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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 52700 CE
Delta: 0.33
Vega: 56.84
Theta: -16.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 471 -10.65 14.01 57,839 4,515 8,195
24 Dec 51233.00 481.65 -48.95 13.14 7,249 1,664 3,633
23 Dec 51317.60 530.6 40.15 13.64 2,747 -130 1,898
20 Dec 50759.20 490.45 -334.30 14.66 2,708 737 2,039
19 Dec 51575.70 824.75 -287.20 15.23 1,737 -86 1,298
18 Dec 52139.55 1111.95 -399.10 14.98 3,436 630 1,380
17 Dec 52834.80 1511.05 -412.65 15.66 629 148 750
16 Dec 53581.35 1923.7 30.55 14.58 198 -115 603
13 Dec 53583.80 1893.15 66.25 11.49 1,496 215 712
12 Dec 53216.45 1826.9 -44.10 14.68 124 29 498
11 Dec 53391.35 1871 -112.25 13.32 2 -1 469
10 Dec 53577.70 1983.25 91.05 12.35 26 2 468
9 Dec 53407.75 1892.2 -187.80 12.77 41 -6 467
6 Dec 53509.50 2080 54.45 13.94 30 -15 473
5 Dec 53603.55 2025.55 176.75 11.58 344 106 489
4 Dec 53266.90 1848.8 344.15 12.75 568 -91 384
3 Dec 52695.75 1504.65 275.35 13.00 960 -100 466
2 Dec 52109.00 1229.3 21.20 13.31 343 194 565
29 Nov 52055.60 1208.1 -20.35 13.07 248 51 370
28 Nov 51906.85 1228.45 -94.30 13.37 704 271 318
27 Nov 52301.80 1322.75 82.75 12.24 62 38 47
26 Nov 52191.50 1240 0.00 11.87 1 0 9
25 Nov 52207.50 1240 460.00 11.61 10 6 7
22 Nov 51135.40 780 -134.90 12.07 2 0 1
21 Nov 50372.90 914.9 0.00 0.00 0 0 0
19 Nov 50626.50 914.9 0.00 0.00 0 1 0
18 Nov 50363.80 914.9 -1243.80 16.34 1 0 0
14 Nov 50179.55 2158.7 0.00 1.43 0 0 0
13 Nov 50088.35 2158.7 0.00 1.33 0 0 0
12 Nov 51157.80 2158.7 0.00 0.49 0 0 0
11 Nov 51876.75 2158.7 0.00 - 0 0 0
8 Nov 51561.20 2158.7 0.00 0.01 0 0 0
7 Nov 51916.50 2158.7 0.00 - 0 0 0
6 Nov 52317.40 2158.7 0.00 - 0 0 0
5 Nov 52207.25 2158.7 0.00 - 0 0 0
4 Nov 51215.25 2158.7 0.00 0.24 0 0 0
1 Nov 51673.90 2158.7 0.00 - 0 0 0
31 Oct 51559.20 2158.70 - 0 0 0


For Nifty Bank - strike price 52700 expiring on 29JAN2025

Delta for 52700 CE is 0.33

Historical price for 52700 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 471, which was -10.65 lower than the previous day. The implied volatity was 14.01, the open interest changed by 4515 which increased total open position to 8195


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 481.65, which was -48.95 lower than the previous day. The implied volatity was 13.14, the open interest changed by 1664 which increased total open position to 3633


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 530.6, which was 40.15 higher than the previous day. The implied volatity was 13.64, the open interest changed by -130 which decreased total open position to 1898


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 490.45, which was -334.30 lower than the previous day. The implied volatity was 14.66, the open interest changed by 737 which increased total open position to 2039


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 824.75, which was -287.20 lower than the previous day. The implied volatity was 15.23, the open interest changed by -86 which decreased total open position to 1298


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1111.95, which was -399.10 lower than the previous day. The implied volatity was 14.98, the open interest changed by 630 which increased total open position to 1380


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1511.05, which was -412.65 lower than the previous day. The implied volatity was 15.66, the open interest changed by 148 which increased total open position to 750


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1923.7, which was 30.55 higher than the previous day. The implied volatity was 14.58, the open interest changed by -115 which decreased total open position to 603


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1893.15, which was 66.25 higher than the previous day. The implied volatity was 11.49, the open interest changed by 215 which increased total open position to 712


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1826.9, which was -44.10 lower than the previous day. The implied volatity was 14.68, the open interest changed by 29 which increased total open position to 498


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1871, which was -112.25 lower than the previous day. The implied volatity was 13.32, the open interest changed by -1 which decreased total open position to 469


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1983.25, which was 91.05 higher than the previous day. The implied volatity was 12.35, the open interest changed by 2 which increased total open position to 468


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1892.2, which was -187.80 lower than the previous day. The implied volatity was 12.77, the open interest changed by -6 which decreased total open position to 467


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2080, which was 54.45 higher than the previous day. The implied volatity was 13.94, the open interest changed by -15 which decreased total open position to 473


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2025.55, which was 176.75 higher than the previous day. The implied volatity was 11.58, the open interest changed by 106 which increased total open position to 489


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1848.8, which was 344.15 higher than the previous day. The implied volatity was 12.75, the open interest changed by -91 which decreased total open position to 384


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1504.65, which was 275.35 higher than the previous day. The implied volatity was 13.00, the open interest changed by -100 which decreased total open position to 466


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1229.3, which was 21.20 higher than the previous day. The implied volatity was 13.31, the open interest changed by 194 which increased total open position to 565


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1208.1, which was -20.35 lower than the previous day. The implied volatity was 13.07, the open interest changed by 51 which increased total open position to 370


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1228.45, which was -94.30 lower than the previous day. The implied volatity was 13.37, the open interest changed by 271 which increased total open position to 318


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1322.75, which was 82.75 higher than the previous day. The implied volatity was 12.24, the open interest changed by 38 which increased total open position to 47


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1240, which was 0.00 lower than the previous day. The implied volatity was 11.87, the open interest changed by 0 which decreased total open position to 9


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1240, which was 460.00 higher than the previous day. The implied volatity was 11.61, the open interest changed by 6 which increased total open position to 7


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 780, which was -134.90 lower than the previous day. The implied volatity was 12.07, the open interest changed by 0 which decreased total open position to 1


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 914.9, 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 914.9, 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 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 914.9, which was -1243.80 lower than the previous day. The implied volatity was 16.34, 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 2158.7, which was 0.00 lower than the previous day. The implied volatity was 1.43, 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 2158.7, which was 0.00 lower than the previous day. The implied volatity was 1.33, 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 2158.7, which was 0.00 lower than the previous day. The implied volatity was 0.49, 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 2158.7, 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 2158.7, which was 0.00 lower than the previous day. The implied volatity was 0.01, 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 2158.7, 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 2158.7, 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 2158.7, 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 2158.7, which was 0.00 lower than the previous day. The implied volatity was 0.24, 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 2158.7, 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 2158.70, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 52700 PE
Delta: -0.64
Vega: 58.19
Theta: -4.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1582.35 184.35 15.97 4,868 635 3,187
24 Dec 51233.00 1398 -59.15 13.68 2,926 1,285 2,553
23 Dec 51317.60 1457.15 -397.30 14.70 863 -196 1,354
20 Dec 50759.20 1854.45 520.75 16.36 1,144 179 1,555
19 Dec 51575.70 1333.7 284.45 15.36 729 -101 1,376
18 Dec 52139.55 1049.25 244.95 15.62 3,411 444 1,475
17 Dec 52834.80 804.3 231.35 15.62 1,144 39 1,035
16 Dec 53581.35 572.95 8.95 15.68 878 73 993
13 Dec 53583.80 564 -113.20 15.84 2,386 254 944
12 Dec 53216.45 677.2 16.40 15.59 277 20 690
11 Dec 53391.35 660.8 13.80 16.04 212 28 670
10 Dec 53577.70 647 -50.70 16.71 333 34 649
9 Dec 53407.75 697.7 42.45 16.50 262 -57 617
6 Dec 53509.50 655.25 -24.75 15.96 373 58 617
5 Dec 53603.55 680 -94.10 16.69 713 -274 604
4 Dec 53266.90 774.1 -192.25 16.29 780 184 903
3 Dec 52695.75 966.35 -240.70 16.04 1,174 336 712
2 Dec 52109.00 1207.05 30.95 16.07 244 99 376
29 Nov 52055.60 1176.1 -31.15 15.03 251 9 277
28 Nov 51906.85 1207.25 108.00 15.08 438 178 274
27 Nov 52301.80 1099.25 -87.75 15.46 12 8 95
26 Nov 52191.50 1187 -916.30 15.84 90 81 81
25 Nov 52207.50 2103.3 0.00 0.49 0 0 0
22 Nov 51135.40 2103.3 0.00 - 0 0 0
21 Nov 50372.90 2103.3 0.00 - 0 0 0
19 Nov 50626.50 2103.3 0.00 - 0 0 0
18 Nov 50363.80 2103.3 0.00 - 0 0 0
14 Nov 50179.55 2103.3 0.00 - 0 0 0
13 Nov 50088.35 2103.3 0.00 - 0 0 0
12 Nov 51157.80 2103.3 0.00 - 0 0 0
11 Nov 51876.75 2103.3 0.00 0.25 0 0 0
8 Nov 51561.20 2103.3 0.00 - 0 0 0
7 Nov 51916.50 2103.3 0.00 0.38 0 0 0
6 Nov 52317.40 2103.3 0.00 0.85 0 0 0
5 Nov 52207.25 2103.3 0.00 0.59 0 0 0
4 Nov 51215.25 2103.3 0.00 - 0 0 0
1 Nov 51673.90 2103.3 0.00 0.31 0 0 0
31 Oct 51559.20 2103.30 - 0 0 0


For Nifty Bank - strike price 52700 expiring on 29JAN2025

Delta for 52700 PE is -0.64

Historical price for 52700 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1582.35, which was 184.35 higher than the previous day. The implied volatity was 15.97, the open interest changed by 635 which increased total open position to 3187


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1398, which was -59.15 lower than the previous day. The implied volatity was 13.68, the open interest changed by 1285 which increased total open position to 2553


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1457.15, which was -397.30 lower than the previous day. The implied volatity was 14.70, the open interest changed by -196 which decreased total open position to 1354


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1854.45, which was 520.75 higher than the previous day. The implied volatity was 16.36, the open interest changed by 179 which increased total open position to 1555


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1333.7, which was 284.45 higher than the previous day. The implied volatity was 15.36, the open interest changed by -101 which decreased total open position to 1376


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1049.25, which was 244.95 higher than the previous day. The implied volatity was 15.62, the open interest changed by 444 which increased total open position to 1475


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 804.3, which was 231.35 higher than the previous day. The implied volatity was 15.62, the open interest changed by 39 which increased total open position to 1035


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 572.95, which was 8.95 higher than the previous day. The implied volatity was 15.68, the open interest changed by 73 which increased total open position to 993


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 564, which was -113.20 lower than the previous day. The implied volatity was 15.84, the open interest changed by 254 which increased total open position to 944


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 677.2, which was 16.40 higher than the previous day. The implied volatity was 15.59, the open interest changed by 20 which increased total open position to 690


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 660.8, which was 13.80 higher than the previous day. The implied volatity was 16.04, the open interest changed by 28 which increased total open position to 670


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 647, which was -50.70 lower than the previous day. The implied volatity was 16.71, the open interest changed by 34 which increased total open position to 649


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 697.7, which was 42.45 higher than the previous day. The implied volatity was 16.50, the open interest changed by -57 which decreased total open position to 617


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 655.25, which was -24.75 lower than the previous day. The implied volatity was 15.96, the open interest changed by 58 which increased total open position to 617


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 680, which was -94.10 lower than the previous day. The implied volatity was 16.69, the open interest changed by -274 which decreased total open position to 604


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 774.1, which was -192.25 lower than the previous day. The implied volatity was 16.29, the open interest changed by 184 which increased total open position to 903


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 966.35, which was -240.70 lower than the previous day. The implied volatity was 16.04, the open interest changed by 336 which increased total open position to 712


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1207.05, which was 30.95 higher than the previous day. The implied volatity was 16.07, the open interest changed by 99 which increased total open position to 376


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1176.1, which was -31.15 lower than the previous day. The implied volatity was 15.03, the open interest changed by 9 which increased total open position to 277


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1207.25, which was 108.00 higher than the previous day. The implied volatity was 15.08, the open interest changed by 178 which increased total open position to 274


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1099.25, which was -87.75 lower than the previous day. The implied volatity was 15.46, the open interest changed by 8 which increased total open position to 95


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1187, which was -916.30 lower than the previous day. The implied volatity was 15.84, the open interest changed by 81 which increased total open position to 81


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2103.3, which was 0.00 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2103.3, 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 2103.3, 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 2103.3, 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 2103.3, 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 2103.3, 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 2103.3, 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 2103.3, 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 2103.3, which was 0.00 lower than the previous day. The implied volatity was 0.25, 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 2103.3, 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 2103.3, which was 0.00 lower than the previous day. The implied volatity was 0.38, 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 2103.3, which was 0.00 lower than the previous day. The implied volatity was 0.85, 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 2103.3, which was 0.00 lower than the previous day. The implied volatity was 0.59, 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 2103.3, 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 2103.3, which was 0.00 lower than the previous day. The implied volatity was 0.31, 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 2103.30, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to