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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 53700 CE
Delta: 0.19
Vega: 42.39
Theta: -11.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 222 6.00 13.87 37,339 1,259 6,084
24 Dec 51233.00 216 -36.55 12.90 8,627 1,211 4,751
23 Dec 51317.60 252.55 0.60 13.38 3,159 629 3,535
20 Dec 50759.20 251.95 -206.05 14.55 4,111 344 2,895
19 Dec 51575.70 458 -224.70 14.81 3,207 371 2,559
18 Dec 52139.55 682.7 -257.30 14.96 1,243 176 2,187
17 Dec 52834.80 940 -320.05 14.85 1,759 406 2,013
16 Dec 53581.35 1260.05 0.05 13.94 2,000 431 1,609
13 Dec 53583.80 1260 67.90 12.07 1,819 175 1,176
12 Dec 53216.45 1192.1 -51.45 13.99 296 13 994
11 Dec 53391.35 1243.55 -115.10 13.20 637 130 980
10 Dec 53577.70 1358.65 87.05 12.83 252 -6 859
9 Dec 53407.75 1271.6 -90.90 12.92 555 75 868
6 Dec 53509.50 1362.5 -25.45 12.81 1,331 37 803
5 Dec 53603.55 1387.95 157.95 12.04 1,163 82 768
4 Dec 53266.90 1230 283.05 12.60 977 372 685
3 Dec 52695.75 946.95 187.95 12.56 442 140 313
2 Dec 52109.00 759 39.00 13.07 33 -12 173
29 Nov 52055.60 720 -28.30 12.49 82 3 185
28 Nov 51906.85 748.3 -47.70 12.86 294 161 188
27 Nov 52301.80 796 2.30 11.69 19 4 18
26 Nov 52191.50 793.7 -925.70 12.18 15 13 13
25 Nov 52207.50 1719.4 0.00 0.59 0 0 0
22 Nov 51135.40 1719.4 0.00 1.71 0 0 0
21 Nov 50372.90 1719.4 0.00 2.25 0 0 0
19 Nov 50626.50 1719.4 0.00 2.16 0 0 0
18 Nov 50363.80 1719.4 0.00 2.21 0 0 0
14 Nov 50179.55 1719.4 0.00 2.26 0 0 0
13 Nov 50088.35 1719.4 0.00 2.17 0 0 0
12 Nov 51157.80 1719.4 0.00 1.43 0 0 0
11 Nov 51876.75 1719.4 0.00 0.70 0 0 0
8 Nov 51561.20 1719.4 0.00 0.96 0 0 0
7 Nov 51916.50 1719.4 0.00 0.67 0 0 0
6 Nov 52317.40 1719.4 0.00 0.18 0 0 0
5 Nov 52207.25 1719.4 0.00 0.22 0 0 0
4 Nov 51215.25 1719.4 1719.40 1.06 0 0 0
1 Nov 51673.90 0 0.00 0.61 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 53700 expiring on 29JAN2025

Delta for 53700 CE is 0.19

Historical price for 53700 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 222, which was 6.00 higher than the previous day. The implied volatity was 13.87, the open interest changed by 1259 which increased total open position to 6084


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 216, which was -36.55 lower than the previous day. The implied volatity was 12.90, the open interest changed by 1211 which increased total open position to 4751


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 252.55, which was 0.60 higher than the previous day. The implied volatity was 13.38, the open interest changed by 629 which increased total open position to 3535


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 251.95, which was -206.05 lower than the previous day. The implied volatity was 14.55, the open interest changed by 344 which increased total open position to 2895


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 458, which was -224.70 lower than the previous day. The implied volatity was 14.81, the open interest changed by 371 which increased total open position to 2559


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 682.7, which was -257.30 lower than the previous day. The implied volatity was 14.96, the open interest changed by 176 which increased total open position to 2187


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 940, which was -320.05 lower than the previous day. The implied volatity was 14.85, the open interest changed by 406 which increased total open position to 2013


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1260.05, which was 0.05 higher than the previous day. The implied volatity was 13.94, the open interest changed by 431 which increased total open position to 1609


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1260, which was 67.90 higher than the previous day. The implied volatity was 12.07, the open interest changed by 175 which increased total open position to 1176


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1192.1, which was -51.45 lower than the previous day. The implied volatity was 13.99, the open interest changed by 13 which increased total open position to 994


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1243.55, which was -115.10 lower than the previous day. The implied volatity was 13.20, the open interest changed by 130 which increased total open position to 980


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1358.65, which was 87.05 higher than the previous day. The implied volatity was 12.83, the open interest changed by -6 which decreased total open position to 859


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1271.6, which was -90.90 lower than the previous day. The implied volatity was 12.92, the open interest changed by 75 which increased total open position to 868


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1362.5, which was -25.45 lower than the previous day. The implied volatity was 12.81, the open interest changed by 37 which increased total open position to 803


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1387.95, which was 157.95 higher than the previous day. The implied volatity was 12.04, the open interest changed by 82 which increased total open position to 768


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1230, which was 283.05 higher than the previous day. The implied volatity was 12.60, the open interest changed by 372 which increased total open position to 685


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 946.95, which was 187.95 higher than the previous day. The implied volatity was 12.56, the open interest changed by 140 which increased total open position to 313


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 759, which was 39.00 higher than the previous day. The implied volatity was 13.07, the open interest changed by -12 which decreased total open position to 173


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 720, which was -28.30 lower than the previous day. The implied volatity was 12.49, the open interest changed by 3 which increased total open position to 185


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 748.3, which was -47.70 lower than the previous day. The implied volatity was 12.86, the open interest changed by 161 which increased total open position to 188


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 796, which was 2.30 higher than the previous day. The implied volatity was 11.69, the open interest changed by 4 which increased total open position to 18


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 793.7, which was -925.70 lower than the previous day. The implied volatity was 12.18, the open interest changed by 13 which increased total open position to 13


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1719.4, which was 0.00 lower than the previous day. The implied volatity was 0.59, 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 1719.4, which was 0.00 lower than the previous day. The implied volatity was 1.71, 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 1719.4, which was 0.00 lower than the previous day. The implied volatity was 2.25, 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 1719.4, which was 0.00 lower than the previous day. The implied volatity was 2.16, 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 1719.4, which was 0.00 lower than the previous day. The implied volatity was 2.21, 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 1719.4, which was 0.00 lower than the previous day. The implied volatity was 2.26, 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 1719.4, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1719.4, 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 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1719.4, which was 0.00 lower than the previous day. The implied volatity was 0.70, 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 1719.4, which was 0.00 lower than the previous day. The implied volatity was 0.96, 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 1719.4, 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 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1719.4, which was 0.00 lower than the previous day. The implied volatity was 0.18, 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 1719.4, which was 0.00 lower than the previous day. The implied volatity was 0.22, 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 1719.4, which was 1719.40 higher than the previous day. The implied volatity was 1.06, 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 0.61, 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 53700 PE
Delta: -0.75
Vega: 49.26
Theta: -1.45
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 2378.45 248.25 17.50 65 47 2,985
24 Dec 51233.00 2130.2 -51.00 13.73 844 582 2,934
23 Dec 51317.60 2181.2 -464.40 14.97 119 12 2,353
20 Dec 50759.20 2645.6 664.60 17.48 300 -119 2,341
19 Dec 51575.70 1981 360.65 15.38 70 -22 2,478
18 Dec 52139.55 1620.35 374.45 15.81 526 -97 2,501
17 Dec 52834.80 1245.9 326.35 15.15 1,351 112 2,600
16 Dec 53581.35 919.55 6.55 15.23 2,646 208 2,466
13 Dec 53583.80 913 -132.05 15.65 1,040 33 2,238
12 Dec 53216.45 1045.05 33.65 15.03 491 -38 2,204
11 Dec 53391.35 1011.4 36.35 15.50 683 76 2,241
10 Dec 53577.70 975.05 -76.80 16.11 484 -53 2,177
9 Dec 53407.75 1051.85 62.75 16.03 849 75 2,230
6 Dec 53509.50 989.1 -9.90 15.39 2,315 667 2,156
5 Dec 53603.55 999 -131.80 16.05 1,085 11 1,493
4 Dec 53266.90 1130.8 -284.80 15.68 1,714 1,057 1,482
3 Dec 52695.75 1415.6 -203.90 15.75 643 368 425
2 Dec 52109.00 1619.5 0.00 0.00 0 0 0
29 Nov 52055.60 1619.5 0.00 0.00 0 0 57
28 Nov 51906.85 1619.5 -33.95 13.53 82 44 57
27 Nov 52301.80 1653.45 0.00 0.00 0 13 0
26 Nov 52191.50 1653.45 -992.60 15.28 13 0 0
25 Nov 52207.50 2646.05 0.00 - 0 0 0
22 Nov 51135.40 2646.05 0.00 - 0 0 0
21 Nov 50372.90 2646.05 0.00 - 0 0 0
19 Nov 50626.50 2646.05 0.00 - 0 0 0
18 Nov 50363.80 2646.05 0.00 - 0 0 0
14 Nov 50179.55 2646.05 0.00 - 0 0 0
13 Nov 50088.35 2646.05 0.00 - 0 0 0
12 Nov 51157.80 2646.05 0.00 - 0 0 0
11 Nov 51876.75 2646.05 2646.05 - 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 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 53700 expiring on 29JAN2025

Delta for 53700 PE is -0.75

Historical price for 53700 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 2378.45, which was 248.25 higher than the previous day. The implied volatity was 17.50, the open interest changed by 47 which increased total open position to 2985


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 2130.2, which was -51.00 lower than the previous day. The implied volatity was 13.73, the open interest changed by 582 which increased total open position to 2934


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 2181.2, which was -464.40 lower than the previous day. The implied volatity was 14.97, the open interest changed by 12 which increased total open position to 2353


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2645.6, which was 664.60 higher than the previous day. The implied volatity was 17.48, the open interest changed by -119 which decreased total open position to 2341


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1981, which was 360.65 higher than the previous day. The implied volatity was 15.38, the open interest changed by -22 which decreased total open position to 2478


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1620.35, which was 374.45 higher than the previous day. The implied volatity was 15.81, the open interest changed by -97 which decreased total open position to 2501


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1245.9, which was 326.35 higher than the previous day. The implied volatity was 15.15, the open interest changed by 112 which increased total open position to 2600


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 919.55, which was 6.55 higher than the previous day. The implied volatity was 15.23, the open interest changed by 208 which increased total open position to 2466


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 913, which was -132.05 lower than the previous day. The implied volatity was 15.65, the open interest changed by 33 which increased total open position to 2238


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1045.05, which was 33.65 higher than the previous day. The implied volatity was 15.03, the open interest changed by -38 which decreased total open position to 2204


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1011.4, which was 36.35 higher than the previous day. The implied volatity was 15.50, the open interest changed by 76 which increased total open position to 2241


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 975.05, which was -76.80 lower than the previous day. The implied volatity was 16.11, the open interest changed by -53 which decreased total open position to 2177


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1051.85, which was 62.75 higher than the previous day. The implied volatity was 16.03, the open interest changed by 75 which increased total open position to 2230


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 989.1, which was -9.90 lower than the previous day. The implied volatity was 15.39, the open interest changed by 667 which increased total open position to 2156


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 999, which was -131.80 lower than the previous day. The implied volatity was 16.05, the open interest changed by 11 which increased total open position to 1493


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1130.8, which was -284.80 lower than the previous day. The implied volatity was 15.68, the open interest changed by 1057 which increased total open position to 1482


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1415.6, which was -203.90 lower than the previous day. The implied volatity was 15.75, the open interest changed by 368 which increased total open position to 425


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1619.5, 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 1619.5, 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 57


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1619.5, which was -33.95 lower than the previous day. The implied volatity was 13.53, the open interest changed by 44 which increased total open position to 57


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1653.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1653.45, which was -992.60 lower than the previous day. The implied volatity was 15.28, 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 2646.05, 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 2646.05, 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 2646.05, 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 2646.05, 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 2646.05, 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 2646.05, 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 2646.05, 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 2646.05, 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 2646.05, which was 2646.05 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 -, 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