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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 50600 CE
Delta: 0.70
Vega: 54.67
Theta: -20.80
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1523.7 -104.35 14.24 2,710 439 2,106
24 Dec 51233.00 1628.05 -4.70 14.30 2,841 1,313 1,667
23 Dec 51317.60 1632.75 164.35 13.91 134 -34 355
20 Dec 50759.20 1468.4 -570.95 15.13 521 302 389
19 Dec 51575.70 2039.35 -1426.05 15.78 111 37 87
18 Dec 52139.55 3465.4 0.00 0.00 0 0 0
17 Dec 52834.80 3465.4 0.00 0.00 0 0 0
16 Dec 53581.35 3465.4 0.00 0.00 0 0 0
13 Dec 53583.80 3465.4 0.00 0.00 0 0 0
12 Dec 53216.45 3465.4 0.00 0.00 0 0 0
11 Dec 53391.35 3465.4 0.00 0.00 0 0 0
10 Dec 53577.70 3465.4 0.00 0.00 0 0 0
9 Dec 53407.75 3465.4 0.00 0.00 0 0 0
6 Dec 53509.50 3465.4 0.00 0.00 0 0 0
5 Dec 53603.55 3465.4 0.00 0.00 0 0 0
4 Dec 53266.90 3465.4 880.80 11.12 6 0 50
3 Dec 52695.75 2584.6 0.00 0.00 0 0 0
2 Dec 52109.00 2584.6 0.00 0.00 0 0 0
29 Nov 52055.60 2584.6 -99.50 13.26 3 0 50
28 Nov 51906.85 2684.1 0.00 0.00 0 0 0
27 Nov 52301.80 2684.1 0.00 0.00 0 -3 0
26 Nov 52191.50 2684.1 634.40 11.93 3 -1 52
25 Nov 52207.50 2049.7 0.00 0.00 0 46 0
22 Nov 51135.40 2049.7 408.45 13.84 72 1 53
21 Nov 50372.90 1641.25 31.85 13.84 64 50 56
19 Nov 50626.50 1609.4 -690.60 12.85 14 7 8
18 Nov 50363.80 2300 0.00 0.00 0 0 0
14 Nov 50179.55 2300 0.00 0.00 0 1 0
13 Nov 50088.35 2300 -1015.75 20.82 1 0 0
12 Nov 51157.80 3315.75 0.00 - 0 0 0
11 Nov 51876.75 3315.75 0.00 - 0 0 0
8 Nov 51561.20 3315.75 0.00 - 0 0 0
7 Nov 51916.50 3315.75 0.00 - 0 0 0
6 Nov 52317.40 3315.75 0.00 - 0 0 0
5 Nov 52207.25 3315.75 0.00 - 0 0 0
4 Nov 51215.25 3315.75 0.00 - 0 0 0
1 Nov 51673.90 3315.75 0.00 - 0 0 0
31 Oct 51559.20 3315.75 - 0 0 0


For Nifty Bank - strike price 50600 expiring on 29JAN2025

Delta for 50600 CE is 0.70

Historical price for 50600 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1523.7, which was -104.35 lower than the previous day. The implied volatity was 14.24, the open interest changed by 439 which increased total open position to 2106


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1628.05, which was -4.70 lower than the previous day. The implied volatity was 14.30, the open interest changed by 1313 which increased total open position to 1667


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1632.75, which was 164.35 higher than the previous day. The implied volatity was 13.91, the open interest changed by -34 which decreased total open position to 355


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1468.4, which was -570.95 lower than the previous day. The implied volatity was 15.13, the open interest changed by 302 which increased total open position to 389


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2039.35, which was -1426.05 lower than the previous day. The implied volatity was 15.78, the open interest changed by 37 which increased total open position to 87


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3465.4, 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 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 3465.4, 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 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3465.4, 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 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 3465.4, 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 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3465.4, 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 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 3465.4, 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 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3465.4, 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 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3465.4, 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 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3465.4, 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 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3465.4, 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 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3465.4, which was 880.80 higher than the previous day. The implied volatity was 11.12, the open interest changed by 0 which decreased total open position to 50


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2584.6, 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 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2584.6, 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 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2584.6, which was -99.50 lower than the previous day. The implied volatity was 13.26, the open interest changed by 0 which decreased total open position to 50


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2684.1, 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 2684.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2684.1, which was 634.40 higher than the previous day. The implied volatity was 11.93, the open interest changed by -1 which decreased total open position to 52


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2049.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 46 which increased total open position to 0


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2049.7, which was 408.45 higher than the previous day. The implied volatity was 13.84, the open interest changed by 1 which increased total open position to 53


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1641.25, which was 31.85 higher than the previous day. The implied volatity was 13.84, the open interest changed by 50 which increased total open position to 56


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1609.4, which was -690.60 lower than the previous day. The implied volatity was 12.85, the open interest changed by 7 which increased total open position to 8


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2300, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2300, 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 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2300, which was -1015.75 lower than the previous day. The implied volatity was 20.82, 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 3315.75, 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 3315.75, 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 3315.75, 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 3315.75, 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 3315.75, 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 3315.75, 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 3315.75, 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 3315.75, 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 3315.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 50600 PE
Delta: -0.33
Vega: 56.28
Theta: -8.82
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 558.95 100.25 16.36 57,615 1,831 3,755
24 Dec 51233.00 458.7 -43.65 14.76 5,798 1,255 1,912
23 Dec 51317.60 502.35 -269.30 15.45 1,622 102 667
20 Dec 50759.20 771.65 260.95 17.06 1,522 95 569
19 Dec 51575.70 510.7 135.80 16.60 1,092 74 477
18 Dec 52139.55 374.9 87.20 16.67 510 126 404
17 Dec 52834.80 287.7 98.65 17.04 19 -4 278
16 Dec 53581.35 189.05 -3.75 16.94 52 30 280
13 Dec 53583.80 192.8 -57.65 17.05 577 20 266
12 Dec 53216.45 250.45 3.90 17.05 32 6 246
11 Dec 53391.35 246.55 -21.05 17.38 52 13 243
10 Dec 53577.70 267.6 -15.80 18.43 48 29 229
9 Dec 53407.75 283.4 -3.70 18.02 78 -8 194
6 Dec 53509.50 287.1 1.10 17.97 15 14 201
5 Dec 53603.55 286 -79.95 18.18 563 -3 171
4 Dec 53266.90 365.95 -69.40 18.49 2 1 175
3 Dec 52695.75 435.35 -102.25 17.71 9 0 165
2 Dec 52109.00 537.6 -11.85 17.31 2 0 165
29 Nov 52055.60 549.45 0.00 0.00 0 0 165
28 Nov 51906.85 549.45 98.80 16.63 3 1 165
27 Nov 52301.80 450.65 -106.30 16.16 12 2 166
26 Nov 52191.50 556.95 -321.25 17.29 268 -32 163
25 Nov 52207.50 878.2 0.00 0.00 0 55 0
22 Nov 51135.40 878.2 -219.45 17.13 69 36 195
21 Nov 50372.90 1097.65 44.35 16.84 73 55 159
19 Nov 50626.50 1053.3 -36.05 16.36 17 8 105
18 Nov 50363.80 1089.35 -0.05 16.19 228 97 99
14 Nov 50179.55 1089.4 0.00 0.00 0 2 0
13 Nov 50088.35 1089.4 -108.75 15.66 6 2 2
12 Nov 51157.80 1198.15 0.00 1.62 0 0 0
11 Nov 51876.75 1198.15 0.00 2.18 0 0 0
8 Nov 51561.20 1198.15 0.00 1.92 0 0 0
7 Nov 51916.50 1198.15 0.00 2.25 0 0 0
6 Nov 52317.40 1198.15 0.00 2.68 0 0 0
5 Nov 52207.25 1198.15 0.00 2.44 0 0 0
4 Nov 51215.25 1198.15 0.00 1.67 0 0 0
1 Nov 51673.90 1198.15 0.00 2.06 0 0 0
31 Oct 51559.20 1198.15 - 0 0 0


For Nifty Bank - strike price 50600 expiring on 29JAN2025

Delta for 50600 PE is -0.33

Historical price for 50600 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 558.95, which was 100.25 higher than the previous day. The implied volatity was 16.36, the open interest changed by 1831 which increased total open position to 3755


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 458.7, which was -43.65 lower than the previous day. The implied volatity was 14.76, the open interest changed by 1255 which increased total open position to 1912


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 502.35, which was -269.30 lower than the previous day. The implied volatity was 15.45, the open interest changed by 102 which increased total open position to 667


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 771.65, which was 260.95 higher than the previous day. The implied volatity was 17.06, the open interest changed by 95 which increased total open position to 569


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 510.7, which was 135.80 higher than the previous day. The implied volatity was 16.60, the open interest changed by 74 which increased total open position to 477


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 374.9, which was 87.20 higher than the previous day. The implied volatity was 16.67, the open interest changed by 126 which increased total open position to 404


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 287.7, which was 98.65 higher than the previous day. The implied volatity was 17.04, the open interest changed by -4 which decreased total open position to 278


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 189.05, which was -3.75 lower than the previous day. The implied volatity was 16.94, the open interest changed by 30 which increased total open position to 280


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 192.8, which was -57.65 lower than the previous day. The implied volatity was 17.05, the open interest changed by 20 which increased total open position to 266


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 250.45, which was 3.90 higher than the previous day. The implied volatity was 17.05, the open interest changed by 6 which increased total open position to 246


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 246.55, which was -21.05 lower than the previous day. The implied volatity was 17.38, the open interest changed by 13 which increased total open position to 243


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 267.6, which was -15.80 lower than the previous day. The implied volatity was 18.43, the open interest changed by 29 which increased total open position to 229


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 283.4, which was -3.70 lower than the previous day. The implied volatity was 18.02, the open interest changed by -8 which decreased total open position to 194


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 287.1, which was 1.10 higher than the previous day. The implied volatity was 17.97, the open interest changed by 14 which increased total open position to 201


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 286, which was -79.95 lower than the previous day. The implied volatity was 18.18, the open interest changed by -3 which decreased total open position to 171


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 365.95, which was -69.40 lower than the previous day. The implied volatity was 18.49, the open interest changed by 1 which increased total open position to 175


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 435.35, which was -102.25 lower than the previous day. The implied volatity was 17.71, the open interest changed by 0 which decreased total open position to 165


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 537.6, which was -11.85 lower than the previous day. The implied volatity was 17.31, the open interest changed by 0 which decreased total open position to 165


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 549.45, 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 165


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 549.45, which was 98.80 higher than the previous day. The implied volatity was 16.63, the open interest changed by 1 which increased total open position to 165


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 450.65, which was -106.30 lower than the previous day. The implied volatity was 16.16, the open interest changed by 2 which increased total open position to 166


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 556.95, which was -321.25 lower than the previous day. The implied volatity was 17.29, the open interest changed by -32 which decreased total open position to 163


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 878.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 55 which increased total open position to 0


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 878.2, which was -219.45 lower than the previous day. The implied volatity was 17.13, the open interest changed by 36 which increased total open position to 195


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1097.65, which was 44.35 higher than the previous day. The implied volatity was 16.84, the open interest changed by 55 which increased total open position to 159


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1053.3, which was -36.05 lower than the previous day. The implied volatity was 16.36, the open interest changed by 8 which increased total open position to 105


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1089.35, which was -0.05 lower than the previous day. The implied volatity was 16.19, the open interest changed by 97 which increased total open position to 99


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1089.4, 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 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1089.4, which was -108.75 lower than the previous day. The implied volatity was 15.66, the open interest changed by 2 which increased total open position to 2


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1198.15, which was 0.00 lower than the previous day. The implied volatity was 1.62, 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 1198.15, which was 0.00 lower than the previous day. The implied volatity was 2.18, 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 1198.15, which was 0.00 lower than the previous day. The implied volatity was 1.92, 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 1198.15, which was 0.00 lower than the previous day. The implied volatity was 2.25, 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 1198.15, which was 0.00 lower than the previous day. The implied volatity was 2.68, 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 1198.15, which was 0.00 lower than the previous day. The implied volatity was 2.44, 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 1198.15, which was 0.00 lower than the previous day. The implied volatity was 1.67, 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 1198.15, which was 0.00 lower than the previous day. The implied volatity was 2.06, 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 1198.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to