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[--[65.84.65.76]--]
BANKNIFTY
Nifty Bank

50988.8 -616.75 (-1.20%)

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Historical option data for BANKNIFTY

03 Jan 2025 04:13 PM IST
BANKNIFTY 30JAN2025 52000 CE
Delta: 0.38
Vega: 52.89
Theta: -19.45
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 0.38

Historical price for 52000 CE is as follows

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
Delta: -0.60
Vega: 53.62
Theta: -8.23
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.60

Historical price for 52000 PE is as follows

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