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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 51600 CE
Delta: 0.53
Vega: 62.23
Theta: -20.01
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 924.5 -65.35 14.09 1,53,926 8,374 14,816
24 Dec 51233.00 989.85 -39.30 13.86 20,839 4,115 6,564
23 Dec 51317.60 1029.15 119.60 14.01 5,655 870 2,457
20 Dec 50759.20 909.55 -473.50 14.71 4,370 492 1,609
19 Dec 51575.70 1383.05 -338.95 15.50 4,576 1,112 1,131
18 Dec 52139.55 1722 -578.00 14.52 21 3 19
17 Dec 52834.80 2300 -300.00 16.85 3 0 13
16 Dec 53581.35 2600 0.00 0.00 0 0 0
13 Dec 53583.80 2600 -438.05 - 3 0 13
12 Dec 53216.45 3038.05 0.00 0.00 0 0 0
11 Dec 53391.35 3038.05 0.00 0.00 0 0 0
10 Dec 53577.70 3038.05 0.00 0.00 0 0 0
9 Dec 53407.75 3038.05 0.00 0.00 0 0 0
6 Dec 53509.50 3038.05 0.00 0.00 0 1 0
5 Dec 53603.55 3038.05 443.05 14.24 2 1 13
4 Dec 53266.90 2595 378.65 11.30 7 -2 13
3 Dec 52695.75 2216.35 211.75 12.55 9 2 15
2 Dec 52109.00 2004.6 131.05 14.96 23 4 14
29 Nov 52055.60 1873.55 10.90 13.36 5 1 11
28 Nov 51906.85 1862.65 -47.80 13.35 13 4 10
27 Nov 52301.80 1910.45 39.15 10.68 2 1 5
26 Nov 52191.50 1871.3 0.00 0.00 0 0 0
25 Nov 52207.50 1871.3 435.70 10.80 2 0 4
22 Nov 51135.40 1435.6 518.25 13.66 6 0 4
21 Nov 50372.90 917.35 -364.70 11.49 8 0 4
19 Nov 50626.50 1282.05 79.90 15.12 1 0 4
18 Nov 50363.80 1202.15 170.15 14.65 1 0 4
14 Nov 50179.55 1032 -94.05 12.81 6 2 5
13 Nov 50088.35 1126.05 -1599.00 13.41 5 3 3
12 Nov 51157.80 2725.05 0.00 - 0 0 0
11 Nov 51876.75 2725.05 0.00 - 0 0 0
8 Nov 51561.20 2725.05 0.00 - 0 0 0
7 Nov 51916.50 2725.05 0.00 - 0 0 0
6 Nov 52317.40 2725.05 0.00 - 0 0 0
5 Nov 52207.25 2725.05 0.00 - 0 0 0
4 Nov 51215.25 2725.05 0.00 - 0 0 0
1 Nov 51673.90 2725.05 0.00 - 0 0 0
31 Oct 51559.20 2725.05 - 0 0 0


For Nifty Bank - strike price 51600 expiring on 29JAN2025

Delta for 51600 CE is 0.53

Historical price for 51600 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 924.5, which was -65.35 lower than the previous day. The implied volatity was 14.09, the open interest changed by 8374 which increased total open position to 14816


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 989.85, which was -39.30 lower than the previous day. The implied volatity was 13.86, the open interest changed by 4115 which increased total open position to 6564


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1029.15, which was 119.60 higher than the previous day. The implied volatity was 14.01, the open interest changed by 870 which increased total open position to 2457


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 909.55, which was -473.50 lower than the previous day. The implied volatity was 14.71, the open interest changed by 492 which increased total open position to 1609


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1383.05, which was -338.95 lower than the previous day. The implied volatity was 15.50, the open interest changed by 1112 which increased total open position to 1131


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1722, which was -578.00 lower than the previous day. The implied volatity was 14.52, the open interest changed by 3 which increased total open position to 19


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2300, which was -300.00 lower than the previous day. The implied volatity was 16.85, the open interest changed by 0 which decreased total open position to 13


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2600, 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 2600, which was -438.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3038.05, 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 3038.05, 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 3038.05, 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 3038.05, 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 3038.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3038.05, which was 443.05 higher than the previous day. The implied volatity was 14.24, the open interest changed by 1 which increased total open position to 13


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2595, which was 378.65 higher than the previous day. The implied volatity was 11.30, the open interest changed by -2 which decreased total open position to 13


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2216.35, which was 211.75 higher than the previous day. The implied volatity was 12.55, the open interest changed by 2 which increased total open position to 15


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2004.6, which was 131.05 higher than the previous day. The implied volatity was 14.96, the open interest changed by 4 which increased total open position to 14


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1873.55, which was 10.90 higher than the previous day. The implied volatity was 13.36, the open interest changed by 1 which increased total open position to 11


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1862.65, which was -47.80 lower than the previous day. The implied volatity was 13.35, the open interest changed by 4 which increased total open position to 10


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1910.45, which was 39.15 higher than the previous day. The implied volatity was 10.68, the open interest changed by 1 which increased total open position to 5


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1871.3, 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 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1871.3, which was 435.70 higher than the previous day. The implied volatity was 10.80, the open interest changed by 0 which decreased total open position to 4


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1435.6, which was 518.25 higher than the previous day. The implied volatity was 13.66, the open interest changed by 0 which decreased total open position to 4


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 917.35, which was -364.70 lower than the previous day. The implied volatity was 11.49, the open interest changed by 0 which decreased total open position to 4


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1282.05, which was 79.90 higher than the previous day. The implied volatity was 15.12, the open interest changed by 0 which decreased total open position to 4


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1202.15, which was 170.15 higher than the previous day. The implied volatity was 14.65, the open interest changed by 0 which decreased total open position to 4


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1032, which was -94.05 lower than the previous day. The implied volatity was 12.81, the open interest changed by 2 which increased total open position to 5


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1126.05, which was -1599.00 lower than the previous day. The implied volatity was 13.41, the open interest changed by 3 which increased total open position to 3


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2725.05, 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 2725.05, 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 2725.05, 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 2725.05, 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 2725.05, 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 2725.05, 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 2725.05, 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 2725.05, 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 2725.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 51600 PE
Delta: -0.48
Vega: 62.24
Theta: -7.54
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 940.05 124.60 15.81 1,65,006 5,157 12,533
24 Dec 51233.00 815.45 -58.70 14.25 20,281 5,108 7,433
23 Dec 51317.60 874.15 -333.60 15.13 4,459 655 2,243
20 Dec 50759.20 1207.75 367.95 16.64 2,909 345 1,592
19 Dec 51575.70 839.8 214.85 16.16 5,330 620 1,248
18 Dec 52139.55 624.95 158.95 16.08 846 139 621
17 Dec 52834.80 466 135.15 16.13 496 -38 482
16 Dec 53581.35 330.85 5.90 16.40 235 -76 520
13 Dec 53583.80 324.95 -62.65 16.41 483 -38 596
12 Dec 53216.45 387.6 11.60 15.98 13 2 637
11 Dec 53391.35 376 -30.85 16.29 49 2 634
10 Dec 53577.70 406.85 21.25 17.53 134 81 632
9 Dec 53407.75 385.6 -24.80 16.36 59 24 551
6 Dec 53509.50 410.4 -19.50 16.73 379 190 528
5 Dec 53603.55 429.9 -68.65 17.35 279 94 324
4 Dec 53266.90 498.55 -140.95 17.05 380 -88 230
3 Dec 52695.75 639.5 -164.95 16.88 209 55 319
2 Dec 52109.00 804.45 13.45 16.74 448 31 264
29 Nov 52055.60 791 -55.00 15.92 317 144 230
28 Nov 51906.85 846 115.60 16.38 66 36 85
27 Nov 52301.80 730.4 -65.00 16.15 43 37 50
26 Nov 52191.50 795.4 -14.70 16.44 6 3 13
25 Nov 52207.50 810.1 -810.55 16.61 12 4 6
22 Nov 51135.40 1620.65 0.00 0.00 0 0 0
21 Nov 50372.90 1620.65 0.00 0.00 0 0 0
19 Nov 50626.50 1620.65 0.00 0.00 0 0 0
18 Nov 50363.80 1620.65 0.00 0.00 0 0 0
14 Nov 50179.55 1620.65 705.65 15.87 1 0 2
13 Nov 50088.35 915 0.00 0.00 0 0 0
12 Nov 51157.80 915 0.00 12.76 2 0 2
11 Nov 51876.75 915 -674.45 15.61 2 1 1
8 Nov 51561.20 1589.45 0.00 1.05 0 0 0
7 Nov 51916.50 1589.45 0.00 1.41 0 0 0
6 Nov 52317.40 1589.45 0.00 1.79 0 0 0
5 Nov 52207.25 1589.45 0.00 1.54 0 0 0
4 Nov 51215.25 1589.45 0.00 0.80 0 0 0
1 Nov 51673.90 1589.45 0.00 1.24 0 0 0
31 Oct 51559.20 1589.45 - 0 0 0


For Nifty Bank - strike price 51600 expiring on 29JAN2025

Delta for 51600 PE is -0.48

Historical price for 51600 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 940.05, which was 124.60 higher than the previous day. The implied volatity was 15.81, the open interest changed by 5157 which increased total open position to 12533


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 815.45, which was -58.70 lower than the previous day. The implied volatity was 14.25, the open interest changed by 5108 which increased total open position to 7433


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 874.15, which was -333.60 lower than the previous day. The implied volatity was 15.13, the open interest changed by 655 which increased total open position to 2243


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1207.75, which was 367.95 higher than the previous day. The implied volatity was 16.64, the open interest changed by 345 which increased total open position to 1592


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 839.8, which was 214.85 higher than the previous day. The implied volatity was 16.16, the open interest changed by 620 which increased total open position to 1248


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 624.95, which was 158.95 higher than the previous day. The implied volatity was 16.08, the open interest changed by 139 which increased total open position to 621


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 466, which was 135.15 higher than the previous day. The implied volatity was 16.13, the open interest changed by -38 which decreased total open position to 482


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 330.85, which was 5.90 higher than the previous day. The implied volatity was 16.40, the open interest changed by -76 which decreased total open position to 520


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 324.95, which was -62.65 lower than the previous day. The implied volatity was 16.41, the open interest changed by -38 which decreased total open position to 596


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 387.6, which was 11.60 higher than the previous day. The implied volatity was 15.98, the open interest changed by 2 which increased total open position to 637


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 376, which was -30.85 lower than the previous day. The implied volatity was 16.29, the open interest changed by 2 which increased total open position to 634


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 406.85, which was 21.25 higher than the previous day. The implied volatity was 17.53, the open interest changed by 81 which increased total open position to 632


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 385.6, which was -24.80 lower than the previous day. The implied volatity was 16.36, the open interest changed by 24 which increased total open position to 551


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 410.4, which was -19.50 lower than the previous day. The implied volatity was 16.73, the open interest changed by 190 which increased total open position to 528


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 429.9, which was -68.65 lower than the previous day. The implied volatity was 17.35, the open interest changed by 94 which increased total open position to 324


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 498.55, which was -140.95 lower than the previous day. The implied volatity was 17.05, the open interest changed by -88 which decreased total open position to 230


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 639.5, which was -164.95 lower than the previous day. The implied volatity was 16.88, the open interest changed by 55 which increased total open position to 319


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 804.45, which was 13.45 higher than the previous day. The implied volatity was 16.74, the open interest changed by 31 which increased total open position to 264


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 791, which was -55.00 lower than the previous day. The implied volatity was 15.92, the open interest changed by 144 which increased total open position to 230


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 846, which was 115.60 higher than the previous day. The implied volatity was 16.38, the open interest changed by 36 which increased total open position to 85


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 730.4, which was -65.00 lower than the previous day. The implied volatity was 16.15, the open interest changed by 37 which increased total open position to 50


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 795.4, which was -14.70 lower than the previous day. The implied volatity was 16.44, the open interest changed by 3 which increased total open position to 13


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 810.1, which was -810.55 lower than the previous day. The implied volatity was 16.61, the open interest changed by 4 which increased total open position to 6


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1620.65, 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 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1620.65, 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 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1620.65, 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 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1620.65, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1620.65, which was 705.65 higher than the previous day. The implied volatity was 15.87, the open interest changed by 0 which decreased total open position to 2


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 915, 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 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 915, which was 0.00 lower than the previous day. The implied volatity was 12.76, the open interest changed by 0 which decreased total open position to 2


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 915, which was -674.45 lower than the previous day. The implied volatity was 15.61, the open interest changed by 1 which increased total open position to 1


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1589.45, which was 0.00 lower than the previous day. The implied volatity was 1.05, 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 1589.45, which was 0.00 lower than the previous day. The implied volatity was 1.41, 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 1589.45, which was 0.00 lower than the previous day. The implied volatity was 1.79, 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 1589.45, which was 0.00 lower than the previous day. The implied volatity was 1.54, 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 1589.45, which was 0.00 lower than the previous day. The implied volatity was 0.80, 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 1589.45, which was 0.00 lower than the previous day. The implied volatity was 1.24, 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 1589.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to