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

51170.7 -62.30 (-0.12%)

Back to Option Chain


Historical option data for BANKNIFTY

26 Dec 2024 04:13 PM IST
BANKNIFTY 29JAN2025 52000 CE
Delta: 0.45
Vega: 61.94
Theta: -19.01
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 738 -36.00 14.10 3,37,178 26,319 71,606
24 Dec 51233.00 774 -46.00 13.45 91,169 14,132 45,370
23 Dec 51317.60 820 85.10 13.82 56,878 9,048 32,899
20 Dec 50759.20 734.9 -435.10 14.71 59,313 9,409 23,940
19 Dec 51575.70 1170 -341.10 15.56 37,965 5,465 14,932
18 Dec 52139.55 1511.1 -428.90 15.17 21,768 3,604 9,514
17 Dec 52834.80 1940 -477.45 15.49 2,640 471 5,890
16 Dec 53581.35 2417.45 -7.55 14.27 1,084 20 5,398
13 Dec 53583.80 2425 135.00 10.84 6,962 -473 5,401
12 Dec 53216.45 2290 -103.40 14.30 645 24 5,873
11 Dec 53391.35 2393.4 -126.60 13.49 656 -132 5,848
10 Dec 53577.70 2520 110.45 12.11 988 107 5,987
9 Dec 53407.75 2409.55 -136.60 12.70 1,358 329 5,886
6 Dec 53509.50 2546.15 -6.55 13.14 1,264 -438 5,560
5 Dec 53603.55 2552.7 221.45 11.14 1,999 -290 6,021
4 Dec 53266.90 2331.25 376.25 12.39 2,504 737 6,335
3 Dec 52695.75 1955 305.50 13.01 3,068 -357 5,597
2 Dec 52109.00 1649.5 27.70 13.60 3,485 772 5,955
29 Nov 52055.60 1621.8 -19.20 13.36 4,433 802 5,233
28 Nov 51906.85 1641 -123.00 13.70 4,633 1,188 4,432
27 Nov 52301.80 1764 67.85 12.47 2,344 -105 3,253
26 Nov 52191.50 1696.15 -27.40 12.39 2,712 568 3,357
25 Nov 52207.50 1723.55 509.05 12.43 3,778 577 2,848
22 Nov 51135.40 1214.5 294.50 13.48 2,067 600 2,871
21 Nov 50372.90 920 0.00 13.49 2,417 522 2,273
19 Nov 50626.50 920 20.40 13.01 1,267 319 1,751
18 Nov 50363.80 899.6 8.65 13.16 709 131 1,432
14 Nov 50179.55 890.95 -91.05 13.19 1,163 2 1,301
13 Nov 50088.35 982 -355.20 13.70 3,060 480 1,299
12 Nov 51157.80 1337.2 -394.75 13.01 1,102 276 832
11 Nov 51876.75 1731.95 110.50 12.73 361 109 553
8 Nov 51561.20 1621.45 -276.85 12.95 201 16 444
7 Nov 51916.50 1898.3 -295.15 13.30 392 52 438
6 Nov 52317.40 2193.45 133.30 12.72 147 88 385
5 Nov 52207.25 2060.15 450.15 13.21 329 165 297
4 Nov 51215.25 1610 -207.00 13.95 172 115 139
1 Nov 51673.90 1817 -101.40 12.93 6 5 28
31 Oct 51559.20 1918.40 - 34 22 22


For Nifty Bank - strike price 52000 expiring on 29JAN2025

Delta for 52000 CE is 0.45

Historical price for 52000 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 738, which was -36.00 lower than the previous day. The implied volatity was 14.10, the open interest changed by 26319 which increased total open position to 71606


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 774, which was -46.00 lower than the previous day. The implied volatity was 13.45, the open interest changed by 14132 which increased total open position to 45370


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 820, which was 85.10 higher than the previous day. The implied volatity was 13.82, the open interest changed by 9048 which increased total open position to 32899


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 734.9, which was -435.10 lower than the previous day. The implied volatity was 14.71, the open interest changed by 9409 which increased total open position to 23940


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1170, which was -341.10 lower than the previous day. The implied volatity was 15.56, the open interest changed by 5465 which increased total open position to 14932


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1511.1, which was -428.90 lower than the previous day. The implied volatity was 15.17, the open interest changed by 3604 which increased total open position to 9514


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1940, which was -477.45 lower than the previous day. The implied volatity was 15.49, the open interest changed by 471 which increased total open position to 5890


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2417.45, which was -7.55 lower than the previous day. The implied volatity was 14.27, the open interest changed by 20 which increased total open position to 5398


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2425, which was 135.00 higher than the previous day. The implied volatity was 10.84, the open interest changed by -473 which decreased total open position to 5401


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2290, which was -103.40 lower than the previous day. The implied volatity was 14.30, the open interest changed by 24 which increased total open position to 5873


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2393.4, which was -126.60 lower than the previous day. The implied volatity was 13.49, the open interest changed by -132 which decreased total open position to 5848


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2520, which was 110.45 higher than the previous day. The implied volatity was 12.11, the open interest changed by 107 which increased total open position to 5987


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2409.55, which was -136.60 lower than the previous day. The implied volatity was 12.70, the open interest changed by 329 which increased total open position to 5886


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2546.15, which was -6.55 lower than the previous day. The implied volatity was 13.14, the open interest changed by -438 which decreased total open position to 5560


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2552.7, which was 221.45 higher than the previous day. The implied volatity was 11.14, the open interest changed by -290 which decreased total open position to 6021


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2331.25, which was 376.25 higher than the previous day. The implied volatity was 12.39, the open interest changed by 737 which increased total open position to 6335


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1955, which was 305.50 higher than the previous day. The implied volatity was 13.01, the open interest changed by -357 which decreased total open position to 5597


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1649.5, which was 27.70 higher than the previous day. The implied volatity was 13.60, the open interest changed by 772 which increased total open position to 5955


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1621.8, which was -19.20 lower than the previous day. The implied volatity was 13.36, the open interest changed by 802 which increased total open position to 5233


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1641, which was -123.00 lower than the previous day. The implied volatity was 13.70, the open interest changed by 1188 which increased total open position to 4432


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1764, which was 67.85 higher than the previous day. The implied volatity was 12.47, the open interest changed by -105 which decreased total open position to 3253


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1696.15, which was -27.40 lower than the previous day. The implied volatity was 12.39, the open interest changed by 568 which increased total open position to 3357


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1723.55, which was 509.05 higher than the previous day. The implied volatity was 12.43, the open interest changed by 577 which increased total open position to 2848


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1214.5, which was 294.50 higher than the previous day. The implied volatity was 13.48, the open interest changed by 600 which increased total open position to 2871


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 920, which was 0.00 lower than the previous day. The implied volatity was 13.49, the open interest changed by 522 which increased total open position to 2273


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 920, which was 20.40 higher than the previous day. The implied volatity was 13.01, the open interest changed by 319 which increased total open position to 1751


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 899.6, which was 8.65 higher than the previous day. The implied volatity was 13.16, the open interest changed by 131 which increased total open position to 1432


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 890.95, which was -91.05 lower than the previous day. The implied volatity was 13.19, the open interest changed by 2 which increased total open position to 1301


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 982, which was -355.20 lower than the previous day. The implied volatity was 13.70, the open interest changed by 480 which increased total open position to 1299


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1337.2, which was -394.75 lower than the previous day. The implied volatity was 13.01, the open interest changed by 276 which increased total open position to 832


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1731.95, which was 110.50 higher than the previous day. The implied volatity was 12.73, the open interest changed by 109 which increased total open position to 553


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1621.45, which was -276.85 lower than the previous day. The implied volatity was 12.95, the open interest changed by 16 which increased total open position to 444


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1898.3, which was -295.15 lower than the previous day. The implied volatity was 13.30, the open interest changed by 52 which increased total open position to 438


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2193.45, which was 133.30 higher than the previous day. The implied volatity was 12.72, the open interest changed by 88 which increased total open position to 385


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2060.15, which was 450.15 higher than the previous day. The implied volatity was 13.21, the open interest changed by 165 which increased total open position to 297


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1610, which was -207.00 lower than the previous day. The implied volatity was 13.95, the open interest changed by 115 which increased total open position to 139


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1817, which was -101.40 lower than the previous day. The implied volatity was 12.93, the open interest changed by 5 which increased total open position to 28


On 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 1918.40, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 52000 PE
Delta: -0.54
Vega: 62.06
Theta: -6.60
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1152.4 171.50 15.87 1,49,460 10,865 43,586
24 Dec 51233.00 980.9 -81.15 13.70 56,480 7,907 32,680
23 Dec 51317.60 1062.05 -381.35 14.94 32,385 1,543 24,753
20 Dec 50759.20 1443.4 463.60 16.83 40,422 2,134 23,239
19 Dec 51575.70 979.8 207.80 15.58 34,459 -768 21,539
18 Dec 52139.55 772 197.00 16.08 32,966 2,573 22,452
17 Dec 52834.80 575 172.75 15.98 26,901 578 19,890
16 Dec 53581.35 402.25 3.20 16.07 19,672 -1,280 19,290
13 Dec 53583.80 399.05 -90.95 16.20 38,885 3,896 20,853
12 Dec 53216.45 490 12.15 16.02 9,899 1,667 16,989
11 Dec 53391.35 477.85 -1.55 16.40 7,944 435 15,358
10 Dec 53577.70 479.4 -42.35 17.17 10,468 240 14,941
9 Dec 53407.75 521.75 35.35 17.00 9,352 833 14,745
6 Dec 53509.50 486.4 -25.05 16.40 16,191 2,451 14,005
5 Dec 53603.55 511.45 -76.70 17.13 11,806 988 11,589
4 Dec 53266.90 588.15 -154.85 16.79 13,278 1,524 10,625
3 Dec 52695.75 743 -187.20 16.52 6,107 193 9,098
2 Dec 52109.00 930.2 6.25 16.42 5,375 1,194 8,913
29 Nov 52055.60 923.95 -17.05 15.69 7,013 1,432 7,801
28 Nov 51906.85 941 99.90 15.61 8,594 1,507 6,461
27 Nov 52301.80 841.1 -81.30 15.78 4,693 1,107 4,957
26 Nov 52191.50 922.4 -25.95 16.20 3,719 1,371 3,862
25 Nov 52207.50 948.35 -451.65 16.51 4,591 1,669 2,485
22 Nov 51135.40 1400 -364.30 16.25 719 181 997
21 Nov 50372.90 1764.3 5.15 16.56 381 56 815
19 Nov 50626.50 1759.15 -27.15 16.64 588 263 753
18 Nov 50363.80 1786.3 -63.70 16.20 125 58 492
14 Nov 50179.55 1850 109.75 15.93 104 54 434
13 Nov 50088.35 1740.25 420.25 15.17 541 -25 381
12 Nov 51157.80 1320 287.50 15.18 544 -35 421
11 Nov 51876.75 1032.5 -92.60 15.20 515 144 462
8 Nov 51561.20 1125.1 70.10 14.87 423 -28 323
7 Nov 51916.50 1055 134.00 15.63 322 -3 353
6 Nov 52317.40 921 -212.75 16.04 248 87 355
5 Nov 52207.25 1133.75 -316.25 17.22 349 249 268
4 Nov 51215.25 1450 123.85 16.83 29 18 26
1 Nov 51673.90 1326.15 0.00 0.00 0 8 0
31 Oct 51559.20 1326.15 - 9 8 8


For Nifty Bank - strike price 52000 expiring on 29JAN2025

Delta for 52000 PE is -0.54

Historical price for 52000 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1152.4, which was 171.50 higher than the previous day. The implied volatity was 15.87, the open interest changed by 10865 which increased total open position to 43586


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 980.9, which was -81.15 lower than the previous day. The implied volatity was 13.70, the open interest changed by 7907 which increased total open position to 32680


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1062.05, which was -381.35 lower than the previous day. The implied volatity was 14.94, the open interest changed by 1543 which increased total open position to 24753


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1443.4, which was 463.60 higher than the previous day. The implied volatity was 16.83, the open interest changed by 2134 which increased total open position to 23239


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 979.8, which was 207.80 higher than the previous day. The implied volatity was 15.58, the open interest changed by -768 which decreased total open position to 21539


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 772, which was 197.00 higher than the previous day. The implied volatity was 16.08, the open interest changed by 2573 which increased total open position to 22452


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 575, which was 172.75 higher than the previous day. The implied volatity was 15.98, the open interest changed by 578 which increased total open position to 19890


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 402.25, which was 3.20 higher than the previous day. The implied volatity was 16.07, the open interest changed by -1280 which decreased total open position to 19290


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 399.05, which was -90.95 lower than the previous day. The implied volatity was 16.20, the open interest changed by 3896 which increased total open position to 20853


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 490, which was 12.15 higher than the previous day. The implied volatity was 16.02, the open interest changed by 1667 which increased total open position to 16989


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 477.85, which was -1.55 lower than the previous day. The implied volatity was 16.40, the open interest changed by 435 which increased total open position to 15358


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 479.4, which was -42.35 lower than the previous day. The implied volatity was 17.17, the open interest changed by 240 which increased total open position to 14941


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 521.75, which was 35.35 higher than the previous day. The implied volatity was 17.00, the open interest changed by 833 which increased total open position to 14745


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 486.4, which was -25.05 lower than the previous day. The implied volatity was 16.40, the open interest changed by 2451 which increased total open position to 14005


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 511.45, which was -76.70 lower than the previous day. The implied volatity was 17.13, the open interest changed by 988 which increased total open position to 11589


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 588.15, which was -154.85 lower than the previous day. The implied volatity was 16.79, the open interest changed by 1524 which increased total open position to 10625


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 743, which was -187.20 lower than the previous day. The implied volatity was 16.52, the open interest changed by 193 which increased total open position to 9098


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 930.2, which was 6.25 higher than the previous day. The implied volatity was 16.42, the open interest changed by 1194 which increased total open position to 8913


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 923.95, which was -17.05 lower than the previous day. The implied volatity was 15.69, the open interest changed by 1432 which increased total open position to 7801


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 941, which was 99.90 higher than the previous day. The implied volatity was 15.61, the open interest changed by 1507 which increased total open position to 6461


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 841.1, which was -81.30 lower than the previous day. The implied volatity was 15.78, the open interest changed by 1107 which increased total open position to 4957


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 922.4, which was -25.95 lower than the previous day. The implied volatity was 16.20, the open interest changed by 1371 which increased total open position to 3862


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 948.35, which was -451.65 lower than the previous day. The implied volatity was 16.51, the open interest changed by 1669 which increased total open position to 2485


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1400, which was -364.30 lower than the previous day. The implied volatity was 16.25, the open interest changed by 181 which increased total open position to 997


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1764.3, which was 5.15 higher than the previous day. The implied volatity was 16.56, the open interest changed by 56 which increased total open position to 815


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1759.15, which was -27.15 lower than the previous day. The implied volatity was 16.64, the open interest changed by 263 which increased total open position to 753


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1786.3, which was -63.70 lower than the previous day. The implied volatity was 16.20, the open interest changed by 58 which increased total open position to 492


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1850, which was 109.75 higher than the previous day. The implied volatity was 15.93, the open interest changed by 54 which increased total open position to 434


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1740.25, which was 420.25 higher than the previous day. The implied volatity was 15.17, the open interest changed by -25 which decreased total open position to 381


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1320, which was 287.50 higher than the previous day. The implied volatity was 15.18, the open interest changed by -35 which decreased total open position to 421


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1032.5, which was -92.60 lower than the previous day. The implied volatity was 15.20, the open interest changed by 144 which increased total open position to 462


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1125.1, which was 70.10 higher than the previous day. The implied volatity was 14.87, the open interest changed by -28 which decreased total open position to 323


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1055, which was 134.00 higher than the previous day. The implied volatity was 15.63, the open interest changed by -3 which decreased total open position to 353


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 921, which was -212.75 lower than the previous day. The implied volatity was 16.04, the open interest changed by 87 which increased total open position to 355


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1133.75, which was -316.25 lower than the previous day. The implied volatity was 17.22, the open interest changed by 249 which increased total open position to 268


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1450, which was 123.85 higher than the previous day. The implied volatity was 16.83, the open interest changed by 18 which increased total open position to 26


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1326.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 1326.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to