`
[--[65.84.65.76]--]
BANKNIFTY
Nifty Bank

51170.7 -62.30 (-0.12%)

Back to Option Chain


Historical option data for BANKNIFTY

26 Dec 2024 04:13 PM IST
BANKNIFTY 29JAN2025 53300 CE
Delta: 0.24
Vega: 48.79
Theta: -13.28
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 303.75 0.05 13.90 69,041 3,405 10,375
24 Dec 51233.00 303.7 -42.30 12.96 8,952 1,925 7,170
23 Dec 51317.60 346 12.30 13.48 3,554 199 5,250
20 Dec 50759.20 333.7 -257.85 14.60 6,724 1,703 5,063
19 Dec 51575.70 591.55 -244.35 15.04 2,916 334 3,360
18 Dec 52139.55 835.9 -296.65 14.95 3,313 623 3,037
17 Dec 52834.80 1132.55 -368.45 14.90 3,361 930 2,424
16 Dec 53581.35 1501 10.00 14.07 1,583 165 1,496
13 Dec 53583.80 1491 78.20 11.82 4,003 454 1,336
12 Dec 53216.45 1412.8 -81.85 14.03 599 159 873
11 Dec 53391.35 1494.65 -88.35 13.49 661 -9 713
10 Dec 53577.70 1583 61.80 12.49 321 115 722
9 Dec 53407.75 1521.2 199.50 13.10 153 9 607
6 Dec 53509.50 1321.7 -322.20 9.01 571 -154 598
5 Dec 53603.55 1643.9 176.90 12.13 1,193 -78 753
4 Dec 53266.90 1467 313.25 12.73 842 137 831
3 Dec 52695.75 1153.75 200.25 12.72 817 266 694
2 Dec 52109.00 953.5 53.50 13.41 100 -10 426
29 Nov 52055.60 900 -15.60 12.74 569 -11 440
28 Nov 51906.85 915.6 -77.20 13.02 1,062 398 457
27 Nov 52301.80 992.8 25.60 11.97 20 18 59
26 Nov 52191.50 967.2 -39.80 12.22 39 38 40
25 Nov 52207.50 1007 509.95 12.38 6 1 2
22 Nov 51135.40 497.05 0.00 0.00 0 0 1
21 Nov 50372.90 497.05 0.00 0.00 0 1 0
19 Nov 50626.50 497.05 -1389.60 13.17 1 0 0
18 Nov 50363.80 1886.65 0.00 1.81 0 0 0
14 Nov 50179.55 1886.65 0.00 1.91 0 0 0
13 Nov 50088.35 1886.65 0.00 1.81 0 0 0
12 Nov 51157.80 1886.65 0.00 1.05 0 0 0
11 Nov 51876.75 1886.65 0.00 0.36 0 0 0
8 Nov 51561.20 1886.65 0.00 0.58 0 0 0
7 Nov 51916.50 1886.65 0.00 0.21 0 0 0
6 Nov 52317.40 1886.65 0.00 - 0 0 0
5 Nov 52207.25 1886.65 0.00 - 0 0 0
4 Nov 51215.25 1886.65 1886.65 0.71 0 0 0
1 Nov 51673.90 0 0.00 0.26 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 53300 expiring on 29JAN2025

Delta for 53300 CE is 0.24

Historical price for 53300 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 303.75, which was 0.05 higher than the previous day. The implied volatity was 13.90, the open interest changed by 3405 which increased total open position to 10375


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 303.7, which was -42.30 lower than the previous day. The implied volatity was 12.96, the open interest changed by 1925 which increased total open position to 7170


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 346, which was 12.30 higher than the previous day. The implied volatity was 13.48, the open interest changed by 199 which increased total open position to 5250


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 333.7, which was -257.85 lower than the previous day. The implied volatity was 14.60, the open interest changed by 1703 which increased total open position to 5063


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 591.55, which was -244.35 lower than the previous day. The implied volatity was 15.04, the open interest changed by 334 which increased total open position to 3360


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 835.9, which was -296.65 lower than the previous day. The implied volatity was 14.95, the open interest changed by 623 which increased total open position to 3037


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1132.55, which was -368.45 lower than the previous day. The implied volatity was 14.90, the open interest changed by 930 which increased total open position to 2424


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1501, which was 10.00 higher than the previous day. The implied volatity was 14.07, the open interest changed by 165 which increased total open position to 1496


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1491, which was 78.20 higher than the previous day. The implied volatity was 11.82, the open interest changed by 454 which increased total open position to 1336


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1412.8, which was -81.85 lower than the previous day. The implied volatity was 14.03, the open interest changed by 159 which increased total open position to 873


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1494.65, which was -88.35 lower than the previous day. The implied volatity was 13.49, the open interest changed by -9 which decreased total open position to 713


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1583, which was 61.80 higher than the previous day. The implied volatity was 12.49, the open interest changed by 115 which increased total open position to 722


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1521.2, which was 199.50 higher than the previous day. The implied volatity was 13.10, the open interest changed by 9 which increased total open position to 607


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1321.7, which was -322.20 lower than the previous day. The implied volatity was 9.01, the open interest changed by -154 which decreased total open position to 598


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1643.9, which was 176.90 higher than the previous day. The implied volatity was 12.13, the open interest changed by -78 which decreased total open position to 753


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1467, which was 313.25 higher than the previous day. The implied volatity was 12.73, the open interest changed by 137 which increased total open position to 831


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1153.75, which was 200.25 higher than the previous day. The implied volatity was 12.72, the open interest changed by 266 which increased total open position to 694


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 953.5, which was 53.50 higher than the previous day. The implied volatity was 13.41, the open interest changed by -10 which decreased total open position to 426


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 900, which was -15.60 lower than the previous day. The implied volatity was 12.74, the open interest changed by -11 which decreased total open position to 440


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 915.6, which was -77.20 lower than the previous day. The implied volatity was 13.02, the open interest changed by 398 which increased total open position to 457


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 992.8, which was 25.60 higher than the previous day. The implied volatity was 11.97, the open interest changed by 18 which increased total open position to 59


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 967.2, which was -39.80 lower than the previous day. The implied volatity was 12.22, the open interest changed by 38 which increased total open position to 40


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1007, which was 509.95 higher than the previous day. The implied volatity was 12.38, the open interest changed by 1 which increased total open position to 2


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 497.05, 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 1


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 497.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 497.05, which was -1389.60 lower than the previous day. The implied volatity was 13.17, 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 1886.65, which was 0.00 lower than the previous day. The implied volatity was 1.81, 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 1886.65, which was 0.00 lower than the previous day. The implied volatity was 1.91, 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 1886.65, which was 0.00 lower than the previous day. The implied volatity was 1.81, 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 1886.65, which was 0.00 lower than the previous day. The implied volatity was 1.05, 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 1886.65, which was 0.00 lower than the previous day. The implied volatity was 0.36, 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 1886.65, which was 0.00 lower than the previous day. The implied volatity was 0.58, 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 1886.65, 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 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1886.65, 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 1886.65, 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 1886.65, which was 1886.65 higher than the previous day. The implied volatity was 0.71, 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 0.26, 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


BANKNIFTY 29JAN2025 53300 PE
Delta: -0.73
Vega: 52.07
Theta: -1.56
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 2005.25 199.10 16.05 408 135 2,883
24 Dec 51233.00 1806.15 -76.30 13.43 1,120 484 2,751
23 Dec 51317.60 1882.45 -457.00 14.96 220 -47 2,268
20 Dec 50759.20 2339.45 646.80 17.39 869 145 2,318
19 Dec 51575.70 1692.65 325.10 15.16 466 -284 2,172
18 Dec 52139.55 1367.55 323.55 15.62 949 101 2,459
17 Dec 52834.80 1044 276.35 15.22 2,563 296 2,359
16 Dec 53581.35 767.65 2.45 15.43 1,345 214 2,066
13 Dec 53583.80 765.2 -121.00 15.81 1,645 123 1,850
12 Dec 53216.45 886.2 25.25 15.30 1,203 31 1,726
11 Dec 53391.35 860.95 27.20 15.76 503 -56 1,691
10 Dec 53577.70 833.75 -62.70 16.41 688 249 1,768
9 Dec 53407.75 896.45 55.75 16.21 585 45 1,520
6 Dec 53509.50 840.7 -22.35 15.61 1,926 119 1,479
5 Dec 53603.55 863.05 -106.95 16.35 2,457 524 1,362
4 Dec 53266.90 970 -255.75 15.86 1,045 254 860
3 Dec 52695.75 1225.75 -274.75 15.90 251 183 608
2 Dec 52109.00 1500.5 23.65 15.91 69 61 424
29 Nov 52055.60 1476.85 -9.85 14.92 129 36 361
28 Nov 51906.85 1486.7 16.10 14.75 736 320 326
27 Nov 52301.80 1470.6 0.00 0.00 0 6 0
26 Nov 52191.50 1470.6 -949.90 15.70 6 0 0
25 Nov 52207.50 2420.5 0.00 - 0 0 0
22 Nov 51135.40 2420.5 0.00 - 0 0 0
21 Nov 50372.90 2420.5 0.00 - 0 0 0
19 Nov 50626.50 2420.5 0.00 - 0 0 0
18 Nov 50363.80 2420.5 0.00 - 0 0 0
14 Nov 50179.55 2420.5 0.00 - 0 0 0
13 Nov 50088.35 2420.5 0.00 - 0 0 0
12 Nov 51157.80 2420.5 0.00 - 0 0 0
11 Nov 51876.75 2420.5 2420.50 0.02 0 0 0
8 Nov 51561.20 0 0.00 - 0 0 0
7 Nov 51916.50 0 0.00 - 0 0 0
6 Nov 52317.40 0 0.00 0.21 0 0 0
5 Nov 52207.25 0 0.00 0.17 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 53300 expiring on 29JAN2025

Delta for 53300 PE is -0.73

Historical price for 53300 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 2005.25, which was 199.10 higher than the previous day. The implied volatity was 16.05, the open interest changed by 135 which increased total open position to 2883


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1806.15, which was -76.30 lower than the previous day. The implied volatity was 13.43, the open interest changed by 484 which increased total open position to 2751


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1882.45, which was -457.00 lower than the previous day. The implied volatity was 14.96, the open interest changed by -47 which decreased total open position to 2268


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2339.45, which was 646.80 higher than the previous day. The implied volatity was 17.39, the open interest changed by 145 which increased total open position to 2318


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1692.65, which was 325.10 higher than the previous day. The implied volatity was 15.16, the open interest changed by -284 which decreased total open position to 2172


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1367.55, which was 323.55 higher than the previous day. The implied volatity was 15.62, the open interest changed by 101 which increased total open position to 2459


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1044, which was 276.35 higher than the previous day. The implied volatity was 15.22, the open interest changed by 296 which increased total open position to 2359


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 767.65, which was 2.45 higher than the previous day. The implied volatity was 15.43, the open interest changed by 214 which increased total open position to 2066


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 765.2, which was -121.00 lower than the previous day. The implied volatity was 15.81, the open interest changed by 123 which increased total open position to 1850


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 886.2, which was 25.25 higher than the previous day. The implied volatity was 15.30, the open interest changed by 31 which increased total open position to 1726


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 860.95, which was 27.20 higher than the previous day. The implied volatity was 15.76, the open interest changed by -56 which decreased total open position to 1691


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 833.75, which was -62.70 lower than the previous day. The implied volatity was 16.41, the open interest changed by 249 which increased total open position to 1768


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 896.45, which was 55.75 higher than the previous day. The implied volatity was 16.21, the open interest changed by 45 which increased total open position to 1520


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 840.7, which was -22.35 lower than the previous day. The implied volatity was 15.61, the open interest changed by 119 which increased total open position to 1479


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 863.05, which was -106.95 lower than the previous day. The implied volatity was 16.35, the open interest changed by 524 which increased total open position to 1362


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 970, which was -255.75 lower than the previous day. The implied volatity was 15.86, the open interest changed by 254 which increased total open position to 860


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1225.75, which was -274.75 lower than the previous day. The implied volatity was 15.90, the open interest changed by 183 which increased total open position to 608


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1500.5, which was 23.65 higher than the previous day. The implied volatity was 15.91, the open interest changed by 61 which increased total open position to 424


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1476.85, which was -9.85 lower than the previous day. The implied volatity was 14.92, the open interest changed by 36 which increased total open position to 361


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1486.7, which was 16.10 higher than the previous day. The implied volatity was 14.75, the open interest changed by 320 which increased total open position to 326


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1470.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1470.6, which was -949.90 lower than the previous day. The implied volatity was 15.70, 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 2420.5, 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 2420.5, 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 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2420.5, 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 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2420.5, 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 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2420.5, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2420.5, 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 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2420.5, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2420.5, 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 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2420.5, which was 2420.50 higher than the previous day. The implied volatity was 0.02, 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 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 7 Nov BANKNIFTY was trading at 51916.50. 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 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 0, 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 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 0, 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 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