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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 52100 CE
Delta: 0.44
Vega: 61.55
Theta: -18.65
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 693 -28.85 14.06 60,787 3,267 6,665
24 Dec 51233.00 721.85 -51.20 13.33 10,058 1,615 3,389
23 Dec 51317.60 773.05 76.75 13.78 3,613 286 1,780
20 Dec 50759.20 696.3 -413.70 14.71 4,082 460 1,535
19 Dec 51575.70 1110 -343.90 15.42 3,292 -49 1,071
18 Dec 52139.55 1453.9 -492.15 15.20 2,472 850 1,120
17 Dec 52834.80 1946.05 -373.35 16.62 20 -6 269
16 Dec 53581.35 2319.4 25.75 13.71 3 -1 275
13 Dec 53583.80 2293.65 31.10 9.66 236 65 277
12 Dec 53216.45 2262.55 -10.00 15.05 7 0 213
11 Dec 53391.35 2272.55 0.00 0.00 0 -21 0
10 Dec 53577.70 2272.55 -281.80 7.95 39 -21 213
9 Dec 53407.75 2554.35 0.00 0.00 0 1 0
6 Dec 53509.50 2554.35 70.10 14.58 1 0 233
5 Dec 53603.55 2484.25 211.95 11.39 12 -10 233
4 Dec 53266.90 2272.3 392.85 12.67 133 -85 243
3 Dec 52695.75 1879.45 279.15 12.91 221 -141 330
2 Dec 52109.00 1600.3 45.60 13.76 608 212 468
29 Nov 52055.60 1554.7 -38.35 13.27 402 111 260
28 Nov 51906.85 1593.05 -98.60 13.83 223 39 150
27 Nov 52301.80 1691.65 67.85 12.37 215 2 112
26 Nov 52191.50 1623.8 -36.20 12.27 123 52 110
25 Nov 52207.50 1660 -796.85 12.42 103 57 57
22 Nov 51135.40 2456.85 0.00 0.05 0 0 0
21 Nov 50372.90 2456.85 0.00 0.73 0 0 0
19 Nov 50626.50 2456.85 0.00 0.67 0 0 0
18 Nov 50363.80 2456.85 0.00 0.75 0 0 0
14 Nov 50179.55 2456.85 0.00 0.82 0 0 0
13 Nov 50088.35 2456.85 0.00 0.74 0 0 0
12 Nov 51157.80 2456.85 0.00 - 0 0 0
11 Nov 51876.75 2456.85 0.00 - 0 0 0
8 Nov 51561.20 2456.85 0.00 - 0 0 0
7 Nov 51916.50 2456.85 0.00 - 0 0 0
6 Nov 52317.40 2456.85 0.00 - 0 0 0
5 Nov 52207.25 2456.85 0.00 - 0 0 0
4 Nov 51215.25 2456.85 0.00 - 0 0 0
1 Nov 51673.90 2456.85 0.00 - 0 0 0
31 Oct 51559.20 2456.85 - 0 0 0


For Nifty Bank - strike price 52100 expiring on 29JAN2025

Delta for 52100 CE is 0.44

Historical price for 52100 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 693, which was -28.85 lower than the previous day. The implied volatity was 14.06, the open interest changed by 3267 which increased total open position to 6665


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 721.85, which was -51.20 lower than the previous day. The implied volatity was 13.33, the open interest changed by 1615 which increased total open position to 3389


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 773.05, which was 76.75 higher than the previous day. The implied volatity was 13.78, the open interest changed by 286 which increased total open position to 1780


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 696.3, which was -413.70 lower than the previous day. The implied volatity was 14.71, the open interest changed by 460 which increased total open position to 1535


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1110, which was -343.90 lower than the previous day. The implied volatity was 15.42, the open interest changed by -49 which decreased total open position to 1071


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1453.9, which was -492.15 lower than the previous day. The implied volatity was 15.20, the open interest changed by 850 which increased total open position to 1120


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1946.05, which was -373.35 lower than the previous day. The implied volatity was 16.62, the open interest changed by -6 which decreased total open position to 269


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2319.4, which was 25.75 higher than the previous day. The implied volatity was 13.71, the open interest changed by -1 which decreased total open position to 275


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2293.65, which was 31.10 higher than the previous day. The implied volatity was 9.66, the open interest changed by 65 which increased total open position to 277


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2262.55, which was -10.00 lower than the previous day. The implied volatity was 15.05, the open interest changed by 0 which decreased total open position to 213


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2272.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -21 which decreased total open position to 0


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2272.55, which was -281.80 lower than the previous day. The implied volatity was 7.95, the open interest changed by -21 which decreased total open position to 213


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2554.35, 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 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2554.35, which was 70.10 higher than the previous day. The implied volatity was 14.58, the open interest changed by 0 which decreased total open position to 233


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2484.25, which was 211.95 higher than the previous day. The implied volatity was 11.39, the open interest changed by -10 which decreased total open position to 233


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2272.3, which was 392.85 higher than the previous day. The implied volatity was 12.67, the open interest changed by -85 which decreased total open position to 243


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1879.45, which was 279.15 higher than the previous day. The implied volatity was 12.91, the open interest changed by -141 which decreased total open position to 330


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1600.3, which was 45.60 higher than the previous day. The implied volatity was 13.76, the open interest changed by 212 which increased total open position to 468


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1554.7, which was -38.35 lower than the previous day. The implied volatity was 13.27, the open interest changed by 111 which increased total open position to 260


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1593.05, which was -98.60 lower than the previous day. The implied volatity was 13.83, the open interest changed by 39 which increased total open position to 150


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1691.65, which was 67.85 higher than the previous day. The implied volatity was 12.37, the open interest changed by 2 which increased total open position to 112


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1623.8, which was -36.20 lower than the previous day. The implied volatity was 12.27, the open interest changed by 52 which increased total open position to 110


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1660, which was -796.85 lower than the previous day. The implied volatity was 12.42, the open interest changed by 57 which increased total open position to 57


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2456.85, which was 0.00 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2456.85, which was 0.00 lower than the previous day. The implied volatity was 0.73, 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 2456.85, which was 0.00 lower than the previous day. The implied volatity was 0.67, 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 2456.85, which was 0.00 lower than the previous day. The implied volatity was 0.75, 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 2456.85, which was 0.00 lower than the previous day. The implied volatity was 0.82, 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 2456.85, which was 0.00 lower than the previous day. The implied volatity was 0.74, 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 2456.85, 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 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2456.85, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2456.85, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2456.85, 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 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2456.85, 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 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2456.85, 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 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2456.85, 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 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 2456.85, 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 2456.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 52100 PE
Delta: -0.55
Vega: 61.79
Theta: -6.56
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1225 205.30 16.14 34,357 1,507 3,602
24 Dec 51233.00 1019.7 -96.00 13.45 4,158 1,294 2,088
23 Dec 51317.60 1115.7 -379.85 14.94 742 -37 805
20 Dec 50759.20 1495.55 465.60 16.72 2,156 -128 845
19 Dec 51575.70 1029.95 232.80 15.60 2,024 55 995
18 Dec 52139.55 797.15 204.20 15.86 2,627 358 950
17 Dec 52834.80 592.95 165.55 15.76 392 128 591
16 Dec 53581.35 427.4 -25.40 16.08 1,381 -407 466
13 Dec 53583.80 452.8 -70.85 16.71 1,667 127 897
12 Dec 53216.45 523.65 30.25 16.12 175 76 771
11 Dec 53391.35 493.4 -7.85 16.22 191 131 694
10 Dec 53577.70 501.25 -41.00 17.11 193 82 562
9 Dec 53407.75 542.25 32.50 16.90 198 53 493
6 Dec 53509.50 509.75 -19.05 16.38 363 105 440
5 Dec 53603.55 528.8 -82.25 17.00 320 -59 335
4 Dec 53266.90 611.05 -170.50 16.70 321 -101 397
3 Dec 52695.75 781.55 -186.70 16.60 285 74 499
2 Dec 52109.00 968.25 15.95 16.39 594 120 425
29 Nov 52055.60 952.3 -25.60 15.54 670 176 313
28 Nov 51906.85 977.9 115.60 15.60 288 -13 139
27 Nov 52301.80 862.3 -95.50 15.58 63 4 153
26 Nov 52191.50 957.8 -22.20 16.16 134 66 148
25 Nov 52207.50 980 -830.45 16.46 94 75 83
22 Nov 51135.40 1810.45 0.00 0.00 0 0 0
21 Nov 50372.90 1810.45 0.00 0.00 0 0 0
19 Nov 50626.50 1810.45 0.00 0.00 0 0 0
18 Nov 50363.80 1810.45 715.45 15.87 1 0 8
14 Nov 50179.55 1095 0.00 0.00 0 0 0
13 Nov 50088.35 1095 0.00 0.00 0 5 0
12 Nov 51157.80 1095 55.55 12.27 14 7 10
11 Nov 51876.75 1039.45 -141.65 14.84 2 1 3
8 Nov 51561.20 1181.1 0.00 0.00 0 1 0
7 Nov 51916.50 1181.1 206.10 16.54 1 0 1
6 Nov 52317.40 975 -125.00 16.24 1 0 0
5 Nov 52207.25 1100 -119.70 16.46 2 1 1
4 Nov 51215.25 1219.7 0.00 0.00 0 0 0
1 Nov 51673.90 1219.7 -592.55 15.85 6 3 3
31 Oct 51559.20 1812.25 - 0 0 0


For Nifty Bank - strike price 52100 expiring on 29JAN2025

Delta for 52100 PE is -0.55

Historical price for 52100 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1225, which was 205.30 higher than the previous day. The implied volatity was 16.14, the open interest changed by 1507 which increased total open position to 3602


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1019.7, which was -96.00 lower than the previous day. The implied volatity was 13.45, the open interest changed by 1294 which increased total open position to 2088


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1115.7, which was -379.85 lower than the previous day. The implied volatity was 14.94, the open interest changed by -37 which decreased total open position to 805


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1495.55, which was 465.60 higher than the previous day. The implied volatity was 16.72, the open interest changed by -128 which decreased total open position to 845


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1029.95, which was 232.80 higher than the previous day. The implied volatity was 15.60, the open interest changed by 55 which increased total open position to 995


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 797.15, which was 204.20 higher than the previous day. The implied volatity was 15.86, the open interest changed by 358 which increased total open position to 950


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 592.95, which was 165.55 higher than the previous day. The implied volatity was 15.76, the open interest changed by 128 which increased total open position to 591


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 427.4, which was -25.40 lower than the previous day. The implied volatity was 16.08, the open interest changed by -407 which decreased total open position to 466


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 452.8, which was -70.85 lower than the previous day. The implied volatity was 16.71, the open interest changed by 127 which increased total open position to 897


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 523.65, which was 30.25 higher than the previous day. The implied volatity was 16.12, the open interest changed by 76 which increased total open position to 771


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 493.4, which was -7.85 lower than the previous day. The implied volatity was 16.22, the open interest changed by 131 which increased total open position to 694


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 501.25, which was -41.00 lower than the previous day. The implied volatity was 17.11, the open interest changed by 82 which increased total open position to 562


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 542.25, which was 32.50 higher than the previous day. The implied volatity was 16.90, the open interest changed by 53 which increased total open position to 493


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 509.75, which was -19.05 lower than the previous day. The implied volatity was 16.38, the open interest changed by 105 which increased total open position to 440


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 528.8, which was -82.25 lower than the previous day. The implied volatity was 17.00, the open interest changed by -59 which decreased total open position to 335


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 611.05, which was -170.50 lower than the previous day. The implied volatity was 16.70, the open interest changed by -101 which decreased total open position to 397


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 781.55, which was -186.70 lower than the previous day. The implied volatity was 16.60, the open interest changed by 74 which increased total open position to 499


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 968.25, which was 15.95 higher than the previous day. The implied volatity was 16.39, the open interest changed by 120 which increased total open position to 425


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 952.3, which was -25.60 lower than the previous day. The implied volatity was 15.54, the open interest changed by 176 which increased total open position to 313


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 977.9, which was 115.60 higher than the previous day. The implied volatity was 15.60, the open interest changed by -13 which decreased total open position to 139


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 862.3, which was -95.50 lower than the previous day. The implied volatity was 15.58, the open interest changed by 4 which increased total open position to 153


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 957.8, which was -22.20 lower than the previous day. The implied volatity was 16.16, the open interest changed by 66 which increased total open position to 148


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 980, which was -830.45 lower than the previous day. The implied volatity was 16.46, the open interest changed by 75 which increased total open position to 83


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1810.45, 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 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1810.45, 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 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1810.45, 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 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1810.45, which was 715.45 higher than the previous day. The implied volatity was 15.87, the open interest changed by 0 which decreased total open position to 8


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1095, 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 1095, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1095, which was 55.55 higher than the previous day. The implied volatity was 12.27, the open interest changed by 7 which increased total open position to 10


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1039.45, which was -141.65 lower than the previous day. The implied volatity was 14.84, 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 1181.1, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1181.1, which was 206.10 higher than the previous day. The implied volatity was 16.54, the open interest changed by 0 which decreased total open position to 1


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 975, which was -125.00 lower than the previous day. The implied volatity was 16.24, 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 1100, which was -119.70 lower than the previous day. The implied volatity was 16.46, the open interest changed by 1 which increased total open position to 1


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1219.7, 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 1219.7, which was -592.55 lower than the previous day. The implied volatity was 15.85, the open interest changed by 3 which increased total open position to 3


On 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 1812.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to