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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 51300 CE
Delta: 0.58
Vega: 61.16
Theta: -20.63
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1092.95 -69.05 14.25 1,30,185 5,853 16,939
24 Dec 51233.00 1162 -43.00 13.89 36,694 7,555 11,138
23 Dec 51317.60 1205 145.00 14.18 13,727 1,930 3,677
20 Dec 50759.20 1060 -536.35 14.80 7,282 1,117 1,744
19 Dec 51575.70 1596.35 -394.35 16.05 2,398 579 630
18 Dec 52139.55 1990.7 -466.10 15.58 62 46 49
17 Dec 52834.80 2456.8 299.30 15.71 2 1 3
16 Dec 53581.35 2157.5 0.00 0.00 0 0 0
13 Dec 53583.80 2157.5 0.00 0.00 0 0 0
12 Dec 53216.45 2157.5 0.00 0.00 0 0 0
11 Dec 53391.35 2157.5 0.00 0.00 0 0 0
10 Dec 53577.70 2157.5 0.00 0.00 0 0 0
9 Dec 53407.75 2157.5 0.00 0.00 0 0 0
6 Dec 53509.50 2157.5 0.00 0.00 0 0 0
5 Dec 53603.55 2157.5 0.00 0.00 0 0 0
4 Dec 53266.90 2157.5 0.00 0.00 0 0 0
3 Dec 52695.75 2157.5 0.00 0.00 0 0 0
2 Dec 52109.00 2157.5 0.00 0.00 0 0 0
29 Nov 52055.60 2157.5 0.00 0.00 0 0 2
28 Nov 51906.85 2157.5 0.00 0.00 0 0 0
27 Nov 52301.80 2157.5 0.00 0.00 0 -2 0
26 Nov 52191.50 2157.5 1007.50 12.16 4 -1 3
25 Nov 52207.50 1150 0.00 0.00 0 3 0
22 Nov 51135.40 1150 0.00 0.00 0 3 0
21 Nov 50372.90 1150 -243.75 12.53 8 3 4
19 Nov 50626.50 1393.75 -1500.95 14.75 1 0 0
18 Nov 50363.80 2894.7 0.00 - 0 0 0
14 Nov 50179.55 2894.7 0.00 0.03 0 0 0
13 Nov 50088.35 2894.7 0.00 - 0 0 0
12 Nov 51157.80 2894.7 0.00 - 0 0 0
11 Nov 51876.75 2894.7 0.00 - 0 0 0
8 Nov 51561.20 2894.7 0.00 - 0 0 0
7 Nov 51916.50 2894.7 0.00 - 0 0 0
6 Nov 52317.40 2894.7 0.00 - 0 0 0
5 Nov 52207.25 2894.7 0.00 - 0 0 0
4 Nov 51215.25 2894.7 0.00 - 0 0 0
1 Nov 51673.90 2894.7 0.00 - 0 0 0
31 Oct 51559.20 2894.70 - 0 0 0


For Nifty Bank - strike price 51300 expiring on 29JAN2025

Delta for 51300 CE is 0.58

Historical price for 51300 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1092.95, which was -69.05 lower than the previous day. The implied volatity was 14.25, the open interest changed by 5853 which increased total open position to 16939


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1162, which was -43.00 lower than the previous day. The implied volatity was 13.89, the open interest changed by 7555 which increased total open position to 11138


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1205, which was 145.00 higher than the previous day. The implied volatity was 14.18, the open interest changed by 1930 which increased total open position to 3677


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1060, which was -536.35 lower than the previous day. The implied volatity was 14.80, the open interest changed by 1117 which increased total open position to 1744


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1596.35, which was -394.35 lower than the previous day. The implied volatity was 16.05, the open interest changed by 579 which increased total open position to 630


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1990.7, which was -466.10 lower than the previous day. The implied volatity was 15.58, the open interest changed by 46 which increased total open position to 49


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2456.8, which was 299.30 higher than the previous day. The implied volatity was 15.71, the open interest changed by 1 which increased total open position to 3


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2157.5, 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 2157.5, 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 2157.5, 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 2157.5, 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 2157.5, 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 2157.5, 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 2157.5, 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 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2157.5, 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 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2157.5, 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 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2157.5, 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 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2157.5, 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 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2157.5, 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 2


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2157.5, 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 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2157.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2157.5, which was 1007.50 higher than the previous day. The implied volatity was 12.16, the open interest changed by -1 which decreased total open position to 3


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1150, which was -243.75 lower than the previous day. The implied volatity was 12.53, the open interest changed by 3 which increased total open position to 4


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1393.75, which was -1500.95 lower than the previous day. The implied volatity was 14.75, 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 2894.7, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2894.7, which was 0.00 lower than the previous day. The implied volatity was 0.03, 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 2894.7, 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 2894.7, 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 2894.7, 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 2894.7, 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 2894.7, 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 2894.7, 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 2894.7, 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 2894.7, 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 2894.7, 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 2894.70, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 51300 PE
Delta: -0.43
Vega: 61.36
Theta: -8.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 815.4 126.40 16.06 2,24,074 4,379 15,775
24 Dec 51233.00 689 -63.75 14.36 49,957 6,591 11,567
23 Dec 51317.60 752.75 -300.35 15.32 21,015 2,800 5,004
20 Dec 50759.20 1053.1 342.70 16.61 6,251 766 2,238
19 Dec 51575.70 710.4 172.30 16.02 7,193 794 1,485
18 Dec 52139.55 538.1 128.20 16.25 1,972 90 692
17 Dec 52834.80 409.9 129.40 16.51 1,014 -19 603
16 Dec 53581.35 280.5 -1.65 16.55 145 37 625
13 Dec 53583.80 282.15 -64.20 16.68 1,373 -66 597
12 Dec 53216.45 346.35 9.65 16.42 217 -60 658
11 Dec 53391.35 336.7 -23.30 16.72 390 80 696
10 Dec 53577.70 360 2.60 17.81 16 2 615
9 Dec 53407.75 357.4 -8.20 16.98 370 131 613
6 Dec 53509.50 365.6 -15.50 17.05 222 109 482
5 Dec 53603.55 381.1 -59.65 17.57 422 103 347
4 Dec 53266.90 440.75 -130.05 17.27 163 44 236
3 Dec 52695.75 570.8 -142.05 17.11 169 2 193
2 Dec 52109.00 712.85 -94.60 16.87 162 39 194
29 Nov 52055.60 807.45 67.80 17.50 89 29 155
28 Nov 51906.85 739.65 104.75 16.36 36 13 127
27 Nov 52301.80 634.9 -59.25 16.14 107 100 110
26 Nov 52191.50 694.15 -62.40 16.41 17 8 9
25 Nov 52207.50 756.55 -707.95 17.20 1 0 0
22 Nov 51135.40 1464.5 0.00 0.81 0 0 0
21 Nov 50372.90 1464.5 0.00 0.13 0 0 0
19 Nov 50626.50 1464.5 0.00 0.19 0 0 0
18 Nov 50363.80 1464.5 0.00 0.09 0 0 0
14 Nov 50179.55 1464.5 0.00 - 0 0 0
13 Nov 50088.35 1464.5 0.00 0.08 0 0 0
12 Nov 51157.80 1464.5 0.00 0.92 0 0 0
11 Nov 51876.75 1464.5 0.00 1.61 0 0 0
8 Nov 51561.20 1464.5 0.00 1.34 0 0 0
7 Nov 51916.50 1464.5 0.00 1.61 0 0 0
6 Nov 52317.40 1464.5 0.00 2.06 0 0 0
5 Nov 52207.25 1464.5 0.00 1.81 0 0 0
4 Nov 51215.25 1464.5 0.00 1.09 0 0 0
1 Nov 51673.90 1464.5 0.00 1.52 0 0 0
31 Oct 51559.20 1464.50 - 0 0 0


For Nifty Bank - strike price 51300 expiring on 29JAN2025

Delta for 51300 PE is -0.43

Historical price for 51300 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 815.4, which was 126.40 higher than the previous day. The implied volatity was 16.06, the open interest changed by 4379 which increased total open position to 15775


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 689, which was -63.75 lower than the previous day. The implied volatity was 14.36, the open interest changed by 6591 which increased total open position to 11567


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 752.75, which was -300.35 lower than the previous day. The implied volatity was 15.32, the open interest changed by 2800 which increased total open position to 5004


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1053.1, which was 342.70 higher than the previous day. The implied volatity was 16.61, the open interest changed by 766 which increased total open position to 2238


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 710.4, which was 172.30 higher than the previous day. The implied volatity was 16.02, the open interest changed by 794 which increased total open position to 1485


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 538.1, which was 128.20 higher than the previous day. The implied volatity was 16.25, the open interest changed by 90 which increased total open position to 692


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 409.9, which was 129.40 higher than the previous day. The implied volatity was 16.51, the open interest changed by -19 which decreased total open position to 603


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 280.5, which was -1.65 lower than the previous day. The implied volatity was 16.55, the open interest changed by 37 which increased total open position to 625


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 282.15, which was -64.20 lower than the previous day. The implied volatity was 16.68, the open interest changed by -66 which decreased total open position to 597


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 346.35, which was 9.65 higher than the previous day. The implied volatity was 16.42, the open interest changed by -60 which decreased total open position to 658


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 336.7, which was -23.30 lower than the previous day. The implied volatity was 16.72, the open interest changed by 80 which increased total open position to 696


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 360, which was 2.60 higher than the previous day. The implied volatity was 17.81, the open interest changed by 2 which increased total open position to 615


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 357.4, which was -8.20 lower than the previous day. The implied volatity was 16.98, the open interest changed by 131 which increased total open position to 613


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 365.6, which was -15.50 lower than the previous day. The implied volatity was 17.05, the open interest changed by 109 which increased total open position to 482


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 381.1, which was -59.65 lower than the previous day. The implied volatity was 17.57, the open interest changed by 103 which increased total open position to 347


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 440.75, which was -130.05 lower than the previous day. The implied volatity was 17.27, the open interest changed by 44 which increased total open position to 236


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 570.8, which was -142.05 lower than the previous day. The implied volatity was 17.11, the open interest changed by 2 which increased total open position to 193


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 712.85, which was -94.60 lower than the previous day. The implied volatity was 16.87, the open interest changed by 39 which increased total open position to 194


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 807.45, which was 67.80 higher than the previous day. The implied volatity was 17.50, the open interest changed by 29 which increased total open position to 155


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 739.65, which was 104.75 higher than the previous day. The implied volatity was 16.36, the open interest changed by 13 which increased total open position to 127


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 634.9, which was -59.25 lower than the previous day. The implied volatity was 16.14, the open interest changed by 100 which increased total open position to 110


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 694.15, which was -62.40 lower than the previous day. The implied volatity was 16.41, the open interest changed by 8 which increased total open position to 9


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 756.55, which was -707.95 lower than the previous day. The implied volatity was 17.20, the open interest changed by 0 which decreased total open position to 0


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1464.5, which was 0.00 lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1464.5, which was 0.00 lower than the previous day. The implied volatity was 0.13, 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 1464.5, which was 0.00 lower than the previous day. The implied volatity was 0.19, 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 1464.5, which was 0.00 lower than the previous day. The implied volatity was 0.09, 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 1464.5, 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 1464.5, which was 0.00 lower than the previous day. The implied volatity was 0.08, 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 1464.5, which was 0.00 lower than the previous day. The implied volatity was 0.92, 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 1464.5, which was 0.00 lower than the previous day. The implied volatity was 1.61, 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 1464.5, which was 0.00 lower than the previous day. The implied volatity was 1.34, 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 1464.5, which was 0.00 lower than the previous day. The implied volatity was 1.61, 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 1464.5, which was 0.00 lower than the previous day. The implied volatity was 2.06, 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 1464.5, which was 0.00 lower than the previous day. The implied volatity was 1.81, 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 1464.5, which was 0.00 lower than the previous day. The implied volatity was 1.09, 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 1464.5, which was 0.00 lower than the previous day. The implied volatity was 1.52, 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 1464.50, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to