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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 51900 CE
Delta: 0.47
Vega: 62.20
Theta: -19.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 785 -29.05 14.15 66,493 4,337 7,377
24 Dec 51233.00 814.05 -52.90 13.36 9,087 892 3,019
23 Dec 51317.60 866.95 95.80 13.82 4,323 631 2,167
20 Dec 50759.20 771.15 -449.70 14.65 4,480 574 1,561
19 Dec 51575.70 1220.85 -353.45 15.54 1,792 164 981
18 Dec 52139.55 1574.3 -513.60 15.21 5,416 408 818
17 Dec 52834.80 2087.9 -501.10 16.77 12 -2 410
16 Dec 53581.35 2589 102.85 16.05 4 0 412
13 Dec 53583.80 2486.15 77.15 10.16 144 -3 412
12 Dec 53216.45 2409 -43.40 15.06 14 -9 418
11 Dec 53391.35 2452.4 -124.60 13.14 16 -7 427
10 Dec 53577.70 2577 0.00 0.00 0 0 0
9 Dec 53407.75 2577 -80.10 14.32 2 -1 433
6 Dec 53509.50 2657.1 -30.90 13.72 6 1 434
5 Dec 53603.55 2688 282.95 12.18 60 -31 433
4 Dec 53266.90 2405.05 379.15 12.32 202 -54 466
3 Dec 52695.75 2025.9 308.15 13.03 203 -80 521
2 Dec 52109.00 1717.75 42.40 13.70 726 149 614
29 Nov 52055.60 1675.35 -29.45 13.27 794 323 466
28 Nov 51906.85 1704.8 -118.95 13.82 167 116 141
27 Nov 52301.80 1823.75 623.75 12.39 22 9 25
26 Nov 52191.50 1200 0.00 0.00 0 0 0
25 Nov 52207.50 1200 0.00 0.00 0 60 0
22 Nov 51135.40 1200 360.00 12.75 64 -53 15
21 Nov 50372.90 840 -255.00 12.09 67 1 9
19 Nov 50626.50 1095 145.00 14.52 5 0 5
18 Nov 50363.80 950 -49.00 13.28 1 0 4
14 Nov 50179.55 999 -221.00 13.95 2 0 3
13 Nov 50088.35 1220 -652.05 15.85 1 0 3
12 Nov 51157.80 1872.05 0.00 0.00 0 1 0
11 Nov 51876.75 1872.05 -132.30 13.62 3 1 3
8 Nov 51561.20 2004.35 0.00 0.00 0 0 0
7 Nov 51916.50 2004.35 336.05 13.80 4 -1 1
6 Nov 52317.40 1668.3 0.00 0.00 0 0 0
5 Nov 52207.25 1668.3 0.00 0.00 0 2 0
4 Nov 51215.25 1668.3 -893.65 14.00 4 1 1
1 Nov 51673.90 2561.95 0.00 - 0 0 0
31 Oct 51559.20 2561.95 - 0 0 0


For Nifty Bank - strike price 51900 expiring on 29JAN2025

Delta for 51900 CE is 0.47

Historical price for 51900 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 785, which was -29.05 lower than the previous day. The implied volatity was 14.15, the open interest changed by 4337 which increased total open position to 7377


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 814.05, which was -52.90 lower than the previous day. The implied volatity was 13.36, the open interest changed by 892 which increased total open position to 3019


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 866.95, which was 95.80 higher than the previous day. The implied volatity was 13.82, the open interest changed by 631 which increased total open position to 2167


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 771.15, which was -449.70 lower than the previous day. The implied volatity was 14.65, the open interest changed by 574 which increased total open position to 1561


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1220.85, which was -353.45 lower than the previous day. The implied volatity was 15.54, the open interest changed by 164 which increased total open position to 981


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1574.3, which was -513.60 lower than the previous day. The implied volatity was 15.21, the open interest changed by 408 which increased total open position to 818


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2087.9, which was -501.10 lower than the previous day. The implied volatity was 16.77, the open interest changed by -2 which decreased total open position to 410


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2589, which was 102.85 higher than the previous day. The implied volatity was 16.05, the open interest changed by 0 which decreased total open position to 412


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2486.15, which was 77.15 higher than the previous day. The implied volatity was 10.16, the open interest changed by -3 which decreased total open position to 412


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2409, which was -43.40 lower than the previous day. The implied volatity was 15.06, the open interest changed by -9 which decreased total open position to 418


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2452.4, which was -124.60 lower than the previous day. The implied volatity was 13.14, the open interest changed by -7 which decreased total open position to 427


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2577, 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 2577, which was -80.10 lower than the previous day. The implied volatity was 14.32, the open interest changed by -1 which decreased total open position to 433


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2657.1, which was -30.90 lower than the previous day. The implied volatity was 13.72, the open interest changed by 1 which increased total open position to 434


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2688, which was 282.95 higher than the previous day. The implied volatity was 12.18, the open interest changed by -31 which decreased total open position to 433


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2405.05, which was 379.15 higher than the previous day. The implied volatity was 12.32, the open interest changed by -54 which decreased total open position to 466


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2025.9, which was 308.15 higher than the previous day. The implied volatity was 13.03, the open interest changed by -80 which decreased total open position to 521


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1717.75, which was 42.40 higher than the previous day. The implied volatity was 13.70, the open interest changed by 149 which increased total open position to 614


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1675.35, which was -29.45 lower than the previous day. The implied volatity was 13.27, the open interest changed by 323 which increased total open position to 466


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1704.8, which was -118.95 lower than the previous day. The implied volatity was 13.82, the open interest changed by 116 which increased total open position to 141


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1823.75, which was 623.75 higher than the previous day. The implied volatity was 12.39, the open interest changed by 9 which increased total open position to 25


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1200, 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 1200, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 60 which increased total open position to 0


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1200, which was 360.00 higher than the previous day. The implied volatity was 12.75, the open interest changed by -53 which decreased total open position to 15


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 840, which was -255.00 lower than the previous day. The implied volatity was 12.09, the open interest changed by 1 which increased total open position to 9


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1095, which was 145.00 higher than the previous day. The implied volatity was 14.52, the open interest changed by 0 which decreased total open position to 5


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 950, which was -49.00 lower than the previous day. The implied volatity was 13.28, 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 999, which was -221.00 lower than the previous day. The implied volatity was 13.95, the open interest changed by 0 which decreased total open position to 3


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1220, which was -652.05 lower than the previous day. The implied volatity was 15.85, the open interest changed by 0 which decreased total open position to 3


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1872.05, 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 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1872.05, which was -132.30 lower than the previous day. The implied volatity was 13.62, the open interest changed by 1 which increased total open position to 3


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2004.35, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2004.35, which was 336.05 higher than the previous day. The implied volatity was 13.80, the open interest changed by -1 which decreased total open position to 1


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1668.3, 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 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1668.3, 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 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1668.3, which was -893.65 lower than the previous day. The implied volatity was 14.00, the open interest changed by 1 which increased total open position to 1


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 2561.95, 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 2561.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 51900 PE
Delta: -0.52
Vega: 62.26
Theta: -7.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1117.75 184.90 16.19 39,297 2,955 6,230
24 Dec 51233.00 932.85 -80.45 13.77 5,948 1,942 3,196
23 Dec 51317.60 1013.3 -353.75 15.00 1,624 -66 1,277
20 Dec 50759.20 1367.05 414.65 16.55 2,759 419 1,343
19 Dec 51575.70 952.4 231.45 15.86 948 -16 918
18 Dec 52139.55 720.95 183.00 15.90 1,293 395 930
17 Dec 52834.80 537.95 150.50 15.90 635 -114 546
16 Dec 53581.35 387.45 8.10 16.23 403 -207 658
13 Dec 53583.80 379.35 -71.55 16.25 959 26 847
12 Dec 53216.45 450.9 -3.15 15.82 76 39 821
11 Dec 53391.35 454.05 0.30 16.43 254 157 785
10 Dec 53577.70 453.75 -41.35 17.15 98 13 568
9 Dec 53407.75 495.1 41.65 16.97 77 18 541
6 Dec 53509.50 453.45 -33.80 16.29 381 156 506
5 Dec 53603.55 487.25 -71.30 17.15 200 46 335
4 Dec 53266.90 558.55 -162.20 16.77 214 -38 316
3 Dec 52695.75 720.75 -183.90 16.69 275 78 352
2 Dec 52109.00 904.65 14.65 16.59 535 114 273
29 Nov 52055.60 890 -14.05 15.76 249 19 158
28 Nov 51906.85 904.05 94.95 15.64 248 -60 140
27 Nov 52301.80 809.1 -88.10 15.83 140 86 203
26 Nov 52191.50 897.2 -31.80 16.36 23 5 119
25 Nov 52207.50 929 -452.80 16.74 145 101 114
22 Nov 51135.40 1381.8 181.80 16.61 2 0 13
21 Nov 50372.90 1200 0.00 0.00 0 0 0
19 Nov 50626.50 1200 0.00 0.00 0 0 0
18 Nov 50363.80 1200 0.00 0.00 0 0 0
14 Nov 50179.55 1200 0.00 0.00 0 0 0
13 Nov 50088.35 1200 0.00 0.00 0 2 0
12 Nov 51157.80 1200 200.00 14.40 16 2 13
11 Nov 51876.75 1000 -100.00 15.28 24 4 12
8 Nov 51561.20 1100 92.35 15.05 23 8 13
7 Nov 51916.50 1007.65 132.65 15.54 3 1 5
6 Nov 52317.40 875 -174.45 15.92 3 2 3
5 Nov 52207.25 1049.45 0.00 16.73 1 0 0
4 Nov 51215.25 1049.45 0.00 0.00 0 0 0
1 Nov 51673.90 1049.45 0.00 0.00 0 0 0
31 Oct 51559.20 1049.45 - 2 1 1


For Nifty Bank - strike price 51900 expiring on 29JAN2025

Delta for 51900 PE is -0.52

Historical price for 51900 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1117.75, which was 184.90 higher than the previous day. The implied volatity was 16.19, the open interest changed by 2955 which increased total open position to 6230


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 932.85, which was -80.45 lower than the previous day. The implied volatity was 13.77, the open interest changed by 1942 which increased total open position to 3196


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1013.3, which was -353.75 lower than the previous day. The implied volatity was 15.00, the open interest changed by -66 which decreased total open position to 1277


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1367.05, which was 414.65 higher than the previous day. The implied volatity was 16.55, the open interest changed by 419 which increased total open position to 1343


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 952.4, which was 231.45 higher than the previous day. The implied volatity was 15.86, the open interest changed by -16 which decreased total open position to 918


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 720.95, which was 183.00 higher than the previous day. The implied volatity was 15.90, the open interest changed by 395 which increased total open position to 930


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 537.95, which was 150.50 higher than the previous day. The implied volatity was 15.90, the open interest changed by -114 which decreased total open position to 546


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 387.45, which was 8.10 higher than the previous day. The implied volatity was 16.23, the open interest changed by -207 which decreased total open position to 658


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 379.35, which was -71.55 lower than the previous day. The implied volatity was 16.25, the open interest changed by 26 which increased total open position to 847


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 450.9, which was -3.15 lower than the previous day. The implied volatity was 15.82, the open interest changed by 39 which increased total open position to 821


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 454.05, which was 0.30 higher than the previous day. The implied volatity was 16.43, the open interest changed by 157 which increased total open position to 785


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 453.75, which was -41.35 lower than the previous day. The implied volatity was 17.15, the open interest changed by 13 which increased total open position to 568


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 495.1, which was 41.65 higher than the previous day. The implied volatity was 16.97, the open interest changed by 18 which increased total open position to 541


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 453.45, which was -33.80 lower than the previous day. The implied volatity was 16.29, the open interest changed by 156 which increased total open position to 506


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 487.25, which was -71.30 lower than the previous day. The implied volatity was 17.15, the open interest changed by 46 which increased total open position to 335


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 558.55, which was -162.20 lower than the previous day. The implied volatity was 16.77, the open interest changed by -38 which decreased total open position to 316


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 720.75, which was -183.90 lower than the previous day. The implied volatity was 16.69, the open interest changed by 78 which increased total open position to 352


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 904.65, which was 14.65 higher than the previous day. The implied volatity was 16.59, the open interest changed by 114 which increased total open position to 273


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 890, which was -14.05 lower than the previous day. The implied volatity was 15.76, the open interest changed by 19 which increased total open position to 158


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 904.05, which was 94.95 higher than the previous day. The implied volatity was 15.64, the open interest changed by -60 which decreased total open position to 140


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 809.1, which was -88.10 lower than the previous day. The implied volatity was 15.83, the open interest changed by 86 which increased total open position to 203


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 897.2, which was -31.80 lower than the previous day. The implied volatity was 16.36, the open interest changed by 5 which increased total open position to 119


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 929, which was -452.80 lower than the previous day. The implied volatity was 16.74, the open interest changed by 101 which increased total open position to 114


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1381.8, which was 181.80 higher than the previous day. The implied volatity was 16.61, the open interest changed by 0 which decreased total open position to 13


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1200, 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 1200, 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 1200, 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 1200, 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 1200, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1200, which was 200.00 higher than the previous day. The implied volatity was 14.40, the open interest changed by 2 which increased total open position to 13


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1000, which was -100.00 lower than the previous day. The implied volatity was 15.28, the open interest changed by 4 which increased total open position to 12


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1100, which was 92.35 higher than the previous day. The implied volatity was 15.05, the open interest changed by 8 which increased total open position to 13


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1007.65, which was 132.65 higher than the previous day. The implied volatity was 15.54, the open interest changed by 1 which increased total open position to 5


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 875, which was -174.45 lower than the previous day. The implied volatity was 15.92, the open interest changed by 2 which increased total open position to 3


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1049.45, which was 0.00 lower than the previous day. The implied volatity was 16.73, 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 1049.45, 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 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1049.45, 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 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 1049.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to