BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
28 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 53100 CE | ||||||||||
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Delta: 0.00
Vega: 0.50
Theta: -5.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 28 Jan | 48866.85 | 2.3 | -2.4 | 42.45 | 18,385 | -1,726 | 10,857 | |||
| 27 Jan | 48064.65 | 5.45 | 0.6 | 45.60 | 10,085 | -871 | 12,591 | |||
| 24 Jan | 48367.80 | 4.55 | -3.45 | 29.39 | 44,034 | -2,745 | 13,442 | |||
| 23 Jan | 48589.00 | 6.75 | -4.65 | 27.10 | 44,598 | -880 | 15,994 | |||
| 22 Jan | 48724.40 | 11.4 | -5.05 | 26.18 | 33,771 | 3,098 | 16,835 | |||
| 21 Jan | 48570.90 | 16.45 | -7.20 | 26.78 | 31,912 | 477 | 13,856 | |||
| 20 Jan | 49350.80 | 23.65 | 2.00 | 22.97 | 35,991 | -1,099 | 13,366 | |||
| 17 Jan | 48540.60 | 21.65 | -11.70 | 23.36 | 27,799 | 1,408 | 14,534 | |||
| 16 Jan | 49278.70 | 33.35 | 2.70 | 20.14 | 30,494 | -1,524 | 13,191 | |||
| 15 Jan | 48751.70 | 30.65 | -8.50 | 21.88 | 25,715 | 1,419 | 14,655 | |||
| 14 Jan | 48729.15 | 39.15 | 4.00 | 21.63 | 32,067 | -773 | 13,254 | |||
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| 13 Jan | 48041.25 | 35.15 | -3.05 | 24.18 | 30,208 | -494 | 14,042 | |||
| 10 Jan | 48734.15 | 38.2 | -21.25 | 19.50 | 53,430 | 1,766 | 14,649 | |||
| 9 Jan | 49503.50 | 59.45 | -20.05 | 17.38 | 25,354 | 415 | 12,880 | |||
| 8 Jan | 49835.05 | 79.5 | -31.00 | 16.83 | 44,014 | 237 | 12,443 | |||
| 7 Jan | 50202.15 | 110.5 | -14.50 | 16.28 | 25,198 | 787 | 12,229 | |||
| 6 Jan | 49922.00 | 125 | -94.40 | 17.45 | 49,566 | 1,182 | 11,487 | |||
| 3 Jan | 50988.80 | 219.4 | -142.60 | 14.37 | 45,400 | 16 | 10,351 | |||
| 2 Jan | 51605.55 | 362 | 13.70 | 67,803 | 830 | 10,296 | ||||
For Nifty Bank - strike price 53100 expiring on 30JAN2025
Delta for 53100 CE is 0.00
Historical price for 53100 CE is as follows
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 2.3, which was -2.4 lower than the previous day. The implied volatity was 42.45, the open interest changed by -1726 which decreased total open position to 10857
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 5.45, which was 0.6 higher than the previous day. The implied volatity was 45.60, the open interest changed by -871 which decreased total open position to 12591
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 4.55, which was -3.45 lower than the previous day. The implied volatity was 29.39, the open interest changed by -2745 which decreased total open position to 13442
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 6.75, which was -4.65 lower than the previous day. The implied volatity was 27.10, the open interest changed by -880 which decreased total open position to 15994
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 11.4, which was -5.05 lower than the previous day. The implied volatity was 26.18, the open interest changed by 3098 which increased total open position to 16835
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 16.45, which was -7.20 lower than the previous day. The implied volatity was 26.78, the open interest changed by 477 which increased total open position to 13856
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 23.65, which was 2.00 higher than the previous day. The implied volatity was 22.97, the open interest changed by -1099 which decreased total open position to 13366
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 21.65, which was -11.70 lower than the previous day. The implied volatity was 23.36, the open interest changed by 1408 which increased total open position to 14534
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 33.35, which was 2.70 higher than the previous day. The implied volatity was 20.14, the open interest changed by -1524 which decreased total open position to 13191
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 30.65, which was -8.50 lower than the previous day. The implied volatity was 21.88, the open interest changed by 1419 which increased total open position to 14655
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 39.15, which was 4.00 higher than the previous day. The implied volatity was 21.63, the open interest changed by -773 which decreased total open position to 13254
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 35.15, which was -3.05 lower than the previous day. The implied volatity was 24.18, the open interest changed by -494 which decreased total open position to 14042
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 38.2, which was -21.25 lower than the previous day. The implied volatity was 19.50, the open interest changed by 1766 which increased total open position to 14649
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 59.45, which was -20.05 lower than the previous day. The implied volatity was 17.38, the open interest changed by 415 which increased total open position to 12880
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 79.5, which was -31.00 lower than the previous day. The implied volatity was 16.83, the open interest changed by 237 which increased total open position to 12443
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 110.5, which was -14.50 lower than the previous day. The implied volatity was 16.28, the open interest changed by 787 which increased total open position to 12229
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 125, which was -94.40 lower than the previous day. The implied volatity was 17.45, the open interest changed by 1182 which increased total open position to 11487
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 219.4, which was -142.60 lower than the previous day. The implied volatity was 14.37, the open interest changed by 16 which increased total open position to 10351
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 362, which was lower than the previous day. The implied volatity was 13.70, the open interest changed by 830 which increased total open position to 10296
| BANKNIFTY 30JAN2025 53100 PE | |||||||
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Delta: -0.99
Vega: 0.86
Theta: 4.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Jan | 48866.85 | 4177 | -836.75 | 46.28 | 21 | -13 | 1,587 |
| 27 Jan | 48064.65 | 5026.75 | 266.3 | 45.63 | 36 | -6 | 1,598 |
| 24 Jan | 48367.80 | 4771.2 | 401.2 | 49.79 | 21 | -14 | 1,606 |
| 23 Jan | 48589.00 | 4370 | 193.80 | - | 2 | 0 | 1,618 |
| 22 Jan | 48724.40 | 4176.2 | -297.50 | - | 16 | -6 | 1,616 |
| 21 Jan | 48570.90 | 4473.7 | 837.65 | 40.28 | 97 | -53 | 1,625 |
| 20 Jan | 49350.80 | 3636.05 | -785.85 | 22.27 | 10 | -1 | 1,676 |
| 17 Jan | 48540.60 | 4421.9 | 634.00 | 28.36 | 120 | -19 | 1,682 |
| 16 Jan | 49278.70 | 3787.9 | -442.10 | 34.45 | 13 | -3 | 1,705 |
| 15 Jan | 48751.70 | 4230 | 201.10 | 29.68 | 4 | -1 | 1,708 |
| 14 Jan | 48729.15 | 4028.9 | -813.80 | 22.23 | 145 | -104 | 1,709 |
| 13 Jan | 48041.25 | 4842.7 | 593.45 | 24.75 | 56 | -44 | 1,813 |
| 10 Jan | 48734.15 | 4249.25 | 903.55 | 29.56 | 18 | -11 | 1,857 |
| 9 Jan | 49503.50 | 3345.7 | 272.40 | 19.68 | 366 | -151 | 1,869 |
| 8 Jan | 49835.05 | 3073.3 | 262.30 | 19.11 | 140 | -14 | 2,023 |
| 7 Jan | 50202.15 | 2811 | -218.70 | 20.24 | 150 | 19 | 2,036 |
| 6 Jan | 49922.00 | 3029.7 | 964.50 | 21.37 | 168 | -8 | 2,019 |
| 3 Jan | 50988.80 | 2065.2 | 485.20 | 16.96 | 464 | 66 | 2,027 |
| 2 Jan | 51605.55 | 1580 | 16.28 | 493 | 73 | 1,957 | |
For Nifty Bank - strike price 53100 expiring on 30JAN2025
Delta for 53100 PE is -0.99
Historical price for 53100 PE is as follows
On 28 Jan BANKNIFTY was trading at 48866.85. The strike last trading price was 4177, which was -836.75 lower than the previous day. The implied volatity was 46.28, the open interest changed by -13 which decreased total open position to 1587
On 27 Jan BANKNIFTY was trading at 48064.65. The strike last trading price was 5026.75, which was 266.3 higher than the previous day. The implied volatity was 45.63, the open interest changed by -6 which decreased total open position to 1598
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 4771.2, which was 401.2 higher than the previous day. The implied volatity was 49.79, the open interest changed by -14 which decreased total open position to 1606
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 4370, which was 193.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1618
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 4176.2, which was -297.50 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 1616
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 4473.7, which was 837.65 higher than the previous day. The implied volatity was 40.28, the open interest changed by -53 which decreased total open position to 1625
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 3636.05, which was -785.85 lower than the previous day. The implied volatity was 22.27, the open interest changed by -1 which decreased total open position to 1676
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 4421.9, which was 634.00 higher than the previous day. The implied volatity was 28.36, the open interest changed by -19 which decreased total open position to 1682
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 3787.9, which was -442.10 lower than the previous day. The implied volatity was 34.45, the open interest changed by -3 which decreased total open position to 1705
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 4230, which was 201.10 higher than the previous day. The implied volatity was 29.68, the open interest changed by -1 which decreased total open position to 1708
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 4028.9, which was -813.80 lower than the previous day. The implied volatity was 22.23, the open interest changed by -104 which decreased total open position to 1709
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 4842.7, which was 593.45 higher than the previous day. The implied volatity was 24.75, the open interest changed by -44 which decreased total open position to 1813
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 4249.25, which was 903.55 higher than the previous day. The implied volatity was 29.56, the open interest changed by -11 which decreased total open position to 1857
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 3345.7, which was 272.40 higher than the previous day. The implied volatity was 19.68, the open interest changed by -151 which decreased total open position to 1869
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 3073.3, which was 262.30 higher than the previous day. The implied volatity was 19.11, the open interest changed by -14 which decreased total open position to 2023
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 2811, which was -218.70 lower than the previous day. The implied volatity was 20.24, the open interest changed by 19 which increased total open position to 2036
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 3029.7, which was 964.50 higher than the previous day. The implied volatity was 21.37, the open interest changed by -8 which decreased total open position to 2019
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 2065.2, which was 485.20 higher than the previous day. The implied volatity was 16.96, the open interest changed by 66 which increased total open position to 2027
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 1580, which was lower than the previous day. The implied volatity was 16.28, the open interest changed by 73 which increased total open position to 1957
