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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 52400 CE
Delta: 0.38
Vega: 59.69
Theta: -17.55
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 575 -18.70 14.04 41,872 2,616 6,192
24 Dec 51233.00 593.7 -51.30 13.24 8,047 1,332 3,579
23 Dec 51317.60 645 58.20 13.72 2,654 48 2,293
20 Dec 50759.20 586.8 -372.05 14.68 3,539 723 2,235
19 Dec 51575.70 958.85 -279.20 15.30 2,365 693 1,555
18 Dec 52139.55 1238.05 -458.80 14.54 2,355 608 862
17 Dec 52834.80 1696.85 -381.85 15.73 78 46 251
16 Dec 53581.35 2078.7 -4.35 13.47 3 1 205
13 Dec 53583.80 2083.05 88.05 10.65 1,058 27 204
12 Dec 53216.45 1995 -176.60 14.18 12 -11 178
11 Dec 53391.35 2171.6 -7.75 14.69 35 9 190
10 Dec 53577.70 2179.35 87.25 11.73 112 -79 182
9 Dec 53407.75 2092.1 -160.05 12.51 7 1 261
6 Dec 53509.50 2252.15 -3.55 13.31 3 0 261
5 Dec 53603.55 2255.7 208.35 11.64 179 -11 257
4 Dec 53266.90 2047.35 355.80 12.60 73 -27 266
3 Dec 52695.75 1691.55 306.55 12.98 743 -114 294
2 Dec 52109.00 1385 10.45 13.24 185 40 400
29 Nov 52055.60 1374.55 11.70 13.16 428 110 367
28 Nov 51906.85 1362.85 -142.15 13.10 764 152 259
27 Nov 52301.80 1505 66.10 12.35 142 20 106
26 Nov 52191.50 1438.9 -63.10 12.23 32 8 86
25 Nov 52207.50 1502 444.60 12.70 82 54 78
22 Nov 51135.40 1057.4 180.85 13.79 7 2 26
21 Nov 50372.90 876.55 41.75 14.77 1 0 23
19 Nov 50626.50 834.8 -342.80 12.66 4 2 23
18 Nov 50363.80 1177.6 0.00 0.00 0 0 0
14 Nov 50179.55 1177.6 0.00 0.00 0 0 0
13 Nov 50088.35 1177.6 0.00 0.00 0 2 0
12 Nov 51157.80 1177.6 -510.20 13.36 24 2 21
11 Nov 51876.75 1687.8 87.80 14.68 5 0 14
8 Nov 51561.20 1600 0.00 14.95 2 1 13
7 Nov 51916.50 1600 -351.00 12.61 8 4 11
6 Nov 52317.40 1951 -353.60 12.87 10 7 7
5 Nov 52207.25 2304.6 0.00 - 0 0 0
4 Nov 51215.25 2304.6 0.00 - 0 0 0
1 Nov 51673.90 2304.6 0.00 - 0 0 0
31 Oct 51559.20 2304.60 - 0 0 0


For Nifty Bank - strike price 52400 expiring on 29JAN2025

Delta for 52400 CE is 0.38

Historical price for 52400 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 575, which was -18.70 lower than the previous day. The implied volatity was 14.04, the open interest changed by 2616 which increased total open position to 6192


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 593.7, which was -51.30 lower than the previous day. The implied volatity was 13.24, the open interest changed by 1332 which increased total open position to 3579


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 645, which was 58.20 higher than the previous day. The implied volatity was 13.72, the open interest changed by 48 which increased total open position to 2293


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 586.8, which was -372.05 lower than the previous day. The implied volatity was 14.68, the open interest changed by 723 which increased total open position to 2235


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 958.85, which was -279.20 lower than the previous day. The implied volatity was 15.30, the open interest changed by 693 which increased total open position to 1555


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1238.05, which was -458.80 lower than the previous day. The implied volatity was 14.54, the open interest changed by 608 which increased total open position to 862


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1696.85, which was -381.85 lower than the previous day. The implied volatity was 15.73, the open interest changed by 46 which increased total open position to 251


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2078.7, which was -4.35 lower than the previous day. The implied volatity was 13.47, the open interest changed by 1 which increased total open position to 205


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2083.05, which was 88.05 higher than the previous day. The implied volatity was 10.65, the open interest changed by 27 which increased total open position to 204


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1995, which was -176.60 lower than the previous day. The implied volatity was 14.18, the open interest changed by -11 which decreased total open position to 178


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2171.6, which was -7.75 lower than the previous day. The implied volatity was 14.69, the open interest changed by 9 which increased total open position to 190


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2179.35, which was 87.25 higher than the previous day. The implied volatity was 11.73, the open interest changed by -79 which decreased total open position to 182


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2092.1, which was -160.05 lower than the previous day. The implied volatity was 12.51, the open interest changed by 1 which increased total open position to 261


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2252.15, which was -3.55 lower than the previous day. The implied volatity was 13.31, the open interest changed by 0 which decreased total open position to 261


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2255.7, which was 208.35 higher than the previous day. The implied volatity was 11.64, the open interest changed by -11 which decreased total open position to 257


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2047.35, which was 355.80 higher than the previous day. The implied volatity was 12.60, the open interest changed by -27 which decreased total open position to 266


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1691.55, which was 306.55 higher than the previous day. The implied volatity was 12.98, the open interest changed by -114 which decreased total open position to 294


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1385, which was 10.45 higher than the previous day. The implied volatity was 13.24, the open interest changed by 40 which increased total open position to 400


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1374.55, which was 11.70 higher than the previous day. The implied volatity was 13.16, the open interest changed by 110 which increased total open position to 367


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1362.85, which was -142.15 lower than the previous day. The implied volatity was 13.10, the open interest changed by 152 which increased total open position to 259


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1505, which was 66.10 higher than the previous day. The implied volatity was 12.35, the open interest changed by 20 which increased total open position to 106


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1438.9, which was -63.10 lower than the previous day. The implied volatity was 12.23, the open interest changed by 8 which increased total open position to 86


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1502, which was 444.60 higher than the previous day. The implied volatity was 12.70, the open interest changed by 54 which increased total open position to 78


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1057.4, which was 180.85 higher than the previous day. The implied volatity was 13.79, the open interest changed by 2 which increased total open position to 26


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 876.55, which was 41.75 higher than the previous day. The implied volatity was 14.77, the open interest changed by 0 which decreased total open position to 23


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 834.8, which was -342.80 lower than the previous day. The implied volatity was 12.66, the open interest changed by 2 which increased total open position to 23


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1177.6, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1177.6, 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 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1177.6, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1177.6, which was -510.20 lower than the previous day. The implied volatity was 13.36, the open interest changed by 2 which increased total open position to 21


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1687.8, which was 87.80 higher than the previous day. The implied volatity was 14.68, the open interest changed by 0 which decreased total open position to 14


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1600, which was 0.00 lower than the previous day. The implied volatity was 14.95, the open interest changed by 1 which increased total open position to 13


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1600, which was -351.00 lower than the previous day. The implied volatity was 12.61, the open interest changed by 4 which increased total open position to 11


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1951, which was -353.60 lower than the previous day. The implied volatity was 12.87, the open interest changed by 7 which increased total open position to 7


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2304.6, 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 2304.6, 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 2304.6, 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 2304.60, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 52400 PE
Delta: -0.60
Vega: 60.31
Theta: -5.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1380 168.10 15.77 6,965 780 2,914
24 Dec 51233.00 1211.9 -70.35 13.73 2,011 811 2,138
23 Dec 51317.60 1282.25 -435.50 14.87 626 -44 1,327
20 Dec 50759.20 1717.75 548.15 17.30 1,699 -458 1,372
19 Dec 51575.70 1169.6 256.60 15.40 2,273 196 1,928
18 Dec 52139.55 913 229.40 15.69 7,419 -2,202 1,731
17 Dec 52834.80 683.6 186.40 15.55 747 -12 3,938
16 Dec 53581.35 497.2 1.70 15.90 863 -47 3,944
13 Dec 53583.80 495.5 -91.05 16.12 7,338 3,213 3,955
12 Dec 53216.45 586.55 11.55 15.71 317 35 743
11 Dec 53391.35 575 -2.35 16.17 403 230 709
10 Dec 53577.70 577.35 -38.65 17.02 174 80 479
9 Dec 53407.75 616 37.45 16.70 171 91 400
6 Dec 53509.50 578.55 -19.30 16.14 484 62 309
5 Dec 53603.55 597.85 -88.80 16.81 455 -154 247
4 Dec 53266.90 686.65 -190.20 16.47 391 -121 432
3 Dec 52695.75 876.85 -203.10 16.48 927 288 556
2 Dec 52109.00 1079.95 8.95 16.19 219 27 271
29 Nov 52055.60 1071 -19.00 15.43 356 95 241
28 Nov 51906.85 1090 112.40 15.40 310 41 148
27 Nov 52301.80 977.6 -91.10 15.54 85 39 110
26 Nov 52191.50 1068.7 -90.10 16.01 29 9 64
25 Nov 52207.50 1158.8 -795.80 17.07 73 55 55
22 Nov 51135.40 1954.6 0.00 - 0 0 0
21 Nov 50372.90 1954.6 0.00 - 0 0 0
19 Nov 50626.50 1954.6 0.00 - 0 0 0
18 Nov 50363.80 1954.6 0.00 - 0 0 0
14 Nov 50179.55 1954.6 0.00 - 0 0 0
13 Nov 50088.35 1954.6 0.00 - 0 0 0
12 Nov 51157.80 1954.6 0.00 - 0 0 0
11 Nov 51876.75 1954.6 0.00 0.53 0 0 0
8 Nov 51561.20 1954.6 0.00 0.30 0 0 0
7 Nov 51916.50 1954.6 0.00 0.65 0 0 0
6 Nov 52317.40 1954.6 0.00 1.13 0 0 0
5 Nov 52207.25 1954.6 0.00 0.87 0 0 0
4 Nov 51215.25 1954.6 0.00 0.06 0 0 0
1 Nov 51673.90 1954.6 0.00 0.50 0 0 0
31 Oct 51559.20 1954.60 - 0 0 0


For Nifty Bank - strike price 52400 expiring on 29JAN2025

Delta for 52400 PE is -0.60

Historical price for 52400 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1380, which was 168.10 higher than the previous day. The implied volatity was 15.77, the open interest changed by 780 which increased total open position to 2914


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1211.9, which was -70.35 lower than the previous day. The implied volatity was 13.73, the open interest changed by 811 which increased total open position to 2138


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1282.25, which was -435.50 lower than the previous day. The implied volatity was 14.87, the open interest changed by -44 which decreased total open position to 1327


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1717.75, which was 548.15 higher than the previous day. The implied volatity was 17.30, the open interest changed by -458 which decreased total open position to 1372


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1169.6, which was 256.60 higher than the previous day. The implied volatity was 15.40, the open interest changed by 196 which increased total open position to 1928


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 913, which was 229.40 higher than the previous day. The implied volatity was 15.69, the open interest changed by -2202 which decreased total open position to 1731


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 683.6, which was 186.40 higher than the previous day. The implied volatity was 15.55, the open interest changed by -12 which decreased total open position to 3938


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 497.2, which was 1.70 higher than the previous day. The implied volatity was 15.90, the open interest changed by -47 which decreased total open position to 3944


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 495.5, which was -91.05 lower than the previous day. The implied volatity was 16.12, the open interest changed by 3213 which increased total open position to 3955


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 586.55, which was 11.55 higher than the previous day. The implied volatity was 15.71, the open interest changed by 35 which increased total open position to 743


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 575, which was -2.35 lower than the previous day. The implied volatity was 16.17, the open interest changed by 230 which increased total open position to 709


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 577.35, which was -38.65 lower than the previous day. The implied volatity was 17.02, the open interest changed by 80 which increased total open position to 479


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 616, which was 37.45 higher than the previous day. The implied volatity was 16.70, the open interest changed by 91 which increased total open position to 400


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 578.55, which was -19.30 lower than the previous day. The implied volatity was 16.14, the open interest changed by 62 which increased total open position to 309


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 597.85, which was -88.80 lower than the previous day. The implied volatity was 16.81, the open interest changed by -154 which decreased total open position to 247


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 686.65, which was -190.20 lower than the previous day. The implied volatity was 16.47, the open interest changed by -121 which decreased total open position to 432


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 876.85, which was -203.10 lower than the previous day. The implied volatity was 16.48, the open interest changed by 288 which increased total open position to 556


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1079.95, which was 8.95 higher than the previous day. The implied volatity was 16.19, the open interest changed by 27 which increased total open position to 271


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1071, which was -19.00 lower than the previous day. The implied volatity was 15.43, the open interest changed by 95 which increased total open position to 241


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1090, which was 112.40 higher than the previous day. The implied volatity was 15.40, the open interest changed by 41 which increased total open position to 148


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 977.6, which was -91.10 lower than the previous day. The implied volatity was 15.54, the open interest changed by 39 which increased total open position to 110


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1068.7, which was -90.10 lower than the previous day. The implied volatity was 16.01, the open interest changed by 9 which increased total open position to 64


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1158.8, which was -795.80 lower than the previous day. The implied volatity was 17.07, the open interest changed by 55 which increased total open position to 55


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1954.6, 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 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1954.6, 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 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1954.6, 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 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1954.6, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1954.6, 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 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1954.6, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1954.6, 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 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1954.6, which was 0.00 lower than the previous day. The implied volatity was 0.53, 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 1954.6, which was 0.00 lower than the previous day. The implied volatity was 0.30, 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 1954.6, which was 0.00 lower than the previous day. The implied volatity was 0.65, 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 1954.6, which was 0.00 lower than the previous day. The implied volatity was 1.13, 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 1954.6, which was 0.00 lower than the previous day. The implied volatity was 0.87, 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 1954.6, which was 0.00 lower than the previous day. The implied volatity was 0.06, 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 1954.6, which was 0.00 lower than the previous day. The implied volatity was 0.50, 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 1954.60, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to