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[--[65.84.65.76]--]
BANKNIFTY
Nifty Bank

49922 -1066.80 (-2.09%)

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Historical option data for BANKNIFTY

06 Jan 2025 04:13 PM IST
BANKNIFTY 30JAN2025 50400 CE
Delta: 0.49
Vega: 51.09
Theta: -24.75
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.49

Historical price for 50400 CE is as follows

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
Delta: -0.51
Vega: 51.10
Theta: -13.89
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.51

Historical price for 50400 PE is as follows

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