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Related Pages for BANKNIFTY
[--[65.84.65.76]--]
BANKNIFTY
Nifty Bank
48751.7 22.55 (0.05%)

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Historical option data for BANKNIFTY

15 Jan 2025 04:13 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANKNIFTY 30JAN2025 52700 CE
Delta: 0.04
Vega: 9.26
Theta: -7.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
15 Jan 48751.70 37.05 -9.95 20.95 31,686 -118 23,704
14 Jan 48729.15 47 0.10 20.68 44,404 104 24,219
13 Jan 48041.25 46.9 -1.05 23.86 44,460 7,719 24,267
10 Jan 48734.15 47.95 -32.10 18.83 64,050 1,727 16,642
9 Jan 49503.50 80.05 -31.45 16.92 39,319 1,814 15,487
8 Jan 49835.05 111.5 -43.45 16.61 59,675 1,069 13,832
7 Jan 50202.15 154.95 -17.25 16.12 44,341 -1,050 12,857
6 Jan 49922.00 172.2 -139.80 17.38 59,032 -355 14,032
3 Jan 50988.80 312 -181.00 14.51 66,258 5,057 14,822
2 Jan 51605.55 493 13.77 56,325 -649 9,772

For Nifty Bank - strike price 52700 expiring on 30JAN2025

Delta for 52700 CE is 0.04

Historical price for 52700 CE is as follows

On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 37.05, which was -9.95 lower than the previous day. The implied volatity was 20.95, the open interest changed by -118 which decreased total open position to 23704


On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 47, which was 0.10 higher than the previous day. The implied volatity was 20.68, the open interest changed by 104 which increased total open position to 24219


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 46.9, which was -1.05 lower than the previous day. The implied volatity was 23.86, the open interest changed by 7719 which increased total open position to 24267


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 47.95, which was -32.10 lower than the previous day. The implied volatity was 18.83, the open interest changed by 1727 which increased total open position to 16642


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 80.05, which was -31.45 lower than the previous day. The implied volatity was 16.92, the open interest changed by 1814 which increased total open position to 15487


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 111.5, which was -43.45 lower than the previous day. The implied volatity was 16.61, the open interest changed by 1069 which increased total open position to 13832


On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 154.95, which was -17.25 lower than the previous day. The implied volatity was 16.12, the open interest changed by -1050 which decreased total open position to 12857


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 172.2, which was -139.80 lower than the previous day. The implied volatity was 17.38, the open interest changed by -355 which decreased total open position to 14032


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 312, which was -181.00 lower than the previous day. The implied volatity was 14.51, the open interest changed by 5057 which increased total open position to 14822


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 493, which was lower than the previous day. The implied volatity was 13.77, the open interest changed by -649 which decreased total open position to 9772


BANKNIFTY 30JAN2025 52700 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
15 Jan 48751.70 3622.85 -215.00 - 3 -1 3,244
14 Jan 48729.15 3837.85 -598.70 32.00 59 -33 3,245
13 Jan 48041.25 4436.55 590.20 22.23 189 -141 3,280
10 Jan 48734.15 3846.35 856.80 27.41 129 -53 3,423
9 Jan 49503.50 2989.55 269.75 19.77 24 -11 3,477
8 Jan 49835.05 2719.8 480.65 18.90 152 -100 3,488
7 Jan 50202.15 2239.15 -442.60 11.62 99 -2 3,589
6 Jan 49922.00 2681.75 905.75 20.86 444 -12 3,591
3 Jan 50988.80 1776 459.35 17.19 1,308 232 3,604
2 Jan 51605.55 1316.65 16.22 1,771 95 3,381

For Nifty Bank - strike price 52700 expiring on 30JAN2025

Delta for 52700 PE is -

Historical price for 52700 PE is as follows

On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 3622.85, which was -215.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3244


On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 3837.85, which was -598.70 lower than the previous day. The implied volatity was 32.00, the open interest changed by -33 which decreased total open position to 3245


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 4436.55, which was 590.20 higher than the previous day. The implied volatity was 22.23, the open interest changed by -141 which decreased total open position to 3280


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 3846.35, which was 856.80 higher than the previous day. The implied volatity was 27.41, the open interest changed by -53 which decreased total open position to 3423


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 2989.55, which was 269.75 higher than the previous day. The implied volatity was 19.77, the open interest changed by -11 which decreased total open position to 3477


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 2719.8, which was 480.65 higher than the previous day. The implied volatity was 18.90, the open interest changed by -100 which decreased total open position to 3488


On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 2239.15, which was -442.60 lower than the previous day. The implied volatity was 11.62, the open interest changed by -2 which decreased total open position to 3589


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 2681.75, which was 905.75 higher than the previous day. The implied volatity was 20.86, the open interest changed by -12 which decreased total open position to 3591


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 1776, which was 459.35 higher than the previous day. The implied volatity was 17.19, the open interest changed by 232 which increased total open position to 3604


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 1316.65, which was lower than the previous day. The implied volatity was 16.22, the open interest changed by 95 which increased total open position to 3381