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BANKNIFTY
Nifty Bank

50952.75 -358.55 (-0.70%)

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Historical option data for BANKNIFTY

30 Dec 2024 04:13 PM IST
BANKNIFTY 29JAN2025 51200 CE
Delta: 0.54
Vega: 57.98
Theta: -22.43
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
30 Dec 50952.75 1006.95 -184.95 15.68 1,88,538 2,297 15,982
27 Dec 51311.30 1191.9 51.90 13.94 80,905 -5,719 13,829
26 Dec 51170.70 1140 -66.05 14.09 1,74,370 7,421 20,147
24 Dec 51233.00 1206.05 -57.20 13.66 51,247 10,419 12,891
23 Dec 51317.60 1263.25 161.25 14.18 13,040 915 2,488
20 Dec 50759.20 1102 -551.15 14.72 4,930 1,193 1,589
19 Dec 51575.70 1653.15 -452.40 15.98 1,466 332 394
18 Dec 52139.55 2105.55 -494.45 16.35 74 45 63
17 Dec 52834.80 2600 -493.05 16.97 14 1 6
16 Dec 53581.35 3093.05 0.00 0.00 0 0 0
13 Dec 53583.80 3093.05 0.00 0.00 0 0 0
12 Dec 53216.45 3093.05 0.00 0.00 0 0 0
11 Dec 53391.35 3093.05 0.00 0.00 0 0 0
10 Dec 53577.70 3093.05 0.00 0.00 0 0 0
9 Dec 53407.75 3093.05 0.00 0.00 0 0 0
6 Dec 53509.50 3093.05 226.25 9.69 1 0 5
5 Dec 53603.55 2866.8 -49.60 - 1 0 4
4 Dec 53266.90 2916.4 330.25 10.74 7 0 4
3 Dec 52695.75 2586.15 398.65 13.72 2 0 4
2 Dec 52109.00 2187.5 0.00 0.00 0 -1 0
29 Nov 52055.60 2187.5 -109.05 13.96 1 0 5
28 Nov 51906.85 2296.55 51.55 15.62 9 1 13
27 Nov 52301.80 2245 0.00 0.00 0 0 0
26 Nov 52191.50 2245 0.00 0.00 0 6 0
25 Nov 52207.50 2245 562.00 11.98 13 2 4
22 Nov 51135.40 1683 425.45 13.95 9 4 6
21 Nov 50372.90 1257.55 -187.40 13.18 2 1 3
19 Nov 50626.50 1444.95 -64.25 14.76 1 0 1
18 Nov 50363.80 1509.2 -1443.50 16.02 1 0 0
14 Nov 50179.55 2952.7 0.00 - 0 0 0
13 Nov 50088.35 2952.7 0.00 - 0 0 0
12 Nov 51157.80 2952.7 0.00 - 0 0 0
11 Nov 51876.75 2952.7 0.00 - 0 0 0
8 Nov 51561.20 2952.7 0.00 - 0 0 0
7 Nov 51916.50 2952.7 0.00 - 0 0 0
6 Nov 52317.40 2952.7 0.00 - 0 0 0
5 Nov 52207.25 2952.7 0.00 - 0 0 0
4 Nov 51215.25 2952.7 0.00 - 0 0 0
1 Nov 51673.90 2952.7 0.00 - 0 0 0
31 Oct 51559.20 2952.70 - 0 0 0


For Nifty Bank - strike price 51200 expiring on 29JAN2025

Delta for 51200 CE is 0.54

Historical price for 51200 CE is as follows

On 30 Dec BANKNIFTY was trading at 50952.75. The strike last trading price was 1006.95, which was -184.95 lower than the previous day. The implied volatity was 15.68, the open interest changed by 2297 which increased total open position to 15982


On 27 Dec BANKNIFTY was trading at 51311.30. The strike last trading price was 1191.9, which was 51.90 higher than the previous day. The implied volatity was 13.94, the open interest changed by -5719 which decreased total open position to 13829


On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1140, which was -66.05 lower than the previous day. The implied volatity was 14.09, the open interest changed by 7421 which increased total open position to 20147


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1206.05, which was -57.20 lower than the previous day. The implied volatity was 13.66, the open interest changed by 10419 which increased total open position to 12891


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1263.25, which was 161.25 higher than the previous day. The implied volatity was 14.18, the open interest changed by 915 which increased total open position to 2488


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1102, which was -551.15 lower than the previous day. The implied volatity was 14.72, the open interest changed by 1193 which increased total open position to 1589


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1653.15, which was -452.40 lower than the previous day. The implied volatity was 15.98, the open interest changed by 332 which increased total open position to 394


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2105.55, which was -494.45 lower than the previous day. The implied volatity was 16.35, the open interest changed by 45 which increased total open position to 63


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2600, which was -493.05 lower than the previous day. The implied volatity was 16.97, the open interest changed by 1 which increased total open position to 6


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3093.05, 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 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 3093.05, 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 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3093.05, 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 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 3093.05, 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 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3093.05, 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 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3093.05, 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 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3093.05, which was 226.25 higher than the previous day. The implied volatity was 9.69, the open interest changed by 0 which decreased total open position to 5


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2866.8, which was -49.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2916.4, which was 330.25 higher than the previous day. The implied volatity was 10.74, the open interest changed by 0 which decreased total open position to 4


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2586.15, which was 398.65 higher than the previous day. The implied volatity was 13.72, the open interest changed by 0 which decreased total open position to 4


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2187.5, 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 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2187.5, which was -109.05 lower than the previous day. The implied volatity was 13.96, the open interest changed by 0 which decreased total open position to 5


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2296.55, which was 51.55 higher than the previous day. The implied volatity was 15.62, the open interest changed by 1 which increased total open position to 13


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2245, 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 2245, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2245, which was 562.00 higher than the previous day. The implied volatity was 11.98, the open interest changed by 2 which increased total open position to 4


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1683, which was 425.45 higher than the previous day. The implied volatity was 13.95, the open interest changed by 4 which increased total open position to 6


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1257.55, which was -187.40 lower than the previous day. The implied volatity was 13.18, the open interest changed by 1 which increased total open position to 3


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1444.95, which was -64.25 lower than the previous day. The implied volatity was 14.76, the open interest changed by 0 which decreased total open position to 1


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1509.2, which was -1443.50 lower than the previous day. The implied volatity was 16.02, 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 2952.7, 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 2952.7, 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 2952.7, 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 2952.7, 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 2952.7, 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 2952.7, 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 2952.7, 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 2952.7, 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 2952.7, 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 2952.7, 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 2952.70, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 51200 PE
Delta: -0.46
Vega: 57.97
Theta: -7.89
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
30 Dec 50952.75 784.8 125.50 15.01 3,12,415 -1,007 14,444
27 Dec 51311.30 659.3 -104.70 15.24 1,48,042 -2,585 15,913
26 Dec 51170.70 764 119.00 15.93 3,27,125 5,403 19,205
24 Dec 51233.00 645 -61.45 14.31 62,933 10,786 14,095
23 Dec 51317.60 706.45 -318.85 15.24 17,290 1,739 3,393
20 Dec 50759.20 1025.3 346.20 16.91 7,908 385 1,659
19 Dec 51575.70 679.1 171.30 16.12 3,000 796 1,284
18 Dec 52139.55 507.8 125.15 16.24 1,000 161 488
17 Dec 52834.80 382.65 113.70 16.45 528 -191 331
16 Dec 53581.35 268.95 4.05 16.68 395 82 526
13 Dec 53583.80 264.9 -90.15 16.67 292 3 445
12 Dec 53216.45 355.05 32.55 16.94 16 -1 442
11 Dec 53391.35 322.5 -44.95 16.82 118 -70 447
10 Dec 53577.70 367.45 -9.05 18.35 41 7 517
9 Dec 53407.75 376.5 25.80 17.70 5 0 511
6 Dec 53509.50 350.7 -14.95 17.12 337 126 510
5 Dec 53603.55 365.65 -58.15 17.64 254 134 365
4 Dec 53266.90 423.8 -122.35 17.36 76 19 225
3 Dec 52695.75 546.15 -134.45 17.23 400 -56 214
2 Dec 52109.00 680.6 3.10 16.87 21 4 272
29 Nov 52055.60 677.5 -31.00 16.20 218 93 269
28 Nov 51906.85 708.5 128.40 16.35 185 146 177
27 Nov 52301.80 580.1 -64.95 15.78 5 1 30
26 Nov 52191.50 645.05 -87.50 16.16 25 5 30
25 Nov 52207.50 732.55 -347.40 17.30 16 18 23
22 Nov 51135.40 1079.95 -320.05 16.77 11 8 13
21 Nov 50372.90 1400 0.00 0.00 0 0 0
19 Nov 50626.50 1400 0.00 0.00 0 0 0
18 Nov 50363.80 1400 0.00 0.00 0 1 0
14 Nov 50179.55 1400 387.25 15.72 17 2 6
13 Nov 50088.35 1012.75 0.00 0.00 0 2 0
12 Nov 51157.80 1012.75 337.40 15.64 3 1 3
11 Nov 51876.75 675.35 -224.65 14.41 1 0 1
8 Nov 51561.20 900 -248.00 15.83 1 0 0
7 Nov 51916.50 1148 0.00 0.00 0 0 0
6 Nov 52317.40 1148 0.00 0.00 0 0 0
5 Nov 52207.25 1148 0.00 0.00 0 0 0
4 Nov 51215.25 1148 -276.30 17.24 2 1 1
1 Nov 51673.90 1424.3 0.00 1.53 0 0 0
31 Oct 51559.20 1424.30 - 0 0 0


For Nifty Bank - strike price 51200 expiring on 29JAN2025

Delta for 51200 PE is -0.46

Historical price for 51200 PE is as follows

On 30 Dec BANKNIFTY was trading at 50952.75. The strike last trading price was 784.8, which was 125.50 higher than the previous day. The implied volatity was 15.01, the open interest changed by -1007 which decreased total open position to 14444


On 27 Dec BANKNIFTY was trading at 51311.30. The strike last trading price was 659.3, which was -104.70 lower than the previous day. The implied volatity was 15.24, the open interest changed by -2585 which decreased total open position to 15913


On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 764, which was 119.00 higher than the previous day. The implied volatity was 15.93, the open interest changed by 5403 which increased total open position to 19205


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 645, which was -61.45 lower than the previous day. The implied volatity was 14.31, the open interest changed by 10786 which increased total open position to 14095


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 706.45, which was -318.85 lower than the previous day. The implied volatity was 15.24, the open interest changed by 1739 which increased total open position to 3393


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1025.3, which was 346.20 higher than the previous day. The implied volatity was 16.91, the open interest changed by 385 which increased total open position to 1659


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 679.1, which was 171.30 higher than the previous day. The implied volatity was 16.12, the open interest changed by 796 which increased total open position to 1284


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 507.8, which was 125.15 higher than the previous day. The implied volatity was 16.24, the open interest changed by 161 which increased total open position to 488


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 382.65, which was 113.70 higher than the previous day. The implied volatity was 16.45, the open interest changed by -191 which decreased total open position to 331


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 268.95, which was 4.05 higher than the previous day. The implied volatity was 16.68, the open interest changed by 82 which increased total open position to 526


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 264.9, which was -90.15 lower than the previous day. The implied volatity was 16.67, the open interest changed by 3 which increased total open position to 445


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 355.05, which was 32.55 higher than the previous day. The implied volatity was 16.94, the open interest changed by -1 which decreased total open position to 442


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 322.5, which was -44.95 lower than the previous day. The implied volatity was 16.82, the open interest changed by -70 which decreased total open position to 447


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 367.45, which was -9.05 lower than the previous day. The implied volatity was 18.35, the open interest changed by 7 which increased total open position to 517


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 376.5, which was 25.80 higher than the previous day. The implied volatity was 17.70, the open interest changed by 0 which decreased total open position to 511


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 350.7, which was -14.95 lower than the previous day. The implied volatity was 17.12, the open interest changed by 126 which increased total open position to 510


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 365.65, which was -58.15 lower than the previous day. The implied volatity was 17.64, the open interest changed by 134 which increased total open position to 365


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 423.8, which was -122.35 lower than the previous day. The implied volatity was 17.36, the open interest changed by 19 which increased total open position to 225


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 546.15, which was -134.45 lower than the previous day. The implied volatity was 17.23, the open interest changed by -56 which decreased total open position to 214


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 680.6, which was 3.10 higher than the previous day. The implied volatity was 16.87, the open interest changed by 4 which increased total open position to 272


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 677.5, which was -31.00 lower than the previous day. The implied volatity was 16.20, the open interest changed by 93 which increased total open position to 269


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 708.5, which was 128.40 higher than the previous day. The implied volatity was 16.35, the open interest changed by 146 which increased total open position to 177


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 580.1, which was -64.95 lower than the previous day. The implied volatity was 15.78, the open interest changed by 1 which increased total open position to 30


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 645.05, which was -87.50 lower than the previous day. The implied volatity was 16.16, the open interest changed by 5 which increased total open position to 30


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 732.55, which was -347.40 lower than the previous day. The implied volatity was 17.30, the open interest changed by 18 which increased total open position to 23


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1079.95, which was -320.05 lower than the previous day. The implied volatity was 16.77, the open interest changed by 8 which increased total open position to 13


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1400, 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 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1400, 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 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1400, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1400, which was 387.25 higher than the previous day. The implied volatity was 15.72, the open interest changed by 2 which increased total open position to 6


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1012.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1012.75, which was 337.40 higher than the previous day. The implied volatity was 15.64, the open interest changed by 1 which increased total open position to 3


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 675.35, which was -224.65 lower than the previous day. The implied volatity was 14.41, the open interest changed by 0 which decreased total open position to 1


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 900, which was -248.00 lower than the previous day. The implied volatity was 15.83, 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 1148, 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 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1148, 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 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1148, 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 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1148, which was -276.30 lower than the previous day. The implied volatity was 17.24, the open interest changed by 1 which increased total open position to 1


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1424.3, which was 0.00 lower than the previous day. The implied volatity was 1.53, 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 1424.30, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to