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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 51500 CE
Delta: 0.54
Vega: 61.99
Theta: -20.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 974.5 -70.50 14.07 2,93,528 16,896 55,030
24 Dec 51233.00 1045 -45.00 13.81 95,331 18,666 38,870
23 Dec 51317.60 1090 134.00 14.13 39,888 1,549 21,760
20 Dec 50759.20 956 -505.05 14.77 41,373 10,830 20,343
19 Dec 51575.70 1461.05 -378.95 15.81 24,229 7,849 9,406
18 Dec 52139.55 1840 -526.70 15.34 1,583 -15 1,542
17 Dec 52834.80 2366.7 -452.55 16.77 222 58 1,558
16 Dec 53581.35 2819.25 3.15 14.28 155 62 1,500
13 Dec 53583.80 2816.1 131.10 8.83 260 17 1,462
12 Dec 53216.45 2685 -105.00 14.51 107 -10 1,446
11 Dec 53391.35 2790 -115.65 13.43 87 -45 1,456
10 Dec 53577.70 2905.65 105.75 11.04 79 44 1,501
9 Dec 53407.75 2799.9 -140.10 12.31 151 -41 1,456
6 Dec 53509.50 2940 -56.85 12.90 60 -9 1,498
5 Dec 53603.55 2996.85 286.85 11.46 292 -30 1,508
4 Dec 53266.90 2710 394.80 11.98 337 -62 1,543
3 Dec 52695.75 2315.2 334.45 12.94 615 -39 1,608
2 Dec 52109.00 1980.75 40.40 13.73 1,344 -19 1,649
29 Nov 52055.60 1940.35 -35.75 13.37 1,606 190 1,667
28 Nov 51906.85 1976.1 -105.50 13.99 776 215 1,481
27 Nov 52301.80 2081.6 62.55 12.13 360 67 1,265
26 Nov 52191.50 2019.05 -36.70 12.23 297 21 1,199
25 Nov 52207.50 2055.75 568.80 12.39 1,620 311 1,179
22 Nov 51135.40 1486.95 355.75 13.63 946 195 1,063
21 Nov 50372.90 1131.2 -38.80 13.41 950 139 868
19 Nov 50626.50 1170 71.65 13.33 147 68 740
18 Nov 50363.80 1098.35 17.55 12.98 208 7 672
14 Nov 50179.55 1080.8 -142.65 12.98 447 123 666
13 Nov 50088.35 1223.45 -446.50 13.98 1,299 369 546
12 Nov 51157.80 1669.95 -375.05 13.72 135 48 179
11 Nov 51876.75 2045 135.55 12.74 88 0 130
8 Nov 51561.20 1909.45 -390.50 12.87 61 33 125
7 Nov 51916.50 2299.95 -204.80 14.30 28 2 93
6 Nov 52317.40 2504.75 110.45 12.28 24 3 97
5 Nov 52207.25 2394.3 468.70 13.30 108 70 81
4 Nov 51215.25 1925.6 -204.40 14.37 14 7 9
1 Nov 51673.90 2130 -650.90 13.01 2 1 1
31 Oct 51559.20 2780.90 - 0 0 0


For Nifty Bank - strike price 51500 expiring on 29JAN2025

Delta for 51500 CE is 0.54

Historical price for 51500 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 974.5, which was -70.50 lower than the previous day. The implied volatity was 14.07, the open interest changed by 16896 which increased total open position to 55030


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1045, which was -45.00 lower than the previous day. The implied volatity was 13.81, the open interest changed by 18666 which increased total open position to 38870


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1090, which was 134.00 higher than the previous day. The implied volatity was 14.13, the open interest changed by 1549 which increased total open position to 21760


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 956, which was -505.05 lower than the previous day. The implied volatity was 14.77, the open interest changed by 10830 which increased total open position to 20343


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1461.05, which was -378.95 lower than the previous day. The implied volatity was 15.81, the open interest changed by 7849 which increased total open position to 9406


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1840, which was -526.70 lower than the previous day. The implied volatity was 15.34, the open interest changed by -15 which decreased total open position to 1542


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2366.7, which was -452.55 lower than the previous day. The implied volatity was 16.77, the open interest changed by 58 which increased total open position to 1558


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2819.25, which was 3.15 higher than the previous day. The implied volatity was 14.28, the open interest changed by 62 which increased total open position to 1500


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2816.1, which was 131.10 higher than the previous day. The implied volatity was 8.83, the open interest changed by 17 which increased total open position to 1462


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2685, which was -105.00 lower than the previous day. The implied volatity was 14.51, the open interest changed by -10 which decreased total open position to 1446


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2790, which was -115.65 lower than the previous day. The implied volatity was 13.43, the open interest changed by -45 which decreased total open position to 1456


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2905.65, which was 105.75 higher than the previous day. The implied volatity was 11.04, the open interest changed by 44 which increased total open position to 1501


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2799.9, which was -140.10 lower than the previous day. The implied volatity was 12.31, the open interest changed by -41 which decreased total open position to 1456


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2940, which was -56.85 lower than the previous day. The implied volatity was 12.90, the open interest changed by -9 which decreased total open position to 1498


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2996.85, which was 286.85 higher than the previous day. The implied volatity was 11.46, the open interest changed by -30 which decreased total open position to 1508


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2710, which was 394.80 higher than the previous day. The implied volatity was 11.98, the open interest changed by -62 which decreased total open position to 1543


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2315.2, which was 334.45 higher than the previous day. The implied volatity was 12.94, the open interest changed by -39 which decreased total open position to 1608


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1980.75, which was 40.40 higher than the previous day. The implied volatity was 13.73, the open interest changed by -19 which decreased total open position to 1649


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1940.35, which was -35.75 lower than the previous day. The implied volatity was 13.37, the open interest changed by 190 which increased total open position to 1667


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1976.1, which was -105.50 lower than the previous day. The implied volatity was 13.99, the open interest changed by 215 which increased total open position to 1481


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2081.6, which was 62.55 higher than the previous day. The implied volatity was 12.13, the open interest changed by 67 which increased total open position to 1265


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2019.05, which was -36.70 lower than the previous day. The implied volatity was 12.23, the open interest changed by 21 which increased total open position to 1199


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2055.75, which was 568.80 higher than the previous day. The implied volatity was 12.39, the open interest changed by 311 which increased total open position to 1179


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1486.95, which was 355.75 higher than the previous day. The implied volatity was 13.63, the open interest changed by 195 which increased total open position to 1063


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1131.2, which was -38.80 lower than the previous day. The implied volatity was 13.41, the open interest changed by 139 which increased total open position to 868


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1170, which was 71.65 higher than the previous day. The implied volatity was 13.33, the open interest changed by 68 which increased total open position to 740


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1098.35, which was 17.55 higher than the previous day. The implied volatity was 12.98, the open interest changed by 7 which increased total open position to 672


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1080.8, which was -142.65 lower than the previous day. The implied volatity was 12.98, the open interest changed by 123 which increased total open position to 666


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1223.45, which was -446.50 lower than the previous day. The implied volatity was 13.98, the open interest changed by 369 which increased total open position to 546


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1669.95, which was -375.05 lower than the previous day. The implied volatity was 13.72, the open interest changed by 48 which increased total open position to 179


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2045, which was 135.55 higher than the previous day. The implied volatity was 12.74, the open interest changed by 0 which decreased total open position to 130


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1909.45, which was -390.50 lower than the previous day. The implied volatity was 12.87, the open interest changed by 33 which increased total open position to 125


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2299.95, which was -204.80 lower than the previous day. The implied volatity was 14.30, the open interest changed by 2 which increased total open position to 93


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2504.75, which was 110.45 higher than the previous day. The implied volatity was 12.28, the open interest changed by 3 which increased total open position to 97


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2394.3, which was 468.70 higher than the previous day. The implied volatity was 13.30, the open interest changed by 70 which increased total open position to 81


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1925.6, which was -204.40 lower than the previous day. The implied volatity was 14.37, the open interest changed by 7 which increased total open position to 9


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 2130, which was -650.90 lower than the previous day. The implied volatity was 13.01, the open interest changed by 1 which increased total open position to 1


On 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 2780.90, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 51500 PE
Delta: -0.46
Vega: 62.04
Theta: -7.71
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 890 120.00 15.78 3,62,088 12,271 56,277
24 Dec 51233.00 770 -61.00 14.26 1,02,411 22,180 44,420
23 Dec 51317.60 831 -319.20 15.17 43,947 2,904 23,794
20 Dec 50759.20 1150.2 365.10 16.56 39,102 4,843 20,919
19 Dec 51575.70 785.1 194.45 15.96 36,639 2,812 16,007
18 Dec 52139.55 590.65 132.20 16.07 19,410 1,330 13,297
17 Dec 52834.80 458.45 144.45 16.46 17,637 2,336 11,977
16 Dec 53581.35 314 7.50 16.47 9,575 981 9,640
13 Dec 53583.80 306.5 -78.35 16.43 16,244 525 8,632
12 Dec 53216.45 384.85 4.85 16.32 4,957 -442 8,108
11 Dec 53391.35 380 -11.95 16.76 5,767 441 8,779
10 Dec 53577.70 391.95 -25.95 17.65 3,053 1,347 8,357
9 Dec 53407.75 417.9 24.15 17.31 4,567 500 7,009
6 Dec 53509.50 393.75 -19.05 16.82 13,933 3,545 6,601
5 Dec 53603.55 412.8 -58.50 17.42 4,333 1,059 3,082
4 Dec 53266.90 471.3 -140.65 17.00 3,962 -127 2,024
3 Dec 52695.75 611.95 -149.00 16.91 3,658 98 2,151
2 Dec 52109.00 760.95 5.75 16.62 2,731 467 2,074
29 Nov 52055.60 755.2 -35.35 15.92 2,104 94 1,648
28 Nov 51906.85 790.55 105.55 16.13 2,148 282 1,578
27 Nov 52301.80 685 -79.55 15.98 1,397 -46 1,316
26 Nov 52191.50 764.55 -26.40 16.48 739 311 1,361
25 Nov 52207.50 790.95 -400.30 16.83 1,185 391 1,046
22 Nov 51135.40 1191.25 -310.70 16.56 921 -39 616
21 Nov 50372.90 1501.95 27.85 16.65 179 49 657
19 Nov 50626.50 1474.1 -61.85 16.44 767 320 608
18 Nov 50363.80 1535.95 -107.65 16.44 7 0 288
14 Nov 50179.55 1643.6 193.60 16.70 57 7 284
13 Nov 50088.35 1450 343.60 14.98 259 10 279
12 Nov 51157.80 1106.4 249.55 15.31 368 19 270
11 Nov 51876.75 856.85 -152.00 15.36 190 67 251
8 Nov 51561.20 1008.85 132.75 15.80 98 16 184
7 Nov 51916.50 876.1 95.90 15.71 205 103 171
6 Nov 52317.40 780.2 -158.30 16.32 50 21 72
5 Nov 52207.25 938.5 -222.25 17.09 54 36 52
4 Nov 51215.25 1160.75 41.80 16.10 6 4 14
1 Nov 51673.90 1118.95 68.95 17.29 5 3 10
31 Oct 51559.20 1050.00 - 7 6 6


For Nifty Bank - strike price 51500 expiring on 29JAN2025

Delta for 51500 PE is -0.46

Historical price for 51500 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 890, which was 120.00 higher than the previous day. The implied volatity was 15.78, the open interest changed by 12271 which increased total open position to 56277


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 770, which was -61.00 lower than the previous day. The implied volatity was 14.26, the open interest changed by 22180 which increased total open position to 44420


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 831, which was -319.20 lower than the previous day. The implied volatity was 15.17, the open interest changed by 2904 which increased total open position to 23794


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1150.2, which was 365.10 higher than the previous day. The implied volatity was 16.56, the open interest changed by 4843 which increased total open position to 20919


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 785.1, which was 194.45 higher than the previous day. The implied volatity was 15.96, the open interest changed by 2812 which increased total open position to 16007


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 590.65, which was 132.20 higher than the previous day. The implied volatity was 16.07, the open interest changed by 1330 which increased total open position to 13297


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 458.45, which was 144.45 higher than the previous day. The implied volatity was 16.46, the open interest changed by 2336 which increased total open position to 11977


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 314, which was 7.50 higher than the previous day. The implied volatity was 16.47, the open interest changed by 981 which increased total open position to 9640


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 306.5, which was -78.35 lower than the previous day. The implied volatity was 16.43, the open interest changed by 525 which increased total open position to 8632


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 384.85, which was 4.85 higher than the previous day. The implied volatity was 16.32, the open interest changed by -442 which decreased total open position to 8108


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 380, which was -11.95 lower than the previous day. The implied volatity was 16.76, the open interest changed by 441 which increased total open position to 8779


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 391.95, which was -25.95 lower than the previous day. The implied volatity was 17.65, the open interest changed by 1347 which increased total open position to 8357


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 417.9, which was 24.15 higher than the previous day. The implied volatity was 17.31, the open interest changed by 500 which increased total open position to 7009


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 393.75, which was -19.05 lower than the previous day. The implied volatity was 16.82, the open interest changed by 3545 which increased total open position to 6601


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 412.8, which was -58.50 lower than the previous day. The implied volatity was 17.42, the open interest changed by 1059 which increased total open position to 3082


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 471.3, which was -140.65 lower than the previous day. The implied volatity was 17.00, the open interest changed by -127 which decreased total open position to 2024


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 611.95, which was -149.00 lower than the previous day. The implied volatity was 16.91, the open interest changed by 98 which increased total open position to 2151


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 760.95, which was 5.75 higher than the previous day. The implied volatity was 16.62, the open interest changed by 467 which increased total open position to 2074


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 755.2, which was -35.35 lower than the previous day. The implied volatity was 15.92, the open interest changed by 94 which increased total open position to 1648


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 790.55, which was 105.55 higher than the previous day. The implied volatity was 16.13, the open interest changed by 282 which increased total open position to 1578


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 685, which was -79.55 lower than the previous day. The implied volatity was 15.98, the open interest changed by -46 which decreased total open position to 1316


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 764.55, which was -26.40 lower than the previous day. The implied volatity was 16.48, the open interest changed by 311 which increased total open position to 1361


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 790.95, which was -400.30 lower than the previous day. The implied volatity was 16.83, the open interest changed by 391 which increased total open position to 1046


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1191.25, which was -310.70 lower than the previous day. The implied volatity was 16.56, the open interest changed by -39 which decreased total open position to 616


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1501.95, which was 27.85 higher than the previous day. The implied volatity was 16.65, the open interest changed by 49 which increased total open position to 657


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1474.1, which was -61.85 lower than the previous day. The implied volatity was 16.44, the open interest changed by 320 which increased total open position to 608


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1535.95, which was -107.65 lower than the previous day. The implied volatity was 16.44, the open interest changed by 0 which decreased total open position to 288


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1643.6, which was 193.60 higher than the previous day. The implied volatity was 16.70, the open interest changed by 7 which increased total open position to 284


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1450, which was 343.60 higher than the previous day. The implied volatity was 14.98, the open interest changed by 10 which increased total open position to 279


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1106.4, which was 249.55 higher than the previous day. The implied volatity was 15.31, the open interest changed by 19 which increased total open position to 270


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 856.85, which was -152.00 lower than the previous day. The implied volatity was 15.36, the open interest changed by 67 which increased total open position to 251


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1008.85, which was 132.75 higher than the previous day. The implied volatity was 15.80, the open interest changed by 16 which increased total open position to 184


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 876.1, which was 95.90 higher than the previous day. The implied volatity was 15.71, the open interest changed by 103 which increased total open position to 171


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 780.2, which was -158.30 lower than the previous day. The implied volatity was 16.32, the open interest changed by 21 which increased total open position to 72


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 938.5, which was -222.25 lower than the previous day. The implied volatity was 17.09, the open interest changed by 36 which increased total open position to 52


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1160.75, which was 41.80 higher than the previous day. The implied volatity was 16.10, the open interest changed by 4 which increased total open position to 14


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1118.95, which was 68.95 higher than the previous day. The implied volatity was 17.29, the open interest changed by 3 which increased total open position to 10


On 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 1050.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to