BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
23 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 51500 CE | ||||||||||
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Delta: 0.03
Vega: 4.87
Theta: -8.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 48589.00 | 18.35 | -14.65 | 21.77 | 4,02,440 | 9,802 | 1,36,529 | |||
| 22 Jan | 48724.40 | 33 | -15.85 | 21.46 | 3,94,250 | 10,713 | 1,26,732 | |||
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| 21 Jan | 48570.90 | 48.85 | -42.00 | 22.87 | 3,29,409 | 9,796 | 1,16,259 | |||
| 20 Jan | 49350.80 | 90.85 | 35.30 | 19.98 | 3,78,731 | -13,662 | 1,07,010 | |||
| 17 Jan | 48540.60 | 55.55 | -58.95 | 19.69 | 3,43,754 | 524 | 1,21,100 | |||
| 16 Jan | 49278.70 | 114.5 | 37.50 | 17.44 | 2,69,815 | -4,560 | 1,20,172 | |||
| 15 Jan | 48751.70 | 77 | -28.00 | 18.39 | 2,03,560 | 5,992 | 1,24,903 | |||
| 14 Jan | 48729.15 | 105 | 35.80 | 18.67 | 2,59,426 | 8,067 | 1,17,966 | |||
| 13 Jan | 48041.25 | 69.2 | -33.70 | 20.43 | 3,21,597 | -491 | 1,10,462 | |||
| 10 Jan | 48734.15 | 102.9 | -121.80 | 16.91 | 2,83,252 | 21,384 | 1,11,104 | |||
| 9 Jan | 49503.50 | 224.7 | -80.30 | 16.43 | 1,75,569 | 5,455 | 90,359 | |||
| 8 Jan | 49835.05 | 305 | -107.00 | 16.36 | 2,56,114 | 5,779 | 85,438 | |||
| 7 Jan | 50202.15 | 412 | 4.60 | 16.08 | 2,01,322 | -4,600 | 79,945 | |||
| 6 Jan | 49922.00 | 407.4 | -326.60 | 17.04 | 3,18,300 | 13,502 | 86,420 | |||
| 3 Jan | 50988.80 | 734 | -337.55 | 14.57 | 3,90,950 | 24,391 | 75,749 | |||
| 2 Jan | 51605.55 | 1071.55 | 14.03 | 3,54,661 | -2,364 | 52,114 | ||||
For Nifty Bank - strike price 51500 expiring on 30JAN2025
Delta for 51500 CE is 0.03
Historical price for 51500 CE is as follows
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 18.35, which was -14.65 lower than the previous day. The implied volatity was 21.77, the open interest changed by 9802 which increased total open position to 136529
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 33, which was -15.85 lower than the previous day. The implied volatity was 21.46, the open interest changed by 10713 which increased total open position to 126732
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 48.85, which was -42.00 lower than the previous day. The implied volatity was 22.87, the open interest changed by 9796 which increased total open position to 116259
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 90.85, which was 35.30 higher than the previous day. The implied volatity was 19.98, the open interest changed by -13662 which decreased total open position to 107010
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 55.55, which was -58.95 lower than the previous day. The implied volatity was 19.69, the open interest changed by 524 which increased total open position to 121100
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 114.5, which was 37.50 higher than the previous day. The implied volatity was 17.44, the open interest changed by -4560 which decreased total open position to 120172
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 77, which was -28.00 lower than the previous day. The implied volatity was 18.39, the open interest changed by 5992 which increased total open position to 124903
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 105, which was 35.80 higher than the previous day. The implied volatity was 18.67, the open interest changed by 8067 which increased total open position to 117966
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 69.2, which was -33.70 lower than the previous day. The implied volatity was 20.43, the open interest changed by -491 which decreased total open position to 110462
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 102.9, which was -121.80 lower than the previous day. The implied volatity was 16.91, the open interest changed by 21384 which increased total open position to 111104
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 224.7, which was -80.30 lower than the previous day. The implied volatity was 16.43, the open interest changed by 5455 which increased total open position to 90359
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 305, which was -107.00 lower than the previous day. The implied volatity was 16.36, the open interest changed by 5779 which increased total open position to 85438
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 412, which was 4.60 higher than the previous day. The implied volatity was 16.08, the open interest changed by -4600 which decreased total open position to 79945
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 407.4, which was -326.60 lower than the previous day. The implied volatity was 17.04, the open interest changed by 13502 which increased total open position to 86420
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 734, which was -337.55 lower than the previous day. The implied volatity was 14.57, the open interest changed by 24391 which increased total open position to 75749
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 1071.55, which was lower than the previous day. The implied volatity was 14.03, the open interest changed by -2364 which decreased total open position to 52114
| BANKNIFTY 30JAN2025 51500 PE | |||||||
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Delta: -0.93
Vega: 8.91
Theta: -3.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 48589.00 | 2859.7 | 202.25 | 26.95 | 1,547 | 2 | 54,190 |
| 22 Jan | 48724.40 | 2657.45 | -100.30 | 21.92 | 2,677 | -208 | 54,275 |
| 21 Jan | 48570.90 | 2757.75 | 661.00 | 16.54 | 1,789 | 5 | 54,482 |
| 20 Jan | 49350.80 | 2096.75 | -774.00 | 19.03 | 5,315 | -62 | 54,706 |
| 17 Jan | 48540.60 | 2870.75 | 756.15 | 23.22 | 1,112 | 40 | 54,777 |
| 16 Jan | 49278.70 | 2114.6 | -558.70 | 21.00 | 6,245 | -881 | 54,740 |
| 15 Jan | 48751.70 | 2673.3 | 173.30 | 22.82 | 2,677 | -273 | 55,634 |
| 14 Jan | 48729.15 | 2500 | -816.10 | 18.91 | 8,490 | 1,852 | 58,381 |
| 13 Jan | 48041.25 | 3316.1 | 606.40 | 22.70 | 9,764 | -558 | 56,840 |
| 10 Jan | 48734.15 | 2709.7 | 784.70 | 22.93 | 9,287 | 1,606 | 59,985 |
| 9 Jan | 49503.50 | 1925 | 215.30 | 17.73 | 8,065 | -1,023 | 58,394 |
| 8 Jan | 49835.05 | 1709.7 | 209.20 | 17.52 | 15,765 | -812 | 59,446 |
| 7 Jan | 50202.15 | 1500.5 | -252.00 | 18.04 | 29,270 | -2,109 | 60,348 |
| 6 Jan | 49922.00 | 1752.5 | 737.50 | 20.17 | 92,689 | -4,332 | 64,121 |
| 3 Jan | 50988.80 | 1015 | 319.40 | 16.93 | 3,63,343 | 3,662 | 73,451 |
| 2 Jan | 51605.55 | 695.6 | 16.29 | 2,77,600 | 10,560 | 70,184 | |
For Nifty Bank - strike price 51500 expiring on 30JAN2025
Delta for 51500 PE is -0.93
Historical price for 51500 PE is as follows
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 2859.7, which was 202.25 higher than the previous day. The implied volatity was 26.95, the open interest changed by 2 which increased total open position to 54190
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 2657.45, which was -100.30 lower than the previous day. The implied volatity was 21.92, the open interest changed by -208 which decreased total open position to 54275
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 2757.75, which was 661.00 higher than the previous day. The implied volatity was 16.54, the open interest changed by 5 which increased total open position to 54482
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 2096.75, which was -774.00 lower than the previous day. The implied volatity was 19.03, the open interest changed by -62 which decreased total open position to 54706
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 2870.75, which was 756.15 higher than the previous day. The implied volatity was 23.22, the open interest changed by 40 which increased total open position to 54777
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 2114.6, which was -558.70 lower than the previous day. The implied volatity was 21.00, the open interest changed by -881 which decreased total open position to 54740
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 2673.3, which was 173.30 higher than the previous day. The implied volatity was 22.82, the open interest changed by -273 which decreased total open position to 55634
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 2500, which was -816.10 lower than the previous day. The implied volatity was 18.91, the open interest changed by 1852 which increased total open position to 58381
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 3316.1, which was 606.40 higher than the previous day. The implied volatity was 22.70, the open interest changed by -558 which decreased total open position to 56840
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 2709.7, which was 784.70 higher than the previous day. The implied volatity was 22.93, the open interest changed by 1606 which increased total open position to 59985
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1925, which was 215.30 higher than the previous day. The implied volatity was 17.73, the open interest changed by -1023 which decreased total open position to 58394
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1709.7, which was 209.20 higher than the previous day. The implied volatity was 17.52, the open interest changed by -812 which decreased total open position to 59446
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1500.5, which was -252.00 lower than the previous day. The implied volatity was 18.04, the open interest changed by -2109 which decreased total open position to 60348
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1752.5, which was 737.50 higher than the previous day. The implied volatity was 20.17, the open interest changed by -4332 which decreased total open position to 64121
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 1015, which was 319.40 higher than the previous day. The implied volatity was 16.93, the open interest changed by 3662 which increased total open position to 73451
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 695.6, which was lower than the previous day. The implied volatity was 16.29, the open interest changed by 10560 which increased total open position to 70184
