BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 51700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 2.54
Theta: -5.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 48367.80 | 8.6 | -8.55 | 23.76 | 1,33,059 | -685 | 32,934 | |||
| 23 Jan | 48589.00 | 16.65 | -12.00 | 22.62 | 1,07,274 | -1,134 | 33,644 | |||
| 22 Jan | 48724.40 | 28.65 | -15.20 | 22.10 | 1,13,486 | 1,916 | 35,016 | |||
| 21 Jan | 48570.90 | 43.85 | -29.85 | 23.55 | 80,536 | 1,859 | 33,154 | |||
| 20 Jan | 49350.80 | 73.7 | 25.20 | 20.17 | 1,06,296 | -1,544 | 31,257 | |||
| 17 Jan | 48540.60 | 48.5 | -47.55 | 20.13 | 1,06,543 | 6,265 | 33,053 | |||
| 16 Jan | 49278.70 | 96.05 | 25.55 | 17.70 | 75,925 | -603 | 26,716 | |||
| 15 Jan | 48751.70 | 70.5 | -23.30 | 19.01 | 50,735 | -998 | 27,122 | |||
| 14 Jan | 48729.15 | 93.8 | 33.05 | 19.14 | 71,299 | 3,750 | 28,541 | |||
| 13 Jan | 48041.25 | 60.75 | -27.30 | 20.74 | 76,229 | -1,334 | 24,857 | |||
| 10 Jan | 48734.15 | 88.05 | -100.25 | 17.13 | 65,185 | 68 | 26,726 | |||
| 9 Jan | 49503.50 | 188.3 | -70.70 | 16.43 | 44,073 | 916 | 26,689 | |||
| 8 Jan | 49835.05 | 259 | -96.55 | 16.35 | 58,076 | 529 | 25,748 | |||
| 7 Jan | 50202.15 | 355.55 | -4.45 | 16.11 | 76,080 | -501 | 25,243 | |||
| 6 Jan | 49922.00 | 360 | -287.75 | 17.19 | 71,860 | -466 | 25,908 | |||
| 3 Jan | 50988.80 | 647.75 | -300.60 | 14.57 | 1,20,816 | 10,187 | 26,505 | |||
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| 2 Jan | 51605.55 | 948.35 | 13.86 | 1,03,231 | 1,119 | 16,464 | ||||
For Nifty Bank - strike price 51700 expiring on 30JAN2025
Delta for 51700 CE is 0.02
Historical price for 51700 CE is as follows
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 8.6, which was -8.55 lower than the previous day. The implied volatity was 23.76, the open interest changed by -685 which decreased total open position to 32934
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 16.65, which was -12.00 lower than the previous day. The implied volatity was 22.62, the open interest changed by -1134 which decreased total open position to 33644
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 28.65, which was -15.20 lower than the previous day. The implied volatity was 22.10, the open interest changed by 1916 which increased total open position to 35016
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 43.85, which was -29.85 lower than the previous day. The implied volatity was 23.55, the open interest changed by 1859 which increased total open position to 33154
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 73.7, which was 25.20 higher than the previous day. The implied volatity was 20.17, the open interest changed by -1544 which decreased total open position to 31257
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 48.5, which was -47.55 lower than the previous day. The implied volatity was 20.13, the open interest changed by 6265 which increased total open position to 33053
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 96.05, which was 25.55 higher than the previous day. The implied volatity was 17.70, the open interest changed by -603 which decreased total open position to 26716
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 70.5, which was -23.30 lower than the previous day. The implied volatity was 19.01, the open interest changed by -998 which decreased total open position to 27122
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 93.8, which was 33.05 higher than the previous day. The implied volatity was 19.14, the open interest changed by 3750 which increased total open position to 28541
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 60.75, which was -27.30 lower than the previous day. The implied volatity was 20.74, the open interest changed by -1334 which decreased total open position to 24857
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 88.05, which was -100.25 lower than the previous day. The implied volatity was 17.13, the open interest changed by 68 which increased total open position to 26726
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 188.3, which was -70.70 lower than the previous day. The implied volatity was 16.43, the open interest changed by 916 which increased total open position to 26689
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 259, which was -96.55 lower than the previous day. The implied volatity was 16.35, the open interest changed by 529 which increased total open position to 25748
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 355.55, which was -4.45 lower than the previous day. The implied volatity was 16.11, the open interest changed by -501 which decreased total open position to 25243
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 360, which was -287.75 lower than the previous day. The implied volatity was 17.19, the open interest changed by -466 which decreased total open position to 25908
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 647.75, which was -300.60 lower than the previous day. The implied volatity was 14.57, the open interest changed by 10187 which increased total open position to 26505
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 948.35, which was lower than the previous day. The implied volatity was 13.86, the open interest changed by 1119 which increased total open position to 16464
| BANKNIFTY 30JAN2025 51700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 8.86
Theta: -12.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 48367.80 | 3343.5 | 321.45 | 35.09 | 140 | -3 | 13,831 |
| 23 Jan | 48589.00 | 3020 | 156.25 | 21.88 | 16 | -3 | 13,834 |
| 22 Jan | 48724.40 | 2863.75 | -81.25 | 23.95 | 180 | -22 | 13,837 |
| 21 Jan | 48570.90 | 2945 | 629.35 | - | 39 | -23 | 13,859 |
| 20 Jan | 49350.80 | 2315.65 | -730.05 | 21.65 | 95 | 7 | 13,882 |
| 17 Jan | 48540.60 | 3045.7 | 744.00 | 22.91 | 149 | -17 | 13,876 |
| 16 Jan | 49278.70 | 2301.7 | -576.50 | 21.82 | 473 | -172 | 13,892 |
| 15 Jan | 48751.70 | 2878.2 | 143.20 | 24.26 | 368 | -52 | 14,064 |
| 14 Jan | 48729.15 | 2735 | -758.85 | 21.68 | 320 | -23 | 14,118 |
| 13 Jan | 48041.25 | 3493.85 | 616.25 | 22.40 | 520 | 58 | 14,141 |
| 10 Jan | 48734.15 | 2877.6 | 796.45 | 22.99 | 493 | -169 | 14,086 |
| 9 Jan | 49503.50 | 2081.15 | 216.95 | 17.64 | 683 | -261 | 14,255 |
| 8 Jan | 49835.05 | 1864.2 | 214.95 | 17.63 | 3,423 | -512 | 14,516 |
| 7 Jan | 50202.15 | 1649.25 | -241.20 | 18.29 | 2,846 | -607 | 15,054 |
| 6 Jan | 49922.00 | 1890.45 | 774.30 | 20.14 | 8,132 | -1,143 | 15,674 |
| 3 Jan | 50988.80 | 1116.15 | 341.10 | 16.78 | 92,373 | 1,541 | 16,995 |
| 2 Jan | 51605.55 | 775.05 | 16.15 | 60,364 | 2,334 | 15,584 | |
For Nifty Bank - strike price 51700 expiring on 30JAN2025
Delta for 51700 PE is -0.92
Historical price for 51700 PE is as follows
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 3343.5, which was 321.45 higher than the previous day. The implied volatity was 35.09, the open interest changed by -3 which decreased total open position to 13831
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 3020, which was 156.25 higher than the previous day. The implied volatity was 21.88, the open interest changed by -3 which decreased total open position to 13834
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 2863.75, which was -81.25 lower than the previous day. The implied volatity was 23.95, the open interest changed by -22 which decreased total open position to 13837
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 2945, which was 629.35 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 13859
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 2315.65, which was -730.05 lower than the previous day. The implied volatity was 21.65, the open interest changed by 7 which increased total open position to 13882
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 3045.7, which was 744.00 higher than the previous day. The implied volatity was 22.91, the open interest changed by -17 which decreased total open position to 13876
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 2301.7, which was -576.50 lower than the previous day. The implied volatity was 21.82, the open interest changed by -172 which decreased total open position to 13892
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 2878.2, which was 143.20 higher than the previous day. The implied volatity was 24.26, the open interest changed by -52 which decreased total open position to 14064
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 2735, which was -758.85 lower than the previous day. The implied volatity was 21.68, the open interest changed by -23 which decreased total open position to 14118
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 3493.85, which was 616.25 higher than the previous day. The implied volatity was 22.40, the open interest changed by 58 which increased total open position to 14141
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 2877.6, which was 796.45 higher than the previous day. The implied volatity was 22.99, the open interest changed by -169 which decreased total open position to 14086
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 2081.15, which was 216.95 higher than the previous day. The implied volatity was 17.64, the open interest changed by -261 which decreased total open position to 14255
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 1864.2, which was 214.95 higher than the previous day. The implied volatity was 17.63, the open interest changed by -512 which decreased total open position to 14516
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1649.25, which was -241.20 lower than the previous day. The implied volatity was 18.29, the open interest changed by -607 which decreased total open position to 15054
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 1890.45, which was 774.30 higher than the previous day. The implied volatity was 20.14, the open interest changed by -1143 which decreased total open position to 15674
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 1116.15, which was 341.10 higher than the previous day. The implied volatity was 16.78, the open interest changed by 1541 which increased total open position to 16995
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 775.05, which was lower than the previous day. The implied volatity was 16.15, the open interest changed by 2334 which increased total open position to 15584
