BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
15 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 52000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 12.87
Theta: -9.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Jan | 48751.70 | 56 | -17.30 | 19.47 | 2,29,761 | 715 | 1,72,198 | |||
| 14 Jan | 48729.15 | 73.3 | 20.50 | 19.44 | 3,33,036 | -5,869 | 1,74,178 | |||
| 13 Jan | 48041.25 | 52.8 | -18.50 | 21.44 | 4,00,059 | 2,395 | 1,79,972 | |||
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| 10 Jan | 48734.15 | 71.3 | -73.70 | 17.55 | 5,78,108 | 18,767 | 1,78,330 | |||
| 9 Jan | 49503.50 | 145 | -55.40 | 16.50 | 2,74,257 | 15,820 | 1,60,318 | |||
| 8 Jan | 49835.05 | 200.4 | -78.60 | 16.32 | 4,01,709 | 9,500 | 1,46,132 | |||
| 7 Jan | 50202.15 | 279 | -7.00 | 16.05 | 2,78,872 | -6,840 | 1,37,158 | |||
| 6 Jan | 49922.00 | 286 | -241.00 | 17.10 | 3,89,307 | 31,169 | 1,44,674 | |||
| 3 Jan | 50988.80 | 527 | -268.50 | 14.55 | 3,74,219 | 28,951 | 1,13,995 | |||
| 2 Jan | 51605.55 | 795.5 | 13.91 | 3,51,395 | -5,069 | 85,872 | ||||
For Nifty Bank - strike price 52000 expiring on 30JAN2025
Delta for 52000 CE is 0.07
Historical price for 52000 CE is as follows
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 56, which was -17.30 lower than the previous day. The implied volatity was 19.47, the open interest changed by 715 which increased total open position to 172198
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 73.3, which was 20.50 higher than the previous day. The implied volatity was 19.44, the open interest changed by -5869 which decreased total open position to 174178
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 52.8, which was -18.50 lower than the previous day. The implied volatity was 21.44, the open interest changed by 2395 which increased total open position to 179972
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 71.3, which was -73.70 lower than the previous day. The implied volatity was 17.55, the open interest changed by 18767 which increased total open position to 178330
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 145, which was -55.40 lower than the previous day. The implied volatity was 16.50, the open interest changed by 15820 which increased total open position to 160318
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 200.4, which was -78.60 lower than the previous day. The implied volatity was 16.32, the open interest changed by 9500 which increased total open position to 146132
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 279, which was -7.00 lower than the previous day. The implied volatity was 16.05, the open interest changed by -6840 which decreased total open position to 137158
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 286, which was -241.00 lower than the previous day. The implied volatity was 17.10, the open interest changed by 31169 which increased total open position to 144674
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 527, which was -268.50 lower than the previous day. The implied volatity was 14.55, the open interest changed by 28951 which increased total open position to 113995
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 795.5, which was lower than the previous day. The implied volatity was 13.91, the open interest changed by -5069 which decreased total open position to 85872
| BANKNIFTY 30JAN2025 52000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 20.30
Theta: -4.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Jan | 48751.70 | 3157.2 | 201.55 | 25.05 | 2,325 | -923 | 42,028 |
| 14 Jan | 48729.15 | 2955.65 | -845.15 | 19.02 | 4,673 | -964 | 42,957 |
| 13 Jan | 48041.25 | 3800.8 | 605.60 | 24.15 | 7,166 | -2,662 | 43,918 |
| 10 Jan | 48734.15 | 3195.2 | 853.35 | 25.27 | 6,858 | -1,652 | 46,708 |
| 9 Jan | 49503.50 | 2341.85 | 242.90 | 18.08 | 15,530 | -3,532 | 48,376 |
| 8 Jan | 49835.05 | 2098.95 | 223.95 | 17.63 | 12,143 | 997 | 51,972 |
| 7 Jan | 50202.15 | 1875 | -254.90 | 18.52 | 16,367 | -442 | 50,980 |
| 6 Jan | 49922.00 | 2129.9 | 821.80 | 20.65 | 43,904 | -154 | 51,440 |
| 3 Jan | 50988.80 | 1308.1 | 389.50 | 17.06 | 93,815 | 1,565 | 51,800 |
| 2 Jan | 51605.55 | 918.6 | 16.15 | 85,205 | 4,403 | 50,364 | |
For Nifty Bank - strike price 52000 expiring on 30JAN2025
Delta for 52000 PE is -0.88
Historical price for 52000 PE is as follows
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 3157.2, which was 201.55 higher than the previous day. The implied volatity was 25.05, the open interest changed by -923 which decreased total open position to 42028
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 2955.65, which was -845.15 lower than the previous day. The implied volatity was 19.02, the open interest changed by -964 which decreased total open position to 42957
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 3800.8, which was 605.60 higher than the previous day. The implied volatity was 24.15, the open interest changed by -2662 which decreased total open position to 43918
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 3195.2, which was 853.35 higher than the previous day. The implied volatity was 25.27, the open interest changed by -1652 which decreased total open position to 46708
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 2341.85, which was 242.90 higher than the previous day. The implied volatity was 18.08, the open interest changed by -3532 which decreased total open position to 48376
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 2098.95, which was 223.95 higher than the previous day. The implied volatity was 17.63, the open interest changed by 997 which increased total open position to 51972
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 1875, which was -254.90 lower than the previous day. The implied volatity was 18.52, the open interest changed by -442 which decreased total open position to 50980
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 2129.9, which was 821.80 higher than the previous day. The implied volatity was 20.65, the open interest changed by -154 which decreased total open position to 51440
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 1308.1, which was 389.50 higher than the previous day. The implied volatity was 17.06, the open interest changed by 1565 which increased total open position to 51800
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 918.6, which was lower than the previous day. The implied volatity was 16.15, the open interest changed by 4403 which increased total open position to 50364
