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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 53000 CE
Delta: 0.28
Vega: 53.03
Theta: -14.71
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 376 -9.00 13.87 2,44,699 10,897 69,337
24 Dec 51233.00 385 -49.50 13.10 88,190 9,545 58,036
23 Dec 51317.60 434.5 28.25 13.62 53,078 3,262 48,559
20 Dec 50759.20 406.25 -289.55 14.63 68,578 12,955 45,208
19 Dec 51575.70 695.8 -272.95 15.05 37,010 144 32,371
18 Dec 52139.55 968.75 -326.20 14.98 44,265 12,115 32,266
17 Dec 52834.80 1294.95 -403.50 14.98 23,462 5,468 20,222
16 Dec 53581.35 1698.45 -1.55 14.20 6,456 648 14,754
13 Dec 53583.80 1700 111.10 11.90 37,316 1,204 14,142
12 Dec 53216.45 1588.9 -86.65 13.99 5,449 683 12,938
11 Dec 53391.35 1675.55 -107.00 13.40 3,019 -290 12,251
10 Dec 53577.70 1782.55 82.45 12.48 3,772 -215 12,576
9 Dec 53407.75 1700.1 -106.15 12.94 7,589 1,083 12,787
6 Dec 53509.50 1806.25 -13.75 12.95 6,169 -1,260 11,781
5 Dec 53603.55 1820 172.25 11.78 10,772 -1,186 13,050
4 Dec 53266.90 1647.75 327.75 12.69 10,914 2,066 14,246
3 Dec 52695.75 1320 238.35 12.85 8,865 3,022 12,146
2 Dec 52109.00 1081.65 32.65 13.31 5,828 713 9,129
29 Nov 52055.60 1049 -20.25 12.92 5,535 -628 8,426
28 Nov 51906.85 1069.25 -80.75 13.26 8,381 880 9,055
27 Nov 52301.80 1150 45.95 12.09 3,707 1,269 8,177
26 Nov 52191.50 1104.05 -40.95 12.10 4,359 2,039 6,904
25 Nov 52207.50 1145 389.00 12.32 5,064 2,352 4,841
22 Nov 51135.40 756 196.00 13.06 2,582 798 3,287
21 Nov 50372.90 560 -10.00 13.27 2,223 -19 2,489
19 Nov 50626.50 570 49.45 12.98 1,874 655 2,511
18 Nov 50363.80 520.55 -19.45 12.64 1,221 -73 1,855
14 Nov 50179.55 540 -122.90 12.92 2,972 776 1,900
13 Nov 50088.35 662.9 -247.10 14.01 3,446 423 1,140
12 Nov 51157.80 910 -265.60 13.20 1,013 34 700
11 Nov 51876.75 1175.6 75.60 12.49 724 292 672
8 Nov 51561.20 1100 -230.00 12.74 318 48 382
7 Nov 51916.50 1330 -224.00 13.06 149 58 336
6 Nov 52317.40 1554 81.10 12.39 179 57 277
5 Nov 52207.25 1472.9 341.90 13.05 351 116 220
4 Nov 51215.25 1131 -153.95 13.86 104 54 103
1 Nov 51673.90 1284.95 -90.25 12.87 19 9 40
31 Oct 51559.20 1375.20 - 39 31 31


For Nifty Bank - strike price 53000 expiring on 29JAN2025

Delta for 53000 CE is 0.28

Historical price for 53000 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 376, which was -9.00 lower than the previous day. The implied volatity was 13.87, the open interest changed by 10897 which increased total open position to 69337


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 385, which was -49.50 lower than the previous day. The implied volatity was 13.10, the open interest changed by 9545 which increased total open position to 58036


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 434.5, which was 28.25 higher than the previous day. The implied volatity was 13.62, the open interest changed by 3262 which increased total open position to 48559


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 406.25, which was -289.55 lower than the previous day. The implied volatity was 14.63, the open interest changed by 12955 which increased total open position to 45208


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 695.8, which was -272.95 lower than the previous day. The implied volatity was 15.05, the open interest changed by 144 which increased total open position to 32371


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 968.75, which was -326.20 lower than the previous day. The implied volatity was 14.98, the open interest changed by 12115 which increased total open position to 32266


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1294.95, which was -403.50 lower than the previous day. The implied volatity was 14.98, the open interest changed by 5468 which increased total open position to 20222


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1698.45, which was -1.55 lower than the previous day. The implied volatity was 14.20, the open interest changed by 648 which increased total open position to 14754


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1700, which was 111.10 higher than the previous day. The implied volatity was 11.90, the open interest changed by 1204 which increased total open position to 14142


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1588.9, which was -86.65 lower than the previous day. The implied volatity was 13.99, the open interest changed by 683 which increased total open position to 12938


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1675.55, which was -107.00 lower than the previous day. The implied volatity was 13.40, the open interest changed by -290 which decreased total open position to 12251


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1782.55, which was 82.45 higher than the previous day. The implied volatity was 12.48, the open interest changed by -215 which decreased total open position to 12576


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1700.1, which was -106.15 lower than the previous day. The implied volatity was 12.94, the open interest changed by 1083 which increased total open position to 12787


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1806.25, which was -13.75 lower than the previous day. The implied volatity was 12.95, the open interest changed by -1260 which decreased total open position to 11781


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1820, which was 172.25 higher than the previous day. The implied volatity was 11.78, the open interest changed by -1186 which decreased total open position to 13050


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1647.75, which was 327.75 higher than the previous day. The implied volatity was 12.69, the open interest changed by 2066 which increased total open position to 14246


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1320, which was 238.35 higher than the previous day. The implied volatity was 12.85, the open interest changed by 3022 which increased total open position to 12146


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1081.65, which was 32.65 higher than the previous day. The implied volatity was 13.31, the open interest changed by 713 which increased total open position to 9129


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1049, which was -20.25 lower than the previous day. The implied volatity was 12.92, the open interest changed by -628 which decreased total open position to 8426


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1069.25, which was -80.75 lower than the previous day. The implied volatity was 13.26, the open interest changed by 880 which increased total open position to 9055


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1150, which was 45.95 higher than the previous day. The implied volatity was 12.09, the open interest changed by 1269 which increased total open position to 8177


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1104.05, which was -40.95 lower than the previous day. The implied volatity was 12.10, the open interest changed by 2039 which increased total open position to 6904


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1145, which was 389.00 higher than the previous day. The implied volatity was 12.32, the open interest changed by 2352 which increased total open position to 4841


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 756, which was 196.00 higher than the previous day. The implied volatity was 13.06, the open interest changed by 798 which increased total open position to 3287


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 560, which was -10.00 lower than the previous day. The implied volatity was 13.27, the open interest changed by -19 which decreased total open position to 2489


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 570, which was 49.45 higher than the previous day. The implied volatity was 12.98, the open interest changed by 655 which increased total open position to 2511


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 520.55, which was -19.45 lower than the previous day. The implied volatity was 12.64, the open interest changed by -73 which decreased total open position to 1855


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 540, which was -122.90 lower than the previous day. The implied volatity was 12.92, the open interest changed by 776 which increased total open position to 1900


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 662.9, which was -247.10 lower than the previous day. The implied volatity was 14.01, the open interest changed by 423 which increased total open position to 1140


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 910, which was -265.60 lower than the previous day. The implied volatity was 13.20, the open interest changed by 34 which increased total open position to 700


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1175.6, which was 75.60 higher than the previous day. The implied volatity was 12.49, the open interest changed by 292 which increased total open position to 672


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1100, which was -230.00 lower than the previous day. The implied volatity was 12.74, the open interest changed by 48 which increased total open position to 382


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1330, which was -224.00 lower than the previous day. The implied volatity was 13.06, the open interest changed by 58 which increased total open position to 336


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1554, which was 81.10 higher than the previous day. The implied volatity was 12.39, the open interest changed by 57 which increased total open position to 277


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1472.9, which was 341.90 higher than the previous day. The implied volatity was 13.05, the open interest changed by 116 which increased total open position to 220


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1131, which was -153.95 lower than the previous day. The implied volatity was 13.86, the open interest changed by 54 which increased total open position to 103


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1284.95, which was -90.25 lower than the previous day. The implied volatity was 12.87, the open interest changed by 9 which increased total open position to 40


On 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 1375.20, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 53000 PE
Delta: -0.69
Vega: 54.90
Theta: -2.52
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1788.55 207.45 15.76 24,137 632 37,767
24 Dec 51233.00 1581.1 -80.55 13.19 34,280 8,175 36,387
23 Dec 51317.60 1661.65 -441.35 14.79 14,616 -2,390 28,245
20 Dec 50759.20 2103 597.15 17.04 11,685 144 30,824
19 Dec 51575.70 1505.85 303.85 15.24 20,397 -873 30,747
18 Dec 52139.55 1202 284.05 15.62 32,143 6,937 31,713
17 Dec 52834.80 917.95 266.10 15.42 32,253 477 24,756
16 Dec 53581.35 651.85 -8.10 15.36 21,476 5,226 24,347
13 Dec 53583.80 659.95 -118.90 15.84 40,753 3,296 18,848
12 Dec 53216.45 778.85 27.15 15.48 7,833 1,371 15,551
11 Dec 53391.35 751.7 20.70 15.84 9,280 1,319 14,134
10 Dec 53577.70 731 -62.15 16.49 7,781 664 12,992
9 Dec 53407.75 793.15 45.60 16.37 6,862 724 12,273
6 Dec 53509.50 747.55 -12.45 15.84 14,388 1,306 11,663
5 Dec 53603.55 760 -112.00 16.41 13,457 625 10,354
4 Dec 53266.90 872 -218.00 16.12 16,076 4,009 9,774
3 Dec 52695.75 1090 -249.55 15.94 6,218 1,056 5,690
2 Dec 52109.00 1339.55 4.30 15.89 2,134 317 4,639
29 Nov 52055.60 1335.25 -14.40 15.14 2,096 -23 4,323
28 Nov 51906.85 1349.65 132.65 14.98 4,993 114 4,348
27 Nov 52301.80 1217 -102.05 15.21 2,876 666 4,233
26 Nov 52191.50 1319.05 -30.80 15.72 2,995 927 3,567
25 Nov 52207.50 1349.85 -575.15 16.09 4,106 2,321 2,634
22 Nov 51135.40 1925 -450.00 15.95 743 419 732
21 Nov 50372.90 2375 8.80 16.49 92 10 313
19 Nov 50626.50 2366.2 -43.80 16.63 247 42 306
18 Nov 50363.80 2410 -130.00 16.24 13 9 263
14 Nov 50179.55 2540 214.95 16.67 42 3 253
13 Nov 50088.35 2325.05 545.10 14.72 247 30 250
12 Nov 51157.80 1779.95 339.95 14.40 174 29 220
11 Nov 51876.75 1440 -160.00 14.69 183 109 189
8 Nov 51561.20 1600 110.00 14.79 99 24 82
7 Nov 51916.50 1490 190.00 15.52 71 24 60
6 Nov 52317.40 1300 -520.90 15.84 74 18 36
5 Nov 52207.25 1820.9 0.00 0.00 0 -1 0
4 Nov 51215.25 1820.9 -8.05 15.43 22 0 19
1 Nov 51673.90 1828.95 -429.75 17.72 19 0 0
31 Oct 51559.20 2258.70 - 0 0 0


For Nifty Bank - strike price 53000 expiring on 29JAN2025

Delta for 53000 PE is -0.69

Historical price for 53000 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1788.55, which was 207.45 higher than the previous day. The implied volatity was 15.76, the open interest changed by 632 which increased total open position to 37767


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1581.1, which was -80.55 lower than the previous day. The implied volatity was 13.19, the open interest changed by 8175 which increased total open position to 36387


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1661.65, which was -441.35 lower than the previous day. The implied volatity was 14.79, the open interest changed by -2390 which decreased total open position to 28245


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2103, which was 597.15 higher than the previous day. The implied volatity was 17.04, the open interest changed by 144 which increased total open position to 30824


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1505.85, which was 303.85 higher than the previous day. The implied volatity was 15.24, the open interest changed by -873 which decreased total open position to 30747


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1202, which was 284.05 higher than the previous day. The implied volatity was 15.62, the open interest changed by 6937 which increased total open position to 31713


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 917.95, which was 266.10 higher than the previous day. The implied volatity was 15.42, the open interest changed by 477 which increased total open position to 24756


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 651.85, which was -8.10 lower than the previous day. The implied volatity was 15.36, the open interest changed by 5226 which increased total open position to 24347


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 659.95, which was -118.90 lower than the previous day. The implied volatity was 15.84, the open interest changed by 3296 which increased total open position to 18848


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 778.85, which was 27.15 higher than the previous day. The implied volatity was 15.48, the open interest changed by 1371 which increased total open position to 15551


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 751.7, which was 20.70 higher than the previous day. The implied volatity was 15.84, the open interest changed by 1319 which increased total open position to 14134


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 731, which was -62.15 lower than the previous day. The implied volatity was 16.49, the open interest changed by 664 which increased total open position to 12992


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 793.15, which was 45.60 higher than the previous day. The implied volatity was 16.37, the open interest changed by 724 which increased total open position to 12273


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 747.55, which was -12.45 lower than the previous day. The implied volatity was 15.84, the open interest changed by 1306 which increased total open position to 11663


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 760, which was -112.00 lower than the previous day. The implied volatity was 16.41, the open interest changed by 625 which increased total open position to 10354


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 872, which was -218.00 lower than the previous day. The implied volatity was 16.12, the open interest changed by 4009 which increased total open position to 9774


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1090, which was -249.55 lower than the previous day. The implied volatity was 15.94, the open interest changed by 1056 which increased total open position to 5690


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1339.55, which was 4.30 higher than the previous day. The implied volatity was 15.89, the open interest changed by 317 which increased total open position to 4639


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1335.25, which was -14.40 lower than the previous day. The implied volatity was 15.14, the open interest changed by -23 which decreased total open position to 4323


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1349.65, which was 132.65 higher than the previous day. The implied volatity was 14.98, the open interest changed by 114 which increased total open position to 4348


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1217, which was -102.05 lower than the previous day. The implied volatity was 15.21, the open interest changed by 666 which increased total open position to 4233


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1319.05, which was -30.80 lower than the previous day. The implied volatity was 15.72, the open interest changed by 927 which increased total open position to 3567


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1349.85, which was -575.15 lower than the previous day. The implied volatity was 16.09, the open interest changed by 2321 which increased total open position to 2634


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1925, which was -450.00 lower than the previous day. The implied volatity was 15.95, the open interest changed by 419 which increased total open position to 732


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2375, which was 8.80 higher than the previous day. The implied volatity was 16.49, the open interest changed by 10 which increased total open position to 313


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2366.2, which was -43.80 lower than the previous day. The implied volatity was 16.63, the open interest changed by 42 which increased total open position to 306


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2410, which was -130.00 lower than the previous day. The implied volatity was 16.24, the open interest changed by 9 which increased total open position to 263


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2540, which was 214.95 higher than the previous day. The implied volatity was 16.67, the open interest changed by 3 which increased total open position to 253


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2325.05, which was 545.10 higher than the previous day. The implied volatity was 14.72, the open interest changed by 30 which increased total open position to 250


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1779.95, which was 339.95 higher than the previous day. The implied volatity was 14.40, the open interest changed by 29 which increased total open position to 220


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1440, which was -160.00 lower than the previous day. The implied volatity was 14.69, the open interest changed by 109 which increased total open position to 189


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1600, which was 110.00 higher than the previous day. The implied volatity was 14.79, the open interest changed by 24 which increased total open position to 82


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1490, which was 190.00 higher than the previous day. The implied volatity was 15.52, the open interest changed by 24 which increased total open position to 60


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1300, which was -520.90 lower than the previous day. The implied volatity was 15.84, the open interest changed by 18 which increased total open position to 36


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1820.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1820.9, which was -8.05 lower than the previous day. The implied volatity was 15.43, the open interest changed by 0 which decreased total open position to 19


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1828.95, which was -429.75 lower than the previous day. The implied volatity was 17.72, 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 2258.70, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to