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Related Pages for BANKNIFTY
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BANKNIFTY
Nifty Bank
48589 -135.40 (-0.28%)

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Historical option data for BANKNIFTY

23 Jan 2025 04:13 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANKNIFTY 30JAN2025 53300 CE
Delta: 0.01
Vega: 2.07
Theta: -4.39
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
23 Jan 48589.00 7.75 -3.75 28.62 38,187 -1,227 17,157
22 Jan 48724.40 11.5 -5.10 27.22 38,262 2,219 18,581
21 Jan 48570.90 16.6 -4.40 27.80 40,848 1,164 16,280
20 Jan 49350.80 21 1.75 23.47 35,981 -1,181 15,149
17 Jan 48540.60 19.25 -9.75 23.76 32,318 615 16,367
16 Jan 49278.70 29 -0.15 20.49 32,581 -175 15,855
15 Jan 48751.70 29.15 -5.10 22.53 17,881 816 16,090
14 Jan 48729.15 34.25 1.25 21.91 23,204 267 15,340
13 Jan 48041.25 33 -2.10 24.68 29,752 -474 15,195
10 Jan 48734.15 35.1 -16.80 19.93 45,737 -714 15,954
9 Jan 49503.50 51.9 -16.10 17.64 33,600 -239 16,693
8 Jan 49835.05 68 -26.15 17.00 40,734 843 17,068
7 Jan 50202.15 94.15 -13.85 16.41 35,674 75 16,352
6 Jan 49922.00 108 -82.00 17.58 54,134 27 16,430
3 Jan 50988.80 190 -116.00 14.53 59,487 4,284 16,479
2 Jan 51605.55 306 13.64 55,504 -327 12,306

For Nifty Bank - strike price 53300 expiring on 30JAN2025

Delta for 53300 CE is 0.01

Historical price for 53300 CE is as follows

On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 7.75, which was -3.75 lower than the previous day. The implied volatity was 28.62, the open interest changed by -1227 which decreased total open position to 17157


On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 11.5, which was -5.10 lower than the previous day. The implied volatity was 27.22, the open interest changed by 2219 which increased total open position to 18581


On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 16.6, which was -4.40 lower than the previous day. The implied volatity was 27.80, the open interest changed by 1164 which increased total open position to 16280


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 21, which was 1.75 higher than the previous day. The implied volatity was 23.47, the open interest changed by -1181 which decreased total open position to 15149


On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 19.25, which was -9.75 lower than the previous day. The implied volatity was 23.76, the open interest changed by 615 which increased total open position to 16367


On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 29, which was -0.15 lower than the previous day. The implied volatity was 20.49, the open interest changed by -175 which decreased total open position to 15855


On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 29.15, which was -5.10 lower than the previous day. The implied volatity was 22.53, the open interest changed by 816 which increased total open position to 16090


On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 34.25, which was 1.25 higher than the previous day. The implied volatity was 21.91, the open interest changed by 267 which increased total open position to 15340


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 33, which was -2.10 lower than the previous day. The implied volatity was 24.68, the open interest changed by -474 which decreased total open position to 15195


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 35.1, which was -16.80 lower than the previous day. The implied volatity was 19.93, the open interest changed by -714 which decreased total open position to 15954


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 51.9, which was -16.10 lower than the previous day. The implied volatity was 17.64, the open interest changed by -239 which decreased total open position to 16693


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 68, which was -26.15 lower than the previous day. The implied volatity was 17.00, the open interest changed by 843 which increased total open position to 17068


On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 94.15, which was -13.85 lower than the previous day. The implied volatity was 16.41, the open interest changed by 75 which increased total open position to 16352


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 108, which was -82.00 lower than the previous day. The implied volatity was 17.58, the open interest changed by 27 which increased total open position to 16430


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 190, which was -116.00 lower than the previous day. The implied volatity was 14.53, the open interest changed by 4284 which increased total open position to 16479


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 306, which was lower than the previous day. The implied volatity was 13.64, the open interest changed by -327 which decreased total open position to 12306


BANKNIFTY 30JAN2025 53300 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
23 Jan 48589.00 4600.3 153.00 - 15 -9 2,059
22 Jan 48724.40 4447.3 -160.95 31.29 11 1 2,076
21 Jan 48570.90 4608.25 773.75 35.22 4 0 2,075
20 Jan 49350.80 3834.5 -755.70 22.23 159 -22 2,075
17 Jan 48540.60 4590.2 669.05 25.72 115 -94 2,107
16 Jan 49278.70 3921.15 -203.85 32.57 5 -1 2,203
15 Jan 48751.70 4125 0.00 0.00 0 -3 0
14 Jan 48729.15 4125 -990.00 - 8 -3 2,204
13 Jan 48041.25 5115 674.55 31.66 1,534 -528 2,210
10 Jan 48734.15 4440.45 902.55 30.19 37 -20 2,738
9 Jan 49503.50 3537.9 272.00 20.18 148 -84 2,759
8 Jan 49835.05 3265.9 335.00 19.65 134 8 2,861
7 Jan 50202.15 2930.9 -302.75 18.66 84 10 2,853
6 Jan 49922.00 3233.65 1028.45 22.49 87 -5 2,846
3 Jan 50988.80 2205.2 480.95 16.57 196 57 2,851
2 Jan 51605.55 1724.25 16.38 261 -3 2,794

For Nifty Bank - strike price 53300 expiring on 30JAN2025

Delta for 53300 PE is -

Historical price for 53300 PE is as follows

On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 4600.3, which was 153.00 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 2059


On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 4447.3, which was -160.95 lower than the previous day. The implied volatity was 31.29, the open interest changed by 1 which increased total open position to 2076


On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 4608.25, which was 773.75 higher than the previous day. The implied volatity was 35.22, the open interest changed by 0 which decreased total open position to 2075


On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 3834.5, which was -755.70 lower than the previous day. The implied volatity was 22.23, the open interest changed by -22 which decreased total open position to 2075


On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 4590.2, which was 669.05 higher than the previous day. The implied volatity was 25.72, the open interest changed by -94 which decreased total open position to 2107


On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 3921.15, which was -203.85 lower than the previous day. The implied volatity was 32.57, the open interest changed by -1 which decreased total open position to 2203


On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 4125, 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 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 4125, which was -990.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 2204


On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 5115, which was 674.55 higher than the previous day. The implied volatity was 31.66, the open interest changed by -528 which decreased total open position to 2210


On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 4440.45, which was 902.55 higher than the previous day. The implied volatity was 30.19, the open interest changed by -20 which decreased total open position to 2738


On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 3537.9, which was 272.00 higher than the previous day. The implied volatity was 20.18, the open interest changed by -84 which decreased total open position to 2759


On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 3265.9, which was 335.00 higher than the previous day. The implied volatity was 19.65, the open interest changed by 8 which increased total open position to 2861


On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 2930.9, which was -302.75 lower than the previous day. The implied volatity was 18.66, the open interest changed by 10 which increased total open position to 2853


On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 3233.65, which was 1028.45 higher than the previous day. The implied volatity was 22.49, the open interest changed by -5 which decreased total open position to 2846


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 2205.2, which was 480.95 higher than the previous day. The implied volatity was 16.57, the open interest changed by 57 which increased total open position to 2851


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 1724.25, which was lower than the previous day. The implied volatity was 16.38, the open interest changed by -3 which decreased total open position to 2794