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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 53500 CE
Delta: 0.22
Vega: 45.78
Theta: -12.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 263 5.00 13.95 1,50,010 13,347 45,387
24 Dec 51233.00 258 -34.95 12.93 54,560 -2,892 32,054
23 Dec 51317.60 292.95 4.95 13.36 35,042 -2,513 35,078
20 Dec 50759.20 288 -229.00 14.52 39,652 11,788 37,538
19 Dec 51575.70 517 -239.00 14.85 24,253 3,179 25,731
18 Dec 52139.55 756 -272.70 14.94 19,957 1,086 22,642
17 Dec 52834.80 1028.7 -346.30 14.81 22,879 5,612 21,647
16 Dec 53581.35 1375 5.00 13.96 21,673 1,495 16,036
13 Dec 53583.80 1370 98.95 11.92 21,626 1,460 14,756
12 Dec 53216.45 1271.05 -89.55 13.63 7,026 2,734 13,257
11 Dec 53391.35 1360.6 -106.50 13.27 5,991 651 10,503
10 Dec 53577.70 1467.1 83.80 12.62 4,160 -555 9,896
9 Dec 53407.75 1383.3 -83.45 12.86 8,080 2,302 10,452
6 Dec 53509.50 1466.75 -49.35 12.65 6,249 760 8,143
5 Dec 53603.55 1516.1 176.35 12.12 6,971 150 7,439
4 Dec 53266.90 1339.75 294.95 12.59 6,483 1,868 7,262
3 Dec 52695.75 1044.8 208.25 12.52 3,300 650 5,383
2 Dec 52109.00 836.55 20.85 13.01 3,066 441 4,744
29 Nov 52055.60 815.7 -15.50 12.72 2,481 240 4,325
28 Nov 51906.85 831.2 -63.60 12.93 4,287 198 4,121
27 Nov 52301.80 894.8 37.00 11.88 1,698 333 3,948
26 Nov 52191.50 857.8 -45.20 11.91 2,282 1,271 3,618
25 Nov 52207.50 903 303.30 12.20 2,390 1,644 2,336
22 Nov 51135.40 599.7 179.30 13.16 1,673 509 1,201
21 Nov 50372.90 420.4 -4.60 13.12 1,720 -584 693
19 Nov 50626.50 425 8.15 12.79 539 36 1,272
18 Nov 50363.80 416.85 9.40 12.93 1,362 618 1,239
14 Nov 50179.55 407.45 -92.55 12.79 1,316 357 621
13 Nov 50088.35 500 -214.00 13.66 1,109 -22 264
12 Nov 51157.80 714 -199.45 12.99 375 131 288
11 Nov 51876.75 913.45 -18.65 12.05 86 45 153
8 Nov 51561.20 932.1 -189.65 13.13 83 49 99
7 Nov 51916.50 1121.75 -76.25 13.27 36 16 50
6 Nov 52317.40 1198 -27.00 11.44 9 0 26
5 Nov 52207.25 1225 310.00 13.00 11 2 26
4 Nov 51215.25 915 -236.00 13.64 48 17 24
1 Nov 51673.90 1151 0.00 0.00 0 7 0
31 Oct 51559.20 1151.00 - 7 0 0


For Nifty Bank - strike price 53500 expiring on 29JAN2025

Delta for 53500 CE is 0.22

Historical price for 53500 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 263, which was 5.00 higher than the previous day. The implied volatity was 13.95, the open interest changed by 13347 which increased total open position to 45387


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 258, which was -34.95 lower than the previous day. The implied volatity was 12.93, the open interest changed by -2892 which decreased total open position to 32054


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 292.95, which was 4.95 higher than the previous day. The implied volatity was 13.36, the open interest changed by -2513 which decreased total open position to 35078


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 288, which was -229.00 lower than the previous day. The implied volatity was 14.52, the open interest changed by 11788 which increased total open position to 37538


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 517, which was -239.00 lower than the previous day. The implied volatity was 14.85, the open interest changed by 3179 which increased total open position to 25731


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 756, which was -272.70 lower than the previous day. The implied volatity was 14.94, the open interest changed by 1086 which increased total open position to 22642


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1028.7, which was -346.30 lower than the previous day. The implied volatity was 14.81, the open interest changed by 5612 which increased total open position to 21647


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1375, which was 5.00 higher than the previous day. The implied volatity was 13.96, the open interest changed by 1495 which increased total open position to 16036


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1370, which was 98.95 higher than the previous day. The implied volatity was 11.92, the open interest changed by 1460 which increased total open position to 14756


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1271.05, which was -89.55 lower than the previous day. The implied volatity was 13.63, the open interest changed by 2734 which increased total open position to 13257


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1360.6, which was -106.50 lower than the previous day. The implied volatity was 13.27, the open interest changed by 651 which increased total open position to 10503


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1467.1, which was 83.80 higher than the previous day. The implied volatity was 12.62, the open interest changed by -555 which decreased total open position to 9896


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1383.3, which was -83.45 lower than the previous day. The implied volatity was 12.86, the open interest changed by 2302 which increased total open position to 10452


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1466.75, which was -49.35 lower than the previous day. The implied volatity was 12.65, the open interest changed by 760 which increased total open position to 8143


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1516.1, which was 176.35 higher than the previous day. The implied volatity was 12.12, the open interest changed by 150 which increased total open position to 7439


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1339.75, which was 294.95 higher than the previous day. The implied volatity was 12.59, the open interest changed by 1868 which increased total open position to 7262


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1044.8, which was 208.25 higher than the previous day. The implied volatity was 12.52, the open interest changed by 650 which increased total open position to 5383


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 836.55, which was 20.85 higher than the previous day. The implied volatity was 13.01, the open interest changed by 441 which increased total open position to 4744


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 815.7, which was -15.50 lower than the previous day. The implied volatity was 12.72, the open interest changed by 240 which increased total open position to 4325


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 831.2, which was -63.60 lower than the previous day. The implied volatity was 12.93, the open interest changed by 198 which increased total open position to 4121


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 894.8, which was 37.00 higher than the previous day. The implied volatity was 11.88, the open interest changed by 333 which increased total open position to 3948


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 857.8, which was -45.20 lower than the previous day. The implied volatity was 11.91, the open interest changed by 1271 which increased total open position to 3618


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 903, which was 303.30 higher than the previous day. The implied volatity was 12.20, the open interest changed by 1644 which increased total open position to 2336


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 599.7, which was 179.30 higher than the previous day. The implied volatity was 13.16, the open interest changed by 509 which increased total open position to 1201


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 420.4, which was -4.60 lower than the previous day. The implied volatity was 13.12, the open interest changed by -584 which decreased total open position to 693


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 425, which was 8.15 higher than the previous day. The implied volatity was 12.79, the open interest changed by 36 which increased total open position to 1272


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 416.85, which was 9.40 higher than the previous day. The implied volatity was 12.93, the open interest changed by 618 which increased total open position to 1239


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 407.45, which was -92.55 lower than the previous day. The implied volatity was 12.79, the open interest changed by 357 which increased total open position to 621


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 500, which was -214.00 lower than the previous day. The implied volatity was 13.66, the open interest changed by -22 which decreased total open position to 264


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 714, which was -199.45 lower than the previous day. The implied volatity was 12.99, the open interest changed by 131 which increased total open position to 288


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 913.45, which was -18.65 lower than the previous day. The implied volatity was 12.05, the open interest changed by 45 which increased total open position to 153


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 932.1, which was -189.65 lower than the previous day. The implied volatity was 13.13, the open interest changed by 49 which increased total open position to 99


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1121.75, which was -76.25 lower than the previous day. The implied volatity was 13.27, the open interest changed by 16 which increased total open position to 50


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1198, which was -27.00 lower than the previous day. The implied volatity was 11.44, the open interest changed by 0 which decreased total open position to 26


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1225, which was 310.00 higher than the previous day. The implied volatity was 13.00, the open interest changed by 2 which increased total open position to 26


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 915, which was -236.00 lower than the previous day. The implied volatity was 13.64, the open interest changed by 17 which increased total open position to 24


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1151, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 1151.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 53500 PE
Delta: -0.75
Vega: 49.47
Theta: -0.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 2150.85 209.70 15.98 4,199 330 17,272
24 Dec 51233.00 1941.15 -82.20 13.07 12,607 96 16,932
23 Dec 51317.60 2023.35 -455.40 14.85 6,559 -1,561 16,808
20 Dec 50759.20 2478.75 653.75 17.22 4,634 538 18,369
19 Dec 51575.70 1825 353.90 15.12 9,020 -2,275 17,834
18 Dec 52139.55 1471.1 322.65 15.42 9,223 -23 20,119
17 Dec 52834.80 1148.45 310.45 15.27 24,066 3,632 20,128
16 Dec 53581.35 838 6.00 15.28 15,148 1,596 16,550
13 Dec 53583.80 832 -137.10 15.67 22,115 3,635 14,868
12 Dec 53216.45 969.1 30.55 15.24 7,087 903 11,227
11 Dec 53391.35 938.55 29.55 15.69 8,522 1,368 10,298
10 Dec 53577.70 909 -72.25 16.37 5,907 452 9,014
9 Dec 53407.75 981.25 70.75 16.24 6,786 1,428 8,539
6 Dec 53509.50 910.5 -22.50 15.49 7,700 855 7,095
5 Dec 53603.55 933 -122.00 16.26 9,159 2,410 6,287
4 Dec 53266.90 1055 -268.75 15.85 6,955 2,681 3,871
3 Dec 52695.75 1323.75 -273.75 15.89 1,184 437 1,185
2 Dec 52109.00 1597.5 12.50 15.75 203 -31 747
29 Nov 52055.60 1585 -17.00 14.87 673 -45 779
28 Nov 51906.85 1602 148.95 14.72 1,332 116 825
27 Nov 52301.80 1453.05 -109.75 15.00 342 179 711
26 Nov 52191.50 1562.8 -48.45 15.53 542 173 527
25 Nov 52207.50 1611.25 -718.75 16.12 436 357 359
22 Nov 51135.40 2330 -438.65 17.04 6 -2 0
21 Nov 50372.90 2768.65 236.80 17.15 2 0 0
19 Nov 50626.50 2531.85 0.00 - 0 0 0
18 Nov 50363.80 2531.85 0.00 - 0 0 0
14 Nov 50179.55 2531.85 0.00 - 0 0 0
13 Nov 50088.35 2531.85 0.00 - 0 0 0
12 Nov 51157.80 2531.85 0.00 - 0 0 0
11 Nov 51876.75 2531.85 0.00 - 0 0 0
8 Nov 51561.20 2531.85 0.00 - 0 0 0
7 Nov 51916.50 2531.85 0.00 - 0 0 0
6 Nov 52317.40 2531.85 0.00 0.09 0 0 0
5 Nov 52207.25 2531.85 2531.85 - 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 53500 expiring on 29JAN2025

Delta for 53500 PE is -0.75

Historical price for 53500 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 2150.85, which was 209.70 higher than the previous day. The implied volatity was 15.98, the open interest changed by 330 which increased total open position to 17272


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1941.15, which was -82.20 lower than the previous day. The implied volatity was 13.07, the open interest changed by 96 which increased total open position to 16932


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 2023.35, which was -455.40 lower than the previous day. The implied volatity was 14.85, the open interest changed by -1561 which decreased total open position to 16808


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2478.75, which was 653.75 higher than the previous day. The implied volatity was 17.22, the open interest changed by 538 which increased total open position to 18369


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1825, which was 353.90 higher than the previous day. The implied volatity was 15.12, the open interest changed by -2275 which decreased total open position to 17834


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1471.1, which was 322.65 higher than the previous day. The implied volatity was 15.42, the open interest changed by -23 which decreased total open position to 20119


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1148.45, which was 310.45 higher than the previous day. The implied volatity was 15.27, the open interest changed by 3632 which increased total open position to 20128


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 838, which was 6.00 higher than the previous day. The implied volatity was 15.28, the open interest changed by 1596 which increased total open position to 16550


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 832, which was -137.10 lower than the previous day. The implied volatity was 15.67, the open interest changed by 3635 which increased total open position to 14868


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 969.1, which was 30.55 higher than the previous day. The implied volatity was 15.24, the open interest changed by 903 which increased total open position to 11227


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 938.55, which was 29.55 higher than the previous day. The implied volatity was 15.69, the open interest changed by 1368 which increased total open position to 10298


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 909, which was -72.25 lower than the previous day. The implied volatity was 16.37, the open interest changed by 452 which increased total open position to 9014


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 981.25, which was 70.75 higher than the previous day. The implied volatity was 16.24, the open interest changed by 1428 which increased total open position to 8539


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 910.5, which was -22.50 lower than the previous day. The implied volatity was 15.49, the open interest changed by 855 which increased total open position to 7095


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 933, which was -122.00 lower than the previous day. The implied volatity was 16.26, the open interest changed by 2410 which increased total open position to 6287


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1055, which was -268.75 lower than the previous day. The implied volatity was 15.85, the open interest changed by 2681 which increased total open position to 3871


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1323.75, which was -273.75 lower than the previous day. The implied volatity was 15.89, the open interest changed by 437 which increased total open position to 1185


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1597.5, which was 12.50 higher than the previous day. The implied volatity was 15.75, the open interest changed by -31 which decreased total open position to 747


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1585, which was -17.00 lower than the previous day. The implied volatity was 14.87, the open interest changed by -45 which decreased total open position to 779


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1602, which was 148.95 higher than the previous day. The implied volatity was 14.72, the open interest changed by 116 which increased total open position to 825


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1453.05, which was -109.75 lower than the previous day. The implied volatity was 15.00, the open interest changed by 179 which increased total open position to 711


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1562.8, which was -48.45 lower than the previous day. The implied volatity was 15.53, the open interest changed by 173 which increased total open position to 527


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1611.25, which was -718.75 lower than the previous day. The implied volatity was 16.12, the open interest changed by 357 which increased total open position to 359


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2330, which was -438.65 lower than the previous day. The implied volatity was 17.04, the open interest changed by -2 which decreased total open position to 0


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2768.65, which was 236.80 higher than the previous day. The implied volatity was 17.15, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2531.85, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2531.85, 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 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2531.85, which was 0.00 lower than the previous day. The implied volatity was 0.09, 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 2531.85, which was 2531.85 higher 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 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