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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 50900 CE
Delta: 0.65
Vega: 58.05
Theta: -20.84
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1326.05 -93.95 14.20 16,681 1,042 2,309
24 Dec 51233.00 1420 -30.00 14.14 2,647 516 1,281
23 Dec 51317.60 1450 171.30 14.21 1,421 165 791
20 Dec 50759.20 1278.7 -527.30 14.93 1,664 521 624
19 Dec 51575.70 1806 -774.00 15.32 73 65 105
18 Dec 52139.55 2580 -196.00 20.82 4 0 40
17 Dec 52834.80 2776 -248.00 15.88 12 10 40
16 Dec 53581.35 3024 0.00 0.00 0 -1 0
13 Dec 53583.80 3024 -203.75 9021.49 5 -2 29
12 Dec 53216.45 3227.75 0.00 0.00 0 0 0
11 Dec 53391.35 3227.75 0.00 0.00 0 0 0
10 Dec 53577.70 3227.75 -114.25 - 1 0 31
9 Dec 53407.75 3342 -82.00 12.89 2 0 31
6 Dec 53509.50 3424 -176.00 11.83 16 -2 32
5 Dec 53603.55 3600 384.95 13.50 1 0 34
4 Dec 53266.90 3215.05 391.05 11.69 14 -4 30
3 Dec 52695.75 2824 458.25 13.67 6 0 34
2 Dec 52109.00 2365.75 0.00 0.00 0 0 0
29 Nov 52055.60 2365.75 0.00 0.00 0 0 34
28 Nov 51906.85 2365.75 -8.45 13.64 3 0 35
27 Nov 52301.80 2374.2 -16.55 8.93 7 -1 37
26 Nov 52191.50 2390.75 -28.00 10.99 1 0 38
25 Nov 52207.50 2418.75 558.75 11.03 2 10 38
22 Nov 51135.40 1860 390.00 13.87 20 9 37
21 Nov 50372.90 1470 -147.00 13.82 17 3 28
19 Nov 50626.50 1617 -98.70 14.92 10 3 24
18 Nov 50363.80 1715.7 0.00 0.00 0 0 0
14 Nov 50179.55 1715.7 0.00 0.00 0 20 0
13 Nov 50088.35 1715.7 -705.80 16.12 26 20 21
12 Nov 51157.80 2421.5 -709.50 18.21 1 0 0
11 Nov 51876.75 3131 0.00 - 0 0 0
8 Nov 51561.20 3131 0.00 - 0 0 0
7 Nov 51916.50 3131 0.00 - 0 0 0
6 Nov 52317.40 3131 0.00 - 0 0 0
5 Nov 52207.25 3131 0.00 - 0 0 0
4 Nov 51215.25 3131 0.00 - 0 0 0
1 Nov 51673.90 3131 0.00 - 0 0 0
31 Oct 51559.20 3131.00 - 0 0 0


For Nifty Bank - strike price 50900 expiring on 29JAN2025

Delta for 50900 CE is 0.65

Historical price for 50900 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1326.05, which was -93.95 lower than the previous day. The implied volatity was 14.20, the open interest changed by 1042 which increased total open position to 2309


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1420, which was -30.00 lower than the previous day. The implied volatity was 14.14, the open interest changed by 516 which increased total open position to 1281


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1450, which was 171.30 higher than the previous day. The implied volatity was 14.21, the open interest changed by 165 which increased total open position to 791


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1278.7, which was -527.30 lower than the previous day. The implied volatity was 14.93, the open interest changed by 521 which increased total open position to 624


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1806, which was -774.00 lower than the previous day. The implied volatity was 15.32, the open interest changed by 65 which increased total open position to 105


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2580, which was -196.00 lower than the previous day. The implied volatity was 20.82, the open interest changed by 0 which decreased total open position to 40


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2776, which was -248.00 lower than the previous day. The implied volatity was 15.88, the open interest changed by 10 which increased total open position to 40


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3024, 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 3024, which was -203.75 lower than the previous day. The implied volatity was 9021.49, the open interest changed by -2 which decreased total open position to 29


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3227.75, 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 3227.75, 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 3227.75, which was -114.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3342, which was -82.00 lower than the previous day. The implied volatity was 12.89, the open interest changed by 0 which decreased total open position to 31


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3424, which was -176.00 lower than the previous day. The implied volatity was 11.83, the open interest changed by -2 which decreased total open position to 32


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3600, which was 384.95 higher than the previous day. The implied volatity was 13.50, the open interest changed by 0 which decreased total open position to 34


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3215.05, which was 391.05 higher than the previous day. The implied volatity was 11.69, the open interest changed by -4 which decreased total open position to 30


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2824, which was 458.25 higher than the previous day. The implied volatity was 13.67, the open interest changed by 0 which decreased total open position to 34


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2365.75, 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 2365.75, 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 34


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2365.75, which was -8.45 lower than the previous day. The implied volatity was 13.64, the open interest changed by 0 which decreased total open position to 35


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2374.2, which was -16.55 lower than the previous day. The implied volatity was 8.93, the open interest changed by -1 which decreased total open position to 37


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2390.75, which was -28.00 lower than the previous day. The implied volatity was 10.99, the open interest changed by 0 which decreased total open position to 38


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2418.75, which was 558.75 higher than the previous day. The implied volatity was 11.03, the open interest changed by 10 which increased total open position to 38


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1860, which was 390.00 higher than the previous day. The implied volatity was 13.87, the open interest changed by 9 which increased total open position to 37


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1470, which was -147.00 lower than the previous day. The implied volatity was 13.82, the open interest changed by 3 which increased total open position to 28


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1617, which was -98.70 lower than the previous day. The implied volatity was 14.92, the open interest changed by 3 which increased total open position to 24


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1715.7, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1715.7, 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 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1715.7, which was -705.80 lower than the previous day. The implied volatity was 16.12, the open interest changed by 20 which increased total open position to 21


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2421.5, which was -709.50 lower than the previous day. The implied volatity was 18.21, 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 3131, 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 3131, 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 3131, 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 3131, 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 3131, 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 3131, 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 3131, 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 3131.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 50900 PE
Delta: -0.37
Vega: 58.89
Theta: -8.64
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 655 108.85 16.14 77,669 2,400 5,360
24 Dec 51233.00 546.15 -58.70 14.55 7,725 1,630 2,971
23 Dec 51317.60 604.85 -295.75 15.46 2,544 290 1,338
20 Dec 50759.20 900.6 310.35 17.08 3,898 495 1,037
19 Dec 51575.70 590.25 152.05 16.37 1,177 220 544
18 Dec 52139.55 438.2 108.35 16.47 502 126 324
17 Dec 52834.80 329.85 99.85 16.70 389 -164 210
16 Dec 53581.35 230 8.00 16.91 357 66 374
13 Dec 53583.80 222 -50.75 16.76 960 -115 309
12 Dec 53216.45 272.75 0.00 0.00 0 -177 0
11 Dec 53391.35 272.75 -12.95 16.90 362 -176 425
10 Dec 53577.70 285.7 -34.55 17.77 219 6 601
9 Dec 53407.75 320.25 34.85 17.74 109 44 602
6 Dec 53509.50 285.4 -37.20 16.91 7 5 558
5 Dec 53603.55 322.6 -66.35 17.91 773 64 513
4 Dec 53266.90 388.95 -99.95 17.85 570 168 452
3 Dec 52695.75 488.9 -112.40 17.44 27 5 289
2 Dec 52109.00 601.3 -23.35 17.03 38 8 286
29 Nov 52055.60 624.65 97.55 16.74 23 2 273
28 Nov 51906.85 527.1 -120.20 15.12 2 1 270
27 Nov 52301.80 647.3 0.00 0.00 0 0 0
26 Nov 52191.50 647.3 30.90 17.40 14 0 269
25 Nov 52207.50 616.4 -392.40 16.97 235 248 272
22 Nov 51135.40 1008.8 72.35 17.36 144 79 103
21 Nov 50372.90 936.45 0.00 0.00 0 21 0
19 Nov 50626.50 936.45 -98.00 13.54 35 21 24
18 Nov 50363.80 1034.45 0.00 0.00 0 0 0
14 Nov 50179.55 1034.45 0.00 0.00 0 3 0
13 Nov 50088.35 1034.45 -273.55 13.60 11 3 3
12 Nov 51157.80 1308 0.00 1.32 0 0 0
11 Nov 51876.75 1308 0.00 1.90 0 0 0
8 Nov 51561.20 1308 0.00 1.64 0 0 0
7 Nov 51916.50 1308 0.00 1.98 0 0 0
6 Nov 52317.40 1308 0.00 2.42 0 0 0
5 Nov 52207.25 1308 0.00 2.17 0 0 0
4 Nov 51215.25 1308 0.00 1.47 0 0 0
1 Nov 51673.90 1308 0.00 1.80 0 0 0
31 Oct 51559.20 1308.00 - 0 0 0


For Nifty Bank - strike price 50900 expiring on 29JAN2025

Delta for 50900 PE is -0.37

Historical price for 50900 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 655, which was 108.85 higher than the previous day. The implied volatity was 16.14, the open interest changed by 2400 which increased total open position to 5360


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 546.15, which was -58.70 lower than the previous day. The implied volatity was 14.55, the open interest changed by 1630 which increased total open position to 2971


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 604.85, which was -295.75 lower than the previous day. The implied volatity was 15.46, the open interest changed by 290 which increased total open position to 1338


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 900.6, which was 310.35 higher than the previous day. The implied volatity was 17.08, the open interest changed by 495 which increased total open position to 1037


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 590.25, which was 152.05 higher than the previous day. The implied volatity was 16.37, the open interest changed by 220 which increased total open position to 544


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 438.2, which was 108.35 higher than the previous day. The implied volatity was 16.47, the open interest changed by 126 which increased total open position to 324


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 329.85, which was 99.85 higher than the previous day. The implied volatity was 16.70, the open interest changed by -164 which decreased total open position to 210


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 230, which was 8.00 higher than the previous day. The implied volatity was 16.91, the open interest changed by 66 which increased total open position to 374


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 222, which was -50.75 lower than the previous day. The implied volatity was 16.76, the open interest changed by -115 which decreased total open position to 309


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 272.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -177 which decreased total open position to 0


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 272.75, which was -12.95 lower than the previous day. The implied volatity was 16.90, the open interest changed by -176 which decreased total open position to 425


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 285.7, which was -34.55 lower than the previous day. The implied volatity was 17.77, the open interest changed by 6 which increased total open position to 601


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 320.25, which was 34.85 higher than the previous day. The implied volatity was 17.74, the open interest changed by 44 which increased total open position to 602


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 285.4, which was -37.20 lower than the previous day. The implied volatity was 16.91, the open interest changed by 5 which increased total open position to 558


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 322.6, which was -66.35 lower than the previous day. The implied volatity was 17.91, the open interest changed by 64 which increased total open position to 513


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 388.95, which was -99.95 lower than the previous day. The implied volatity was 17.85, the open interest changed by 168 which increased total open position to 452


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 488.9, which was -112.40 lower than the previous day. The implied volatity was 17.44, the open interest changed by 5 which increased total open position to 289


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 601.3, which was -23.35 lower than the previous day. The implied volatity was 17.03, the open interest changed by 8 which increased total open position to 286


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 624.65, which was 97.55 higher than the previous day. The implied volatity was 16.74, the open interest changed by 2 which increased total open position to 273


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 527.1, which was -120.20 lower than the previous day. The implied volatity was 15.12, the open interest changed by 1 which increased total open position to 270


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 647.3, 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 647.3, which was 30.90 higher than the previous day. The implied volatity was 17.40, the open interest changed by 0 which decreased total open position to 269


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 616.4, which was -392.40 lower than the previous day. The implied volatity was 16.97, the open interest changed by 248 which increased total open position to 272


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1008.8, which was 72.35 higher than the previous day. The implied volatity was 17.36, the open interest changed by 79 which increased total open position to 103


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 936.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 936.45, which was -98.00 lower than the previous day. The implied volatity was 13.54, the open interest changed by 21 which increased total open position to 24


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1034.45, 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 0


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1034.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1034.45, which was -273.55 lower than the previous day. The implied volatity was 13.60, the open interest changed by 3 which increased total open position to 3


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1308, which was 0.00 lower than the previous day. The implied volatity was 1.32, 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 1308, which was 0.00 lower than the previous day. The implied volatity was 1.90, 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 1308, which was 0.00 lower than the previous day. The implied volatity was 1.64, 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 1308, which was 0.00 lower than the previous day. The implied volatity was 1.98, 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 1308, which was 0.00 lower than the previous day. The implied volatity was 2.42, 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 1308, which was 0.00 lower than the previous day. The implied volatity was 2.17, 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 1308, which was 0.00 lower than the previous day. The implied volatity was 1.47, 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 1308, which was 0.00 lower than the previous day. The implied volatity was 1.80, 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 1308.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to