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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 52300 CE
Delta: 0.40
Vega: 60.43
Theta: -17.98
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 615 -17.25 14.09 51,947 2,407 6,399
24 Dec 51233.00 632.25 -52.15 13.23 8,519 1,769 3,976
23 Dec 51317.60 684.4 60.60 13.72 3,515 -102 2,205
20 Dec 50759.20 623.8 -385.40 14.68 4,041 436 2,310
19 Dec 51575.70 1009.2 -333.15 15.36 3,775 779 1,912
18 Dec 52139.55 1342.35 -441.20 15.24 3,316 716 1,127
17 Dec 52834.80 1783.55 -313.05 16.09 156 52 411
16 Dec 53581.35 2096.6 -78.20 12.56 26 0 356
13 Dec 53583.80 2174.8 104.80 10.86 793 199 356
12 Dec 53216.45 2070 -95.85 14.25 17 0 157
11 Dec 53391.35 2165.85 0.00 0.00 0 0 0
10 Dec 53577.70 2165.85 -4.05 9.83 6 0 157
9 Dec 53407.75 2169.9 -248.15 12.56 2 0 159
6 Dec 53509.50 2418.05 87.75 14.83 4 0 161
5 Dec 53603.55 2330.3 218.75 11.57 30 -19 161
4 Dec 53266.90 2111.55 354.25 12.47 128 -94 183
3 Dec 52695.75 1757.3 276.90 13.05 281 -66 277
2 Dec 52109.00 1480.4 45.40 13.71 390 95 342
29 Nov 52055.60 1435 -32.50 13.22 195 71 249
28 Nov 51906.85 1467.5 -112.70 13.76 346 55 179
27 Nov 52301.80 1580.2 69.50 12.53 211 -23 122
26 Nov 52191.50 1510.7 -58.45 12.38 292 108 146
25 Nov 52207.50 1569.15 528.65 12.80 44 36 38
22 Nov 51135.40 1040.5 37.90 13.10 19 15 17
21 Nov 50372.90 1002.6 0.00 0.00 0 0 0
19 Nov 50626.50 1002.6 0.00 0.00 0 2 0
18 Nov 50363.80 1002.6 -1352.00 15.69 2 1 1
14 Nov 50179.55 2354.6 0.00 1.07 0 0 0
13 Nov 50088.35 2354.6 0.00 0.94 0 0 0
12 Nov 51157.80 2354.6 0.00 0.08 0 0 0
11 Nov 51876.75 2354.6 0.00 - 0 0 0
8 Nov 51561.20 2354.6 0.00 - 0 0 0
7 Nov 51916.50 2354.6 0.00 - 0 0 0
6 Nov 52317.40 2354.6 0.00 - 0 0 0
5 Nov 52207.25 2354.6 0.00 - 0 0 0
4 Nov 51215.25 2354.6 0.00 - 0 0 0
1 Nov 51673.90 2354.6 0.00 - 0 0 0
31 Oct 51559.20 2354.60 - 0 0 0


For Nifty Bank - strike price 52300 expiring on 29JAN2025

Delta for 52300 CE is 0.40

Historical price for 52300 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 615, which was -17.25 lower than the previous day. The implied volatity was 14.09, the open interest changed by 2407 which increased total open position to 6399


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 632.25, which was -52.15 lower than the previous day. The implied volatity was 13.23, the open interest changed by 1769 which increased total open position to 3976


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 684.4, which was 60.60 higher than the previous day. The implied volatity was 13.72, the open interest changed by -102 which decreased total open position to 2205


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 623.8, which was -385.40 lower than the previous day. The implied volatity was 14.68, the open interest changed by 436 which increased total open position to 2310


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1009.2, which was -333.15 lower than the previous day. The implied volatity was 15.36, the open interest changed by 779 which increased total open position to 1912


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1342.35, which was -441.20 lower than the previous day. The implied volatity was 15.24, the open interest changed by 716 which increased total open position to 1127


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1783.55, which was -313.05 lower than the previous day. The implied volatity was 16.09, the open interest changed by 52 which increased total open position to 411


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2096.6, which was -78.20 lower than the previous day. The implied volatity was 12.56, the open interest changed by 0 which decreased total open position to 356


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2174.8, which was 104.80 higher than the previous day. The implied volatity was 10.86, the open interest changed by 199 which increased total open position to 356


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2070, which was -95.85 lower than the previous day. The implied volatity was 14.25, the open interest changed by 0 which decreased total open position to 157


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2165.85, 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 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2165.85, which was -4.05 lower than the previous day. The implied volatity was 9.83, the open interest changed by 0 which decreased total open position to 157


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2169.9, which was -248.15 lower than the previous day. The implied volatity was 12.56, the open interest changed by 0 which decreased total open position to 159


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2418.05, which was 87.75 higher than the previous day. The implied volatity was 14.83, the open interest changed by 0 which decreased total open position to 161


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2330.3, which was 218.75 higher than the previous day. The implied volatity was 11.57, the open interest changed by -19 which decreased total open position to 161


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2111.55, which was 354.25 higher than the previous day. The implied volatity was 12.47, the open interest changed by -94 which decreased total open position to 183


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1757.3, which was 276.90 higher than the previous day. The implied volatity was 13.05, the open interest changed by -66 which decreased total open position to 277


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1480.4, which was 45.40 higher than the previous day. The implied volatity was 13.71, the open interest changed by 95 which increased total open position to 342


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1435, which was -32.50 lower than the previous day. The implied volatity was 13.22, the open interest changed by 71 which increased total open position to 249


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1467.5, which was -112.70 lower than the previous day. The implied volatity was 13.76, the open interest changed by 55 which increased total open position to 179


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1580.2, which was 69.50 higher than the previous day. The implied volatity was 12.53, the open interest changed by -23 which decreased total open position to 122


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1510.7, which was -58.45 lower than the previous day. The implied volatity was 12.38, the open interest changed by 108 which increased total open position to 146


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1569.15, which was 528.65 higher than the previous day. The implied volatity was 12.80, the open interest changed by 36 which increased total open position to 38


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1040.5, which was 37.90 higher than the previous day. The implied volatity was 13.10, the open interest changed by 15 which increased total open position to 17


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1002.6, 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 1002.6, 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 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1002.6, which was -1352.00 lower than the previous day. The implied volatity was 15.69, the open interest changed by 1 which increased total open position to 1


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2354.6, which was 0.00 lower than the previous day. The implied volatity was 1.07, 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 2354.6, which was 0.00 lower than the previous day. The implied volatity was 0.94, 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 2354.6, which was 0.00 lower than the previous day. The implied volatity was 0.08, 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 2354.6, 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 2354.6, 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 2354.6, 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 2354.6, 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 2354.6, 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 2354.6, 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 2354.6, 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 2354.60, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 52300 PE
Delta: -0.59
Vega: 60.92
Theta: -5.71
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1330 176.80 15.95 11,289 1,537 3,957
24 Dec 51233.00 1153.2 -66.45 13.75 2,688 870 2,420
23 Dec 51317.60 1219.65 -395.10 14.80 967 -46 1,552
20 Dec 50759.20 1614.75 491.60 16.75 1,501 -266 1,598
19 Dec 51575.70 1123.15 247.30 15.49 2,456 278 1,870
18 Dec 52139.55 875.85 207.05 15.78 3,531 501 1,590
17 Dec 52834.80 668.8 195.40 15.87 1,127 -34 1,108
16 Dec 53581.35 473.4 19.35 15.97 1,399 -477 1,145
13 Dec 53583.80 454.05 -105.95 15.88 10,080 1,872 2,773
12 Dec 53216.45 560 15.00 15.77 789 75 901
11 Dec 53391.35 545 -5.60 16.16 315 185 829
10 Dec 53577.70 550.6 -39.75 17.04 340 226 645
9 Dec 53407.75 590.35 45.65 16.76 129 98 421
6 Dec 53509.50 544.7 -31.45 16.09 106 24 318
5 Dec 53603.55 576.15 -88.95 16.89 297 -138 294
4 Dec 53266.90 665.1 -177.50 16.61 471 -149 432
3 Dec 52695.75 842.6 -200.95 16.42 573 190 584
2 Dec 52109.00 1043.55 18.50 16.29 303 59 397
29 Nov 52055.60 1025.05 -28.70 15.40 287 17 349
28 Nov 51906.85 1053.75 112.60 15.49 851 36 318
27 Nov 52301.80 941.15 -88.55 15.59 344 129 282
26 Nov 52191.50 1029.7 -44.30 16.05 129 66 140
25 Nov 52207.50 1074 55.50 16.55 124 73 73
22 Nov 51135.40 1018.5 0.00 0.00 0 0 0
21 Nov 50372.90 1018.5 0.00 0.00 0 0 0
19 Nov 50626.50 1018.5 0.00 0.00 0 0 0
18 Nov 50363.80 1018.5 0.00 0.00 0 0 0
14 Nov 50179.55 1018.5 0.00 0.00 0 0 0
13 Nov 50088.35 1018.5 0.00 0.00 0 0 0
12 Nov 51157.80 1018.5 0.00 0.00 0 0 0
11 Nov 51876.75 1018.5 0.00 0.00 0 0 0
8 Nov 51561.20 1018.5 0.00 0.00 0 0 0
7 Nov 51916.50 1018.5 0.00 0.00 0 0 0
6 Nov 52317.40 1018.5 -887.95 15.91 3 1 1
5 Nov 52207.25 1906.45 0.00 0.96 0 0 0
4 Nov 51215.25 1906.45 0.00 0.16 0 0 0
1 Nov 51673.90 1906.45 0.00 0.59 0 0 0
31 Oct 51559.20 1906.45 - 0 0 0


For Nifty Bank - strike price 52300 expiring on 29JAN2025

Delta for 52300 PE is -0.59

Historical price for 52300 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1330, which was 176.80 higher than the previous day. The implied volatity was 15.95, the open interest changed by 1537 which increased total open position to 3957


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1153.2, which was -66.45 lower than the previous day. The implied volatity was 13.75, the open interest changed by 870 which increased total open position to 2420


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1219.65, which was -395.10 lower than the previous day. The implied volatity was 14.80, the open interest changed by -46 which decreased total open position to 1552


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1614.75, which was 491.60 higher than the previous day. The implied volatity was 16.75, the open interest changed by -266 which decreased total open position to 1598


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1123.15, which was 247.30 higher than the previous day. The implied volatity was 15.49, the open interest changed by 278 which increased total open position to 1870


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 875.85, which was 207.05 higher than the previous day. The implied volatity was 15.78, the open interest changed by 501 which increased total open position to 1590


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 668.8, which was 195.40 higher than the previous day. The implied volatity was 15.87, the open interest changed by -34 which decreased total open position to 1108


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 473.4, which was 19.35 higher than the previous day. The implied volatity was 15.97, the open interest changed by -477 which decreased total open position to 1145


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 454.05, which was -105.95 lower than the previous day. The implied volatity was 15.88, the open interest changed by 1872 which increased total open position to 2773


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 560, which was 15.00 higher than the previous day. The implied volatity was 15.77, the open interest changed by 75 which increased total open position to 901


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 545, which was -5.60 lower than the previous day. The implied volatity was 16.16, the open interest changed by 185 which increased total open position to 829


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 550.6, which was -39.75 lower than the previous day. The implied volatity was 17.04, the open interest changed by 226 which increased total open position to 645


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 590.35, which was 45.65 higher than the previous day. The implied volatity was 16.76, the open interest changed by 98 which increased total open position to 421


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 544.7, which was -31.45 lower than the previous day. The implied volatity was 16.09, the open interest changed by 24 which increased total open position to 318


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 576.15, which was -88.95 lower than the previous day. The implied volatity was 16.89, the open interest changed by -138 which decreased total open position to 294


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 665.1, which was -177.50 lower than the previous day. The implied volatity was 16.61, the open interest changed by -149 which decreased total open position to 432


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 842.6, which was -200.95 lower than the previous day. The implied volatity was 16.42, the open interest changed by 190 which increased total open position to 584


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1043.55, which was 18.50 higher than the previous day. The implied volatity was 16.29, the open interest changed by 59 which increased total open position to 397


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1025.05, which was -28.70 lower than the previous day. The implied volatity was 15.40, the open interest changed by 17 which increased total open position to 349


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1053.75, which was 112.60 higher than the previous day. The implied volatity was 15.49, the open interest changed by 36 which increased total open position to 318


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 941.15, which was -88.55 lower than the previous day. The implied volatity was 15.59, the open interest changed by 129 which increased total open position to 282


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1029.7, which was -44.30 lower than the previous day. The implied volatity was 16.05, the open interest changed by 66 which increased total open position to 140


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1074, which was 55.50 higher than the previous day. The implied volatity was 16.55, the open interest changed by 73 which increased total open position to 73


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1018.5, 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 1018.5, 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 1018.5, 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 1018.5, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1018.5, 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 1018.5, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1018.5, 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 1018.5, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1018.5, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1018.5, 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 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1018.5, which was -887.95 lower than the previous day. The implied volatity was 15.91, the open interest changed by 1 which increased total open position to 1


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1906.45, which was 0.00 lower than the previous day. The implied volatity was 0.96, 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 1906.45, which was 0.00 lower than the previous day. The implied volatity was 0.16, 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 1906.45, which was 0.00 lower than the previous day. The implied volatity was 0.59, 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 1906.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to