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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 52600 CE
Delta: 0.35
Vega: 57.70
Theta: -16.68
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 500.35 -19.80 14.08 44,360 2,356 5,985
24 Dec 51233.00 520.15 -48.00 13.22 7,375 1,658 3,626
23 Dec 51317.60 568.15 67.15 13.69 2,714 -51 1,982
20 Dec 50759.20 501 -366.00 14.33 4,077 769 2,048
19 Dec 51575.70 867 -309.65 15.25 1,976 -46 1,273
18 Dec 52139.55 1176.65 -382.10 15.17 5,327 918 1,328
17 Dec 52834.80 1558.75 -448.80 15.47 212 71 410
16 Dec 53581.35 2007.55 40.90 14.82 92 17 339
13 Dec 53583.80 1966.65 112.65 11.44 931 97 327
12 Dec 53216.45 1854 -119.20 14.11 22 -4 229
11 Dec 53391.35 1973.2 0.00 0.00 0 0 0
10 Dec 53577.70 1973.2 0.00 0.00 0 0 0
9 Dec 53407.75 1973.2 -166.80 12.93 4 0 233
6 Dec 53509.50 2140 27.55 13.80 22 9 234
5 Dec 53603.55 2112.45 199.25 11.81 164 47 233
4 Dec 53266.90 1913.2 353.70 12.69 338 -76 210
3 Dec 52695.75 1559.5 266.05 12.88 466 -44 299
2 Dec 52109.00 1293.45 26.15 13.44 133 15 355
29 Nov 52055.60 1267.3 -13.50 13.16 381 72 341
28 Nov 51906.85 1280.8 -97.95 13.45 565 213 268
27 Nov 52301.80 1378.75 78.75 12.23 62 30 55
26 Nov 52191.50 1300 0.00 0.00 0 25 0
25 Nov 52207.50 1300 -906.55 11.60 68 24 24
22 Nov 51135.40 2206.55 0.00 0.52 0 0 0
21 Nov 50372.90 2206.55 0.00 1.26 0 0 0
19 Nov 50626.50 2206.55 0.00 1.17 0 0 0
18 Nov 50363.80 2206.55 0.00 1.29 0 0 0
14 Nov 50179.55 2206.55 0.00 1.32 0 0 0
13 Nov 50088.35 2206.55 0.00 1.22 0 0 0
12 Nov 51157.80 2206.55 0.00 0.39 0 0 0
11 Nov 51876.75 2206.55 0.00 - 0 0 0
8 Nov 51561.20 2206.55 0.00 - 0 0 0
7 Nov 51916.50 2206.55 0.00 - 0 0 0
6 Nov 52317.40 2206.55 0.00 - 0 0 0
5 Nov 52207.25 2206.55 0.00 - 0 0 0
4 Nov 51215.25 2206.55 0.00 0.16 0 0 0
1 Nov 51673.90 2206.55 0.00 - 0 0 0
31 Oct 51559.20 2206.55 - 0 0 0


For Nifty Bank - strike price 52600 expiring on 29JAN2025

Delta for 52600 CE is 0.35

Historical price for 52600 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 500.35, which was -19.80 lower than the previous day. The implied volatity was 14.08, the open interest changed by 2356 which increased total open position to 5985


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 520.15, which was -48.00 lower than the previous day. The implied volatity was 13.22, the open interest changed by 1658 which increased total open position to 3626


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 568.15, which was 67.15 higher than the previous day. The implied volatity was 13.69, the open interest changed by -51 which decreased total open position to 1982


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 501, which was -366.00 lower than the previous day. The implied volatity was 14.33, the open interest changed by 769 which increased total open position to 2048


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 867, which was -309.65 lower than the previous day. The implied volatity was 15.25, the open interest changed by -46 which decreased total open position to 1273


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1176.65, which was -382.10 lower than the previous day. The implied volatity was 15.17, the open interest changed by 918 which increased total open position to 1328


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1558.75, which was -448.80 lower than the previous day. The implied volatity was 15.47, the open interest changed by 71 which increased total open position to 410


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2007.55, which was 40.90 higher than the previous day. The implied volatity was 14.82, the open interest changed by 17 which increased total open position to 339


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1966.65, which was 112.65 higher than the previous day. The implied volatity was 11.44, the open interest changed by 97 which increased total open position to 327


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1854, which was -119.20 lower than the previous day. The implied volatity was 14.11, the open interest changed by -4 which decreased total open position to 229


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1973.2, 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 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1973.2, 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 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1973.2, which was -166.80 lower than the previous day. The implied volatity was 12.93, the open interest changed by 0 which decreased total open position to 233


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2140, which was 27.55 higher than the previous day. The implied volatity was 13.80, the open interest changed by 9 which increased total open position to 234


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2112.45, which was 199.25 higher than the previous day. The implied volatity was 11.81, the open interest changed by 47 which increased total open position to 233


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1913.2, which was 353.70 higher than the previous day. The implied volatity was 12.69, the open interest changed by -76 which decreased total open position to 210


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1559.5, which was 266.05 higher than the previous day. The implied volatity was 12.88, the open interest changed by -44 which decreased total open position to 299


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1293.45, which was 26.15 higher than the previous day. The implied volatity was 13.44, the open interest changed by 15 which increased total open position to 355


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1267.3, which was -13.50 lower than the previous day. The implied volatity was 13.16, the open interest changed by 72 which increased total open position to 341


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1280.8, which was -97.95 lower than the previous day. The implied volatity was 13.45, the open interest changed by 213 which increased total open position to 268


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1378.75, which was 78.75 higher than the previous day. The implied volatity was 12.23, the open interest changed by 30 which increased total open position to 55


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1300, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 25 which increased total open position to 0


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1300, which was -906.55 lower than the previous day. The implied volatity was 11.60, the open interest changed by 24 which increased total open position to 24


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2206.55, which was 0.00 lower than the previous day. The implied volatity was 0.52, 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 2206.55, which was 0.00 lower than the previous day. The implied volatity was 1.26, 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 2206.55, which was 0.00 lower than the previous day. The implied volatity was 1.17, 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 2206.55, which was 0.00 lower than the previous day. The implied volatity was 1.29, 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 2206.55, which was 0.00 lower than the previous day. The implied volatity was 1.32, 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 2206.55, which was 0.00 lower than the previous day. The implied volatity was 1.22, 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 2206.55, which was 0.00 lower than the previous day. The implied volatity was 0.39, 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 2206.55, 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 2206.55, 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 2206.55, 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 2206.55, 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 2206.55, 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 2206.55, 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 2206.55, 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 2206.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 52600 PE
Delta: -0.63
Vega: 58.98
Theta: -4.55
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1514.95 188.35 15.93 4,360 649 2,861
24 Dec 51233.00 1326.6 -72.90 13.47 1,785 878 2,213
23 Dec 51317.60 1399.5 -437.50 14.79 501 20 1,335
20 Dec 50759.20 1837 562.95 17.23 690 -149 1,322
19 Dec 51575.70 1274.05 267.45 15.32 521 -45 1,472
18 Dec 52139.55 1006.6 249.75 15.70 3,186 495 1,524
17 Dec 52834.80 756.85 207.45 15.51 743 -76 1,031
16 Dec 53581.35 549.4 9.90 15.80 888 170 1,104
13 Dec 53583.80 539.5 -103.45 15.92 2,421 293 873
12 Dec 53216.45 642.95 19.00 15.59 282 11 580
11 Dec 53391.35 623.95 5.45 15.98 394 19 570
10 Dec 53577.70 618.5 -50.65 16.75 302 47 541
9 Dec 53407.75 669.15 38.60 16.56 281 -30 494
6 Dec 53509.50 630.55 -21.10 16.05 548 48 527
5 Dec 53603.55 651.65 -92.35 16.73 804 -63 495
4 Dec 53266.90 744 -194.15 16.35 393 52 601
3 Dec 52695.75 938.15 -226.15 16.19 1,066 360 555
2 Dec 52109.00 1164.3 3.25 16.12 206 25 195
29 Nov 52055.60 1161.05 -12.45 15.41 63 10 173
28 Nov 51906.85 1173.5 198.80 15.30 339 38 165
27 Nov 52301.80 974.7 -257.75 14.51 146 126 128
26 Nov 52191.50 1232.45 0.00 0.00 0 1 0
25 Nov 52207.50 1232.45 -936.20 16.90 3 0 1
22 Nov 51135.40 2168.65 0.00 0.00 0 0 0
21 Nov 50372.90 2168.65 0.00 0.00 0 0 0
19 Nov 50626.50 2168.65 0.00 0.00 0 0 0
18 Nov 50363.80 2168.65 757.65 16.38 1 0 1
14 Nov 50179.55 1411 0.00 0.00 0 0 0
13 Nov 50088.35 1411 0.00 0.00 0 1 0
12 Nov 51157.80 1411 -641.95 13.66 2 1 1
11 Nov 51876.75 2052.95 0.00 0.36 0 0 0
8 Nov 51561.20 2052.95 0.00 0.10 0 0 0
7 Nov 51916.50 2052.95 0.00 0.46 0 0 0
6 Nov 52317.40 2052.95 0.00 0.94 0 0 0
5 Nov 52207.25 2052.95 0.00 0.68 0 0 0
4 Nov 51215.25 2052.95 0.00 - 0 0 0
1 Nov 51673.90 2052.95 0.00 0.41 0 0 0
31 Oct 51559.20 2052.95 - 0 0 0


For Nifty Bank - strike price 52600 expiring on 29JAN2025

Delta for 52600 PE is -0.63

Historical price for 52600 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1514.95, which was 188.35 higher than the previous day. The implied volatity was 15.93, the open interest changed by 649 which increased total open position to 2861


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1326.6, which was -72.90 lower than the previous day. The implied volatity was 13.47, the open interest changed by 878 which increased total open position to 2213


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1399.5, which was -437.50 lower than the previous day. The implied volatity was 14.79, the open interest changed by 20 which increased total open position to 1335


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1837, which was 562.95 higher than the previous day. The implied volatity was 17.23, the open interest changed by -149 which decreased total open position to 1322


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1274.05, which was 267.45 higher than the previous day. The implied volatity was 15.32, the open interest changed by -45 which decreased total open position to 1472


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1006.6, which was 249.75 higher than the previous day. The implied volatity was 15.70, the open interest changed by 495 which increased total open position to 1524


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 756.85, which was 207.45 higher than the previous day. The implied volatity was 15.51, the open interest changed by -76 which decreased total open position to 1031


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 549.4, which was 9.90 higher than the previous day. The implied volatity was 15.80, the open interest changed by 170 which increased total open position to 1104


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 539.5, which was -103.45 lower than the previous day. The implied volatity was 15.92, the open interest changed by 293 which increased total open position to 873


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 642.95, which was 19.00 higher than the previous day. The implied volatity was 15.59, the open interest changed by 11 which increased total open position to 580


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 623.95, which was 5.45 higher than the previous day. The implied volatity was 15.98, the open interest changed by 19 which increased total open position to 570


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 618.5, which was -50.65 lower than the previous day. The implied volatity was 16.75, the open interest changed by 47 which increased total open position to 541


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 669.15, which was 38.60 higher than the previous day. The implied volatity was 16.56, the open interest changed by -30 which decreased total open position to 494


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 630.55, which was -21.10 lower than the previous day. The implied volatity was 16.05, the open interest changed by 48 which increased total open position to 527


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 651.65, which was -92.35 lower than the previous day. The implied volatity was 16.73, the open interest changed by -63 which decreased total open position to 495


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 744, which was -194.15 lower than the previous day. The implied volatity was 16.35, the open interest changed by 52 which increased total open position to 601


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 938.15, which was -226.15 lower than the previous day. The implied volatity was 16.19, the open interest changed by 360 which increased total open position to 555


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1164.3, which was 3.25 higher than the previous day. The implied volatity was 16.12, the open interest changed by 25 which increased total open position to 195


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1161.05, which was -12.45 lower than the previous day. The implied volatity was 15.41, the open interest changed by 10 which increased total open position to 173


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1173.5, which was 198.80 higher than the previous day. The implied volatity was 15.30, the open interest changed by 38 which increased total open position to 165


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 974.7, which was -257.75 lower than the previous day. The implied volatity was 14.51, the open interest changed by 126 which increased total open position to 128


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1232.45, 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 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1232.45, which was -936.20 lower than the previous day. The implied volatity was 16.90, the open interest changed by 0 which decreased total open position to 1


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2168.65, 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 2168.65, 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 2168.65, 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 2168.65, which was 757.65 higher than the previous day. The implied volatity was 16.38, the open interest changed by 0 which decreased total open position to 1


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1411, 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 1411, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1411, which was -641.95 lower than the previous day. The implied volatity was 13.66, the open interest changed by 1 which increased total open position to 1


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2052.95, which was 0.00 lower than the previous day. The implied volatity was 0.36, 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 2052.95, which was 0.00 lower than the previous day. The implied volatity was 0.10, 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 2052.95, which was 0.00 lower than the previous day. The implied volatity was 0.46, 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 2052.95, 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 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2052.95, which was 0.00 lower than the previous day. The implied volatity was 0.68, 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 2052.95, 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 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 2052.95, which was 0.00 lower than the previous day. The implied volatity was 0.41, 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 2052.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to