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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 51800 CE
Delta: 0.49
Vega: 62.33
Theta: -19.60
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 830.5 -51.50 14.14 1,09,941 7,194 12,842
24 Dec 51233.00 882 -38.00 13.75 17,428 3,141 5,667
23 Dec 51317.60 920 100.30 13.90 6,777 872 2,556
20 Dec 50759.20 819.7 -468.35 14.68 4,650 938 1,697
19 Dec 51575.70 1288.05 -374.45 15.74 1,926 373 752
18 Dec 52139.55 1662.5 -486.50 15.60 1,850 136 380
17 Dec 52834.80 2149 -505.00 16.56 13 6 245
16 Dec 53581.35 2654 634.70 15.83 3 0 238
13 Dec 53583.80 2019.3 -425.70 - 7 2 238
12 Dec 53216.45 2445 -109.80 14.38 4 -2 237
11 Dec 53391.35 2554.8 66.90 13.58 1 0 239
10 Dec 53577.70 2487.9 -186.50 - 6 -1 240
9 Dec 53407.75 2674.4 224.40 14.68 55 25 242
6 Dec 53509.50 2450 -406.30 6.02 11 2 217
5 Dec 53603.55 2856.3 373.35 13.88 58 -29 214
4 Dec 53266.90 2482.95 387.95 12.31 51 -3 245
3 Dec 52695.75 2095 311.10 12.94 185 -152 249
2 Dec 52109.00 1783.9 35.15 13.73 777 138 404
29 Nov 52055.60 1748.75 -44.65 13.41 470 171 269
28 Nov 51906.85 1793.4 -63.10 14.09 125 -15 96
27 Nov 52301.80 1856.5 106.50 11.93 50 -3 112
26 Nov 52191.50 1750 -105.50 11.39 29 3 105
25 Nov 52207.50 1855.5 545.50 12.37 96 86 101
22 Nov 51135.40 1310 375.00 13.43 12 6 21
21 Nov 50372.90 935 -266.55 12.70 10 -2 16
19 Nov 50626.50 1201.55 304.30 15.30 1 0 17
18 Nov 50363.80 897.25 0.00 12.25 1 0 16
14 Nov 50179.55 897.25 -212.75 12.37 3 0 18
13 Nov 50088.35 1110 -763.05 14.19 29 6 18
12 Nov 51157.80 1873.05 9.05 17.65 1 0 11
11 Nov 51876.75 1864 38.90 12.85 10 0 3
8 Nov 51561.20 1825.1 -82.90 13.91 1 0 3
7 Nov 51916.50 1908 46.65 12.05 1 0 2
6 Nov 52317.40 1861.35 0.00 0.00 0 0 0
5 Nov 52207.25 1861.35 0.00 0.00 0 1 0
4 Nov 51215.25 1861.35 -16.95 15.44 4 0 1
1 Nov 51673.90 1878.3 -208.70 12.32 1 0 1
31 Oct 51559.20 2087.00 - 1 0 0


For Nifty Bank - strike price 51800 expiring on 29JAN2025

Delta for 51800 CE is 0.49

Historical price for 51800 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 830.5, which was -51.50 lower than the previous day. The implied volatity was 14.14, the open interest changed by 7194 which increased total open position to 12842


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 882, which was -38.00 lower than the previous day. The implied volatity was 13.75, the open interest changed by 3141 which increased total open position to 5667


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 920, which was 100.30 higher than the previous day. The implied volatity was 13.90, the open interest changed by 872 which increased total open position to 2556


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 819.7, which was -468.35 lower than the previous day. The implied volatity was 14.68, the open interest changed by 938 which increased total open position to 1697


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1288.05, which was -374.45 lower than the previous day. The implied volatity was 15.74, the open interest changed by 373 which increased total open position to 752


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1662.5, which was -486.50 lower than the previous day. The implied volatity was 15.60, the open interest changed by 136 which increased total open position to 380


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2149, which was -505.00 lower than the previous day. The implied volatity was 16.56, the open interest changed by 6 which increased total open position to 245


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2654, which was 634.70 higher than the previous day. The implied volatity was 15.83, the open interest changed by 0 which decreased total open position to 238


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2019.3, which was -425.70 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 238


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2445, which was -109.80 lower than the previous day. The implied volatity was 14.38, the open interest changed by -2 which decreased total open position to 237


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2554.8, which was 66.90 higher than the previous day. The implied volatity was 13.58, the open interest changed by 0 which decreased total open position to 239


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2487.9, which was -186.50 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 240


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2674.4, which was 224.40 higher than the previous day. The implied volatity was 14.68, the open interest changed by 25 which increased total open position to 242


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2450, which was -406.30 lower than the previous day. The implied volatity was 6.02, the open interest changed by 2 which increased total open position to 217


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2856.3, which was 373.35 higher than the previous day. The implied volatity was 13.88, the open interest changed by -29 which decreased total open position to 214


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2482.95, which was 387.95 higher than the previous day. The implied volatity was 12.31, the open interest changed by -3 which decreased total open position to 245


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2095, which was 311.10 higher than the previous day. The implied volatity was 12.94, the open interest changed by -152 which decreased total open position to 249


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1783.9, which was 35.15 higher than the previous day. The implied volatity was 13.73, the open interest changed by 138 which increased total open position to 404


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1748.75, which was -44.65 lower than the previous day. The implied volatity was 13.41, the open interest changed by 171 which increased total open position to 269


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1793.4, which was -63.10 lower than the previous day. The implied volatity was 14.09, the open interest changed by -15 which decreased total open position to 96


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1856.5, which was 106.50 higher than the previous day. The implied volatity was 11.93, the open interest changed by -3 which decreased total open position to 112


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1750, which was -105.50 lower than the previous day. The implied volatity was 11.39, the open interest changed by 3 which increased total open position to 105


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1855.5, which was 545.50 higher than the previous day. The implied volatity was 12.37, the open interest changed by 86 which increased total open position to 101


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1310, which was 375.00 higher than the previous day. The implied volatity was 13.43, the open interest changed by 6 which increased total open position to 21


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 935, which was -266.55 lower than the previous day. The implied volatity was 12.70, the open interest changed by -2 which decreased total open position to 16


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1201.55, which was 304.30 higher than the previous day. The implied volatity was 15.30, the open interest changed by 0 which decreased total open position to 17


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 897.25, which was 0.00 lower than the previous day. The implied volatity was 12.25, the open interest changed by 0 which decreased total open position to 16


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 897.25, which was -212.75 lower than the previous day. The implied volatity was 12.37, the open interest changed by 0 which decreased total open position to 18


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1110, which was -763.05 lower than the previous day. The implied volatity was 14.19, the open interest changed by 6 which increased total open position to 18


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1873.05, which was 9.05 higher than the previous day. The implied volatity was 17.65, the open interest changed by 0 which decreased total open position to 11


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1864, which was 38.90 higher than the previous day. The implied volatity was 12.85, the open interest changed by 0 which decreased total open position to 3


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1825.1, which was -82.90 lower than the previous day. The implied volatity was 13.91, the open interest changed by 0 which decreased total open position to 3


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1908, which was 46.65 higher than the previous day. The implied volatity was 12.05, the open interest changed by 0 which decreased total open position to 2


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1861.35, 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 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1861.35, 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 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1861.35, which was -16.95 lower than the previous day. The implied volatity was 15.44, the open interest changed by 0 which decreased total open position to 1


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1878.3, which was -208.70 lower than the previous day. The implied volatity was 12.32, the open interest changed by 0 which decreased total open position to 1


On 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 2087.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 51800 PE
Delta: -0.51
Vega: 62.35
Theta: -7.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1067.65 173.15 16.24 79,282 3,201 9,369
24 Dec 51233.00 894.5 -74.60 13.97 15,195 4,140 6,172
23 Dec 51317.60 969.1 -350.50 15.10 3,957 389 2,028
20 Dec 50759.20 1319.6 424.60 16.68 3,733 -82 1,657
19 Dec 51575.70 895 204.10 15.69 3,159 -646 1,744
18 Dec 52139.55 690.9 170.90 16.01 2,088 -232 2,391
17 Dec 52834.80 520 152.00 16.08 893 275 2,625
16 Dec 53581.35 368 7.25 16.29 2,133 1,227 2,350
13 Dec 53583.80 360.75 -80.10 16.31 1,141 170 1,082
12 Dec 53216.45 440.85 8.85 16.07 328 39 912
11 Dec 53391.35 432 -5.40 16.47 510 39 872
10 Dec 53577.70 437.4 -39.95 17.25 279 104 834
9 Dec 53407.75 477.35 31.10 17.11 251 109 729
6 Dec 53509.50 446.25 -22.75 16.56 703 153 614
5 Dec 53603.55 469 -71.60 17.23 171 71 455
4 Dec 53266.90 540.6 -154.25 16.90 395 -160 386
3 Dec 52695.75 694.85 -165.15 16.78 428 35 546
2 Dec 52109.00 860 5.00 16.51 1,316 156 517
29 Nov 52055.60 855 -27.50 15.80 525 126 357
28 Nov 51906.85 882.5 102.50 15.86 330 135 232
27 Nov 52301.80 780 -76.20 15.91 36 9 100
26 Nov 52191.50 856.2 -45.20 16.31 43 9 88
25 Nov 52207.50 901.4 -393.60 16.89 119 77 82
22 Nov 51135.40 1295 -76.20 16.17 8 1 6
21 Nov 50372.90 1371.2 0.00 0.00 0 -1 0
19 Nov 50626.50 1371.2 197.65 13.50 1 0 6
18 Nov 50363.80 1173.55 0.00 0.00 0 0 0
14 Nov 50179.55 1173.55 0.00 0.00 0 0 0
13 Nov 50088.35 1173.55 0.00 0.00 0 0 0
12 Nov 51157.80 1173.55 273.55 14.61 7 2 8
11 Nov 51876.75 900 -153.55 14.61 12 3 6
8 Nov 51561.20 1053.55 26.55 15.00 11 1 3
7 Nov 51916.50 1027 -649.40 16.17 3 2 2
6 Nov 52317.40 1676.4 0.00 1.61 0 0 0
5 Nov 52207.25 1676.4 0.00 1.43 0 0 0
4 Nov 51215.25 1676.4 0.00 0.61 0 0 0
1 Nov 51673.90 1676.4 0.00 1.05 0 0 0
31 Oct 51559.20 1676.40 - 0 0 0


For Nifty Bank - strike price 51800 expiring on 29JAN2025

Delta for 51800 PE is -0.51

Historical price for 51800 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1067.65, which was 173.15 higher than the previous day. The implied volatity was 16.24, the open interest changed by 3201 which increased total open position to 9369


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 894.5, which was -74.60 lower than the previous day. The implied volatity was 13.97, the open interest changed by 4140 which increased total open position to 6172


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 969.1, which was -350.50 lower than the previous day. The implied volatity was 15.10, the open interest changed by 389 which increased total open position to 2028


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1319.6, which was 424.60 higher than the previous day. The implied volatity was 16.68, the open interest changed by -82 which decreased total open position to 1657


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 895, which was 204.10 higher than the previous day. The implied volatity was 15.69, the open interest changed by -646 which decreased total open position to 1744


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 690.9, which was 170.90 higher than the previous day. The implied volatity was 16.01, the open interest changed by -232 which decreased total open position to 2391


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 520, which was 152.00 higher than the previous day. The implied volatity was 16.08, the open interest changed by 275 which increased total open position to 2625


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 368, which was 7.25 higher than the previous day. The implied volatity was 16.29, the open interest changed by 1227 which increased total open position to 2350


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 360.75, which was -80.10 lower than the previous day. The implied volatity was 16.31, the open interest changed by 170 which increased total open position to 1082


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 440.85, which was 8.85 higher than the previous day. The implied volatity was 16.07, the open interest changed by 39 which increased total open position to 912


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 432, which was -5.40 lower than the previous day. The implied volatity was 16.47, the open interest changed by 39 which increased total open position to 872


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 437.4, which was -39.95 lower than the previous day. The implied volatity was 17.25, the open interest changed by 104 which increased total open position to 834


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 477.35, which was 31.10 higher than the previous day. The implied volatity was 17.11, the open interest changed by 109 which increased total open position to 729


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 446.25, which was -22.75 lower than the previous day. The implied volatity was 16.56, the open interest changed by 153 which increased total open position to 614


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 469, which was -71.60 lower than the previous day. The implied volatity was 17.23, the open interest changed by 71 which increased total open position to 455


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 540.6, which was -154.25 lower than the previous day. The implied volatity was 16.90, the open interest changed by -160 which decreased total open position to 386


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 694.85, which was -165.15 lower than the previous day. The implied volatity was 16.78, the open interest changed by 35 which increased total open position to 546


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 860, which was 5.00 higher than the previous day. The implied volatity was 16.51, the open interest changed by 156 which increased total open position to 517


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 855, which was -27.50 lower than the previous day. The implied volatity was 15.80, the open interest changed by 126 which increased total open position to 357


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 882.5, which was 102.50 higher than the previous day. The implied volatity was 15.86, the open interest changed by 135 which increased total open position to 232


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 780, which was -76.20 lower than the previous day. The implied volatity was 15.91, the open interest changed by 9 which increased total open position to 100


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 856.2, which was -45.20 lower than the previous day. The implied volatity was 16.31, the open interest changed by 9 which increased total open position to 88


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 901.4, which was -393.60 lower than the previous day. The implied volatity was 16.89, the open interest changed by 77 which increased total open position to 82


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1295, which was -76.20 lower than the previous day. The implied volatity was 16.17, the open interest changed by 1 which increased total open position to 6


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1371.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1371.2, which was 197.65 higher than the previous day. The implied volatity was 13.50, the open interest changed by 0 which decreased total open position to 6


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1173.55, 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 1173.55, 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 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1173.55, 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 1173.55, which was 273.55 higher than the previous day. The implied volatity was 14.61, the open interest changed by 2 which increased total open position to 8


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 900, which was -153.55 lower than the previous day. The implied volatity was 14.61, the open interest changed by 3 which increased total open position to 6


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1053.55, which was 26.55 higher than the previous day. The implied volatity was 15.00, the open interest changed by 1 which increased total open position to 3


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1027, which was -649.40 lower than the previous day. The implied volatity was 16.17, the open interest changed by 2 which increased total open position to 2


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1676.4, which was 0.00 lower than the previous day. The implied volatity was 1.61, 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 1676.4, which was 0.00 lower than the previous day. The implied volatity was 1.43, 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 1676.4, which was 0.00 lower than the previous day. The implied volatity was 0.61, 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 1676.4, 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 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 1676.40, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to