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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 53400 CE
Delta: 0.23
Vega: 47.18
Theta: -12.74
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 280.05 0.10 13.87 73,095 5,909 10,086
24 Dec 51233.00 279.95 -41.55 12.94 5,772 212 4,214
23 Dec 51317.60 321.5 31.45 13.48 3,714 475 4,002
20 Dec 50759.20 290.05 -254.60 14.16 5,868 1,425 3,521
19 Dec 51575.70 544.65 -249.55 14.80 2,313 232 2,095
18 Dec 52139.55 794.2 -286.80 14.93 2,173 414 1,862
17 Dec 52834.80 1081 -359.20 14.87 2,955 602 1,459
16 Dec 53581.35 1440.2 10.20 14.06 1,670 134 860
13 Dec 53583.80 1430 84.75 11.83 2,077 -64 726
12 Dec 53216.45 1345.25 -81.95 13.88 990 58 792
11 Dec 53391.35 1427.2 -99.85 13.38 789 151 733
10 Dec 53577.70 1527.05 84.50 12.59 891 -26 600
9 Dec 53407.75 1442.55 -119.20 12.90 339 2 622
6 Dec 53509.50 1561.75 -15.25 13.15 332 -126 621
5 Dec 53603.55 1577 182.95 12.18 744 38 747
4 Dec 53266.90 1394.05 292.50 12.55 741 32 709
3 Dec 52695.75 1101.55 223.75 12.70 959 516 677
2 Dec 52109.00 877.8 21.75 13.01 156 -17 161
29 Nov 52055.60 856.05 -28.10 12.72 388 65 180
28 Nov 51906.85 884.15 -77.70 13.11 240 70 115
27 Nov 52301.80 961.85 51.65 12.14 3 -1 44
26 Nov 52191.50 910.2 -112.15 12.02 56 44 45
25 Nov 52207.50 1022.35 -821.45 13.04 1 0 0
22 Nov 51135.40 1843.8 0.00 1.43 0 0 0
21 Nov 50372.90 1843.8 0.00 1.96 0 0 0
19 Nov 50626.50 1843.8 0.00 1.81 0 0 0
18 Nov 50363.80 1843.8 0.00 1.90 0 0 0
14 Nov 50179.55 1843.8 0.00 2.00 0 0 0
13 Nov 50088.35 1843.8 0.00 2.05 0 0 0
12 Nov 51157.80 1843.8 0.00 1.14 0 0 0
11 Nov 51876.75 1843.8 0.00 0.47 0 0 0
8 Nov 51561.20 1843.8 0.00 0.67 0 0 0
7 Nov 51916.50 1843.8 0.00 0.31 0 0 0
6 Nov 52317.40 1843.8 0.00 - 0 0 0
5 Nov 52207.25 1843.8 0.00 0.06 0 0 0
4 Nov 51215.25 1843.8 0.00 0.80 0 0 0
1 Nov 51673.90 1843.8 0.00 0.36 0 0 0
31 Oct 51559.20 1843.80 - 0 0 0


For Nifty Bank - strike price 53400 expiring on 29JAN2025

Delta for 53400 CE is 0.23

Historical price for 53400 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 280.05, which was 0.10 higher than the previous day. The implied volatity was 13.87, the open interest changed by 5909 which increased total open position to 10086


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 279.95, which was -41.55 lower than the previous day. The implied volatity was 12.94, the open interest changed by 212 which increased total open position to 4214


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 321.5, which was 31.45 higher than the previous day. The implied volatity was 13.48, the open interest changed by 475 which increased total open position to 4002


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 290.05, which was -254.60 lower than the previous day. The implied volatity was 14.16, the open interest changed by 1425 which increased total open position to 3521


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 544.65, which was -249.55 lower than the previous day. The implied volatity was 14.80, the open interest changed by 232 which increased total open position to 2095


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 794.2, which was -286.80 lower than the previous day. The implied volatity was 14.93, the open interest changed by 414 which increased total open position to 1862


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1081, which was -359.20 lower than the previous day. The implied volatity was 14.87, the open interest changed by 602 which increased total open position to 1459


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1440.2, which was 10.20 higher than the previous day. The implied volatity was 14.06, the open interest changed by 134 which increased total open position to 860


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1430, which was 84.75 higher than the previous day. The implied volatity was 11.83, the open interest changed by -64 which decreased total open position to 726


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1345.25, which was -81.95 lower than the previous day. The implied volatity was 13.88, the open interest changed by 58 which increased total open position to 792


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1427.2, which was -99.85 lower than the previous day. The implied volatity was 13.38, the open interest changed by 151 which increased total open position to 733


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1527.05, which was 84.50 higher than the previous day. The implied volatity was 12.59, the open interest changed by -26 which decreased total open position to 600


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1442.55, which was -119.20 lower than the previous day. The implied volatity was 12.90, the open interest changed by 2 which increased total open position to 622


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1561.75, which was -15.25 lower than the previous day. The implied volatity was 13.15, the open interest changed by -126 which decreased total open position to 621


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1577, which was 182.95 higher than the previous day. The implied volatity was 12.18, the open interest changed by 38 which increased total open position to 747


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1394.05, which was 292.50 higher than the previous day. The implied volatity was 12.55, the open interest changed by 32 which increased total open position to 709


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1101.55, which was 223.75 higher than the previous day. The implied volatity was 12.70, the open interest changed by 516 which increased total open position to 677


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 877.8, which was 21.75 higher than the previous day. The implied volatity was 13.01, the open interest changed by -17 which decreased total open position to 161


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 856.05, which was -28.10 lower than the previous day. The implied volatity was 12.72, the open interest changed by 65 which increased total open position to 180


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 884.15, which was -77.70 lower than the previous day. The implied volatity was 13.11, the open interest changed by 70 which increased total open position to 115


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 961.85, which was 51.65 higher than the previous day. The implied volatity was 12.14, the open interest changed by -1 which decreased total open position to 44


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 910.2, which was -112.15 lower than the previous day. The implied volatity was 12.02, the open interest changed by 44 which increased total open position to 45


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1022.35, which was -821.45 lower than the previous day. The implied volatity was 13.04, 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 1843.8, which was 0.00 lower than the previous day. The implied volatity was 1.43, 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 1843.8, which was 0.00 lower than the previous day. The implied volatity was 1.96, 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 1843.8, 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 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1843.8, which was 0.00 lower than the previous day. The implied volatity was 1.90, 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 1843.8, which was 0.00 lower than the previous day. The implied volatity was 2.00, 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 1843.8, which was 0.00 lower than the previous day. The implied volatity was 2.05, 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 1843.8, which was 0.00 lower than the previous day. The implied volatity was 1.14, 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 1843.8, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1843.8, which was 0.00 lower than the previous day. The implied volatity was 0.67, 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 1843.8, which was 0.00 lower than the previous day. The implied volatity was 0.31, 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 1843.8, 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 1843.8, which was 0.00 lower than the previous day. The implied volatity was 0.06, 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 1843.8, which was 0.00 lower than the previous day. The implied volatity was 0.80, 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 1843.8, 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 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 1843.80, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 53400 PE
Delta: -0.74
Vega: 50.92
Theta: -1.14
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 2082.1 206.85 16.11 359 86 2,133
24 Dec 51233.00 1875.25 -67.70 13.30 848 366 2,048
23 Dec 51317.60 1942.95 -497.80 14.74 430 -14 1,682
20 Dec 50759.20 2440.75 678.10 17.89 135 -18 1,696
19 Dec 51575.70 1762.65 353.70 15.21 398 -140 1,714
18 Dec 52139.55 1408.95 309.15 15.38 1,126 -110 1,858
17 Dec 52834.80 1099.8 299.10 15.31 2,747 278 1,981
16 Dec 53581.35 800.7 0.75 15.33 2,293 388 1,706
13 Dec 53583.80 799.95 -127.30 15.79 1,830 -70 1,319
12 Dec 53216.45 927.25 30.25 15.27 1,155 35 1,390
11 Dec 53391.35 897 40.35 15.70 1,256 95 1,359
10 Dec 53577.70 856.65 -73.75 16.20 972 199 1,269
9 Dec 53407.75 930.4 57.00 16.12 958 115 1,052
6 Dec 53509.50 873.4 -25.55 15.53 1,776 397 943
5 Dec 53603.55 898.95 -115.80 16.31 869 -237 544
4 Dec 53266.90 1014.75 -260.75 15.89 1,083 80 783
3 Dec 52695.75 1275.5 -259.30 15.94 413 195 691
2 Dec 52109.00 1534.8 -3.15 15.67 344 266 496
29 Nov 52055.60 1537.95 -14.60 15.01 49 47 229
28 Nov 51906.85 1552.55 -923.30 14.84 252 181 181
27 Nov 52301.80 2475.85 0.00 - 0 0 0
26 Nov 52191.50 2475.85 0.00 - 0 0 0
25 Nov 52207.50 2475.85 0.00 - 0 0 0
22 Nov 51135.40 2475.85 0.00 - 0 0 0
21 Nov 50372.90 2475.85 0.00 - 0 0 0
19 Nov 50626.50 2475.85 0.00 - 0 0 0
18 Nov 50363.80 2475.85 0.00 - 0 0 0
14 Nov 50179.55 2475.85 0.00 - 0 0 0
13 Nov 50088.35 2475.85 0.00 - 0 0 0
12 Nov 51157.80 2475.85 0.00 - 0 0 0
11 Nov 51876.75 2475.85 2475.85 - 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 0.12 0 0 0
5 Nov 52207.25 0 0.00 0.08 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 53400 expiring on 29JAN2025

Delta for 53400 PE is -0.74

Historical price for 53400 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 2082.1, which was 206.85 higher than the previous day. The implied volatity was 16.11, the open interest changed by 86 which increased total open position to 2133


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1875.25, which was -67.70 lower than the previous day. The implied volatity was 13.30, the open interest changed by 366 which increased total open position to 2048


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 1942.95, which was -497.80 lower than the previous day. The implied volatity was 14.74, the open interest changed by -14 which decreased total open position to 1682


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2440.75, which was 678.10 higher than the previous day. The implied volatity was 17.89, the open interest changed by -18 which decreased total open position to 1696


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1762.65, which was 353.70 higher than the previous day. The implied volatity was 15.21, the open interest changed by -140 which decreased total open position to 1714


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1408.95, which was 309.15 higher than the previous day. The implied volatity was 15.38, the open interest changed by -110 which decreased total open position to 1858


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1099.8, which was 299.10 higher than the previous day. The implied volatity was 15.31, the open interest changed by 278 which increased total open position to 1981


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 800.7, which was 0.75 higher than the previous day. The implied volatity was 15.33, the open interest changed by 388 which increased total open position to 1706


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 799.95, which was -127.30 lower than the previous day. The implied volatity was 15.79, the open interest changed by -70 which decreased total open position to 1319


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 927.25, which was 30.25 higher than the previous day. The implied volatity was 15.27, the open interest changed by 35 which increased total open position to 1390


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 897, which was 40.35 higher than the previous day. The implied volatity was 15.70, the open interest changed by 95 which increased total open position to 1359


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 856.65, which was -73.75 lower than the previous day. The implied volatity was 16.20, the open interest changed by 199 which increased total open position to 1269


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 930.4, which was 57.00 higher than the previous day. The implied volatity was 16.12, the open interest changed by 115 which increased total open position to 1052


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 873.4, which was -25.55 lower than the previous day. The implied volatity was 15.53, the open interest changed by 397 which increased total open position to 943


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 898.95, which was -115.80 lower than the previous day. The implied volatity was 16.31, the open interest changed by -237 which decreased total open position to 544


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1014.75, which was -260.75 lower than the previous day. The implied volatity was 15.89, the open interest changed by 80 which increased total open position to 783


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1275.5, which was -259.30 lower than the previous day. The implied volatity was 15.94, the open interest changed by 195 which increased total open position to 691


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1534.8, which was -3.15 lower than the previous day. The implied volatity was 15.67, the open interest changed by 266 which increased total open position to 496


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1537.95, which was -14.60 lower than the previous day. The implied volatity was 15.01, the open interest changed by 47 which increased total open position to 229


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1552.55, which was -923.30 lower than the previous day. The implied volatity was 14.84, the open interest changed by 181 which increased total open position to 181


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2475.85, 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 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2475.85, 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 2475.85, 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 2475.85, 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 2475.85, 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 2475.85, 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 2475.85, 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 2475.85, 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 2475.85, 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 2475.85, 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 2475.85, which was 2475.85 higher 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 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 0.12, 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 0.08, 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