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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 50700 CE
Delta: 0.68
Vega: 56.07
Theta: -21.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1469.9 -57.40 14.47 5,072 615 1,777
24 Dec 51233.00 1527.3 -53.85 13.71 1,406 638 1,163
23 Dec 51317.60 1581.15 183.35 14.20 1,109 -64 527
20 Dec 50759.20 1397.8 -585.30 14.87 1,425 507 608
19 Dec 51575.70 1983.1 -1402.25 16.01 85 68 103
18 Dec 52139.55 3385.35 0.00 0.00 0 0 0
17 Dec 52834.80 3385.35 0.00 0.00 0 0 0
16 Dec 53581.35 3385.35 0.00 0.00 0 0 0
13 Dec 53583.80 3385.35 0.00 0.00 0 0 0
12 Dec 53216.45 3385.35 0.00 0.00 0 0 0
11 Dec 53391.35 3385.35 0.00 0.00 0 0 0
10 Dec 53577.70 3385.35 0.00 0.00 0 0 0
9 Dec 53407.75 3385.35 0.00 0.00 0 0 0
6 Dec 53509.50 3385.35 0.00 0.00 0 0 0
5 Dec 53603.55 3385.35 0.00 0.00 0 0 0
4 Dec 53266.90 3385.35 849.10 11.42 18 0 35
3 Dec 52695.75 2536.25 0.00 0.00 0 0 0
2 Dec 52109.00 2536.25 121.90 13.52 6 3 38
29 Nov 52055.60 2414.35 -50.15 11.71 1 0 34
28 Nov 51906.85 2464.5 -242.25 12.85 4 0 36
27 Nov 52301.80 2706.75 46.50 12.34 17 -9 40
26 Nov 52191.50 2660.25 693.00 12.92 6 5 49
25 Nov 52207.50 1967.25 0.00 0.00 0 4 0
22 Nov 51135.40 1967.25 407.05 13.62 37 16 46
21 Nov 50372.90 1560.2 -44.30 13.57 12 4 30
19 Nov 50626.50 1604.5 122.90 13.48 29 16 26
18 Nov 50363.80 1481.6 -1771.85 12.65 19 10 10
14 Nov 50179.55 3253.45 0.00 - 0 0 0
13 Nov 50088.35 3253.45 0.00 - 0 0 0
12 Nov 51157.80 3253.45 0.00 - 0 0 0
11 Nov 51876.75 3253.45 0.00 - 0 0 0
8 Nov 51561.20 3253.45 0.00 - 0 0 0
7 Nov 51916.50 3253.45 0.00 - 0 0 0
6 Nov 52317.40 3253.45 0.00 - 0 0 0
5 Nov 52207.25 3253.45 0.00 - 0 0 0
4 Nov 51215.25 3253.45 0.00 - 0 0 0
1 Nov 51673.90 3253.45 0.00 - 0 0 0
31 Oct 51559.20 3253.45 - 0 0 0


For Nifty Bank - strike price 50700 expiring on 29JAN2025

Delta for 50700 CE is 0.68

Historical price for 50700 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1469.9, which was -57.40 lower than the previous day. The implied volatity was 14.47, the open interest changed by 615 which increased total open position to 1777


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1527.3, which was -53.85 lower than the previous day. The implied volatity was 13.71, the open interest changed by 638 which increased total open position to 1163


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1581.15, which was 183.35 higher than the previous day. The implied volatity was 14.20, the open interest changed by -64 which decreased total open position to 527


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1397.8, which was -585.30 lower than the previous day. The implied volatity was 14.87, the open interest changed by 507 which increased total open position to 608


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1983.1, which was -1402.25 lower than the previous day. The implied volatity was 16.01, the open interest changed by 68 which increased total open position to 103


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3385.35, 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 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 3385.35, 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 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3385.35, 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 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 3385.35, 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 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3385.35, 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 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 3385.35, 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 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3385.35, 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 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3385.35, 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 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3385.35, 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 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3385.35, 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 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3385.35, which was 849.10 higher than the previous day. The implied volatity was 11.42, the open interest changed by 0 which decreased total open position to 35


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2536.25, 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 2536.25, which was 121.90 higher than the previous day. The implied volatity was 13.52, the open interest changed by 3 which increased total open position to 38


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2414.35, which was -50.15 lower than the previous day. The implied volatity was 11.71, the open interest changed by 0 which decreased total open position to 34


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2464.5, which was -242.25 lower than the previous day. The implied volatity was 12.85, the open interest changed by 0 which decreased total open position to 36


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2706.75, which was 46.50 higher than the previous day. The implied volatity was 12.34, the open interest changed by -9 which decreased total open position to 40


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2660.25, which was 693.00 higher than the previous day. The implied volatity was 12.92, the open interest changed by 5 which increased total open position to 49


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1967.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1967.25, which was 407.05 higher than the previous day. The implied volatity was 13.62, the open interest changed by 16 which increased total open position to 46


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1560.2, which was -44.30 lower than the previous day. The implied volatity was 13.57, the open interest changed by 4 which increased total open position to 30


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1604.5, which was 122.90 higher than the previous day. The implied volatity was 13.48, the open interest changed by 16 which increased total open position to 26


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1481.6, which was -1771.85 lower than the previous day. The implied volatity was 12.65, the open interest changed by 10 which increased total open position to 10


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 3253.45, 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 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 3253.45, 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 3253.45, 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 3253.45, 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 3253.45, 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 3253.45, 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 3253.45, 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 3253.45, 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 3253.45, 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 3253.45, 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 3253.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 50700 PE
Delta: -0.34
Vega: 57.19
Theta: -8.74
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 586.95 92.75 16.24 74,158 3,108 5,747
24 Dec 51233.00 494.2 -45.80 14.83 7,371 1,294 2,584
23 Dec 51317.60 540 -275.55 15.54 3,228 71 1,293
20 Dec 50759.20 815.55 278.95 17.12 4,157 885 1,260
19 Dec 51575.70 536.6 140.05 16.53 1,516 74 381
18 Dec 52139.55 396.55 98.35 16.63 538 140 307
17 Dec 52834.80 298.2 91.00 16.87 511 -25 171
16 Dec 53581.35 207.2 0.00 0.00 0 -86 0
13 Dec 53583.80 207.2 -52.10 17.08 128 -86 196
12 Dec 53216.45 259.3 -5.45 16.87 56 15 282
11 Dec 53391.35 264.75 -10.95 17.44 33 10 266
10 Dec 53577.70 275.7 -27.95 18.26 5 3 255
9 Dec 53407.75 303.65 6.15 18.11 248 122 253
6 Dec 53509.50 297.5 -28.20 17.85 2 1 130
5 Dec 53603.55 325.7 -68.95 18.65 3 0 129
4 Dec 53266.90 394.65 -54.05 18.68 83 -43 129
3 Dec 52695.75 448.7 -112.55 17.55 27 2 164
2 Dec 52109.00 561.25 0.35 17.26 12 0 162
29 Nov 52055.60 560.9 -44.95 16.64 16 -2 161
28 Nov 51906.85 605.85 103.40 17.02 13 4 163
27 Nov 52301.80 502.45 -62.55 16.59 213 105 164
26 Nov 52191.50 565 -26.35 17.02 4 -1 59
25 Nov 52207.50 591.35 -370.45 17.39 7 -1 61
22 Nov 51135.40 961.8 -205.05 17.71 2 1 63
21 Nov 50372.90 1166.85 24.60 17.15 10 3 62
19 Nov 50626.50 1142.25 -7.30 16.91 59 41 59
18 Nov 50363.80 1149.55 99.65 16.39 30 15 18
14 Nov 50179.55 1049.9 0.00 0.00 0 2 0
13 Nov 50088.35 1049.9 181.20 14.74 3 1 2
12 Nov 51157.80 868.7 0.00 0.00 0 0 0
11 Nov 51876.75 868.7 0.00 0.00 0 0 0
8 Nov 51561.20 868.7 0.00 0.00 0 0 0
7 Nov 51916.50 868.7 0.00 0.00 0 0 0
6 Nov 52317.40 868.7 0.00 0.00 0 0 0
5 Nov 52207.25 868.7 0.00 0.00 0 1 0
4 Nov 51215.25 868.7 -365.35 16.19 2 0 0
1 Nov 51673.90 1234.05 0.00 1.97 0 0 0
31 Oct 51559.20 1234.05 - 0 0 0


For Nifty Bank - strike price 50700 expiring on 29JAN2025

Delta for 50700 PE is -0.34

Historical price for 50700 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 586.95, which was 92.75 higher than the previous day. The implied volatity was 16.24, the open interest changed by 3108 which increased total open position to 5747


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 494.2, which was -45.80 lower than the previous day. The implied volatity was 14.83, the open interest changed by 1294 which increased total open position to 2584


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 540, which was -275.55 lower than the previous day. The implied volatity was 15.54, the open interest changed by 71 which increased total open position to 1293


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 815.55, which was 278.95 higher than the previous day. The implied volatity was 17.12, the open interest changed by 885 which increased total open position to 1260


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 536.6, which was 140.05 higher than the previous day. The implied volatity was 16.53, the open interest changed by 74 which increased total open position to 381


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 396.55, which was 98.35 higher than the previous day. The implied volatity was 16.63, the open interest changed by 140 which increased total open position to 307


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 298.2, which was 91.00 higher than the previous day. The implied volatity was 16.87, the open interest changed by -25 which decreased total open position to 171


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 207.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -86 which decreased total open position to 0


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 207.2, which was -52.10 lower than the previous day. The implied volatity was 17.08, the open interest changed by -86 which decreased total open position to 196


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 259.3, which was -5.45 lower than the previous day. The implied volatity was 16.87, the open interest changed by 15 which increased total open position to 282


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 264.75, which was -10.95 lower than the previous day. The implied volatity was 17.44, the open interest changed by 10 which increased total open position to 266


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 275.7, which was -27.95 lower than the previous day. The implied volatity was 18.26, the open interest changed by 3 which increased total open position to 255


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 303.65, which was 6.15 higher than the previous day. The implied volatity was 18.11, the open interest changed by 122 which increased total open position to 253


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 297.5, which was -28.20 lower than the previous day. The implied volatity was 17.85, the open interest changed by 1 which increased total open position to 130


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 325.7, which was -68.95 lower than the previous day. The implied volatity was 18.65, the open interest changed by 0 which decreased total open position to 129


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 394.65, which was -54.05 lower than the previous day. The implied volatity was 18.68, the open interest changed by -43 which decreased total open position to 129


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 448.7, which was -112.55 lower than the previous day. The implied volatity was 17.55, the open interest changed by 2 which increased total open position to 164


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 561.25, which was 0.35 higher than the previous day. The implied volatity was 17.26, the open interest changed by 0 which decreased total open position to 162


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 560.9, which was -44.95 lower than the previous day. The implied volatity was 16.64, the open interest changed by -2 which decreased total open position to 161


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 605.85, which was 103.40 higher than the previous day. The implied volatity was 17.02, the open interest changed by 4 which increased total open position to 163


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 502.45, which was -62.55 lower than the previous day. The implied volatity was 16.59, the open interest changed by 105 which increased total open position to 164


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 565, which was -26.35 lower than the previous day. The implied volatity was 17.02, the open interest changed by -1 which decreased total open position to 59


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 591.35, which was -370.45 lower than the previous day. The implied volatity was 17.39, the open interest changed by -1 which decreased total open position to 61


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 961.8, which was -205.05 lower than the previous day. The implied volatity was 17.71, the open interest changed by 1 which increased total open position to 63


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1166.85, which was 24.60 higher than the previous day. The implied volatity was 17.15, the open interest changed by 3 which increased total open position to 62


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1142.25, which was -7.30 lower than the previous day. The implied volatity was 16.91, the open interest changed by 41 which increased total open position to 59


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1149.55, which was 99.65 higher than the previous day. The implied volatity was 16.39, the open interest changed by 15 which increased total open position to 18


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1049.9, 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 1049.9, which was 181.20 higher than the previous day. The implied volatity was 14.74, 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 868.7, 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 868.7, 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 868.7, 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 868.7, 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 868.7, 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 868.7, 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 868.7, which was -365.35 lower than the previous day. The implied volatity was 16.19, 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 1234.05, which was 0.00 lower than the previous day. The implied volatity was 1.97, 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 1234.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to