BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Jan 2025 01:35 PM IST
BANKNIFTY 30JAN2025 52700 CE | ||||||||||
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Delta: 0.01
Vega: 1.76
Theta: -4.07
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 48483.85 | 6.1 | -3.4 | 27.24 | 35,115 | -390 | 22,954 | |||
23 Jan | 48589.00 | 9.2 | -4.40 | 26.11 | 53,361 | -55 | 23,219 | |||
22 Jan | 48724.40 | 13.6 | -8.15 | 24.78 | 64,100 | 5,244 | 23,238 | |||
21 Jan | 48570.90 | 21.75 | -9.25 | 25.92 | 59,311 | 3,082 | 18,650 | |||
20 Jan | 49350.80 | 31 | 5.35 | 21.98 | 93,924 | -3,606 | 15,629 | |||
17 Jan | 48540.60 | 25.65 | -19.65 | 22.27 | 57,921 | -4,648 | 19,225 | |||
16 Jan | 49278.70 | 45.3 | 8.25 | 19.51 | 54,095 | 190 | 24,018 | |||
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 | |||
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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 0.01
Historical price for 52700 CE is as follows
On 24 Jan BANKNIFTY was trading at 48483.85. The strike last trading price was 6.1, which was -3.4 lower than the previous day. The implied volatity was 27.24, the open interest changed by -390 which decreased total open position to 22954
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 9.2, which was -4.40 lower than the previous day. The implied volatity was 26.11, the open interest changed by -55 which decreased total open position to 23219
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 13.6, which was -8.15 lower than the previous day. The implied volatity was 24.78, the open interest changed by 5244 which increased total open position to 23238
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 21.75, which was -9.25 lower than the previous day. The implied volatity was 25.92, the open interest changed by 3082 which increased total open position to 18650
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 31, which was 5.35 higher than the previous day. The implied volatity was 21.98, the open interest changed by -3606 which decreased total open position to 15629
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 25.65, which was -19.65 lower than the previous day. The implied volatity was 22.27, the open interest changed by -4648 which decreased total open position to 19225
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 45.3, which was 8.25 higher than the previous day. The implied volatity was 19.51, the open interest changed by 190 which increased total open position to 24018
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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 48483.85 | 3860 | -140 | - | 6 | 1 | 3,196 |
23 Jan | 48589.00 | 4000 | 187.75 | - | 16 | -1 | 3,195 |
22 Jan | 48724.40 | 3812.25 | -266.95 | - | 51 | -8 | 3,196 |
21 Jan | 48570.90 | 4079.2 | 809.55 | 37.80 | 54 | -23 | 3,204 |
20 Jan | 49350.80 | 3269.65 | -772.20 | 24.44 | 12 | 0 | 3,227 |
17 Jan | 48540.60 | 4041.85 | 689.05 | 27.96 | 25 | -16 | 3,230 |
16 Jan | 49278.70 | 3352.8 | -270.05 | 30.44 | 3 | 0 | 3,244 |
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 24 Jan BANKNIFTY was trading at 48483.85. The strike last trading price was 3860, which was -140 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3196
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 4000, which was 187.75 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3195
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 3812.25, which was -266.95 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 3196
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 4079.2, which was 809.55 higher than the previous day. The implied volatity was 37.80, the open interest changed by -23 which decreased total open position to 3204
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 3269.65, which was -772.20 lower than the previous day. The implied volatity was 24.44, the open interest changed by 0 which decreased total open position to 3227
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 4041.85, which was 689.05 higher than the previous day. The implied volatity was 27.96, the open interest changed by -16 which decreased total open position to 3230
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 3352.8, which was -270.05 lower than the previous day. The implied volatity was 30.44, the open interest changed by 0 which decreased total open position to 3244
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