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[--[65.84.65.76]--]
BANKNIFTY
Nifty Bank

49809.25 -1179.55 (-2.31%)

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Historical option data for BANKNIFTY

06 Jan 2025 02:16 PM IST
BANKNIFTY 30JAN2025 51000 CE
Delta: 0.36
Vega: 47.83
Theta: -22.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 49807.25 535.6 -451.40 17.52 3,69,283 41,033 95,497
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 0.36

Historical price for 51000 CE is as follows

On 6 Jan BANKNIFTY was trading at 49807.25. The strike last trading price was 535.6, which was -451.40 lower than the previous day. The implied volatity was 17.52, the open interest changed by 41033 which increased total open position to 95497


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
Delta: -0.62
Vega: 48.65
Theta: -11.27
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 49807.25 1509.7 752.00 19.93 3,05,955 7,824 81,253
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 -0.62

Historical price for 51000 PE is as follows

On 6 Jan BANKNIFTY was trading at 49807.25. The strike last trading price was 1509.7, which was 752.00 higher than the previous day. The implied volatity was 19.93, the open interest changed by 7824 which increased total open position to 81253


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