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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 52900 CE
Delta: 0.30
Vega: 54.42
Theta: -15.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 407 -6.15 13.93 47,682 3,475 6,658
24 Dec 51233.00 413.15 -41.85 13.09 6,003 1,004 3,116
23 Dec 51317.60 455 18.40 13.45 1,935 127 2,096
20 Dec 50759.20 436.6 -300.30 14.66 2,636 644 1,958
19 Dec 51575.70 736.9 -281.10 15.10 2,119 49 1,321
18 Dec 52139.55 1018 -343.50 15.02 2,184 451 1,264
17 Dec 52834.80 1361.5 -423.95 15.15 1,848 382 831
16 Dec 53581.35 1785.45 27.50 14.51 183 -56 449
13 Dec 53583.80 1757.95 87.95 11.69 1,454 170 519
12 Dec 53216.45 1670 -155.00 14.26 11 -1 352
11 Dec 53391.35 1825 -33.75 14.60 11 4 353
10 Dec 53577.70 1858.75 -46.45 12.57 30 23 348
9 Dec 53407.75 1905.2 4.45 14.90 7 0 327
6 Dec 53509.50 1900.75 -9.25 13.33 49 -6 326
5 Dec 53603.55 1910 191.20 12.07 212 -9 336
4 Dec 53266.90 1718.8 341.55 12.78 757 -49 350
3 Dec 52695.75 1377.25 254.50 12.86 248 40 403
2 Dec 52109.00 1122.75 14.80 13.23 132 12 363
29 Nov 52055.60 1107.95 7.95 13.06 160 31 353
28 Nov 51906.85 1100 -109.60 13.07 113 41 322
27 Nov 52301.80 1209.6 45.90 12.18 168 45 289
26 Nov 52191.50 1163.7 -50.10 12.20 313 -25 247
25 Nov 52207.50 1213.8 -851.35 12.47 306 273 273
22 Nov 51135.40 2065.15 0.00 0.89 0 0 0
21 Nov 50372.90 2065.15 0.00 1.55 0 0 0
19 Nov 50626.50 2065.15 0.00 1.47 0 0 0
18 Nov 50363.80 2065.15 0.00 1.57 0 0 0
14 Nov 50179.55 2065.15 0.00 1.61 0 0 0
13 Nov 50088.35 2065.15 0.00 1.51 0 0 0
12 Nov 51157.80 2065.15 0.00 0.66 0 0 0
11 Nov 51876.75 2065.15 0.00 - 0 0 0
8 Nov 51561.20 2065.15 0.00 0.21 0 0 0
7 Nov 51916.50 2065.15 0.00 - 0 0 0
6 Nov 52317.40 2065.15 0.00 - 0 0 0
5 Nov 52207.25 2065.15 0.00 - 0 0 0
4 Nov 51215.25 2065.15 0.00 0.44 0 0 0
1 Nov 51673.90 2065.15 0.00 - 0 0 0
31 Oct 51559.20 2065.15 - 0 0 0


For Nifty Bank - strike price 52900 expiring on 29JAN2025

Delta for 52900 CE is 0.30

Historical price for 52900 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 407, which was -6.15 lower than the previous day. The implied volatity was 13.93, the open interest changed by 3475 which increased total open position to 6658


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 413.15, which was -41.85 lower than the previous day. The implied volatity was 13.09, the open interest changed by 1004 which increased total open position to 3116


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 455, which was 18.40 higher than the previous day. The implied volatity was 13.45, the open interest changed by 127 which increased total open position to 2096


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 436.6, which was -300.30 lower than the previous day. The implied volatity was 14.66, the open interest changed by 644 which increased total open position to 1958


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 736.9, which was -281.10 lower than the previous day. The implied volatity was 15.10, the open interest changed by 49 which increased total open position to 1321


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1018, which was -343.50 lower than the previous day. The implied volatity was 15.02, the open interest changed by 451 which increased total open position to 1264


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1361.5, which was -423.95 lower than the previous day. The implied volatity was 15.15, the open interest changed by 382 which increased total open position to 831


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1785.45, which was 27.50 higher than the previous day. The implied volatity was 14.51, the open interest changed by -56 which decreased total open position to 449


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1757.95, which was 87.95 higher than the previous day. The implied volatity was 11.69, the open interest changed by 170 which increased total open position to 519


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1670, which was -155.00 lower than the previous day. The implied volatity was 14.26, the open interest changed by -1 which decreased total open position to 352


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1825, which was -33.75 lower than the previous day. The implied volatity was 14.60, the open interest changed by 4 which increased total open position to 353


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1858.75, which was -46.45 lower than the previous day. The implied volatity was 12.57, the open interest changed by 23 which increased total open position to 348


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1905.2, which was 4.45 higher than the previous day. The implied volatity was 14.90, the open interest changed by 0 which decreased total open position to 327


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1900.75, which was -9.25 lower than the previous day. The implied volatity was 13.33, the open interest changed by -6 which decreased total open position to 326


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1910, which was 191.20 higher than the previous day. The implied volatity was 12.07, the open interest changed by -9 which decreased total open position to 336


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1718.8, which was 341.55 higher than the previous day. The implied volatity was 12.78, the open interest changed by -49 which decreased total open position to 350


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1377.25, which was 254.50 higher than the previous day. The implied volatity was 12.86, the open interest changed by 40 which increased total open position to 403


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1122.75, which was 14.80 higher than the previous day. The implied volatity was 13.23, the open interest changed by 12 which increased total open position to 363


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1107.95, which was 7.95 higher than the previous day. The implied volatity was 13.06, the open interest changed by 31 which increased total open position to 353


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1100, which was -109.60 lower than the previous day. The implied volatity was 13.07, the open interest changed by 41 which increased total open position to 322


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1209.6, which was 45.90 higher than the previous day. The implied volatity was 12.18, the open interest changed by 45 which increased total open position to 289


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1163.7, which was -50.10 lower than the previous day. The implied volatity was 12.20, the open interest changed by -25 which decreased total open position to 247


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1213.8, which was -851.35 lower than the previous day. The implied volatity was 12.47, the open interest changed by 273 which increased total open position to 273


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2065.15, which was 0.00 lower than the previous day. The implied volatity was 0.89, 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 2065.15, which was 0.00 lower than the previous day. The implied volatity was 1.55, 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 2065.15, which was 0.00 lower than the previous day. The implied volatity was 1.47, 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 2065.15, which was 0.00 lower than the previous day. The implied volatity was 1.57, 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 2065.15, which was 0.00 lower than the previous day. The implied volatity was 1.61, 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 2065.15, which was 0.00 lower than the previous day. The implied volatity was 1.51, 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 2065.15, which was 0.00 lower than the previous day. The implied volatity was 0.66, 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 2065.15, 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 2065.15, which was 0.00 lower than the previous day. The implied volatity was 0.21, 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 2065.15, 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 2065.15, 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 2065.15, 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 2065.15, which was 0.00 lower than the previous day. The implied volatity was 0.44, 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 2065.15, 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 2065.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 52900 PE
Delta: -0.68
Vega: 56.02
Theta: -2.83
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1692.85 154.85 15.55 8,437 2,289 3,976
24 Dec 51233.00 1538 -53.05 13.78 950 166 1,684
23 Dec 51317.60 1591.05 -521.95 14.74 163 -15 1,518
20 Dec 50759.20 2113 662.05 18.44 517 1 1,534
19 Dec 51575.70 1450.95 299.65 15.34 413 -75 1,533
18 Dec 52139.55 1151.3 273.90 15.64 2,087 480 1,606
17 Dec 52834.80 877.4 241.70 15.47 2,122 -28 1,124
16 Dec 53581.35 635.7 4.65 15.64 559 221 1,145
13 Dec 53583.80 631.05 -104.40 15.90 2,059 228 901
12 Dec 53216.45 735.45 16.30 15.40 269 13 672
11 Dec 53391.35 719.15 16.80 15.89 575 258 660
10 Dec 53577.70 702.35 -56.75 16.57 270 -15 407
9 Dec 53407.75 759.1 45.15 16.40 188 -63 424
6 Dec 53509.50 713.95 -18.80 15.85 876 63 490
5 Dec 53603.55 732.75 -109.65 16.51 754 -285 431
4 Dec 53266.90 842.4 -219.80 16.24 685 137 716
3 Dec 52695.75 1062.2 -233.55 16.14 871 151 578
2 Dec 52109.00 1295.75 10.90 15.97 265 128 427
29 Nov 52055.60 1284.85 -25.65 15.15 324 198 299
28 Nov 51906.85 1310.5 -895.70 15.13 129 104 104
27 Nov 52301.80 2206.2 0.00 0.35 0 0 0
26 Nov 52191.50 2206.2 0.00 0.23 0 0 0
25 Nov 52207.50 2206.2 0.00 0.27 0 0 0
22 Nov 51135.40 2206.2 0.00 - 0 0 0
21 Nov 50372.90 2206.2 0.00 - 0 0 0
19 Nov 50626.50 2206.2 0.00 - 0 0 0
18 Nov 50363.80 2206.2 0.00 - 0 0 0
14 Nov 50179.55 2206.2 0.00 - 0 0 0
13 Nov 50088.35 2206.2 0.00 - 0 0 0
12 Nov 51157.80 2206.2 0.00 - 0 0 0
11 Nov 51876.75 2206.2 0.00 0.05 0 0 0
8 Nov 51561.20 2206.2 0.00 - 0 0 0
7 Nov 51916.50 2206.2 0.00 0.18 0 0 0
6 Nov 52317.40 2206.2 0.00 0.64 0 0 0
5 Nov 52207.25 2206.2 0.00 0.42 0 0 0
4 Nov 51215.25 2206.2 0.00 - 0 0 0
1 Nov 51673.90 2206.2 0.00 0.13 0 0 0
31 Oct 51559.20 2206.20 - 0 0 0


For Nifty Bank - strike price 52900 expiring on 29JAN2025

Delta for 52900 PE is -0.68

Historical price for 52900 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1692.85, which was 154.85 higher than the previous day. The implied volatity was 15.55, the open interest changed by 2289 which increased total open position to 3976


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1538, which was -53.05 lower than the previous day. The implied volatity was 13.78, the open interest changed by 166 which increased total open position to 1684


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1591.05, which was -521.95 lower than the previous day. The implied volatity was 14.74, the open interest changed by -15 which decreased total open position to 1518


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2113, which was 662.05 higher than the previous day. The implied volatity was 18.44, the open interest changed by 1 which increased total open position to 1534


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1450.95, which was 299.65 higher than the previous day. The implied volatity was 15.34, the open interest changed by -75 which decreased total open position to 1533


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1151.3, which was 273.90 higher than the previous day. The implied volatity was 15.64, the open interest changed by 480 which increased total open position to 1606


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 877.4, which was 241.70 higher than the previous day. The implied volatity was 15.47, the open interest changed by -28 which decreased total open position to 1124


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 635.7, which was 4.65 higher than the previous day. The implied volatity was 15.64, the open interest changed by 221 which increased total open position to 1145


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 631.05, which was -104.40 lower than the previous day. The implied volatity was 15.90, the open interest changed by 228 which increased total open position to 901


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 735.45, which was 16.30 higher than the previous day. The implied volatity was 15.40, the open interest changed by 13 which increased total open position to 672


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 719.15, which was 16.80 higher than the previous day. The implied volatity was 15.89, the open interest changed by 258 which increased total open position to 660


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 702.35, which was -56.75 lower than the previous day. The implied volatity was 16.57, the open interest changed by -15 which decreased total open position to 407


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 759.1, which was 45.15 higher than the previous day. The implied volatity was 16.40, the open interest changed by -63 which decreased total open position to 424


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 713.95, which was -18.80 lower than the previous day. The implied volatity was 15.85, the open interest changed by 63 which increased total open position to 490


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 732.75, which was -109.65 lower than the previous day. The implied volatity was 16.51, the open interest changed by -285 which decreased total open position to 431


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 842.4, which was -219.80 lower than the previous day. The implied volatity was 16.24, the open interest changed by 137 which increased total open position to 716


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1062.2, which was -233.55 lower than the previous day. The implied volatity was 16.14, the open interest changed by 151 which increased total open position to 578


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1295.75, which was 10.90 higher than the previous day. The implied volatity was 15.97, the open interest changed by 128 which increased total open position to 427


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1284.85, which was -25.65 lower than the previous day. The implied volatity was 15.15, the open interest changed by 198 which increased total open position to 299


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1310.5, which was -895.70 lower than the previous day. The implied volatity was 15.13, the open interest changed by 104 which increased total open position to 104


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2206.2, which was 0.00 lower than the previous day. The implied volatity was 0.35, 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 2206.2, which was 0.00 lower than the previous day. The implied volatity was 0.23, 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 2206.2, which was 0.00 lower than the previous day. The implied volatity was 0.27, 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 2206.2, 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 2206.2, 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 2206.2, 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 2206.2, 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 2206.2, 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 2206.2, 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 2206.2, 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 2206.2, which was 0.00 lower than the previous day. The implied volatity was 0.05, 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 2206.2, 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 2206.2, which was 0.00 lower than the previous day. The implied volatity was 0.18, 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 2206.2, which was 0.00 lower than the previous day. The implied volatity was 0.64, 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 2206.2, which was 0.00 lower than the previous day. The implied volatity was 0.42, 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 2206.2, 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 2206.2, which was 0.00 lower than the previous day. The implied volatity was 0.13, 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 2206.20, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to