BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
15 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 51300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 18.41
Theta: -12.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 15 Jan | 48751.70 | 92.7 | -32.25 | 18.22 | 51,956 | 695 | 27,255 | |||
| 14 Jan | 48729.15 | 124.95 | 45.95 | 18.52 | 80,549 | 554 | 26,589 | |||
| 13 Jan | 48041.25 | 79 | -43.00 | 20.13 | 83,692 | -1,908 | 26,147 | |||
| 10 Jan | 48734.15 | 122 | -140.45 | 16.76 | 60,227 | 766 | 28,141 | |||
| 9 Jan | 49503.50 | 262.45 | -92.55 | 16.31 | 50,921 | 2,831 | 27,298 | |||
| 8 Jan | 49835.05 | 355 | -122.00 | 16.31 | 73,593 | -1,317 | 24,468 | |||
| 7 Jan | 50202.15 | 477 | 5.10 | 16.10 | 63,817 | -1,182 | 25,936 | |||
| 6 Jan | 49922.00 | 471.9 | -348.10 | 17.14 | 86,558 | 890 | 27,319 | |||
| 3 Jan | 50988.80 | 820 | -366.80 | 14.40 | 1,93,729 | 9,495 | 26,440 | |||
| 2 Jan | 51605.55 | 1186.8 | 13.92 | 1,72,535 | -2,509 | 16,704 | ||||
For Nifty Bank - strike price 51300 expiring on 30JAN2025
Delta for 51300 CE is 0.11
Historical price for 51300 CE is as follows
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 92.7, which was -32.25 lower than the previous day. The implied volatity was 18.22, the open interest changed by 695 which increased total open position to 27255
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 124.95, which was 45.95 higher than the previous day. The implied volatity was 18.52, the open interest changed by 554 which increased total open position to 26589
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 79, which was -43.00 lower than the previous day. The implied volatity was 20.13, the open interest changed by -1908 which decreased total open position to 26147
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 122, which was -140.45 lower than the previous day. The implied volatity was 16.76, the open interest changed by 766 which increased total open position to 28141
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 262.45, which was -92.55 lower than the previous day. The implied volatity was 16.31, the open interest changed by 2831 which increased total open position to 27298
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 355, which was -122.00 lower than the previous day. The implied volatity was 16.31, the open interest changed by -1317 which decreased total open position to 24468
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 477, which was 5.10 higher than the previous day. The implied volatity was 16.10, the open interest changed by -1182 which decreased total open position to 25936
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 471.9, which was -348.10 lower than the previous day. The implied volatity was 17.14, the open interest changed by 890 which increased total open position to 27319
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 820, which was -366.80 lower than the previous day. The implied volatity was 14.40, the open interest changed by 9495 which increased total open position to 26440
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 1186.8, which was lower than the previous day. The implied volatity was 13.92, the open interest changed by -2509 which decreased total open position to 16704
| BANKNIFTY 30JAN2025 51300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 23.57
Theta: -5.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Jan | 48751.70 | 2478.65 | 113.80 | 21.97 | 567 | -404 | 14,052 |
| 14 Jan | 48729.15 | 2364.85 | -765.15 | 20.60 | 462 | -189 | 14,482 |
| 13 Jan | 48041.25 | 3130 | 611.90 | 22.23 | 900 | -316 | 14,671 |
| 10 Jan | 48734.15 | 2518.1 | 748.65 | 22.21 | 934 | -225 | 14,996 |
| 9 Jan | 49503.50 | 1769.45 | 204.70 | 17.68 | 1,864 | -815 | 15,221 |
| 8 Jan | 49835.05 | 1564.75 | 189.00 | 17.50 | 10,618 | -796 | 16,038 |
| 7 Jan | 50202.15 | 1375.75 | -229.40 | 18.18 | 5,762 | -504 | 16,844 |
| 6 Jan | 49922.00 | 1605.15 | 691.25 | 19.88 | 41,959 | -2,775 | 17,390 |
| 3 Jan | 50988.80 | 913.9 | 295.90 | 16.96 | 2,47,533 | 2,139 | 20,033 |
| 2 Jan | 51605.55 | 618 | 16.35 | 1,66,262 | 2,601 | 18,104 | |
For Nifty Bank - strike price 51300 expiring on 30JAN2025
Delta for 51300 PE is -0.84
Historical price for 51300 PE is as follows
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 2478.65, which was 113.80 higher than the previous day. The implied volatity was 21.97, the open interest changed by -404 which decreased total open position to 14052
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 2364.85, which was -765.15 lower than the previous day. The implied volatity was 20.60, the open interest changed by -189 which decreased total open position to 14482
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 3130, which was 611.90 higher than the previous day. The implied volatity was 22.23, the open interest changed by -316 which decreased total open position to 14671
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 2518.1, which was 748.65 higher than the previous day. The implied volatity was 22.21, the open interest changed by -225 which decreased total open position to 14996
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1769.45, which was 204.70 higher than the previous day. The implied volatity was 17.68, the open interest changed by -815 which decreased total open position to 15221
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1564.75, which was 189.00 higher than the previous day. The implied volatity was 17.50, the open interest changed by -796 which decreased total open position to 16038
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1375.75, which was -229.40 lower than the previous day. The implied volatity was 18.18, the open interest changed by -504 which decreased total open position to 16844
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1605.15, which was 691.25 higher than the previous day. The implied volatity was 19.88, the open interest changed by -2775 which decreased total open position to 17390
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 913.9, which was 295.90 higher than the previous day. The implied volatity was 16.96, the open interest changed by 2139 which increased total open position to 20033
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 618, which was lower than the previous day. The implied volatity was 16.35, the open interest changed by 2601 which increased total open position to 18104
