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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 52800 CE
Delta: 0.32
Vega: 55.70
Theta: -15.79
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 439.5 -2.25 13.99 56,549 6,949 11,596
24 Dec 51233.00 441.75 -55.60 13.01 9,114 1,846 4,553
23 Dec 51317.60 497.35 36.80 13.64 3,437 105 2,716
20 Dec 50759.20 460.55 -364.45 14.64 3,412 740 2,584
19 Dec 51575.70 825 -234.30 15.83 2,774 74 1,833
18 Dec 52139.55 1059.3 -348.80 14.93 3,898 705 1,764
17 Dec 52834.80 1408.1 -434.20 15.01 1,709 417 1,054
16 Dec 53581.35 1842.3 22.20 14.37 68 -53 639
13 Dec 53583.80 1820.1 48.20 11.51 1,791 195 671
12 Dec 53216.45 1771.9 -52.05 14.81 1 0 475
11 Dec 53391.35 1823.95 -26.05 13.64 56 0 475
10 Dec 53577.70 1850 0.00 0.00 0 -3 0
9 Dec 53407.75 1850 -87.80 13.17 6 -4 474
6 Dec 53509.50 1937.8 -32.20 12.89 104 -34 480
5 Dec 53603.55 1970 184.00 11.89 135 0 513
4 Dec 53266.90 1786 347.25 12.80 1,106 133 514
3 Dec 52695.75 1438.75 263.35 12.91 504 -34 383
2 Dec 52109.00 1175.4 23.85 13.26 207 76 414
29 Nov 52055.60 1151.55 -6.85 12.99 148 11 335
28 Nov 51906.85 1158.4 -101.45 13.19 312 65 324
27 Nov 52301.80 1259.85 32.85 12.14 663 245 263
26 Nov 52191.50 1227 -23.00 12.34 22 9 19
25 Nov 52207.50 1250 709.50 12.29 2 0 10
22 Nov 51135.40 540.5 0.00 0.00 0 0 0
21 Nov 50372.90 540.5 -430.55 12.28 10 0 10
19 Nov 50626.50 971.05 0.00 0.00 0 0 0
18 Nov 50363.80 971.05 0.00 0.00 0 0 0
14 Nov 50179.55 971.05 0.00 0.00 0 10 0
13 Nov 50088.35 971.05 -1140.50 16.87 11 10 10
12 Nov 51157.80 2111.55 0.00 0.57 0 0 0
11 Nov 51876.75 2111.55 0.00 - 0 0 0
8 Nov 51561.20 2111.55 0.00 0.11 0 0 0
7 Nov 51916.50 2111.55 0.00 - 0 0 0
6 Nov 52317.40 2111.55 0.00 - 0 0 0
5 Nov 52207.25 2111.55 0.00 - 0 0 0
4 Nov 51215.25 2111.55 0.00 0.34 0 0 0
1 Nov 51673.90 2111.55 0.00 - 0 0 0
31 Oct 51559.20 2111.55 - 0 0 0


For Nifty Bank - strike price 52800 expiring on 29JAN2025

Delta for 52800 CE is 0.32

Historical price for 52800 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 439.5, which was -2.25 lower than the previous day. The implied volatity was 13.99, the open interest changed by 6949 which increased total open position to 11596


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 441.75, which was -55.60 lower than the previous day. The implied volatity was 13.01, the open interest changed by 1846 which increased total open position to 4553


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 497.35, which was 36.80 higher than the previous day. The implied volatity was 13.64, the open interest changed by 105 which increased total open position to 2716


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 460.55, which was -364.45 lower than the previous day. The implied volatity was 14.64, the open interest changed by 740 which increased total open position to 2584


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 825, which was -234.30 lower than the previous day. The implied volatity was 15.83, the open interest changed by 74 which increased total open position to 1833


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1059.3, which was -348.80 lower than the previous day. The implied volatity was 14.93, the open interest changed by 705 which increased total open position to 1764


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1408.1, which was -434.20 lower than the previous day. The implied volatity was 15.01, the open interest changed by 417 which increased total open position to 1054


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1842.3, which was 22.20 higher than the previous day. The implied volatity was 14.37, the open interest changed by -53 which decreased total open position to 639


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1820.1, which was 48.20 higher than the previous day. The implied volatity was 11.51, the open interest changed by 195 which increased total open position to 671


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1771.9, which was -52.05 lower than the previous day. The implied volatity was 14.81, the open interest changed by 0 which decreased total open position to 475


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1823.95, which was -26.05 lower than the previous day. The implied volatity was 13.64, the open interest changed by 0 which decreased total open position to 475


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1850, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1850, which was -87.80 lower than the previous day. The implied volatity was 13.17, the open interest changed by -4 which decreased total open position to 474


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1937.8, which was -32.20 lower than the previous day. The implied volatity was 12.89, the open interest changed by -34 which decreased total open position to 480


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1970, which was 184.00 higher than the previous day. The implied volatity was 11.89, the open interest changed by 0 which decreased total open position to 513


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1786, which was 347.25 higher than the previous day. The implied volatity was 12.80, the open interest changed by 133 which increased total open position to 514


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1438.75, which was 263.35 higher than the previous day. The implied volatity was 12.91, the open interest changed by -34 which decreased total open position to 383


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1175.4, which was 23.85 higher than the previous day. The implied volatity was 13.26, the open interest changed by 76 which increased total open position to 414


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1151.55, which was -6.85 lower than the previous day. The implied volatity was 12.99, the open interest changed by 11 which increased total open position to 335


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1158.4, which was -101.45 lower than the previous day. The implied volatity was 13.19, the open interest changed by 65 which increased total open position to 324


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1259.85, which was 32.85 higher than the previous day. The implied volatity was 12.14, the open interest changed by 245 which increased total open position to 263


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1227, which was -23.00 lower than the previous day. The implied volatity was 12.34, the open interest changed by 9 which increased total open position to 19


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1250, which was 709.50 higher than the previous day. The implied volatity was 12.29, the open interest changed by 0 which decreased total open position to 10


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 540.5, 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 540.5, which was -430.55 lower than the previous day. The implied volatity was 12.28, the open interest changed by 0 which decreased total open position to 10


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 971.05, 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 971.05, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 971.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 971.05, which was -1140.50 lower than the previous day. The implied volatity was 16.87, the open interest changed by 10 which increased total open position to 10


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2111.55, which was 0.00 lower than the previous day. The implied volatity was 0.57, 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 2111.55, 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 2111.55, which was 0.00 lower than the previous day. The implied volatity was 0.11, 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 2111.55, 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 2111.55, 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 2111.55, 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 2111.55, which was 0.00 lower than the previous day. The implied volatity was 0.34, 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 2111.55, 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 2111.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 52800 PE
Delta: -0.66
Vega: 57.30
Theta: -3.74
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1647.75 186.70 15.95 3,368 265 2,389
24 Dec 51233.00 1461.05 -68.05 13.62 1,420 467 2,172
23 Dec 51317.60 1529.1 -423.10 14.82 776 61 1,760
20 Dec 50759.20 1952.2 565.35 16.84 791 -2 1,698
19 Dec 51575.70 1386.85 277.95 15.28 1,044 -377 1,701
18 Dec 52139.55 1108.9 270.45 15.77 3,777 524 2,079
17 Dec 52834.80 838.45 236.70 15.52 2,399 237 1,549
16 Dec 53581.35 601.75 6.80 15.63 883 253 1,313
13 Dec 53583.80 594.95 -113.40 15.87 2,912 96 1,080
12 Dec 53216.45 708.35 19.30 15.53 297 96 979
11 Dec 53391.35 689.05 16.65 15.96 523 59 882
10 Dec 53577.70 672.4 -61.55 16.62 244 -86 823
9 Dec 53407.75 733.95 47.95 16.53 343 -33 912
6 Dec 53509.50 686 -14.70 15.93 1,149 155 945
5 Dec 53603.55 700.7 -103.25 16.52 1,052 -320 821
4 Dec 53266.90 803.95 -213.75 16.21 1,093 258 1,157
3 Dec 52695.75 1017.7 -233.65 16.12 1,250 393 897
2 Dec 52109.00 1251.35 5.75 16.02 286 141 508
29 Nov 52055.60 1245.6 -11.80 15.27 297 232 366
28 Nov 51906.85 1257.4 -897.00 15.09 253 135 135
27 Nov 52301.80 2154.4 0.00 0.47 0 0 0
26 Nov 52191.50 2154.4 0.00 0.34 0 0 0
25 Nov 52207.50 2154.4 0.00 0.38 0 0 0
22 Nov 51135.40 2154.4 0.00 - 0 0 0
21 Nov 50372.90 2154.4 0.00 - 0 0 0
19 Nov 50626.50 2154.4 0.00 - 0 0 0
18 Nov 50363.80 2154.4 0.00 - 0 0 0
14 Nov 50179.55 2154.4 0.00 - 0 0 0
13 Nov 50088.35 2154.4 0.00 - 0 0 0
12 Nov 51157.80 2154.4 0.00 - 0 0 0
11 Nov 51876.75 2154.4 0.00 0.16 0 0 0
8 Nov 51561.20 2154.4 0.00 - 0 0 0
7 Nov 51916.50 2154.4 0.00 0.28 0 0 0
6 Nov 52317.40 2154.4 0.00 0.75 0 0 0
5 Nov 52207.25 2154.4 0.00 0.49 0 0 0
4 Nov 51215.25 2154.4 0.00 - 0 0 0
1 Nov 51673.90 2154.4 0.00 0.22 0 0 0
31 Oct 51559.20 2154.40 - 0 0 0


For Nifty Bank - strike price 52800 expiring on 29JAN2025

Delta for 52800 PE is -0.66

Historical price for 52800 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1647.75, which was 186.70 higher than the previous day. The implied volatity was 15.95, the open interest changed by 265 which increased total open position to 2389


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1461.05, which was -68.05 lower than the previous day. The implied volatity was 13.62, the open interest changed by 467 which increased total open position to 2172


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1529.1, which was -423.10 lower than the previous day. The implied volatity was 14.82, the open interest changed by 61 which increased total open position to 1760


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1952.2, which was 565.35 higher than the previous day. The implied volatity was 16.84, the open interest changed by -2 which decreased total open position to 1698


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1386.85, which was 277.95 higher than the previous day. The implied volatity was 15.28, the open interest changed by -377 which decreased total open position to 1701


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1108.9, which was 270.45 higher than the previous day. The implied volatity was 15.77, the open interest changed by 524 which increased total open position to 2079


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 838.45, which was 236.70 higher than the previous day. The implied volatity was 15.52, the open interest changed by 237 which increased total open position to 1549


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 601.75, which was 6.80 higher than the previous day. The implied volatity was 15.63, the open interest changed by 253 which increased total open position to 1313


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 594.95, which was -113.40 lower than the previous day. The implied volatity was 15.87, the open interest changed by 96 which increased total open position to 1080


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 708.35, which was 19.30 higher than the previous day. The implied volatity was 15.53, the open interest changed by 96 which increased total open position to 979


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 689.05, which was 16.65 higher than the previous day. The implied volatity was 15.96, the open interest changed by 59 which increased total open position to 882


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 672.4, which was -61.55 lower than the previous day. The implied volatity was 16.62, the open interest changed by -86 which decreased total open position to 823


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 733.95, which was 47.95 higher than the previous day. The implied volatity was 16.53, the open interest changed by -33 which decreased total open position to 912


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 686, which was -14.70 lower than the previous day. The implied volatity was 15.93, the open interest changed by 155 which increased total open position to 945


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 700.7, which was -103.25 lower than the previous day. The implied volatity was 16.52, the open interest changed by -320 which decreased total open position to 821


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 803.95, which was -213.75 lower than the previous day. The implied volatity was 16.21, the open interest changed by 258 which increased total open position to 1157


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1017.7, which was -233.65 lower than the previous day. The implied volatity was 16.12, the open interest changed by 393 which increased total open position to 897


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1251.35, which was 5.75 higher than the previous day. The implied volatity was 16.02, the open interest changed by 141 which increased total open position to 508


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1245.6, which was -11.80 lower than the previous day. The implied volatity was 15.27, the open interest changed by 232 which increased total open position to 366


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1257.4, which was -897.00 lower than the previous day. The implied volatity was 15.09, the open interest changed by 135 which increased total open position to 135


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2154.4, which was 0.00 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2154.4, which was 0.00 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2154.4, 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 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2154.4, 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 2154.4, 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 2154.4, 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 2154.4, 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 2154.4, 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 2154.4, 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 2154.4, 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 2154.4, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2154.4, 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 2154.4, which was 0.00 lower than the previous day. The implied volatity was 0.28, 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 2154.4, which was 0.00 lower than the previous day. The implied volatity was 0.75, 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 2154.4, 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 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2154.4, 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 2154.4, which was 0.00 lower than the previous day. The implied volatity was 0.22, 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 2154.40, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to