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 960.4, which was -134.20 lower than the previous day. The implied volatity was 18.76, 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 1094.6, which was 0.00 lower than the previous day. The implied volatity was 2.33, 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 1094.60, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to