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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 50400 CE
Delta: 0.73
Vega: 52.02
Theta: -20.68
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1664.65 -63.15 14.30 17,624 1,363 1,551
24 Dec 51233.00 1727.8 -67.65 13.66 28 -1 188
23 Dec 51317.60 1795.45 200.60 14.31 76 -12 190
20 Dec 50759.20 1594.85 -626.00 15.15 214 153 200
19 Dec 51575.70 2220.85 -362.95 16.47 40 21 47
18 Dec 52139.55 2583.8 -1307.75 13.84 5 0 26
17 Dec 52834.80 3891.55 0.00 0.00 0 0 0
16 Dec 53581.35 3891.55 0.00 0.00 0 0 0
13 Dec 53583.80 3891.55 0.00 0.00 0 0 0
12 Dec 53216.45 3891.55 0.00 0.00 0 0 0
11 Dec 53391.35 3891.55 0.00 0.00 0 0 0
10 Dec 53577.70 3891.55 0.00 0.00 0 0 0
9 Dec 53407.75 3891.55 0.00 0.00 0 0 0
6 Dec 53509.50 3891.55 0.00 0.00 0 -1 0
5 Dec 53603.55 3891.55 1307.50 - 1 0 27
4 Dec 53266.90 2584.05 0.00 0.00 0 0 0
3 Dec 52695.75 2584.05 0.00 0.00 0 -1 0
2 Dec 52109.00 2584.05 -115.95 9.20 1 0 28
29 Nov 52055.60 2700 0.00 0.00 0 0 28
28 Nov 51906.85 2700 635.65 12.87 7 0 34
27 Nov 52301.80 2064.35 0.00 0.00 0 0 0
26 Nov 52191.50 2064.35 0.00 0.00 0 0 0
25 Nov 52207.50 2064.35 0.00 0.00 0 20 0
22 Nov 51135.40 2064.35 306.85 12.20 8 1 35
21 Nov 50372.90 1757.5 -128.10 13.81 36 21 35
19 Nov 50626.50 1885.6 167.25 14.82 2 -1 13
18 Nov 50363.80 1718.35 16.00 13.36 23 7 12
14 Nov 50179.55 1702.35 -1740.10 13.55 15 5 5
13 Nov 50088.35 3442.45 0.00 - 0 0 0
12 Nov 51157.80 3442.45 0.00 - 0 0 0
11 Nov 51876.75 3442.45 0.00 - 0 0 0
8 Nov 51561.20 3442.45 0.00 - 0 0 0
7 Nov 51916.50 3442.45 0.00 - 0 0 0
6 Nov 52317.40 3442.45 0.00 - 0 0 0
5 Nov 52207.25 3442.45 0.00 - 0 0 0
4 Nov 51215.25 3442.45 0.00 - 0 0 0
1 Nov 51673.90 3442.45 0.00 - 0 0 0
31 Oct 51559.20 3442.45 - 0 0 0


For Nifty Bank - strike price 50400 expiring on 29JAN2025

Delta for 50400 CE is 0.73

Historical price for 50400 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1664.65, which was -63.15 lower than the previous day. The implied volatity was 14.30, the open interest changed by 1363 which increased total open position to 1551


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1727.8, which was -67.65 lower than the previous day. The implied volatity was 13.66, the open interest changed by -1 which decreased total open position to 188


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1795.45, which was 200.60 higher than the previous day. The implied volatity was 14.31, the open interest changed by -12 which decreased total open position to 190


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1594.85, which was -626.00 lower than the previous day. The implied volatity was 15.15, the open interest changed by 153 which increased total open position to 200


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2220.85, which was -362.95 lower than the previous day. The implied volatity was 16.47, the open interest changed by 21 which increased total open position to 47


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2583.8, which was -1307.75 lower than the previous day. The implied volatity was 13.84, the open interest changed by 0 which decreased total open position to 26


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 3891.55, 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 3891.55, 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 3891.55, 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 3891.55, 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 3891.55, 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 3891.55, 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 3891.55, 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 3891.55, 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 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3891.55, which was 1307.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2584.05, 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 2584.05, 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 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2584.05, which was -115.95 lower than the previous day. The implied volatity was 9.20, the open interest changed by 0 which decreased total open position to 28


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2700, 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 28


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2700, which was 635.65 higher than the previous day. The implied volatity was 12.87, the open interest changed by 0 which decreased total open position to 34


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2064.35, 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 2064.35, 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 2064.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2064.35, which was 306.85 higher than the previous day. The implied volatity was 12.20, the open interest changed by 1 which increased total open position to 35


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1757.5, which was -128.10 lower than the previous day. The implied volatity was 13.81, the open interest changed by 21 which increased total open position to 35


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1885.6, which was 167.25 higher than the previous day. The implied volatity was 14.82, the open interest changed by -1 which decreased total open position to 13


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1718.35, which was 16.00 higher than the previous day. The implied volatity was 13.36, the open interest changed by 7 which increased total open position to 12


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1702.35, which was -1740.10 lower than the previous day. The implied volatity was 13.55, the open interest changed by 5 which increased total open position to 5


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 3442.45, 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 3442.45, 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 3442.45, 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 3442.45, 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 3442.45, 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 3442.45, 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 3442.45, 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 3442.45, 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 3442.45, 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 3442.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 50400 PE
Delta: -0.30
Vega: 54.22
Theta: -8.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 499.95 85.30 16.47 54,258 1,225 3,616
24 Dec 51233.00 414.65 -34.85 15.05 6,095 1,562 2,317
23 Dec 51317.60 449.5 -264.55 15.60 1,792 99 752
20 Dec 50759.20 714.05 251.10 17.35 1,598 291 655
19 Dec 51575.70 462.95 124.65 16.76 1,113 24 371
18 Dec 52139.55 338.3 75.55 16.82 404 36 350
17 Dec 52834.80 262.75 86.65 17.26 509 59 318
16 Dec 53581.35 176.1 -2.75 17.27 199 1 266
13 Dec 53583.80 178.85 -51.80 17.34 992 -45 282
12 Dec 53216.45 230.65 8.75 17.29 21 10 327
11 Dec 53391.35 221.9 -31.10 17.48 68 18 317
10 Dec 53577.70 253 -7.05 18.78 41 8 299
9 Dec 53407.75 260.05 2.05 18.21 50 5 291
6 Dec 53509.50 258 -5.75 17.99 40 10 286
5 Dec 53603.55 263.75 -35.55 18.36 285 107 266
4 Dec 53266.90 299.3 -95.15 17.88 138 -48 162
3 Dec 52695.75 394.45 -71.65 17.75 268 43 204
2 Dec 52109.00 466.1 -23.70 16.97 34 6 162
29 Nov 52055.60 489.8 -48.75 16.74 345 37 157
28 Nov 51906.85 538.55 94.40 17.25 11 -4 119
27 Nov 52301.80 444.15 -597.50 16.79 80 -17 127
26 Nov 52191.50 1041.65 0.00 0.00 0 0 0
25 Nov 52207.50 1041.65 0.00 0.00 0 20 0
22 Nov 51135.40 1041.65 0.00 0.00 0 20 0
21 Nov 50372.90 1041.65 36.45 17.15 65 20 144
19 Nov 50626.50 1005.2 -4.80 16.68 114 98 125
18 Nov 50363.80 1010 -53.40 16.26 10 0 17
14 Nov 50179.55 1063.4 103.15 16.01 51 16 17
13 Nov 50088.35 960.25 -168.15 15.13 0 0 0
12 Nov 51157.80 1128.4 0.00 1.73 0 0 0
11 Nov 51876.75 1128.4 0.00 2.37 0 0 0
8 Nov 51561.20 1128.4 0.00 2.11 0 0 0
7 Nov 51916.50 1128.4 0.00 2.43 0 0 0
6 Nov 52317.40 1128.4 0.00 2.86 0 0 0
5 Nov 52207.25 1128.4 0.00 2.62 0 0 0
4 Nov 51215.25 1128.4 0.00 1.85 0 0 0
1 Nov 51673.90 1128.4 0.00 2.24 0 0 0
31 Oct 51559.20 1128.40 - 0 0 0


For Nifty Bank - strike price 50400 expiring on 29JAN2025

Delta for 50400 PE is -0.30

Historical price for 50400 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 499.95, which was 85.30 higher than the previous day. The implied volatity was 16.47, the open interest changed by 1225 which increased total open position to 3616


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 414.65, which was -34.85 lower than the previous day. The implied volatity was 15.05, the open interest changed by 1562 which increased total open position to 2317


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 449.5, which was -264.55 lower than the previous day. The implied volatity was 15.60, the open interest changed by 99 which increased total open position to 752


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 714.05, which was 251.10 higher than the previous day. The implied volatity was 17.35, the open interest changed by 291 which increased total open position to 655


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 462.95, which was 124.65 higher than the previous day. The implied volatity was 16.76, the open interest changed by 24 which increased total open position to 371


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 338.3, which was 75.55 higher than the previous day. The implied volatity was 16.82, the open interest changed by 36 which increased total open position to 350


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 262.75, which was 86.65 higher than the previous day. The implied volatity was 17.26, the open interest changed by 59 which increased total open position to 318


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 176.1, which was -2.75 lower than the previous day. The implied volatity was 17.27, the open interest changed by 1 which increased total open position to 266


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 178.85, which was -51.80 lower than the previous day. The implied volatity was 17.34, the open interest changed by -45 which decreased total open position to 282


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 230.65, which was 8.75 higher than the previous day. The implied volatity was 17.29, the open interest changed by 10 which increased total open position to 327


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 221.9, which was -31.10 lower than the previous day. The implied volatity was 17.48, the open interest changed by 18 which increased total open position to 317


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 253, which was -7.05 lower than the previous day. The implied volatity was 18.78, the open interest changed by 8 which increased total open position to 299


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 260.05, which was 2.05 higher than the previous day. The implied volatity was 18.21, the open interest changed by 5 which increased total open position to 291


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 258, which was -5.75 lower than the previous day. The implied volatity was 17.99, the open interest changed by 10 which increased total open position to 286


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 263.75, which was -35.55 lower than the previous day. The implied volatity was 18.36, the open interest changed by 107 which increased total open position to 266


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 299.3, which was -95.15 lower than the previous day. The implied volatity was 17.88, the open interest changed by -48 which decreased total open position to 162


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 394.45, which was -71.65 lower than the previous day. The implied volatity was 17.75, the open interest changed by 43 which increased total open position to 204


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 466.1, which was -23.70 lower than the previous day. The implied volatity was 16.97, the open interest changed by 6 which increased total open position to 162


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 489.8, which was -48.75 lower than the previous day. The implied volatity was 16.74, the open interest changed by 37 which increased total open position to 157


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 538.55, which was 94.40 higher than the previous day. The implied volatity was 17.25, the open interest changed by -4 which decreased total open position to 119


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 444.15, which was -597.50 lower than the previous day. The implied volatity was 16.79, the open interest changed by -17 which decreased total open position to 127


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1041.65, 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 1041.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1041.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1041.65, which was 36.45 higher than the previous day. The implied volatity was 17.15, the open interest changed by 20 which increased total open position to 144


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1005.2, which was -4.80 lower than the previous day. The implied volatity was 16.68, the open interest changed by 98 which increased total open position to 125


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1010, which was -53.40 lower than the previous day. The implied volatity was 16.26, the open interest changed by 0 which decreased total open position to 17


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1063.4, which was 103.15 higher than the previous day. The implied volatity was 16.01, the open interest changed by 16 which increased total open position to 17


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 960.25, which was -168.15 lower than the previous day. The implied volatity was 15.13, 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 1128.4, which was 0.00 lower than the previous day. The implied volatity was 1.73, 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 1128.4, which was 0.00 lower than the previous day. The implied volatity was 2.37, 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 1128.4, which was 0.00 lower than the previous day. The implied volatity was 2.11, 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 1128.4, which was 0.00 lower than the previous day. The implied volatity was 2.43, 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 1128.4, which was 0.00 lower than the previous day. The implied volatity was 2.86, 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 1128.4, which was 0.00 lower than the previous day. The implied volatity was 2.62, 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 1128.4, which was 0.00 lower than the previous day. The implied volatity was 1.85, 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 1128.4, which was 0.00 lower than the previous day. The implied volatity was 2.24, 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 1128.40, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to