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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 50800 CE
Delta: 0.66
Vega: 57.05
Theta: -20.89
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1393 -90.90 14.26 10,113 644 2,042
24 Dec 51233.00 1483.9 -30.40 14.12 2,132 537 1,403
23 Dec 51317.60 1514.3 180.15 14.20 2,150 -293 867
20 Dec 50759.20 1334.15 -605.85 14.90 2,483 1,081 1,153
19 Dec 51575.70 1940 -910.00 16.43 79 67 71
18 Dec 52139.55 2850 0.00 0.00 0 0 0
17 Dec 52834.80 2850 0.00 0.00 0 0 0
16 Dec 53581.35 2850 0.00 0.00 0 -1 0
13 Dec 53583.80 2850 -342.80 - 4 0 5
12 Dec 53216.45 3192.8 332.80 12.85 4 0 2
11 Dec 53391.35 2860 0.00 0.00 0 0 0
10 Dec 53577.70 2860 0.00 0.00 0 0 0
9 Dec 53407.75 2860 0.00 0.00 0 0 0
6 Dec 53509.50 2860 0.00 0.00 0 0 0
5 Dec 53603.55 2860 0.00 0.00 0 0 0
4 Dec 53266.90 2860 0.00 0.00 0 -1 0
3 Dec 52695.75 2860 1070.30 12.87 1 0 3
2 Dec 52109.00 1789.7 0.00 0.00 0 0 0
29 Nov 52055.60 1789.7 0.00 0.00 0 0 3
28 Nov 51906.85 1789.7 0.00 0.00 0 0 0
27 Nov 52301.80 1789.7 0.00 0.00 0 0 0
26 Nov 52191.50 1789.7 0.00 0.00 0 0 0
25 Nov 52207.50 1789.7 0.00 0.00 0 1 0
22 Nov 51135.40 1789.7 266.25 12.19 5 3 5
21 Nov 50372.90 1523.45 -217.45 13.80 8 1 2
19 Nov 50626.50 1740.9 -1451.00 15.72 1 0 0
18 Nov 50363.80 3191.9 0.00 - 0 0 0
14 Nov 50179.55 3191.9 0.00 - 0 0 0
13 Nov 50088.35 3191.9 0.00 - 0 0 0
12 Nov 51157.80 3191.9 0.00 - 0 0 0
11 Nov 51876.75 3191.9 0.00 - 0 0 0
8 Nov 51561.20 3191.9 0.00 - 0 0 0
7 Nov 51916.50 3191.9 0.00 - 0 0 0
6 Nov 52317.40 3191.9 0.00 - 0 0 0
5 Nov 52207.25 3191.9 0.00 - 0 0 0
4 Nov 51215.25 3191.9 0.00 - 0 0 0
1 Nov 51673.90 3191.9 0.00 - 0 0 0
31 Oct 51559.20 3191.90 - 0 0 0


For Nifty Bank - strike price 50800 expiring on 29JAN2025

Delta for 50800 CE is 0.66

Historical price for 50800 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1393, which was -90.90 lower than the previous day. The implied volatity was 14.26, the open interest changed by 644 which increased total open position to 2042


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1483.9, which was -30.40 lower than the previous day. The implied volatity was 14.12, the open interest changed by 537 which increased total open position to 1403


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1514.3, which was 180.15 higher than the previous day. The implied volatity was 14.20, the open interest changed by -293 which decreased total open position to 867


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1334.15, which was -605.85 lower than the previous day. The implied volatity was 14.90, the open interest changed by 1081 which increased total open position to 1153


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1940, which was -910.00 lower than the previous day. The implied volatity was 16.43, the open interest changed by 67 which increased total open position to 71


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2850, 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 2850, 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 2850, 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 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2850, which was -342.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3192.8, which was 332.80 higher than the previous day. The implied volatity was 12.85, the open interest changed by 0 which decreased total open position to 2


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2860, 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 2860, 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 2860, 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 2860, 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 2860, 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 2860, 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 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2860, which was 1070.30 higher than the previous day. The implied volatity was 12.87, the open interest changed by 0 which decreased total open position to 3


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1789.7, 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 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1789.7, 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 3


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1789.7, 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 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1789.7, 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 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1789.7, 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 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1789.7, 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 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1789.7, which was 266.25 higher than the previous day. The implied volatity was 12.19, the open interest changed by 3 which increased total open position to 5


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1523.45, which was -217.45 lower than the previous day. The implied volatity was 13.80, the open interest changed by 1 which increased total open position to 2


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1740.9, which was -1451.00 lower than the previous day. The implied volatity was 15.72, the open interest changed by 0 which decreased total open position to 0


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 3191.9, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 3191.9, 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 3191.9, 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 3191.9, 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 3191.9, 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 3191.9, 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 3191.9, 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 3191.9, 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 3191.9, 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 3191.9, 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 3191.9, 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 3191.90, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 50800 PE
Delta: -0.35
Vega: 58.08
Theta: -8.70
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 620 98.80 16.19 72,810 2,104 5,577
24 Dec 51233.00 521.2 -55.00 14.72 8,041 1,219 3,475
23 Dec 51317.60 576.2 -275.80 15.57 5,790 345 2,246
20 Dec 50759.20 852 288.35 16.99 5,727 1,155 1,823
19 Dec 51575.70 563.65 144.95 16.46 2,046 77 597
18 Dec 52139.55 418.7 104.40 16.58 761 18 512
17 Dec 52834.80 314.3 95.25 16.79 624 -18 495
16 Dec 53581.35 219.05 -0.30 17.00 609 94 515
13 Dec 53583.80 219.35 -54.90 17.04 1,133 -119 421
12 Dec 53216.45 274.25 2.80 16.86 222 138 541
11 Dec 53391.35 271.45 -10.25 17.23 775 -4 406
10 Dec 53577.70 281.7 -23.80 18.04 217 148 438
9 Dec 53407.75 305.5 13.55 17.80 176 58 291
6 Dec 53509.50 291.95 -39.25 17.39 317 2 236
5 Dec 53603.55 331.2 -30.50 18.40 69 34 234
4 Dec 53266.90 361.7 -102.45 17.71 249 -19 210
3 Dec 52695.75 464.15 -114.40 17.45 485 -127 230
2 Dec 52109.00 578.55 28.50 17.10 284 48 363
29 Nov 52055.60 550.05 -80.25 16.08 124 -2 322
28 Nov 51906.85 630.3 50.95 16.96 21 7 322
27 Nov 52301.80 579.35 -13.90 17.34 363 221 315
26 Nov 52191.50 593.25 -0.75 17.04 9 4 94
25 Nov 52207.50 594 -370.70 17.05 17 7 92
22 Nov 51135.40 964.7 -203.85 17.29 22 10 95
21 Nov 50372.90 1168.55 19.10 16.66 1 0 85
19 Nov 50626.50 1149.45 54.40 16.49 97 65 86
18 Nov 50363.80 1095.05 0.00 0.00 0 0 0
14 Nov 50179.55 1095.05 0.00 0.00 0 1 0
13 Nov 50088.35 1095.05 480.85 14.76 1 0 20
12 Nov 51157.80 614.2 0.00 0.00 0 0 0
11 Nov 51876.75 614.2 0.00 0.00 0 9 0
8 Nov 51561.20 614.2 51.20 14.03 10 0 11
7 Nov 51916.50 563 0.00 0.00 0 10 0
6 Nov 52317.40 563 -173.35 16.06 10 0 1
5 Nov 52207.25 736.35 -411.70 17.30 3 1 2
4 Nov 51215.25 1148.05 -122.65 18.89 1 0 0
1 Nov 51673.90 1270.7 0.00 1.88 0 0 0
31 Oct 51559.20 1270.70 - 0 0 0


For Nifty Bank - strike price 50800 expiring on 29JAN2025

Delta for 50800 PE is -0.35

Historical price for 50800 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 620, which was 98.80 higher than the previous day. The implied volatity was 16.19, the open interest changed by 2104 which increased total open position to 5577


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 521.2, which was -55.00 lower than the previous day. The implied volatity was 14.72, the open interest changed by 1219 which increased total open position to 3475


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 576.2, which was -275.80 lower than the previous day. The implied volatity was 15.57, the open interest changed by 345 which increased total open position to 2246


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 852, which was 288.35 higher than the previous day. The implied volatity was 16.99, the open interest changed by 1155 which increased total open position to 1823


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 563.65, which was 144.95 higher than the previous day. The implied volatity was 16.46, the open interest changed by 77 which increased total open position to 597


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 418.7, which was 104.40 higher than the previous day. The implied volatity was 16.58, the open interest changed by 18 which increased total open position to 512


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 314.3, which was 95.25 higher than the previous day. The implied volatity was 16.79, the open interest changed by -18 which decreased total open position to 495


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 219.05, which was -0.30 lower than the previous day. The implied volatity was 17.00, the open interest changed by 94 which increased total open position to 515


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 219.35, which was -54.90 lower than the previous day. The implied volatity was 17.04, the open interest changed by -119 which decreased total open position to 421


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 274.25, which was 2.80 higher than the previous day. The implied volatity was 16.86, the open interest changed by 138 which increased total open position to 541


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 271.45, which was -10.25 lower than the previous day. The implied volatity was 17.23, the open interest changed by -4 which decreased total open position to 406


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 281.7, which was -23.80 lower than the previous day. The implied volatity was 18.04, the open interest changed by 148 which increased total open position to 438


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 305.5, which was 13.55 higher than the previous day. The implied volatity was 17.80, the open interest changed by 58 which increased total open position to 291


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 291.95, which was -39.25 lower than the previous day. The implied volatity was 17.39, the open interest changed by 2 which increased total open position to 236


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 331.2, which was -30.50 lower than the previous day. The implied volatity was 18.40, the open interest changed by 34 which increased total open position to 234


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 361.7, which was -102.45 lower than the previous day. The implied volatity was 17.71, the open interest changed by -19 which decreased total open position to 210


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 464.15, which was -114.40 lower than the previous day. The implied volatity was 17.45, the open interest changed by -127 which decreased total open position to 230


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 578.55, which was 28.50 higher than the previous day. The implied volatity was 17.10, the open interest changed by 48 which increased total open position to 363


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 550.05, which was -80.25 lower than the previous day. The implied volatity was 16.08, the open interest changed by -2 which decreased total open position to 322


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 630.3, which was 50.95 higher than the previous day. The implied volatity was 16.96, the open interest changed by 7 which increased total open position to 322


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 579.35, which was -13.90 lower than the previous day. The implied volatity was 17.34, the open interest changed by 221 which increased total open position to 315


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 593.25, which was -0.75 lower than the previous day. The implied volatity was 17.04, the open interest changed by 4 which increased total open position to 94


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 594, which was -370.70 lower than the previous day. The implied volatity was 17.05, the open interest changed by 7 which increased total open position to 92


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 964.7, which was -203.85 lower than the previous day. The implied volatity was 17.29, the open interest changed by 10 which increased total open position to 95


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1168.55, which was 19.10 higher than the previous day. The implied volatity was 16.66, the open interest changed by 0 which decreased total open position to 85


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1149.45, which was 54.40 higher than the previous day. The implied volatity was 16.49, the open interest changed by 65 which increased total open position to 86


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1095.05, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1095.05, 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 1095.05, which was 480.85 higher than the previous day. The implied volatity was 14.76, the open interest changed by 0 which decreased total open position to 20


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 614.2, 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 614.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 614.2, which was 51.20 higher than the previous day. The implied volatity was 14.03, the open interest changed by 0 which decreased total open position to 11


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 563, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 563, which was -173.35 lower than the previous day. The implied volatity was 16.06, the open interest changed by 0 which decreased total open position to 1


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 736.35, which was -411.70 lower than the previous day. The implied volatity was 17.30, the open interest changed by 1 which increased total open position to 2


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1148.05, which was -122.65 lower than the previous day. The implied volatity was 18.89, 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 1270.7, which was 0.00 lower than the previous day. The implied volatity was 1.88, 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 1270.70, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to