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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 52200 CE
Delta: 0.42
Vega: 61.05
Theta: -18.36
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 655 -23.50 14.11 59,786 3,470 7,758
24 Dec 51233.00 678.5 -53.05 13.32 10,862 1,852 4,232
23 Dec 51317.60 731.55 80.50 13.81 3,886 424 2,388
20 Dec 50759.20 651.05 -408.95 14.59 3,975 137 1,951
19 Dec 51575.70 1060 -335.00 15.40 3,525 748 1,815
18 Dec 52139.55 1395 -435.00 15.19 3,015 704 1,056
17 Dec 52834.80 1830 -394.30 15.83 68 11 353
16 Dec 53581.35 2224.3 0.00 0.00 0 91 0
13 Dec 53583.80 2224.3 -60.70 10.09 289 92 343
12 Dec 53216.45 2285 0.00 0.00 0 -1 0
11 Dec 53391.35 2285 -35.00 14.23 2 -1 251
10 Dec 53577.70 2320 86.30 11.36 12 -3 252
9 Dec 53407.75 2233.7 215.20 12.34 2 0 256
6 Dec 53509.50 2018.5 0.00 0.00 0 -1 0
5 Dec 53603.55 2018.5 -197.00 - 3 1 258
4 Dec 53266.90 2215.5 391.70 12.95 259 -100 257
3 Dec 52695.75 1823.8 282.30 13.06 483 -226 357
2 Dec 52109.00 1541.5 42.40 13.75 700 106 585
29 Nov 52055.60 1499.1 -26.65 13.30 739 135 484
28 Nov 51906.85 1525.75 -122.65 13.71 385 174 348
27 Nov 52301.80 1648.4 107.60 12.61 267 47 169
26 Nov 52191.50 1540.8 -70.40 12.02 120 10 125
25 Nov 52207.50 1611.2 786.55 12.58 238 109 116
22 Nov 51135.40 824.65 0.00 0.00 0 2 0
21 Nov 50372.90 824.65 14.50 13.29 10 1 6
19 Nov 50626.50 810.15 -108.20 12.65 4 -1 3
18 Nov 50363.80 918.35 0.00 0.00 0 2 0
14 Nov 50179.55 918.35 43.70 14.50 2 1 3
13 Nov 50088.35 874.65 -708.55 13.37 1 0 1
12 Nov 51157.80 1583.2 0.00 0.00 0 0 0
11 Nov 51876.75 1583.2 -741.85 12.39 2 1 2
8 Nov 51561.20 2325.05 0.00 0.00 0 1 0
7 Nov 51916.50 2325.05 -80.30 19.02 1 0 0
6 Nov 52317.40 2405.35 0.00 - 0 0 0
5 Nov 52207.25 2405.35 0.00 - 0 0 0
4 Nov 51215.25 2405.35 0.00 - 0 0 0
1 Nov 51673.90 2405.35 0.00 - 0 0 0
31 Oct 51559.20 2405.35 - 0 0 0


For Nifty Bank - strike price 52200 expiring on 29JAN2025

Delta for 52200 CE is 0.42

Historical price for 52200 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 655, which was -23.50 lower than the previous day. The implied volatity was 14.11, the open interest changed by 3470 which increased total open position to 7758


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 678.5, which was -53.05 lower than the previous day. The implied volatity was 13.32, the open interest changed by 1852 which increased total open position to 4232


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 731.55, which was 80.50 higher than the previous day. The implied volatity was 13.81, the open interest changed by 424 which increased total open position to 2388


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 651.05, which was -408.95 lower than the previous day. The implied volatity was 14.59, the open interest changed by 137 which increased total open position to 1951


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1060, which was -335.00 lower than the previous day. The implied volatity was 15.40, the open interest changed by 748 which increased total open position to 1815


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1395, which was -435.00 lower than the previous day. The implied volatity was 15.19, the open interest changed by 704 which increased total open position to 1056


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1830, which was -394.30 lower than the previous day. The implied volatity was 15.83, the open interest changed by 11 which increased total open position to 353


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2224.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 91 which increased total open position to 0


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2224.3, which was -60.70 lower than the previous day. The implied volatity was 10.09, the open interest changed by 92 which increased total open position to 343


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2285, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2285, which was -35.00 lower than the previous day. The implied volatity was 14.23, the open interest changed by -1 which decreased total open position to 251


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2320, which was 86.30 higher than the previous day. The implied volatity was 11.36, the open interest changed by -3 which decreased total open position to 252


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2233.7, which was 215.20 higher than the previous day. The implied volatity was 12.34, the open interest changed by 0 which decreased total open position to 256


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2018.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2018.5, which was -197.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 258


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2215.5, which was 391.70 higher than the previous day. The implied volatity was 12.95, the open interest changed by -100 which decreased total open position to 257


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1823.8, which was 282.30 higher than the previous day. The implied volatity was 13.06, the open interest changed by -226 which decreased total open position to 357


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1541.5, which was 42.40 higher than the previous day. The implied volatity was 13.75, the open interest changed by 106 which increased total open position to 585


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1499.1, which was -26.65 lower than the previous day. The implied volatity was 13.30, the open interest changed by 135 which increased total open position to 484


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1525.75, which was -122.65 lower than the previous day. The implied volatity was 13.71, the open interest changed by 174 which increased total open position to 348


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1648.4, which was 107.60 higher than the previous day. The implied volatity was 12.61, the open interest changed by 47 which increased total open position to 169


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1540.8, which was -70.40 lower than the previous day. The implied volatity was 12.02, the open interest changed by 10 which increased total open position to 125


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1611.2, which was 786.55 higher than the previous day. The implied volatity was 12.58, the open interest changed by 109 which increased total open position to 116


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 824.65, 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 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 824.65, which was 14.50 higher than the previous day. The implied volatity was 13.29, the open interest changed by 1 which increased total open position to 6


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 810.15, which was -108.20 lower than the previous day. The implied volatity was 12.65, the open interest changed by -1 which decreased total open position to 3


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 918.35, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 918.35, which was 43.70 higher than the previous day. The implied volatity was 14.50, the open interest changed by 1 which increased total open position to 3


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 874.65, which was -708.55 lower than the previous day. The implied volatity was 13.37, the open interest changed by 0 which decreased total open position to 1


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1583.2, 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 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1583.2, which was -741.85 lower than the previous day. The implied volatity was 12.39, the open interest changed by 1 which increased total open position to 2


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2325.05, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2325.05, which was -80.30 lower than the previous day. The implied volatity was 19.02, 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 2405.35, 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 2405.35, 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 2405.35, 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 2405.35, 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 2405.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 52200 PE
Delta: -0.57
Vega: 61.39
Theta: -6.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1267.6 186.30 15.90 19,864 2,803 5,480
24 Dec 51233.00 1081.3 -87.65 13.53 3,525 799 2,666
23 Dec 51317.60 1168.95 -378.85 14.90 1,077 47 1,857
20 Dec 50759.20 1547.8 476.40 16.60 2,153 99 1,817
19 Dec 51575.70 1071.4 239.20 15.48 2,870 126 1,732
18 Dec 52139.55 832.2 204.85 15.77 3,294 518 1,609
17 Dec 52834.80 627.35 178.95 15.78 898 175 1,091
16 Dec 53581.35 448.4 1.95 16.00 1,338 159 922
13 Dec 53583.80 446.45 -84.80 16.20 1,489 -157 663
12 Dec 53216.45 531.25 11.40 15.79 324 155 821
11 Dec 53391.35 519.85 0.35 16.21 87 26 662
10 Dec 53577.70 519.5 -27.95 16.98 180 160 641
9 Dec 53407.75 547.45 15.05 16.55 81 42 480
6 Dec 53509.50 532.4 -20.65 16.32 366 170 438
5 Dec 53603.55 553.05 -80.15 16.98 385 -121 271
4 Dec 53266.90 633.2 -176.65 16.59 417 -111 415
3 Dec 52695.75 809.85 -194.15 16.47 297 7 526
2 Dec 52109.00 1004 23.30 16.32 354 27 519
29 Nov 52055.60 980.7 -32.45 15.38 187 46 492
28 Nov 51906.85 1013.15 101.70 15.48 730 40 445
27 Nov 52301.80 911.45 -82.20 15.71 457 98 407
26 Nov 52191.50 993.65 -31.05 16.11 150 92 299
25 Nov 52207.50 1024.7 -834.25 16.48 378 205 205
22 Nov 51135.40 1858.95 0.00 - 0 0 0
21 Nov 50372.90 1858.95 0.00 - 0 0 0
19 Nov 50626.50 1858.95 0.00 - 0 0 0
18 Nov 50363.80 1858.95 0.00 - 0 0 0
14 Nov 50179.55 1858.95 0.00 - 0 0 0
13 Nov 50088.35 1858.95 0.00 - 0 0 0
12 Nov 51157.80 1858.95 0.00 0.03 0 0 0
11 Nov 51876.75 1858.95 0.00 0.73 0 0 0
8 Nov 51561.20 1858.95 0.00 0.47 0 0 0
7 Nov 51916.50 1858.95 0.00 0.84 0 0 0
6 Nov 52317.40 1858.95 0.00 1.31 0 0 0
5 Nov 52207.25 1858.95 0.00 1.06 0 0 0
4 Nov 51215.25 1858.95 0.00 0.25 0 0 0
1 Nov 51673.90 1858.95 0.00 0.69 0 0 0
31 Oct 51559.20 1858.95 - 0 0 0


For Nifty Bank - strike price 52200 expiring on 29JAN2025

Delta for 52200 PE is -0.57

Historical price for 52200 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1267.6, which was 186.30 higher than the previous day. The implied volatity was 15.90, the open interest changed by 2803 which increased total open position to 5480


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1081.3, which was -87.65 lower than the previous day. The implied volatity was 13.53, the open interest changed by 799 which increased total open position to 2666


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1168.95, which was -378.85 lower than the previous day. The implied volatity was 14.90, the open interest changed by 47 which increased total open position to 1857


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1547.8, which was 476.40 higher than the previous day. The implied volatity was 16.60, the open interest changed by 99 which increased total open position to 1817


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1071.4, which was 239.20 higher than the previous day. The implied volatity was 15.48, the open interest changed by 126 which increased total open position to 1732


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 832.2, which was 204.85 higher than the previous day. The implied volatity was 15.77, the open interest changed by 518 which increased total open position to 1609


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 627.35, which was 178.95 higher than the previous day. The implied volatity was 15.78, the open interest changed by 175 which increased total open position to 1091


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 448.4, which was 1.95 higher than the previous day. The implied volatity was 16.00, the open interest changed by 159 which increased total open position to 922


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 446.45, which was -84.80 lower than the previous day. The implied volatity was 16.20, the open interest changed by -157 which decreased total open position to 663


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 531.25, which was 11.40 higher than the previous day. The implied volatity was 15.79, the open interest changed by 155 which increased total open position to 821


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 519.85, which was 0.35 higher than the previous day. The implied volatity was 16.21, the open interest changed by 26 which increased total open position to 662


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 519.5, which was -27.95 lower than the previous day. The implied volatity was 16.98, the open interest changed by 160 which increased total open position to 641


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 547.45, which was 15.05 higher than the previous day. The implied volatity was 16.55, the open interest changed by 42 which increased total open position to 480


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 532.4, which was -20.65 lower than the previous day. The implied volatity was 16.32, the open interest changed by 170 which increased total open position to 438


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 553.05, which was -80.15 lower than the previous day. The implied volatity was 16.98, the open interest changed by -121 which decreased total open position to 271


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 633.2, which was -176.65 lower than the previous day. The implied volatity was 16.59, the open interest changed by -111 which decreased total open position to 415


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 809.85, which was -194.15 lower than the previous day. The implied volatity was 16.47, the open interest changed by 7 which increased total open position to 526


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1004, which was 23.30 higher than the previous day. The implied volatity was 16.32, the open interest changed by 27 which increased total open position to 519


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 980.7, which was -32.45 lower than the previous day. The implied volatity was 15.38, the open interest changed by 46 which increased total open position to 492


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1013.15, which was 101.70 higher than the previous day. The implied volatity was 15.48, the open interest changed by 40 which increased total open position to 445


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 911.45, which was -82.20 lower than the previous day. The implied volatity was 15.71, the open interest changed by 98 which increased total open position to 407


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 993.65, which was -31.05 lower than the previous day. The implied volatity was 16.11, the open interest changed by 92 which increased total open position to 299


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1024.7, which was -834.25 lower than the previous day. The implied volatity was 16.48, the open interest changed by 205 which increased total open position to 205


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1858.95, 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 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1858.95, 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 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1858.95, 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 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1858.95, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1858.95, 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 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1858.95, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1858.95, which was 0.00 lower than the previous day. The implied volatity was 0.03, 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 1858.95, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1858.95, which was 0.00 lower than the previous day. The implied volatity was 0.47, 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 1858.95, which was 0.00 lower than the previous day. The implied volatity was 0.84, 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 1858.95, which was 0.00 lower than the previous day. The implied volatity was 1.31, 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 1858.95, which was 0.00 lower than the previous day. The implied volatity was 1.06, 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 1858.95, which was 0.00 lower than the previous day. The implied volatity was 0.25, 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 1858.95, which was 0.00 lower than the previous day. The implied volatity was 0.69, 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 1858.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to