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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 51000 CE
Delta: 0.63
Vega: 59.00
Theta: -20.82
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1265 -91.00 14.21 1,24,747 6,192 28,880
24 Dec 51233.00 1356 -24.00 14.23 46,163 6,279 22,795
23 Dec 51317.60 1380 162.35 14.09 34,522 3,970 18,576
20 Dec 50759.20 1217.65 -558.85 14.85 28,386 8,527 14,478
19 Dec 51575.70 1776.5 -433.50 15.92 12,008 2,751 5,962
18 Dec 52139.55 2210 -487.15 15.70 2,566 593 3,219
17 Dec 52834.80 2697.15 -536.80 15.93 1,275 132 2,632
16 Dec 53581.35 3233.95 13.65 13.99 400 199 2,500
13 Dec 53583.80 3220.3 145.70 - 924 -147 2,300
12 Dec 53216.45 3074.6 -120.40 14.07 300 136 2,446
11 Dec 53391.35 3195 -75.00 12.89 84 28 2,311
10 Dec 53577.70 3270 69.00 - 96 -11 2,291
9 Dec 53407.75 3201 -122.40 11.38 123 -13 2,302
6 Dec 53509.50 3323.4 -39.75 11.49 159 -9 2,316
5 Dec 53603.55 3363.15 243.15 - 1,037 -178 2,325
4 Dec 53266.90 3120 446.25 11.50 624 31 2,505
3 Dec 52695.75 2673.75 348.75 12.43 324 -60 2,489
2 Dec 52109.00 2325 31.80 13.63 665 -106 2,554
29 Nov 52055.60 2293.2 -23.80 13.43 780 75 2,648
28 Nov 51906.85 2317 -130.15 14.07 1,270 219 2,581
27 Nov 52301.80 2447.15 67.00 11.96 337 37 2,363
26 Nov 52191.50 2380.15 -46.05 12.13 751 -15 2,253
25 Nov 52207.50 2426.2 646.20 12.45 1,644 410 2,305
22 Nov 51135.40 1780 393.40 13.71 2,522 275 2,170
21 Nov 50372.90 1386.6 -24.40 13.47 2,341 595 1,895
19 Nov 50626.50 1411 79.75 13.18 985 280 1,301
18 Nov 50363.80 1331.25 -8.75 12.81 400 126 1,023
14 Nov 50179.55 1340 -137.15 13.18 734 186 899
13 Nov 50088.35 1477.15 -488.85 14.07 1,161 293 729
12 Nov 51157.80 1966 -446.00 13.72 309 98 434
11 Nov 51876.75 2412 149.00 13.06 92 -8 335
8 Nov 51561.20 2263 -312.25 13.22 58 31 353
7 Nov 51916.50 2575.25 -358.75 13.56 276 23 333
6 Nov 52317.40 2934 220.80 13.05 18 6 315
5 Nov 52207.25 2713.2 487.40 12.86 391 285 311
4 Nov 51215.25 2225.8 -845.05 14.35 41 25 25
1 Nov 51673.90 3070.85 0.00 - 0 0 0
31 Oct 51559.20 3070.85 - 0 0 0


For Nifty Bank - strike price 51000 expiring on 29JAN2025

Delta for 51000 CE is 0.63

Historical price for 51000 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1265, which was -91.00 lower than the previous day. The implied volatity was 14.21, the open interest changed by 6192 which increased total open position to 28880


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1356, which was -24.00 lower than the previous day. The implied volatity was 14.23, the open interest changed by 6279 which increased total open position to 22795


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1380, which was 162.35 higher than the previous day. The implied volatity was 14.09, the open interest changed by 3970 which increased total open position to 18576


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1217.65, which was -558.85 lower than the previous day. The implied volatity was 14.85, the open interest changed by 8527 which increased total open position to 14478


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1776.5, which was -433.50 lower than the previous day. The implied volatity was 15.92, the open interest changed by 2751 which increased total open position to 5962


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2210, which was -487.15 lower than the previous day. The implied volatity was 15.70, the open interest changed by 593 which increased total open position to 3219


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2697.15, which was -536.80 lower than the previous day. The implied volatity was 15.93, the open interest changed by 132 which increased total open position to 2632


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3233.95, which was 13.65 higher than the previous day. The implied volatity was 13.99, the open interest changed by 199 which increased total open position to 2500


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 3220.3, which was 145.70 higher than the previous day. The implied volatity was -, the open interest changed by -147 which decreased total open position to 2300


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3074.6, which was -120.40 lower than the previous day. The implied volatity was 14.07, the open interest changed by 136 which increased total open position to 2446


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 3195, which was -75.00 lower than the previous day. The implied volatity was 12.89, the open interest changed by 28 which increased total open position to 2311


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3270, which was 69.00 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 2291


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3201, which was -122.40 lower than the previous day. The implied volatity was 11.38, the open interest changed by -13 which decreased total open position to 2302


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3323.4, which was -39.75 lower than the previous day. The implied volatity was 11.49, the open interest changed by -9 which decreased total open position to 2316


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3363.15, which was 243.15 higher than the previous day. The implied volatity was -, the open interest changed by -178 which decreased total open position to 2325


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3120, which was 446.25 higher than the previous day. The implied volatity was 11.50, the open interest changed by 31 which increased total open position to 2505


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2673.75, which was 348.75 higher than the previous day. The implied volatity was 12.43, the open interest changed by -60 which decreased total open position to 2489


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2325, which was 31.80 higher than the previous day. The implied volatity was 13.63, the open interest changed by -106 which decreased total open position to 2554


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2293.2, which was -23.80 lower than the previous day. The implied volatity was 13.43, the open interest changed by 75 which increased total open position to 2648


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2317, which was -130.15 lower than the previous day. The implied volatity was 14.07, the open interest changed by 219 which increased total open position to 2581


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2447.15, which was 67.00 higher than the previous day. The implied volatity was 11.96, the open interest changed by 37 which increased total open position to 2363


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2380.15, which was -46.05 lower than the previous day. The implied volatity was 12.13, the open interest changed by -15 which decreased total open position to 2253


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2426.2, which was 646.20 higher than the previous day. The implied volatity was 12.45, the open interest changed by 410 which increased total open position to 2305


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1780, which was 393.40 higher than the previous day. The implied volatity was 13.71, the open interest changed by 275 which increased total open position to 2170


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1386.6, which was -24.40 lower than the previous day. The implied volatity was 13.47, the open interest changed by 595 which increased total open position to 1895


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1411, which was 79.75 higher than the previous day. The implied volatity was 13.18, the open interest changed by 280 which increased total open position to 1301


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1331.25, which was -8.75 lower than the previous day. The implied volatity was 12.81, the open interest changed by 126 which increased total open position to 1023


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1340, which was -137.15 lower than the previous day. The implied volatity was 13.18, the open interest changed by 186 which increased total open position to 899


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1477.15, which was -488.85 lower than the previous day. The implied volatity was 14.07, the open interest changed by 293 which increased total open position to 729


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1966, which was -446.00 lower than the previous day. The implied volatity was 13.72, the open interest changed by 98 which increased total open position to 434


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2412, which was 149.00 higher than the previous day. The implied volatity was 13.06, the open interest changed by -8 which decreased total open position to 335


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2263, which was -312.25 lower than the previous day. The implied volatity was 13.22, the open interest changed by 31 which increased total open position to 353


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2575.25, which was -358.75 lower than the previous day. The implied volatity was 13.56, the open interest changed by 23 which increased total open position to 333


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2934, which was 220.80 higher than the previous day. The implied volatity was 13.05, the open interest changed by 6 which increased total open position to 315


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2713.2, which was 487.40 higher than the previous day. The implied volatity was 12.86, the open interest changed by 285 which increased total open position to 311


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2225.8, which was -845.05 lower than the previous day. The implied volatity was 14.35, the open interest changed by 25 which increased total open position to 25


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 3070.85, 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 3070.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 51000 PE
Delta: -0.38
Vega: 59.61
Theta: -8.51
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 687.6 104.60 16.03 3,82,512 12,102 50,651
24 Dec 51233.00 583 -56.95 14.56 76,102 12,303 38,497
23 Dec 51317.60 639.95 -309.05 15.43 63,138 2,773 28,372
20 Dec 50759.20 949 322.55 17.15 56,790 3,897 25,771
19 Dec 51575.70 626.45 159.75 16.41 37,839 4,032 21,976
18 Dec 52139.55 466.7 110.30 16.51 26,505 3,589 18,026
17 Dec 52834.80 356.4 117.05 16.80 23,681 -848 14,479
16 Dec 53581.35 239.35 -5.00 16.76 16,896 2,496 15,341
13 Dec 53583.80 244.35 -64.65 16.93 27,924 4,306 12,848
12 Dec 53216.45 309 6.85 16.84 6,476 76 8,583
11 Dec 53391.35 302.15 -5.75 17.15 10,093 822 8,556
10 Dec 53577.70 307.9 -27.25 17.88 5,874 -224 7,734
9 Dec 53407.75 335.15 15.55 17.67 6,228 31 7,994
6 Dec 53509.50 319.6 -9.25 17.25 9,759 -70 8,140
5 Dec 53603.55 328.85 -59.15 17.68 15,218 1,727 8,242
4 Dec 53266.90 388 -104.30 17.47 11,791 -1,053 6,550
3 Dec 52695.75 492.3 -129.45 17.13 6,211 638 7,630
2 Dec 52109.00 621.75 -3.25 16.90 4,646 303 6,996
29 Nov 52055.60 625 5.45 16.33 4,107 78 6,693
28 Nov 51906.85 619.55 69.15 15.98 7,387 574 6,613
27 Nov 52301.80 550.4 -78.80 16.15 2,760 276 6,049
26 Nov 52191.50 629.2 -25.80 16.75 3,947 886 5,776
25 Nov 52207.50 655 -350.00 17.08 4,877 2,228 4,931
22 Nov 51135.40 1005 -251.00 16.84 2,911 621 3,324
21 Nov 50372.90 1256 14.50 16.63 1,260 225 2,701
19 Nov 50626.50 1241.5 -28.50 16.46 1,718 481 2,478
18 Nov 50363.80 1270 -75.90 16.26 282 75 1,992
14 Nov 50179.55 1345.9 102.90 16.19 697 -34 1,924
13 Nov 50088.35 1243 320.95 15.39 2,026 -185 1,964
12 Nov 51157.80 922.05 189.90 15.49 1,088 308 2,155
11 Nov 51876.75 732.15 -84.10 15.85 2,289 1,436 1,852
8 Nov 51561.20 816.25 84.25 15.66 269 59 419
7 Nov 51916.50 732 94.95 15.93 236 108 360
6 Nov 52317.40 637.05 -138.95 16.34 232 160 250
5 Nov 52207.25 776 -264.00 17.10 226 53 91
4 Nov 51215.25 1040 133.00 16.91 51 36 37
1 Nov 51673.90 907 -439.05 16.93 1 0 0
31 Oct 51559.20 1346.05 - 0 0 0


For Nifty Bank - strike price 51000 expiring on 29JAN2025

Delta for 51000 PE is -0.38

Historical price for 51000 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 687.6, which was 104.60 higher than the previous day. The implied volatity was 16.03, the open interest changed by 12102 which increased total open position to 50651


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 583, which was -56.95 lower than the previous day. The implied volatity was 14.56, the open interest changed by 12303 which increased total open position to 38497


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 639.95, which was -309.05 lower than the previous day. The implied volatity was 15.43, the open interest changed by 2773 which increased total open position to 28372


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 949, which was 322.55 higher than the previous day. The implied volatity was 17.15, the open interest changed by 3897 which increased total open position to 25771


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 626.45, which was 159.75 higher than the previous day. The implied volatity was 16.41, the open interest changed by 4032 which increased total open position to 21976


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 466.7, which was 110.30 higher than the previous day. The implied volatity was 16.51, the open interest changed by 3589 which increased total open position to 18026


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 356.4, which was 117.05 higher than the previous day. The implied volatity was 16.80, the open interest changed by -848 which decreased total open position to 14479


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 239.35, which was -5.00 lower than the previous day. The implied volatity was 16.76, the open interest changed by 2496 which increased total open position to 15341


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 244.35, which was -64.65 lower than the previous day. The implied volatity was 16.93, the open interest changed by 4306 which increased total open position to 12848


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 309, which was 6.85 higher than the previous day. The implied volatity was 16.84, the open interest changed by 76 which increased total open position to 8583


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 302.15, which was -5.75 lower than the previous day. The implied volatity was 17.15, the open interest changed by 822 which increased total open position to 8556


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 307.9, which was -27.25 lower than the previous day. The implied volatity was 17.88, the open interest changed by -224 which decreased total open position to 7734


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 335.15, which was 15.55 higher than the previous day. The implied volatity was 17.67, the open interest changed by 31 which increased total open position to 7994


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 319.6, which was -9.25 lower than the previous day. The implied volatity was 17.25, the open interest changed by -70 which decreased total open position to 8140


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 328.85, which was -59.15 lower than the previous day. The implied volatity was 17.68, the open interest changed by 1727 which increased total open position to 8242


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 388, which was -104.30 lower than the previous day. The implied volatity was 17.47, the open interest changed by -1053 which decreased total open position to 6550


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 492.3, which was -129.45 lower than the previous day. The implied volatity was 17.13, the open interest changed by 638 which increased total open position to 7630


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 621.75, which was -3.25 lower than the previous day. The implied volatity was 16.90, the open interest changed by 303 which increased total open position to 6996


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 625, which was 5.45 higher than the previous day. The implied volatity was 16.33, the open interest changed by 78 which increased total open position to 6693


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 619.55, which was 69.15 higher than the previous day. The implied volatity was 15.98, the open interest changed by 574 which increased total open position to 6613


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 550.4, which was -78.80 lower than the previous day. The implied volatity was 16.15, the open interest changed by 276 which increased total open position to 6049


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 629.2, which was -25.80 lower than the previous day. The implied volatity was 16.75, the open interest changed by 886 which increased total open position to 5776


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 655, which was -350.00 lower than the previous day. The implied volatity was 17.08, the open interest changed by 2228 which increased total open position to 4931


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1005, which was -251.00 lower than the previous day. The implied volatity was 16.84, the open interest changed by 621 which increased total open position to 3324


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1256, which was 14.50 higher than the previous day. The implied volatity was 16.63, the open interest changed by 225 which increased total open position to 2701


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1241.5, which was -28.50 lower than the previous day. The implied volatity was 16.46, the open interest changed by 481 which increased total open position to 2478


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1270, which was -75.90 lower than the previous day. The implied volatity was 16.26, the open interest changed by 75 which increased total open position to 1992


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1345.9, which was 102.90 higher than the previous day. The implied volatity was 16.19, the open interest changed by -34 which decreased total open position to 1924


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1243, which was 320.95 higher than the previous day. The implied volatity was 15.39, the open interest changed by -185 which decreased total open position to 1964


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 922.05, which was 189.90 higher than the previous day. The implied volatity was 15.49, the open interest changed by 308 which increased total open position to 2155


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 732.15, which was -84.10 lower than the previous day. The implied volatity was 15.85, the open interest changed by 1436 which increased total open position to 1852


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 816.25, which was 84.25 higher than the previous day. The implied volatity was 15.66, the open interest changed by 59 which increased total open position to 419


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 732, which was 94.95 higher than the previous day. The implied volatity was 15.93, the open interest changed by 108 which increased total open position to 360


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 637.05, which was -138.95 lower than the previous day. The implied volatity was 16.34, the open interest changed by 160 which increased total open position to 250


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 776, which was -264.00 lower than the previous day. The implied volatity was 17.10, the open interest changed by 53 which increased total open position to 91


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1040, which was 133.00 higher than the previous day. The implied volatity was 16.91, the open interest changed by 36 which increased total open position to 37


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 907, which was -439.05 lower than the previous day. The implied volatity was 16.93, 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 1346.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to