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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 52500 CE
Delta: 0.37
Vega: 58.82
Theta: -17.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 536 -19.00 13.98 1,80,580 14,646 41,793
24 Dec 51233.00 555 -50.90 13.21 46,692 8,026 27,229
23 Dec 51317.60 605.9 52.90 13.71 31,459 2,299 19,303
20 Dec 50759.20 553 -360.15 14.63 29,372 4,776 17,011
19 Dec 51575.70 913.15 -307.85 15.28 18,082 83 12,292
18 Dec 52139.55 1221 -379.30 15.06 25,069 6,244 12,202
17 Dec 52834.80 1600.3 -445.20 15.22 4,308 380 5,958
16 Dec 53581.35 2045.5 11.70 14.29 1,125 -201 5,581
13 Dec 53583.80 2033.8 108.95 11.18 10,138 995 5,787
12 Dec 53216.45 1924.85 -96.05 14.16 540 -50 4,793
11 Dec 53391.35 2020.9 -118.20 13.48 1,417 436 4,844
10 Dec 53577.70 2139.1 108.45 12.38 558 -181 4,428
9 Dec 53407.75 2030.65 -153.60 12.71 606 -57 4,633
6 Dec 53509.50 2184.25 -2.95 13.39 1,660 -660 4,723
5 Dec 53603.55 2187.2 215.10 11.76 2,477 -667 5,386
4 Dec 53266.90 1972.1 347.20 12.54 2,850 560 6,055
3 Dec 52695.75 1624.9 276.65 12.93 4,327 436 5,494
2 Dec 52109.00 1348.25 33.00 13.45 2,818 247 5,059
29 Nov 52055.60 1315.25 -14.80 13.10 2,718 942 4,810
28 Nov 51906.85 1330.05 -108.70 13.35 4,802 1,542 3,899
27 Nov 52301.80 1438.75 50.75 12.26 2,049 227 2,367
26 Nov 52191.50 1388 -37.05 12.31 1,977 592 2,158
25 Nov 52207.50 1425.05 448.40 12.47 1,702 826 1,562
22 Nov 51135.40 976.65 259.25 13.36 1,418 487 1,223
21 Nov 50372.90 717.4 -11.00 13.29 1,603 18 680
19 Nov 50626.50 728.4 16.65 12.98 631 169 665
18 Nov 50363.80 711.75 49.70 13.12 333 200 501
14 Nov 50179.55 662.05 -152.95 12.60 433 53 308
13 Nov 50088.35 815 -315.00 13.92 2,091 109 272
12 Nov 51157.80 1130 -319.85 13.33 231 5 161
11 Nov 51876.75 1449.85 150.50 12.73 167 78 157
8 Nov 51561.20 1299.35 -306.30 12.37 65 39 78
7 Nov 51916.50 1605.65 -275.30 13.24 37 5 41
6 Nov 52317.40 1880.95 180.95 12.78 40 35 36
5 Nov 52207.25 1700 -555.10 12.59 1 0 0
4 Nov 51215.25 2255.1 0.00 0.05 0 0 0
1 Nov 51673.90 2255.1 0.00 - 0 0 0
31 Oct 51559.20 2255.10 - 0 0 0


For Nifty Bank - strike price 52500 expiring on 29JAN2025

Delta for 52500 CE is 0.37

Historical price for 52500 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 536, which was -19.00 lower than the previous day. The implied volatity was 13.98, the open interest changed by 14646 which increased total open position to 41793


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 555, which was -50.90 lower than the previous day. The implied volatity was 13.21, the open interest changed by 8026 which increased total open position to 27229


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 605.9, which was 52.90 higher than the previous day. The implied volatity was 13.71, the open interest changed by 2299 which increased total open position to 19303


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 553, which was -360.15 lower than the previous day. The implied volatity was 14.63, the open interest changed by 4776 which increased total open position to 17011


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 913.15, which was -307.85 lower than the previous day. The implied volatity was 15.28, the open interest changed by 83 which increased total open position to 12292


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1221, which was -379.30 lower than the previous day. The implied volatity was 15.06, the open interest changed by 6244 which increased total open position to 12202


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1600.3, which was -445.20 lower than the previous day. The implied volatity was 15.22, the open interest changed by 380 which increased total open position to 5958


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2045.5, which was 11.70 higher than the previous day. The implied volatity was 14.29, the open interest changed by -201 which decreased total open position to 5581


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2033.8, which was 108.95 higher than the previous day. The implied volatity was 11.18, the open interest changed by 995 which increased total open position to 5787


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1924.85, which was -96.05 lower than the previous day. The implied volatity was 14.16, the open interest changed by -50 which decreased total open position to 4793


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2020.9, which was -118.20 lower than the previous day. The implied volatity was 13.48, the open interest changed by 436 which increased total open position to 4844


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2139.1, which was 108.45 higher than the previous day. The implied volatity was 12.38, the open interest changed by -181 which decreased total open position to 4428


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2030.65, which was -153.60 lower than the previous day. The implied volatity was 12.71, the open interest changed by -57 which decreased total open position to 4633


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2184.25, which was -2.95 lower than the previous day. The implied volatity was 13.39, the open interest changed by -660 which decreased total open position to 4723


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2187.2, which was 215.10 higher than the previous day. The implied volatity was 11.76, the open interest changed by -667 which decreased total open position to 5386


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1972.1, which was 347.20 higher than the previous day. The implied volatity was 12.54, the open interest changed by 560 which increased total open position to 6055


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1624.9, which was 276.65 higher than the previous day. The implied volatity was 12.93, the open interest changed by 436 which increased total open position to 5494


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1348.25, which was 33.00 higher than the previous day. The implied volatity was 13.45, the open interest changed by 247 which increased total open position to 5059


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1315.25, which was -14.80 lower than the previous day. The implied volatity was 13.10, the open interest changed by 942 which increased total open position to 4810


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1330.05, which was -108.70 lower than the previous day. The implied volatity was 13.35, the open interest changed by 1542 which increased total open position to 3899


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1438.75, which was 50.75 higher than the previous day. The implied volatity was 12.26, the open interest changed by 227 which increased total open position to 2367


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1388, which was -37.05 lower than the previous day. The implied volatity was 12.31, the open interest changed by 592 which increased total open position to 2158


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1425.05, which was 448.40 higher than the previous day. The implied volatity was 12.47, the open interest changed by 826 which increased total open position to 1562


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 976.65, which was 259.25 higher than the previous day. The implied volatity was 13.36, the open interest changed by 487 which increased total open position to 1223


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 717.4, which was -11.00 lower than the previous day. The implied volatity was 13.29, the open interest changed by 18 which increased total open position to 680


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 728.4, which was 16.65 higher than the previous day. The implied volatity was 12.98, the open interest changed by 169 which increased total open position to 665


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 711.75, which was 49.70 higher than the previous day. The implied volatity was 13.12, the open interest changed by 200 which increased total open position to 501


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 662.05, which was -152.95 lower than the previous day. The implied volatity was 12.60, the open interest changed by 53 which increased total open position to 308


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 815, which was -315.00 lower than the previous day. The implied volatity was 13.92, the open interest changed by 109 which increased total open position to 272


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1130, which was -319.85 lower than the previous day. The implied volatity was 13.33, the open interest changed by 5 which increased total open position to 161


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1449.85, which was 150.50 higher than the previous day. The implied volatity was 12.73, the open interest changed by 78 which increased total open position to 157


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1299.35, which was -306.30 lower than the previous day. The implied volatity was 12.37, the open interest changed by 39 which increased total open position to 78


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1605.65, which was -275.30 lower than the previous day. The implied volatity was 13.24, the open interest changed by 5 which increased total open position to 41


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1880.95, which was 180.95 higher than the previous day. The implied volatity was 12.78, the open interest changed by 35 which increased total open position to 36


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1700, which was -555.10 lower than the previous day. The implied volatity was 12.59, 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 2255.1, 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 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 2255.1, 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 2255.10, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 52500 PE
Delta: -0.62
Vega: 59.62
Theta: -4.70
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1437.75 187.75 15.70 42,339 4,925 29,364
24 Dec 51233.00 1250 -97.05 13.35 32,874 12,090 24,245
23 Dec 51317.60 1347.05 -391.65 14.94 8,805 867 12,224
20 Dec 50759.20 1738.7 514.70 16.63 7,527 -383 11,388
19 Dec 51575.70 1224 264.00 15.40 10,410 -605 11,780
18 Dec 52139.55 960 230.00 15.71 24,350 4,202 12,404
17 Dec 52834.80 730 209.70 15.69 11,866 -666 8,185
16 Dec 53581.35 520.3 6.65 15.82 6,814 537 8,866
13 Dec 53583.80 513.65 -105.35 15.97 17,491 1,564 8,336
12 Dec 53216.45 619 20.00 15.72 3,207 -58 6,903
11 Dec 53391.35 599 10.05 16.09 3,598 520 6,977
10 Dec 53577.70 588.95 -57.50 16.76 6,494 275 6,430
9 Dec 53407.75 646.45 43.15 16.69 5,186 -98 6,177
6 Dec 53509.50 603.3 -21.60 16.10 9,098 215 6,283
5 Dec 53603.55 624.9 -93.00 16.78 10,410 397 6,106
4 Dec 53266.90 717.9 -193.45 16.45 10,341 794 5,749
3 Dec 52695.75 911.35 -206.30 16.36 6,041 1,174 5,063
2 Dec 52109.00 1117.65 12.55 16.11 3,197 609 3,910
29 Nov 52055.60 1105.1 -19.95 15.29 2,572 82 3,322
28 Nov 51906.85 1125.05 110.95 15.22 5,551 379 3,267
27 Nov 52301.80 1014.1 -84.10 15.48 2,100 604 2,890
26 Nov 52191.50 1098.2 -41.80 15.85 2,210 1,086 2,284
25 Nov 52207.50 1140 -525.00 16.35 2,139 982 1,194
22 Nov 51135.40 1665 -469.00 16.28 141 30 242
21 Nov 50372.90 2134 95.50 17.43 66 6 213
19 Nov 50626.50 2038.5 -47.45 16.50 75 22 207
18 Nov 50363.80 2085.95 -84.05 16.27 112 -12 188
14 Nov 50179.55 2170 -37.05 16.14 46 26 200
13 Nov 50088.35 2207.05 637.05 17.05 54 27 174
12 Nov 51157.80 1570 345.00 15.14 163 24 147
11 Nov 51876.75 1225 -101.05 14.96 43 30 122
8 Nov 51561.20 1326.05 91.05 14.59 18 8 91
7 Nov 51916.50 1235 192.00 15.32 19 4 84
6 Nov 52317.40 1043 -207.00 15.35 78 66 81
5 Nov 52207.25 1250 -359.45 16.32 26 2 13
4 Nov 51215.25 1609.45 0.00 0.00 0 1 0
1 Nov 51673.90 1609.45 151.35 17.96 1 0 10
31 Oct 51559.20 1458.10 - 10 0 0


For Nifty Bank - strike price 52500 expiring on 29JAN2025

Delta for 52500 PE is -0.62

Historical price for 52500 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1437.75, which was 187.75 higher than the previous day. The implied volatity was 15.70, the open interest changed by 4925 which increased total open position to 29364


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1250, which was -97.05 lower than the previous day. The implied volatity was 13.35, the open interest changed by 12090 which increased total open position to 24245


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1347.05, which was -391.65 lower than the previous day. The implied volatity was 14.94, the open interest changed by 867 which increased total open position to 12224


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1738.7, which was 514.70 higher than the previous day. The implied volatity was 16.63, the open interest changed by -383 which decreased total open position to 11388


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1224, which was 264.00 higher than the previous day. The implied volatity was 15.40, the open interest changed by -605 which decreased total open position to 11780


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 960, which was 230.00 higher than the previous day. The implied volatity was 15.71, the open interest changed by 4202 which increased total open position to 12404


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 730, which was 209.70 higher than the previous day. The implied volatity was 15.69, the open interest changed by -666 which decreased total open position to 8185


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 520.3, which was 6.65 higher than the previous day. The implied volatity was 15.82, the open interest changed by 537 which increased total open position to 8866


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 513.65, which was -105.35 lower than the previous day. The implied volatity was 15.97, the open interest changed by 1564 which increased total open position to 8336


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 619, which was 20.00 higher than the previous day. The implied volatity was 15.72, the open interest changed by -58 which decreased total open position to 6903


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 599, which was 10.05 higher than the previous day. The implied volatity was 16.09, the open interest changed by 520 which increased total open position to 6977


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 588.95, which was -57.50 lower than the previous day. The implied volatity was 16.76, the open interest changed by 275 which increased total open position to 6430


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 646.45, which was 43.15 higher than the previous day. The implied volatity was 16.69, the open interest changed by -98 which decreased total open position to 6177


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 603.3, which was -21.60 lower than the previous day. The implied volatity was 16.10, the open interest changed by 215 which increased total open position to 6283


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 624.9, which was -93.00 lower than the previous day. The implied volatity was 16.78, the open interest changed by 397 which increased total open position to 6106


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 717.9, which was -193.45 lower than the previous day. The implied volatity was 16.45, the open interest changed by 794 which increased total open position to 5749


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 911.35, which was -206.30 lower than the previous day. The implied volatity was 16.36, the open interest changed by 1174 which increased total open position to 5063


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1117.65, which was 12.55 higher than the previous day. The implied volatity was 16.11, the open interest changed by 609 which increased total open position to 3910


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1105.1, which was -19.95 lower than the previous day. The implied volatity was 15.29, the open interest changed by 82 which increased total open position to 3322


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1125.05, which was 110.95 higher than the previous day. The implied volatity was 15.22, the open interest changed by 379 which increased total open position to 3267


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1014.1, which was -84.10 lower than the previous day. The implied volatity was 15.48, the open interest changed by 604 which increased total open position to 2890


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1098.2, which was -41.80 lower than the previous day. The implied volatity was 15.85, the open interest changed by 1086 which increased total open position to 2284


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1140, which was -525.00 lower than the previous day. The implied volatity was 16.35, the open interest changed by 982 which increased total open position to 1194


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1665, which was -469.00 lower than the previous day. The implied volatity was 16.28, the open interest changed by 30 which increased total open position to 242


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2134, which was 95.50 higher than the previous day. The implied volatity was 17.43, the open interest changed by 6 which increased total open position to 213


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2038.5, which was -47.45 lower than the previous day. The implied volatity was 16.50, the open interest changed by 22 which increased total open position to 207


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2085.95, which was -84.05 lower than the previous day. The implied volatity was 16.27, the open interest changed by -12 which decreased total open position to 188


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2170, which was -37.05 lower than the previous day. The implied volatity was 16.14, the open interest changed by 26 which increased total open position to 200


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2207.05, which was 637.05 higher than the previous day. The implied volatity was 17.05, the open interest changed by 27 which increased total open position to 174


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1570, which was 345.00 higher than the previous day. The implied volatity was 15.14, the open interest changed by 24 which increased total open position to 147


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1225, which was -101.05 lower than the previous day. The implied volatity was 14.96, the open interest changed by 30 which increased total open position to 122


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1326.05, which was 91.05 higher than the previous day. The implied volatity was 14.59, the open interest changed by 8 which increased total open position to 91


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1235, which was 192.00 higher than the previous day. The implied volatity was 15.32, the open interest changed by 4 which increased total open position to 84


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1043, which was -207.00 lower than the previous day. The implied volatity was 15.35, the open interest changed by 66 which increased total open position to 81


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1250, which was -359.45 lower than the previous day. The implied volatity was 16.32, the open interest changed by 2 which increased total open position to 13


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1609.45, 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 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1609.45, which was 151.35 higher than the previous day. The implied volatity was 17.96, the open interest changed by 0 which decreased total open position to 10


On 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 1458.10, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to