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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 53100 CE
Delta: 0.27
Vega: 51.84
Theta: -14.38
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 356.55 -1.60 13.99 53,981 3,993 8,509
24 Dec 51233.00 358.15 -46.85 13.05 7,610 1,805 4,497
23 Dec 51317.60 405 27.00 13.60 4,273 536 2,730
20 Dec 50759.20 378 -277.50 14.57 3,262 1,151 2,208
19 Dec 51575.70 655.5 -272.45 14.98 2,396 135 1,050
18 Dec 52139.55 927.95 -321.85 15.04 1,720 423 921
17 Dec 52834.80 1249.8 -383.95 15.10 1,224 146 496
16 Dec 53581.35 1633.75 15.75 14.18 182 12 350
13 Dec 53583.80 1618 82.75 11.71 1,171 9 354
12 Dec 53216.45 1535.25 -105.75 14.09 121 55 345
11 Dec 53391.35 1641 -71.35 13.80 27 13 290
10 Dec 53577.70 1712.35 65.55 12.45 55 44 277
9 Dec 53407.75 1646.8 -91.80 13.10 68 26 236
6 Dec 53509.50 1738.6 -31.85 12.93 197 -147 211
5 Dec 53603.55 1770.45 182.20 12.06 715 50 358
4 Dec 53266.90 1588.25 326.30 12.73 1,131 52 318
3 Dec 52695.75 1261.95 240.40 12.80 224 68 275
2 Dec 52109.00 1021.55 20.55 13.15 90 42 207
29 Nov 52055.60 1001 -10.55 12.90 168 38 165
28 Nov 51906.85 1011.55 -81.35 13.12 123 23 127
27 Nov 52301.80 1092.9 -881.60 12.01 116 107 107
26 Nov 52191.50 1974.5 0.00 - 0 0 0
25 Nov 52207.50 1974.5 0.00 - 0 0 0
22 Nov 51135.40 1974.5 0.00 1.10 0 0 0
21 Nov 50372.90 1974.5 0.00 1.75 0 0 0
19 Nov 50626.50 1974.5 0.00 1.69 0 0 0
18 Nov 50363.80 1974.5 0.00 1.70 0 0 0
14 Nov 50179.55 1974.5 0.00 1.72 0 0 0
13 Nov 50088.35 1974.5 0.00 1.63 0 0 0
12 Nov 51157.80 1974.5 0.00 0.83 0 0 0
11 Nov 51876.75 1974.5 0.00 0.17 0 0 0
8 Nov 51561.20 1974.5 0.00 0.41 0 0 0
7 Nov 51916.50 1974.5 0.00 0.02 0 0 0
6 Nov 52317.40 1974.5 0.00 - 0 0 0
5 Nov 52207.25 1974.5 0.00 - 0 0 0
4 Nov 51215.25 1974.5 0.00 0.53 0 0 0
1 Nov 51673.90 1974.5 0.00 0.07 0 0 0
31 Oct 51559.20 1974.50 - 0 0 0


For Nifty Bank - strike price 53100 expiring on 29JAN2025

Delta for 53100 CE is 0.27

Historical price for 53100 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 356.55, which was -1.60 lower than the previous day. The implied volatity was 13.99, the open interest changed by 3993 which increased total open position to 8509


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 358.15, which was -46.85 lower than the previous day. The implied volatity was 13.05, the open interest changed by 1805 which increased total open position to 4497


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 405, which was 27.00 higher than the previous day. The implied volatity was 13.60, the open interest changed by 536 which increased total open position to 2730


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 378, which was -277.50 lower than the previous day. The implied volatity was 14.57, the open interest changed by 1151 which increased total open position to 2208


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 655.5, which was -272.45 lower than the previous day. The implied volatity was 14.98, the open interest changed by 135 which increased total open position to 1050


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 927.95, which was -321.85 lower than the previous day. The implied volatity was 15.04, the open interest changed by 423 which increased total open position to 921


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1249.8, which was -383.95 lower than the previous day. The implied volatity was 15.10, the open interest changed by 146 which increased total open position to 496


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1633.75, which was 15.75 higher than the previous day. The implied volatity was 14.18, the open interest changed by 12 which increased total open position to 350


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1618, which was 82.75 higher than the previous day. The implied volatity was 11.71, the open interest changed by 9 which increased total open position to 354


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1535.25, which was -105.75 lower than the previous day. The implied volatity was 14.09, the open interest changed by 55 which increased total open position to 345


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1641, which was -71.35 lower than the previous day. The implied volatity was 13.80, the open interest changed by 13 which increased total open position to 290


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1712.35, which was 65.55 higher than the previous day. The implied volatity was 12.45, the open interest changed by 44 which increased total open position to 277


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1646.8, which was -91.80 lower than the previous day. The implied volatity was 13.10, the open interest changed by 26 which increased total open position to 236


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1738.6, which was -31.85 lower than the previous day. The implied volatity was 12.93, the open interest changed by -147 which decreased total open position to 211


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1770.45, which was 182.20 higher than the previous day. The implied volatity was 12.06, the open interest changed by 50 which increased total open position to 358


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1588.25, which was 326.30 higher than the previous day. The implied volatity was 12.73, the open interest changed by 52 which increased total open position to 318


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1261.95, which was 240.40 higher than the previous day. The implied volatity was 12.80, the open interest changed by 68 which increased total open position to 275


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1021.55, which was 20.55 higher than the previous day. The implied volatity was 13.15, the open interest changed by 42 which increased total open position to 207


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1001, which was -10.55 lower than the previous day. The implied volatity was 12.90, the open interest changed by 38 which increased total open position to 165


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1011.55, which was -81.35 lower than the previous day. The implied volatity was 13.12, the open interest changed by 23 which increased total open position to 127


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1092.9, which was -881.60 lower than the previous day. The implied volatity was 12.01, the open interest changed by 107 which increased total open position to 107


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1974.5, 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 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1974.5, 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 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1974.5, which was 0.00 lower than the previous day. The implied volatity was 1.10, 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 1974.5, which was 0.00 lower than the previous day. The implied volatity was 1.75, 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 1974.5, which was 0.00 lower than the previous day. The implied volatity was 1.69, 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 1974.5, which was 0.00 lower than the previous day. The implied volatity was 1.70, 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 1974.5, which was 0.00 lower than the previous day. The implied volatity was 1.72, 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 1974.5, which was 0.00 lower than the previous day. The implied volatity was 1.63, 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 1974.5, which was 0.00 lower than the previous day. The implied volatity was 0.83, 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 1974.5, which was 0.00 lower than the previous day. The implied volatity was 0.17, 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 1974.5, which was 0.00 lower than the previous day. The implied volatity was 0.41, 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 1974.5, which was 0.00 lower than the previous day. The implied volatity was 0.02, 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 1974.5, 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 1974.5, 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 1974.5, which was 0.00 lower than the previous day. The implied volatity was 0.53, 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 1974.5, which was 0.00 lower than the previous day. The implied volatity was 0.07, 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 1974.50, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 53100 PE
Delta: -0.70
Vega: 54.23
Theta: -2.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 1853.7 175.30 15.92 1,610 376 1,657
24 Dec 51233.00 1678.4 -22.40 13.78 263 63 1,281
23 Dec 51317.60 1700.8 -468.20 14.27 63 10 1,217
20 Dec 50759.20 2169 604.15 17.04 399 192 1,211
19 Dec 51575.70 1564.85 309.30 15.19 279 -80 1,025
18 Dec 52139.55 1255.55 301.55 15.62 902 160 1,133
17 Dec 52834.80 954 259.05 15.30 1,552 -191 973
16 Dec 53581.35 694.95 2.45 15.47 802 184 1,173
13 Dec 53583.80 692.5 -122.50 15.81 1,842 29 966
12 Dec 53216.45 815 25.25 15.44 382 59 938
11 Dec 53391.35 789.75 23.40 15.87 314 -7 876
10 Dec 53577.70 766.35 -60.35 16.50 450 160 884
9 Dec 53407.75 826.7 51.25 16.32 445 -12 719
6 Dec 53509.50 775.45 -20.05 15.73 1,005 51 730
5 Dec 53603.55 795.5 -121.00 16.43 980 -290 682
4 Dec 53266.90 916.5 -224.25 16.21 1,146 306 975
3 Dec 52695.75 1140.75 -250.95 16.01 410 101 669
2 Dec 52109.00 1391.7 54.75 15.89 438 346 568
29 Nov 52055.60 1336.95 -54.75 14.55 227 91 225
28 Nov 51906.85 1391.7 -920.20 14.86 177 134 134
27 Nov 52301.80 2311.9 0.00 0.13 0 0 0
26 Nov 52191.50 2311.9 0.00 0.00 0 0 0
25 Nov 52207.50 2311.9 0.00 0.05 0 0 0
22 Nov 51135.40 2311.9 0.00 - 0 0 0
21 Nov 50372.90 2311.9 0.00 - 0 0 0
19 Nov 50626.50 2311.9 0.00 - 0 0 0
18 Nov 50363.80 2311.9 0.00 - 0 0 0
14 Nov 50179.55 2311.9 0.00 - 0 0 0
13 Nov 50088.35 2311.9 0.00 - 0 0 0
12 Nov 51157.80 2311.9 0.00 - 0 0 0
11 Nov 51876.75 2311.9 0.00 - 0 0 0
8 Nov 51561.20 2311.9 0.00 - 0 0 0
7 Nov 51916.50 2311.9 0.00 - 0 0 0
6 Nov 52317.40 2311.9 0.00 0.47 0 0 0
5 Nov 52207.25 2311.9 2311.90 0.23 0 0 0
4 Nov 51215.25 0 0.00 - 0 0 0
1 Nov 51673.90 0 0.00 - 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 53100 expiring on 29JAN2025

Delta for 53100 PE is -0.70

Historical price for 53100 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1853.7, which was 175.30 higher than the previous day. The implied volatity was 15.92, the open interest changed by 376 which increased total open position to 1657


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1678.4, which was -22.40 lower than the previous day. The implied volatity was 13.78, the open interest changed by 63 which increased total open position to 1281


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1700.8, which was -468.20 lower than the previous day. The implied volatity was 14.27, the open interest changed by 10 which increased total open position to 1217


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2169, which was 604.15 higher than the previous day. The implied volatity was 17.04, the open interest changed by 192 which increased total open position to 1211


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1564.85, which was 309.30 higher than the previous day. The implied volatity was 15.19, the open interest changed by -80 which decreased total open position to 1025


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1255.55, which was 301.55 higher than the previous day. The implied volatity was 15.62, the open interest changed by 160 which increased total open position to 1133


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 954, which was 259.05 higher than the previous day. The implied volatity was 15.30, the open interest changed by -191 which decreased total open position to 973


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 694.95, which was 2.45 higher than the previous day. The implied volatity was 15.47, the open interest changed by 184 which increased total open position to 1173


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 692.5, which was -122.50 lower than the previous day. The implied volatity was 15.81, the open interest changed by 29 which increased total open position to 966


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 815, which was 25.25 higher than the previous day. The implied volatity was 15.44, the open interest changed by 59 which increased total open position to 938


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 789.75, which was 23.40 higher than the previous day. The implied volatity was 15.87, the open interest changed by -7 which decreased total open position to 876


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 766.35, which was -60.35 lower than the previous day. The implied volatity was 16.50, the open interest changed by 160 which increased total open position to 884


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 826.7, which was 51.25 higher than the previous day. The implied volatity was 16.32, the open interest changed by -12 which decreased total open position to 719


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 775.45, which was -20.05 lower than the previous day. The implied volatity was 15.73, the open interest changed by 51 which increased total open position to 730


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 795.5, which was -121.00 lower than the previous day. The implied volatity was 16.43, the open interest changed by -290 which decreased total open position to 682


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 916.5, which was -224.25 lower than the previous day. The implied volatity was 16.21, the open interest changed by 306 which increased total open position to 975


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1140.75, which was -250.95 lower than the previous day. The implied volatity was 16.01, the open interest changed by 101 which increased total open position to 669


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1391.7, which was 54.75 higher than the previous day. The implied volatity was 15.89, the open interest changed by 346 which increased total open position to 568


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1336.95, which was -54.75 lower than the previous day. The implied volatity was 14.55, the open interest changed by 91 which increased total open position to 225


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1391.7, which was -920.20 lower than the previous day. The implied volatity was 14.86, the open interest changed by 134 which increased total open position to 134


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2311.9, 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 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2311.9, 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 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2311.9, 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 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2311.9, 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 2311.9, 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 2311.9, 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 2311.9, 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 2311.9, 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 2311.9, 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 2311.9, 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 2311.9, 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 2311.9, 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 2311.9, 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 2311.9, 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 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2311.9, which was 2311.90 higher than the previous day. The implied volatity was 0.23, 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 0, 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 0, 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 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to