BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 51600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 2.75
Theta: -5.60
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 48367.80 | 9.4 | -9.15 | 23.46 | 1,42,070 | -783 | 34,337 | |||
| 23 Jan | 48589.00 | 18 | -13.50 | 22.31 | 1,19,236 | 3,446 | 34,935 | |||
| 22 Jan | 48724.40 | 31.5 | -14.65 | 21.89 | 1,09,645 | 3,525 | 31,421 | |||
| 21 Jan | 48570.90 | 46.15 | -35.40 | 23.20 | 78,982 | 498 | 27,902 | |||
| 20 Jan | 49350.80 | 81.55 | 31.55 | 20.06 | 1,25,080 | -3,828 | 27,454 | |||
| 17 Jan | 48540.60 | 50 | -57.00 | 19.75 | 1,03,181 | 3,768 | 31,518 | |||
| 16 Jan | 49278.70 | 107 | 32.65 | 17.67 | 94,030 | -1,951 | 27,913 | |||
| 15 Jan | 48751.70 | 74.35 | -23.60 | 18.75 | 50,414 | 581 | 30,067 | |||
| 14 Jan | 48729.15 | 97.95 | 31.15 | 18.84 | 82,448 | 186 | 29,709 | |||
| 13 Jan | 48041.25 | 66.8 | -30.75 | 20.73 | 83,912 | 368 | 29,712 | |||
| 10 Jan | 48734.15 | 97.55 | -106.65 | 17.13 | 62,052 | 1,588 | 29,422 | |||
| 9 Jan | 49503.50 | 204.2 | -77.80 | 16.38 | 40,243 | 1,536 | 27,825 | |||
| 8 Jan | 49835.05 | 282 | -97.55 | 16.37 | 59,104 | 1,434 | 26,281 | |||
| 7 Jan | 50202.15 | 379.55 | -2.45 | 16.02 | 72,332 | -321 | 24,979 | |||
| 6 Jan | 49922.00 | 382 | -300.50 | 17.09 | 76,530 | 1,520 | 25,576 | |||
|
|
||||||||||
| 3 Jan | 50988.80 | 682.5 | -331.90 | 14.46 | 1,72,288 | 10,087 | 25,188 | |||
| 2 Jan | 51605.55 | 1014.4 | 14.04 | 1,42,440 | 3,218 | 15,016 | ||||
For Nifty Bank - strike price 51600 expiring on 30JAN2025
Delta for 51600 CE is 0.02
Historical price for 51600 CE is as follows
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 9.4, which was -9.15 lower than the previous day. The implied volatity was 23.46, the open interest changed by -783 which decreased total open position to 34337
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 18, which was -13.50 lower than the previous day. The implied volatity was 22.31, the open interest changed by 3446 which increased total open position to 34935
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 31.5, which was -14.65 lower than the previous day. The implied volatity was 21.89, the open interest changed by 3525 which increased total open position to 31421
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 46.15, which was -35.40 lower than the previous day. The implied volatity was 23.20, the open interest changed by 498 which increased total open position to 27902
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 81.55, which was 31.55 higher than the previous day. The implied volatity was 20.06, the open interest changed by -3828 which decreased total open position to 27454
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 50, which was -57.00 lower than the previous day. The implied volatity was 19.75, the open interest changed by 3768 which increased total open position to 31518
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 107, which was 32.65 higher than the previous day. The implied volatity was 17.67, the open interest changed by -1951 which decreased total open position to 27913
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 74.35, which was -23.60 lower than the previous day. The implied volatity was 18.75, the open interest changed by 581 which increased total open position to 30067
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 97.95, which was 31.15 higher than the previous day. The implied volatity was 18.84, the open interest changed by 186 which increased total open position to 29709
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 66.8, which was -30.75 lower than the previous day. The implied volatity was 20.73, the open interest changed by 368 which increased total open position to 29712
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 97.55, which was -106.65 lower than the previous day. The implied volatity was 17.13, the open interest changed by 1588 which increased total open position to 29422
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 204.2, which was -77.80 lower than the previous day. The implied volatity was 16.38, the open interest changed by 1536 which increased total open position to 27825
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 282, which was -97.55 lower than the previous day. The implied volatity was 16.37, the open interest changed by 1434 which increased total open position to 26281
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 379.55, which was -2.45 lower than the previous day. The implied volatity was 16.02, the open interest changed by -321 which decreased total open position to 24979
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 382, which was -300.50 lower than the previous day. The implied volatity was 17.09, the open interest changed by 1520 which increased total open position to 25576
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 682.5, which was -331.90 lower than the previous day. The implied volatity was 14.46, the open interest changed by 10087 which increased total open position to 25188
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 1014.4, which was lower than the previous day. The implied volatity was 14.04, the open interest changed by 3218 which increased total open position to 15016
| BANKNIFTY 30JAN2025 51600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 9.09
Theta: -13.03
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 48367.80 | 3245.35 | 322.3 | 34.48 | 214 | -66 | 10,093 |
| 23 Jan | 48589.00 | 2920.8 | 165.00 | 21.76 | 120 | -77 | 10,162 |
| 22 Jan | 48724.40 | 2755.8 | -106.00 | 22.30 | 549 | -323 | 10,245 |
| 21 Jan | 48570.90 | 2861.8 | 656.90 | 18.18 | 20,072 | -7,753 | 10,569 |
| 20 Jan | 49350.80 | 2204.9 | -758.40 | 20.26 | 7,596 | 6,061 | 18,324 |
| 17 Jan | 48540.60 | 2963.3 | 747.60 | 23.23 | 82 | -15 | 12,264 |
| 16 Jan | 49278.70 | 2215.7 | -555.15 | 21.72 | 309 | -72 | 12,279 |
| 15 Jan | 48751.70 | 2770.85 | 178.65 | 23.32 | 122 | -3 | 12,351 |
| 14 Jan | 48729.15 | 2592.2 | -800.80 | 19.04 | 465 | -176 | 12,356 |
| 13 Jan | 48041.25 | 3393 | 577.50 | 21.84 | 489 | -138 | 12,535 |
| 10 Jan | 48734.15 | 2815.5 | 815.60 | 23.89 | 409 | -29 | 12,671 |
| 9 Jan | 49503.50 | 1999.9 | 219.10 | 17.61 | 541 | -277 | 12,701 |
| 8 Jan | 49835.05 | 1780.8 | 207.15 | 17.44 | 2,255 | -459 | 12,995 |
| 7 Jan | 50202.15 | 1573.65 | -261.30 | 18.15 | 3,630 | -778 | 13,455 |
| 6 Jan | 49922.00 | 1834.95 | 768.95 | 20.46 | 12,925 | -1,251 | 14,261 |
| 3 Jan | 50988.80 | 1066 | 329.00 | 16.88 | 1,64,095 | -784 | 15,801 |
| 2 Jan | 51605.55 | 737 | 16.27 | 1,20,791 | 4,677 | 17,015 | |
For Nifty Bank - strike price 51600 expiring on 30JAN2025
Delta for 51600 PE is -0.92
Historical price for 51600 PE is as follows
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 3245.35, which was 322.3 higher than the previous day. The implied volatity was 34.48, the open interest changed by -66 which decreased total open position to 10093
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 2920.8, which was 165.00 higher than the previous day. The implied volatity was 21.76, the open interest changed by -77 which decreased total open position to 10162
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 2755.8, which was -106.00 lower than the previous day. The implied volatity was 22.30, the open interest changed by -323 which decreased total open position to 10245
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 2861.8, which was 656.90 higher than the previous day. The implied volatity was 18.18, the open interest changed by -7753 which decreased total open position to 10569
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 2204.9, which was -758.40 lower than the previous day. The implied volatity was 20.26, the open interest changed by 6061 which increased total open position to 18324
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 2963.3, which was 747.60 higher than the previous day. The implied volatity was 23.23, the open interest changed by -15 which decreased total open position to 12264
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 2215.7, which was -555.15 lower than the previous day. The implied volatity was 21.72, the open interest changed by -72 which decreased total open position to 12279
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 2770.85, which was 178.65 higher than the previous day. The implied volatity was 23.32, the open interest changed by -3 which decreased total open position to 12351
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 2592.2, which was -800.80 lower than the previous day. The implied volatity was 19.04, the open interest changed by -176 which decreased total open position to 12356
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 3393, which was 577.50 higher than the previous day. The implied volatity was 21.84, the open interest changed by -138 which decreased total open position to 12535
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 2815.5, which was 815.60 higher than the previous day. The implied volatity was 23.89, the open interest changed by -29 which decreased total open position to 12671
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 1999.9, which was 219.10 higher than the previous day. The implied volatity was 17.61, the open interest changed by -277 which decreased total open position to 12701
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1780.8, which was 207.15 higher than the previous day. The implied volatity was 17.44, the open interest changed by -459 which decreased total open position to 12995
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1573.65, which was -261.30 lower than the previous day. The implied volatity was 18.15, the open interest changed by -778 which decreased total open position to 13455
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1834.95, which was 768.95 higher than the previous day. The implied volatity was 20.46, the open interest changed by -1251 which decreased total open position to 14261
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 1066, which was 329.00 higher than the previous day. The implied volatity was 16.88, the open interest changed by -784 which decreased total open position to 15801
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 737, which was lower than the previous day. The implied volatity was 16.27, the open interest changed by 4677 which increased total open position to 17015
