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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 51700 CE
Delta: 0.51
Vega: 62.35
Theta: -19.78
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 873.5 -46.50 14.07 1,33,620 7,151 15,806
24 Dec 51233.00 920 -50.00 13.49 28,861 6,541 8,635
23 Dec 51317.60 970 105.80 13.90 5,270 840 2,113
20 Dec 50759.20 864.2 -440.15 14.71 3,330 315 1,271
19 Dec 51575.70 1304.35 -384.85 15.17 2,833 793 958
18 Dec 52139.55 1689.2 -510.80 15.03 148 44 165
17 Dec 52834.80 2200 -426.00 16.35 4 -1 122
16 Dec 53581.35 2626 21.65 13.61 3 -2 123
13 Dec 53583.80 2604.35 0.00 0.00 0 0 0
12 Dec 53216.45 2604.35 0.00 0.00 0 1 0
11 Dec 53391.35 2604.35 4.35 12.97 1 0 124
10 Dec 53577.70 2600 -100.00 - 1 0 124
9 Dec 53407.75 2700 141.30 13.69 1 0 124
6 Dec 53509.50 2558.7 0.00 0.00 0 0 0
5 Dec 53603.55 2558.7 0.00 0.00 0 -2 0
4 Dec 53266.90 2558.7 327.70 12.22 23 -2 124
3 Dec 52695.75 2231 401.35 13.90 1 0 126
2 Dec 52109.00 1829.65 35.40 13.48 113 6 127
29 Nov 52055.60 1794.25 -22.70 13.18 194 52 123
28 Nov 51906.85 1816.95 -132.75 13.59 11 2 72
27 Nov 52301.80 1949.7 49.70 12.26 4 0 70
26 Nov 52191.50 1900 93.35 12.49 1 0 69
25 Nov 52207.50 1806.65 536.65 10.80 58 13 71
22 Nov 51135.40 1270 258.10 12.37 4 0 58
21 Nov 50372.90 1011.9 -45.10 13.09 9 1 60
19 Nov 50626.50 1057 0.00 0.00 0 0 0
18 Nov 50363.80 1057 0.00 0.00 0 2 0
14 Nov 50179.55 1057 23.70 13.68 4 2 59
13 Nov 50088.35 1033.3 -549.15 12.89 216 -53 58
12 Nov 51157.80 1582.45 -387.55 13.96 7 6 110
11 Nov 51876.75 1970 125.60 13.35 9 4 108
8 Nov 51561.20 1844.4 -221.40 13.49 3 1 104
7 Nov 51916.50 2065.8 -99.70 13.10 3 0 102
6 Nov 52317.40 2165.5 0.00 0.00 0 99 0
5 Nov 52207.25 2165.5 388.60 12.20 118 100 103
4 Nov 51215.25 1776.9 -401.95 14.00 4 1 2
1 Nov 51673.90 2178.85 -491.10 14.85 1 0 0
31 Oct 51559.20 2669.95 - 0 0 0


For Nifty Bank - strike price 51700 expiring on 29JAN2025

Delta for 51700 CE is 0.51

Historical price for 51700 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 873.5, which was -46.50 lower than the previous day. The implied volatity was 14.07, the open interest changed by 7151 which increased total open position to 15806


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 920, which was -50.00 lower than the previous day. The implied volatity was 13.49, the open interest changed by 6541 which increased total open position to 8635


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 970, which was 105.80 higher than the previous day. The implied volatity was 13.90, the open interest changed by 840 which increased total open position to 2113


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 864.2, which was -440.15 lower than the previous day. The implied volatity was 14.71, the open interest changed by 315 which increased total open position to 1271


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1304.35, which was -384.85 lower than the previous day. The implied volatity was 15.17, the open interest changed by 793 which increased total open position to 958


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1689.2, which was -510.80 lower than the previous day. The implied volatity was 15.03, the open interest changed by 44 which increased total open position to 165


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2200, which was -426.00 lower than the previous day. The implied volatity was 16.35, the open interest changed by -1 which decreased total open position to 122


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2626, which was 21.65 higher than the previous day. The implied volatity was 13.61, the open interest changed by -2 which decreased total open position to 123


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2604.35, 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 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2604.35, 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 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2604.35, which was 4.35 higher than the previous day. The implied volatity was 12.97, the open interest changed by 0 which decreased total open position to 124


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2600, which was -100.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 124


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2700, which was 141.30 higher than the previous day. The implied volatity was 13.69, the open interest changed by 0 which decreased total open position to 124


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2558.7, 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 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2558.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2558.7, which was 327.70 higher than the previous day. The implied volatity was 12.22, the open interest changed by -2 which decreased total open position to 124


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2231, which was 401.35 higher than the previous day. The implied volatity was 13.90, the open interest changed by 0 which decreased total open position to 126


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1829.65, which was 35.40 higher than the previous day. The implied volatity was 13.48, the open interest changed by 6 which increased total open position to 127


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1794.25, which was -22.70 lower than the previous day. The implied volatity was 13.18, the open interest changed by 52 which increased total open position to 123


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1816.95, which was -132.75 lower than the previous day. The implied volatity was 13.59, the open interest changed by 2 which increased total open position to 72


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1949.7, which was 49.70 higher than the previous day. The implied volatity was 12.26, the open interest changed by 0 which decreased total open position to 70


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1900, which was 93.35 higher than the previous day. The implied volatity was 12.49, the open interest changed by 0 which decreased total open position to 69


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1806.65, which was 536.65 higher than the previous day. The implied volatity was 10.80, the open interest changed by 13 which increased total open position to 71


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1270, which was 258.10 higher than the previous day. The implied volatity was 12.37, the open interest changed by 0 which decreased total open position to 58


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1011.9, which was -45.10 lower than the previous day. The implied volatity was 13.09, the open interest changed by 1 which increased total open position to 60


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1057, 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 1057, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1057, which was 23.70 higher than the previous day. The implied volatity was 13.68, the open interest changed by 2 which increased total open position to 59


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1033.3, which was -549.15 lower than the previous day. The implied volatity was 12.89, the open interest changed by -53 which decreased total open position to 58


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1582.45, which was -387.55 lower than the previous day. The implied volatity was 13.96, the open interest changed by 6 which increased total open position to 110


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1970, which was 125.60 higher than the previous day. The implied volatity was 13.35, the open interest changed by 4 which increased total open position to 108


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1844.4, which was -221.40 lower than the previous day. The implied volatity was 13.49, the open interest changed by 1 which increased total open position to 104


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2065.8, which was -99.70 lower than the previous day. The implied volatity was 13.10, the open interest changed by 0 which decreased total open position to 102


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2165.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 99 which increased total open position to 0


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2165.5, which was 388.60 higher than the previous day. The implied volatity was 12.20, the open interest changed by 100 which increased total open position to 103


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1776.9, which was -401.95 lower than the previous day. The implied volatity was 14.00, the open interest changed by 1 which increased total open position to 2


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 2178.85, which was -491.10 lower than the previous day. The implied volatity was 14.85, 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 2669.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 51700 PE
Delta: -0.49
Vega: 62.34
Theta: -7.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1000 148.15 15.98 1,39,185 3,800 12,776
24 Dec 51233.00 851.85 -69.85 14.08 25,492 7,042 8,923
23 Dec 51317.60 921.7 -344.55 15.13 3,756 561 1,866
20 Dec 50759.20 1266.25 407.95 16.77 2,690 391 1,306
19 Dec 51575.70 858.3 204.45 15.79 2,586 148 896
18 Dec 52139.55 653.85 165.20 15.99 1,025 115 752
17 Dec 52834.80 488.65 141.45 16.06 399 -16 637
16 Dec 53581.35 347.2 3.50 16.32 272 -98 653
13 Dec 53583.80 343.7 -78.50 16.39 619 -3 747
12 Dec 53216.45 422.2 8.20 16.15 165 55 757
11 Dec 53391.35 414 -4.90 16.56 8 0 702
10 Dec 53577.70 418.9 -68.30 17.35 86 40 670
9 Dec 53407.75 487.2 54.10 17.68 39 -10 627
6 Dec 53509.50 433.1 -15.00 16.71 574 133 637
5 Dec 53603.55 448.1 -67.95 17.25 275 159 486
4 Dec 53266.90 516.05 -149.55 16.93 461 -100 323
3 Dec 52695.75 665.6 -159.40 16.79 261 51 421
2 Dec 52109.00 825 3.00 16.53 422 119 371
29 Nov 52055.60 822 -25.25 15.86 146 48 251
28 Nov 51906.85 847.25 97.40 15.89 199 60 203
27 Nov 52301.80 749.85 -83.50 15.97 95 60 144
26 Nov 52191.50 833.35 -97.50 16.48 33 12 84
25 Nov 52207.50 930.85 -393.95 17.67 77 57 79
22 Nov 51135.40 1324.8 -398.45 17.05 7 0 22
21 Nov 50372.90 1723.25 143.25 17.98 2 0 20
19 Nov 50626.50 1580 30.00 16.46 22 -5 20
18 Nov 50363.80 1550 0.00 0.00 0 0 25
14 Nov 50179.55 1550 0.00 0.00 0 12 0
13 Nov 50088.35 1550 371.95 14.91 22 12 25
12 Nov 51157.80 1178.05 265.20 15.14 37 -5 13
11 Nov 51876.75 912.85 -75.30 15.17 107 9 20
8 Nov 51561.20 988.15 31.90 14.73 22 8 10
7 Nov 51916.50 956.25 73.85 15.80 10 2 3
6 Nov 52317.40 882.4 -750.15 16.75 1 0 0
5 Nov 52207.25 1632.55 0.00 1.52 0 0 0
4 Nov 51215.25 1632.55 0.00 0.71 0 0 0
1 Nov 51673.90 1632.55 0.00 1.15 0 0 0
31 Oct 51559.20 1632.55 - 0 0 0


For Nifty Bank - strike price 51700 expiring on 29JAN2025

Delta for 51700 PE is -0.49

Historical price for 51700 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1000, which was 148.15 higher than the previous day. The implied volatity was 15.98, the open interest changed by 3800 which increased total open position to 12776


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 851.85, which was -69.85 lower than the previous day. The implied volatity was 14.08, the open interest changed by 7042 which increased total open position to 8923


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 921.7, which was -344.55 lower than the previous day. The implied volatity was 15.13, the open interest changed by 561 which increased total open position to 1866


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1266.25, which was 407.95 higher than the previous day. The implied volatity was 16.77, the open interest changed by 391 which increased total open position to 1306


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 858.3, which was 204.45 higher than the previous day. The implied volatity was 15.79, the open interest changed by 148 which increased total open position to 896


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 653.85, which was 165.20 higher than the previous day. The implied volatity was 15.99, the open interest changed by 115 which increased total open position to 752


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 488.65, which was 141.45 higher than the previous day. The implied volatity was 16.06, the open interest changed by -16 which decreased total open position to 637


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 347.2, which was 3.50 higher than the previous day. The implied volatity was 16.32, the open interest changed by -98 which decreased total open position to 653


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 343.7, which was -78.50 lower than the previous day. The implied volatity was 16.39, the open interest changed by -3 which decreased total open position to 747


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 422.2, which was 8.20 higher than the previous day. The implied volatity was 16.15, the open interest changed by 55 which increased total open position to 757


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 414, which was -4.90 lower than the previous day. The implied volatity was 16.56, the open interest changed by 0 which decreased total open position to 702


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 418.9, which was -68.30 lower than the previous day. The implied volatity was 17.35, the open interest changed by 40 which increased total open position to 670


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 487.2, which was 54.10 higher than the previous day. The implied volatity was 17.68, the open interest changed by -10 which decreased total open position to 627


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 433.1, which was -15.00 lower than the previous day. The implied volatity was 16.71, the open interest changed by 133 which increased total open position to 637


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 448.1, which was -67.95 lower than the previous day. The implied volatity was 17.25, the open interest changed by 159 which increased total open position to 486


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 516.05, which was -149.55 lower than the previous day. The implied volatity was 16.93, the open interest changed by -100 which decreased total open position to 323


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 665.6, which was -159.40 lower than the previous day. The implied volatity was 16.79, the open interest changed by 51 which increased total open position to 421


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 825, which was 3.00 higher than the previous day. The implied volatity was 16.53, the open interest changed by 119 which increased total open position to 371


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 822, which was -25.25 lower than the previous day. The implied volatity was 15.86, the open interest changed by 48 which increased total open position to 251


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 847.25, which was 97.40 higher than the previous day. The implied volatity was 15.89, the open interest changed by 60 which increased total open position to 203


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 749.85, which was -83.50 lower than the previous day. The implied volatity was 15.97, the open interest changed by 60 which increased total open position to 144


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 833.35, which was -97.50 lower than the previous day. The implied volatity was 16.48, the open interest changed by 12 which increased total open position to 84


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 930.85, which was -393.95 lower than the previous day. The implied volatity was 17.67, the open interest changed by 57 which increased total open position to 79


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1324.8, which was -398.45 lower than the previous day. The implied volatity was 17.05, the open interest changed by 0 which decreased total open position to 22


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1723.25, which was 143.25 higher than the previous day. The implied volatity was 17.98, the open interest changed by 0 which decreased total open position to 20


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1580, which was 30.00 higher than the previous day. The implied volatity was 16.46, the open interest changed by -5 which decreased total open position to 20


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1550, 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 25


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1550, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1550, which was 371.95 higher than the previous day. The implied volatity was 14.91, the open interest changed by 12 which increased total open position to 25


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1178.05, which was 265.20 higher than the previous day. The implied volatity was 15.14, the open interest changed by -5 which decreased total open position to 13


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 912.85, which was -75.30 lower than the previous day. The implied volatity was 15.17, the open interest changed by 9 which increased total open position to 20


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 988.15, which was 31.90 higher than the previous day. The implied volatity was 14.73, the open interest changed by 8 which increased total open position to 10


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 956.25, which was 73.85 higher than the previous day. The implied volatity was 15.80, the open interest changed by 2 which increased total open position to 3


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 882.4, which was -750.15 lower than the previous day. The implied volatity was 16.75, 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 1632.55, which was 0.00 lower than the previous day. The implied volatity was 1.52, 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 1632.55, which was 0.00 lower than the previous day. The implied volatity was 0.71, 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 1632.55, which was 0.00 lower than the previous day. The implied volatity was 1.15, 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 1632.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to