BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
23 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 51000 CE | ||||||||||
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Delta: 0.05
Vega: 7.09
Theta: -10.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 48589.00 | 29.2 | -23.00 | 20.35 | 5,78,195 | 1,536 | 1,57,397 | |||
| 22 Jan | 48724.40 | 52.2 | -25.30 | 20.24 | 6,34,738 | 23,205 | 1,55,644 | |||
| 21 Jan | 48570.90 | 77.5 | -67.00 | 22.07 | 4,35,084 | 15,651 | 1,33,314 | |||
| 20 Jan | 49350.80 | 144.5 | 64.30 | 19.22 | 5,25,391 | -20,879 | 1,18,306 | |||
| 17 Jan | 48540.60 | 80.2 | -96.55 | 18.65 | 4,08,953 | 17,161 | 1,40,664 | |||
| 16 Jan | 49278.70 | 176.75 | 60.55 | 16.76 | 3,59,598 | -15,734 | 1,24,724 | |||
| 15 Jan | 48751.70 | 116.2 | -40.30 | 17.69 | 2,43,895 | 7,747 | 1,40,695 | |||
| 14 Jan | 48729.15 | 156.5 | 62.15 | 18.10 | 4,06,753 | -14,322 | 1,32,914 | |||
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| 13 Jan | 48041.25 | 94.35 | -61.65 | 19.59 | 4,27,749 | 12,755 | 1,47,538 | |||
| 10 Jan | 48734.15 | 156 | -181.55 | 16.51 | 5,01,972 | 25,430 | 1,37,477 | |||
| 9 Jan | 49503.50 | 337.55 | -110.45 | 16.35 | 3,22,812 | 5,310 | 1,12,646 | |||
| 8 Jan | 49835.05 | 448 | -137.00 | 16.38 | 4,07,784 | 21,174 | 1,07,941 | |||
| 7 Jan | 50202.15 | 585 | 15.00 | 16.07 | 2,83,839 | -1,897 | 87,476 | |||
| 6 Jan | 49922.00 | 570 | -417.00 | 17.06 | 4,38,587 | 37,010 | 91,474 | |||
| 3 Jan | 50988.80 | 987 | -407.05 | 14.56 | 2,18,479 | 18,888 | 54,844 | |||
| 2 Jan | 51605.55 | 1394.05 | 14.14 | 2,24,346 | -11,724 | 36,376 | ||||
For Nifty Bank - strike price 51000 expiring on 30JAN2025
Delta for 51000 CE is 0.05
Historical price for 51000 CE is as follows
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 29.2, which was -23.00 lower than the previous day. The implied volatity was 20.35, the open interest changed by 1536 which increased total open position to 157397
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 52.2, which was -25.30 lower than the previous day. The implied volatity was 20.24, the open interest changed by 23205 which increased total open position to 155644
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 77.5, which was -67.00 lower than the previous day. The implied volatity was 22.07, the open interest changed by 15651 which increased total open position to 133314
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 144.5, which was 64.30 higher than the previous day. The implied volatity was 19.22, the open interest changed by -20879 which decreased total open position to 118306
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 80.2, which was -96.55 lower than the previous day. The implied volatity was 18.65, the open interest changed by 17161 which increased total open position to 140664
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 176.75, which was 60.55 higher than the previous day. The implied volatity was 16.76, the open interest changed by -15734 which decreased total open position to 124724
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 116.2, which was -40.30 lower than the previous day. The implied volatity was 17.69, the open interest changed by 7747 which increased total open position to 140695
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 156.5, which was 62.15 higher than the previous day. The implied volatity was 18.10, the open interest changed by -14322 which decreased total open position to 132914
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 94.35, which was -61.65 lower than the previous day. The implied volatity was 19.59, the open interest changed by 12755 which increased total open position to 147538
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 156, which was -181.55 lower than the previous day. The implied volatity was 16.51, the open interest changed by 25430 which increased total open position to 137477
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 337.55, which was -110.45 lower than the previous day. The implied volatity was 16.35, the open interest changed by 5310 which increased total open position to 112646
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 448, which was -137.00 lower than the previous day. The implied volatity was 16.38, the open interest changed by 21174 which increased total open position to 107941
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 585, which was 15.00 higher than the previous day. The implied volatity was 16.07, the open interest changed by -1897 which decreased total open position to 87476
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 570, which was -417.00 lower than the previous day. The implied volatity was 17.06, the open interest changed by 37010 which increased total open position to 91474
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 987, which was -407.05 lower than the previous day. The implied volatity was 14.56, the open interest changed by 18888 which increased total open position to 54844
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 1394.05, which was lower than the previous day. The implied volatity was 14.14, the open interest changed by -11724 which decreased total open position to 36376
| BANKNIFTY 30JAN2025 51000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 9.60
Theta: -2.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 48589.00 | 2360 | 195.00 | 23.11 | 2,135 | -262 | 49,811 |
| 22 Jan | 48724.40 | 2165 | -115.50 | 19.29 | 5,302 | -1,137 | 50,082 |
| 21 Jan | 48570.90 | 2280.5 | 627.45 | 17.63 | 10,292 | -190 | 51,256 |
| 20 Jan | 49350.80 | 1653.05 | -718.65 | 18.57 | 23,571 | -4,126 | 51,454 |
| 17 Jan | 48540.60 | 2371.7 | 697.25 | 20.07 | 6,290 | -549 | 55,635 |
| 16 Jan | 49278.70 | 1674.45 | -533.90 | 19.55 | 19,025 | -1,700 | 56,246 |
| 15 Jan | 48751.70 | 2208.35 | 178.90 | 21.10 | 5,618 | -978 | 57,975 |
| 14 Jan | 48729.15 | 2029.45 | -796.40 | 17.28 | 9,677 | -2,163 | 59,863 |
| 13 Jan | 48041.25 | 2825.85 | 568.85 | 20.54 | 17,964 | -3,041 | 62,973 |
| 10 Jan | 48734.15 | 2257 | 717.00 | 21.37 | 36,654 | -2,659 | 65,723 |
| 9 Jan | 49503.50 | 1540 | 191.00 | 17.45 | 31,495 | -2,482 | 68,452 |
| 8 Jan | 49835.05 | 1349 | 162.70 | 17.32 | 80,069 | 395 | 70,949 |
| 7 Jan | 50202.15 | 1186.3 | -233.55 | 18.08 | 89,620 | -4,379 | 70,581 |
| 6 Jan | 49922.00 | 1419.85 | 662.15 | 19.99 | 3,35,738 | 3,971 | 77,400 |
| 3 Jan | 50988.80 | 757.7 | 239.20 | 16.70 | 4,47,799 | 3,981 | 76,355 |
| 2 Jan | 51605.55 | 518.5 | 16.53 | 3,69,064 | 1,968 | 72,996 | |
For Nifty Bank - strike price 51000 expiring on 30JAN2025
Delta for 51000 PE is -0.92
Historical price for 51000 PE is as follows
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 2360, which was 195.00 higher than the previous day. The implied volatity was 23.11, the open interest changed by -262 which decreased total open position to 49811
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 2165, which was -115.50 lower than the previous day. The implied volatity was 19.29, the open interest changed by -1137 which decreased total open position to 50082
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 2280.5, which was 627.45 higher than the previous day. The implied volatity was 17.63, the open interest changed by -190 which decreased total open position to 51256
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 1653.05, which was -718.65 lower than the previous day. The implied volatity was 18.57, the open interest changed by -4126 which decreased total open position to 51454
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 2371.7, which was 697.25 higher than the previous day. The implied volatity was 20.07, the open interest changed by -549 which decreased total open position to 55635
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 1674.45, which was -533.90 lower than the previous day. The implied volatity was 19.55, the open interest changed by -1700 which decreased total open position to 56246
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 2208.35, which was 178.90 higher than the previous day. The implied volatity was 21.10, the open interest changed by -978 which decreased total open position to 57975
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 2029.45, which was -796.40 lower than the previous day. The implied volatity was 17.28, the open interest changed by -2163 which decreased total open position to 59863
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 2825.85, which was 568.85 higher than the previous day. The implied volatity was 20.54, the open interest changed by -3041 which decreased total open position to 62973
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 2257, which was 717.00 higher than the previous day. The implied volatity was 21.37, the open interest changed by -2659 which decreased total open position to 65723
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1540, which was 191.00 higher than the previous day. The implied volatity was 17.45, the open interest changed by -2482 which decreased total open position to 68452
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1349, which was 162.70 higher than the previous day. The implied volatity was 17.32, the open interest changed by 395 which increased total open position to 70949
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1186.3, which was -233.55 lower than the previous day. The implied volatity was 18.08, the open interest changed by -4379 which decreased total open position to 70581
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1419.85, which was 662.15 higher than the previous day. The implied volatity was 19.99, the open interest changed by 3971 which increased total open position to 77400
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 757.7, which was 239.20 higher than the previous day. The implied volatity was 16.70, the open interest changed by 3981 which increased total open position to 76355
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 518.5, which was lower than the previous day. The implied volatity was 16.53, the open interest changed by 1968 which increased total open position to 72996
