BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
15 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 50400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 28.06
Theta: -18.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Jan | 48751.70 | 187.2 | -71.00 | 16.74 | 59,441 | 644 | 16,593 | |||
| 14 Jan | 48729.15 | 258.2 | 112.60 | 17.66 | 86,799 | -10,361 | 15,806 | |||
| 13 Jan | 48041.25 | 145.6 | -110.40 | 18.73 | 60,444 | 773 | 26,204 | |||
| 10 Jan | 48734.15 | 256 | -280.00 | 16.13 | 90,507 | 11,594 | 25,609 | |||
| 9 Jan | 49503.50 | 536 | -146.05 | 16.46 | 64,432 | 2,377 | 14,284 | |||
| 8 Jan | 49835.05 | 682.05 | -178.95 | 16.47 | 1,18,948 | 598 | 12,229 | |||
| 7 Jan | 50202.15 | 861 | 36.05 | 16.20 | 2,05,228 | 2,550 | 11,903 | |||
| 6 Jan | 49922.00 | 824.95 | -522.30 | 17.17 | 86,875 | 6,313 | 9,434 | |||
| 3 Jan | 50988.80 | 1347.25 | -467.90 | 14.34 | 3,441 | 560 | 3,127 | |||
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| 2 Jan | 51605.55 | 1815.15 | 13.74 | 1,802 | -282 | 2,569 | ||||
For Nifty Bank - strike price 50400 expiring on 30JAN2025
Delta for 50400 CE is 0.20
Historical price for 50400 CE is as follows
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 187.2, which was -71.00 lower than the previous day. The implied volatity was 16.74, the open interest changed by 644 which increased total open position to 16593
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 258.2, which was 112.60 higher than the previous day. The implied volatity was 17.66, the open interest changed by -10361 which decreased total open position to 15806
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 145.6, which was -110.40 lower than the previous day. The implied volatity was 18.73, the open interest changed by 773 which increased total open position to 26204
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 256, which was -280.00 lower than the previous day. The implied volatity was 16.13, the open interest changed by 11594 which increased total open position to 25609
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 536, which was -146.05 lower than the previous day. The implied volatity was 16.46, the open interest changed by 2377 which increased total open position to 14284
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 682.05, which was -178.95 lower than the previous day. The implied volatity was 16.47, the open interest changed by 598 which increased total open position to 12229
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 861, which was 36.05 higher than the previous day. The implied volatity was 16.20, the open interest changed by 2550 which increased total open position to 11903
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 824.95, which was -522.30 lower than the previous day. The implied volatity was 17.17, the open interest changed by 6313 which increased total open position to 9434
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 1347.25, which was -467.90 lower than the previous day. The implied volatity was 14.34, the open interest changed by 560 which increased total open position to 3127
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 1815.15, which was lower than the previous day. The implied volatity was 13.74, the open interest changed by -282 which decreased total open position to 2569
| BANKNIFTY 30JAN2025 50400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 31.05
Theta: -9.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Jan | 48751.70 | 1686.9 | 138.90 | 19.73 | 1,505 | -29 | 5,295 |
| 14 Jan | 48729.15 | 1548 | -748.55 | 17.47 | 1,142 | -340 | 5,325 |
| 13 Jan | 48041.25 | 2296.55 | 517.20 | 20.05 | 2,567 | -1,038 | 5,665 |
| 10 Jan | 48734.15 | 1779.35 | 647.15 | 20.68 | 6,041 | 827 | 6,704 |
| 9 Jan | 49503.50 | 1132.2 | 149.55 | 17.22 | 13,954 | -1,710 | 5,884 |
| 8 Jan | 49835.05 | 982.65 | 126.75 | 17.28 | 76,153 | -1,421 | 7,639 |
| 7 Jan | 50202.15 | 855.9 | -214.95 | 17.97 | 1,98,063 | -572 | 9,253 |
| 6 Jan | 49922.00 | 1070.85 | 542.75 | 19.84 | 1,65,567 | 1,041 | 9,894 |
| 3 Jan | 50988.80 | 528.1 | 173.95 | 16.85 | 54,845 | -1,258 | 8,971 |
| 2 Jan | 51605.55 | 354.15 | 16.82 | 43,226 | 2,063 | 10,275 | |
For Nifty Bank - strike price 50400 expiring on 30JAN2025
Delta for 50400 PE is -0.76
Historical price for 50400 PE is as follows
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 1686.9, which was 138.90 higher than the previous day. The implied volatity was 19.73, the open interest changed by -29 which decreased total open position to 5295
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 1548, which was -748.55 lower than the previous day. The implied volatity was 17.47, the open interest changed by -340 which decreased total open position to 5325
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 2296.55, which was 517.20 higher than the previous day. The implied volatity was 20.05, the open interest changed by -1038 which decreased total open position to 5665
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 1779.35, which was 647.15 higher than the previous day. The implied volatity was 20.68, the open interest changed by 827 which increased total open position to 6704
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1132.2, which was 149.55 higher than the previous day. The implied volatity was 17.22, the open interest changed by -1710 which decreased total open position to 5884
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 982.65, which was 126.75 higher than the previous day. The implied volatity was 17.28, the open interest changed by -1421 which decreased total open position to 7639
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 855.9, which was -214.95 lower than the previous day. The implied volatity was 17.97, the open interest changed by -572 which decreased total open position to 9253
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1070.85, which was 542.75 higher than the previous day. The implied volatity was 19.84, the open interest changed by 1041 which increased total open position to 9894
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 528.1, which was 173.95 higher than the previous day. The implied volatity was 16.85, the open interest changed by -1258 which decreased total open position to 8971
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 354.15, which was lower than the previous day. The implied volatity was 16.82, the open interest changed by 2063 which increased total open position to 10275
