`
[--[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 53600 CE
Delta: 0.20
Vega: 44.10
Theta: -11.80
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 241.95 3.00 13.91 43,184 1,548 6,512
24 Dec 51233.00 238.95 -33.10 12.95 8,305 592 4,951
23 Dec 51317.60 272.05 0.80 13.37 4,610 729 4,406
20 Dec 50759.20 271.25 -211.90 14.54 5,917 896 3,639
19 Dec 51575.70 483.15 -234.80 14.77 3,695 511 2,758
18 Dec 52139.55 717.95 -263.80 14.94 1,835 -3 2,247
17 Dec 52834.80 981.75 -347.20 14.80 2,707 574 2,250
16 Dec 53581.35 1328.95 16.85 14.13 3,249 735 1,674
13 Dec 53583.80 1312.1 79.40 11.97 1,998 78 933
12 Dec 53216.45 1232.7 -67.10 13.84 436 92 860
11 Dec 53391.35 1299.8 -105.20 13.22 1,159 172 791
10 Dec 53577.70 1405 75.95 12.61 474 3 621
9 Dec 53407.75 1329.05 -88.65 12.93 1,174 22 621
6 Dec 53509.50 1417.7 -30.30 12.78 1,504 56 601
5 Dec 53603.55 1448 166.90 12.04 1,640 215 548
4 Dec 53266.90 1281.1 283.55 12.55 580 58 326
3 Dec 52695.75 997.55 192.80 12.61 233 103 268
2 Dec 52109.00 804.75 48.75 13.19 119 -9 164
29 Nov 52055.60 756 -15.15 12.47 42 5 173
28 Nov 51906.85 771.15 -104.50 12.69 225 165 168
27 Nov 52301.80 875.65 -884.55 12.12 3 0 0
26 Nov 52191.50 1760.2 0.00 0.58 0 0 0
25 Nov 52207.50 1760.2 0.00 0.51 0 0 0
22 Nov 51135.40 1760.2 0.00 1.60 0 0 0
21 Nov 50372.90 1760.2 0.00 2.15 0 0 0
19 Nov 50626.50 1760.2 0.00 1.95 0 0 0
18 Nov 50363.80 1760.2 0.00 2.12 0 0 0
14 Nov 50179.55 1760.2 0.00 2.17 0 0 0
13 Nov 50088.35 1760.2 0.00 2.09 0 0 0
12 Nov 51157.80 1760.2 0.00 1.31 0 0 0
11 Nov 51876.75 1760.2 0.00 0.66 0 0 0
8 Nov 51561.20 1760.2 0.00 0.85 0 0 0
7 Nov 51916.50 1760.2 0.00 0.55 0 0 0
6 Nov 52317.40 1760.2 0.00 0.09 0 0 0
5 Nov 52207.25 1760.2 0.00 0.13 0 0 0
4 Nov 51215.25 1760.2 1760.20 0.96 0 0 0
1 Nov 51673.90 0 0.00 0.52 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 53600 expiring on 29JAN2025

Delta for 53600 CE is 0.20

Historical price for 53600 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 241.95, which was 3.00 higher than the previous day. The implied volatity was 13.91, the open interest changed by 1548 which increased total open position to 6512


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 238.95, which was -33.10 lower than the previous day. The implied volatity was 12.95, the open interest changed by 592 which increased total open position to 4951


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 272.05, which was 0.80 higher than the previous day. The implied volatity was 13.37, the open interest changed by 729 which increased total open position to 4406


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 271.25, which was -211.90 lower than the previous day. The implied volatity was 14.54, the open interest changed by 896 which increased total open position to 3639


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 483.15, which was -234.80 lower than the previous day. The implied volatity was 14.77, the open interest changed by 511 which increased total open position to 2758


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 717.95, which was -263.80 lower than the previous day. The implied volatity was 14.94, the open interest changed by -3 which decreased total open position to 2247


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 981.75, which was -347.20 lower than the previous day. The implied volatity was 14.80, the open interest changed by 574 which increased total open position to 2250


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1328.95, which was 16.85 higher than the previous day. The implied volatity was 14.13, the open interest changed by 735 which increased total open position to 1674


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1312.1, which was 79.40 higher than the previous day. The implied volatity was 11.97, the open interest changed by 78 which increased total open position to 933


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1232.7, which was -67.10 lower than the previous day. The implied volatity was 13.84, the open interest changed by 92 which increased total open position to 860


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1299.8, which was -105.20 lower than the previous day. The implied volatity was 13.22, the open interest changed by 172 which increased total open position to 791


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1405, which was 75.95 higher than the previous day. The implied volatity was 12.61, the open interest changed by 3 which increased total open position to 621


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1329.05, which was -88.65 lower than the previous day. The implied volatity was 12.93, the open interest changed by 22 which increased total open position to 621


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1417.7, which was -30.30 lower than the previous day. The implied volatity was 12.78, the open interest changed by 56 which increased total open position to 601


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1448, which was 166.90 higher than the previous day. The implied volatity was 12.04, the open interest changed by 215 which increased total open position to 548


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1281.1, which was 283.55 higher than the previous day. The implied volatity was 12.55, the open interest changed by 58 which increased total open position to 326


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 997.55, which was 192.80 higher than the previous day. The implied volatity was 12.61, the open interest changed by 103 which increased total open position to 268


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 804.75, which was 48.75 higher than the previous day. The implied volatity was 13.19, the open interest changed by -9 which decreased total open position to 164


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 756, which was -15.15 lower than the previous day. The implied volatity was 12.47, the open interest changed by 5 which increased total open position to 173


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 771.15, which was -104.50 lower than the previous day. The implied volatity was 12.69, the open interest changed by 165 which increased total open position to 168


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 875.65, which was -884.55 lower than the previous day. The implied volatity was 12.12, 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 1760.2, 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 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1760.2, which was 0.00 lower than the previous day. The implied volatity was 0.51, 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 1760.2, which was 0.00 lower than the previous day. The implied volatity was 1.60, 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 1760.2, which was 0.00 lower than the previous day. The implied volatity was 2.15, 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 1760.2, which was 0.00 lower than the previous day. The implied volatity was 1.95, 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 1760.2, which was 0.00 lower than the previous day. The implied volatity was 2.12, 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 1760.2, which was 0.00 lower than the previous day. The implied volatity was 2.17, 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 1760.2, which was 0.00 lower than the previous day. The implied volatity was 2.09, 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 1760.2, which was 0.00 lower than the previous day. The implied volatity was 1.31, 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 1760.2, which was 0.00 lower than the previous day. The implied volatity was 0.66, 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 1760.2, which was 0.00 lower than the previous day. The implied volatity was 0.85, 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 1760.2, which was 0.00 lower than the previous day. The implied volatity was 0.55, 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 1760.2, 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 1760.2, which was 0.00 lower than the previous day. The implied volatity was 0.13, 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 1760.2, which was 1760.20 higher than the previous day. The implied volatity was 0.96, 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 0.52, 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 53600 PE
Delta: -0.77
Vega: 47.60
Theta: 0.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 2236.6 189.05 15.83 181 85 3,000
24 Dec 51233.00 2047.55 -43.25 13.65 1,383 843 2,915
23 Dec 51317.60 2090.8 -477.05 14.69 108 26 2,071
20 Dec 50759.20 2567.85 663.00 17.46 54 -17 2,044
19 Dec 51575.70 1904.85 358.15 15.29 159 -38 2,065
18 Dec 52139.55 1546.7 348.40 15.64 273 -40 2,103
17 Dec 52834.80 1198.3 341.40 15.24 2,023 0 2,152
16 Dec 53581.35 856.9 16.85 14.96 2,938 233 2,165
13 Dec 53583.80 840.05 -163.60 15.23 2,088 574 1,880
12 Dec 53216.45 1003.65 28.25 15.10 736 -144 1,305
11 Dec 53391.35 975.4 28.65 15.61 1,072 57 1,454
10 Dec 53577.70 946.75 -67.05 16.32 1,193 73 1,368
9 Dec 53407.75 1013.8 68.65 16.11 1,347 -111 1,295
6 Dec 53509.50 945.15 -14.40 15.37 2,619 461 1,406
5 Dec 53603.55 959.55 -151.50 16.08 1,489 8 946
4 Dec 53266.90 1111.05 -256.80 15.97 840 402 962
3 Dec 52695.75 1367.85 -2.15 15.80 822 478 552
2 Dec 52109.00 1370 0.00 0.00 0 0 0
29 Nov 52055.60 1370 0.00 0.00 0 0 74
28 Nov 51906.85 1370 -1218.60 11.28 89 59 59
27 Nov 52301.80 2588.6 0.00 - 0 0 0
26 Nov 52191.50 2588.6 0.00 - 0 0 0
25 Nov 52207.50 2588.6 0.00 - 0 0 0
22 Nov 51135.40 2588.6 0.00 - 0 0 0
21 Nov 50372.90 2588.6 0.00 - 0 0 0
19 Nov 50626.50 2588.6 0.00 - 0 0 0
18 Nov 50363.80 2588.6 0.00 - 0 0 0
14 Nov 50179.55 2588.6 0.00 - 0 0 0
13 Nov 50088.35 2588.6 0.00 - 0 0 0
12 Nov 51157.80 2588.6 0.00 - 0 0 0
11 Nov 51876.75 2588.6 0.00 - 0 0 0
8 Nov 51561.20 2588.6 2588.60 - 0 0 0
7 Nov 51916.50 0 0.00 - 0 0 0
6 Nov 52317.40 0 0.00 - 0 0 0
5 Nov 52207.25 0 0.00 - 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 53600 expiring on 29JAN2025

Delta for 53600 PE is -0.77

Historical price for 53600 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 2236.6, which was 189.05 higher than the previous day. The implied volatity was 15.83, the open interest changed by 85 which increased total open position to 3000


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 2047.55, which was -43.25 lower than the previous day. The implied volatity was 13.65, the open interest changed by 843 which increased total open position to 2915


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 2090.8, which was -477.05 lower than the previous day. The implied volatity was 14.69, the open interest changed by 26 which increased total open position to 2071


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2567.85, which was 663.00 higher than the previous day. The implied volatity was 17.46, the open interest changed by -17 which decreased total open position to 2044


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1904.85, which was 358.15 higher than the previous day. The implied volatity was 15.29, the open interest changed by -38 which decreased total open position to 2065


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1546.7, which was 348.40 higher than the previous day. The implied volatity was 15.64, the open interest changed by -40 which decreased total open position to 2103


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1198.3, which was 341.40 higher than the previous day. The implied volatity was 15.24, the open interest changed by 0 which decreased total open position to 2152


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 856.9, which was 16.85 higher than the previous day. The implied volatity was 14.96, the open interest changed by 233 which increased total open position to 2165


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 840.05, which was -163.60 lower than the previous day. The implied volatity was 15.23, the open interest changed by 574 which increased total open position to 1880


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1003.65, which was 28.25 higher than the previous day. The implied volatity was 15.10, the open interest changed by -144 which decreased total open position to 1305


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 975.4, which was 28.65 higher than the previous day. The implied volatity was 15.61, the open interest changed by 57 which increased total open position to 1454


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 946.75, which was -67.05 lower than the previous day. The implied volatity was 16.32, the open interest changed by 73 which increased total open position to 1368


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1013.8, which was 68.65 higher than the previous day. The implied volatity was 16.11, the open interest changed by -111 which decreased total open position to 1295


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 945.15, which was -14.40 lower than the previous day. The implied volatity was 15.37, the open interest changed by 461 which increased total open position to 1406


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 959.55, which was -151.50 lower than the previous day. The implied volatity was 16.08, the open interest changed by 8 which increased total open position to 946


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1111.05, which was -256.80 lower than the previous day. The implied volatity was 15.97, the open interest changed by 402 which increased total open position to 962


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1367.85, which was -2.15 lower than the previous day. The implied volatity was 15.80, the open interest changed by 478 which increased total open position to 552


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1370, 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 0


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1370, 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 74


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1370, which was -1218.60 lower than the previous day. The implied volatity was 11.28, the open interest changed by 59 which increased total open position to 59


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2588.6, 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 2588.6, 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 2588.6, 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 2588.6, 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 2588.6, 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 2588.6, 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 2588.6, 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 2588.6, 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 2588.6, 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 2588.6, 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 2588.6, 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 2588.6, which was 2588.60 higher 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 -, 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 -, 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