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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 53800 CE
Delta: 0.18
Vega: 40.43
Theta: -10.59
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 200.15 0.20 13.76 65,131 2,447 7,126
24 Dec 51233.00 199.95 -37.55 12.93 9,558 1,240 4,752
23 Dec 51317.60 237.5 2.35 13.46 4,866 585 3,492
20 Dec 50759.20 235.15 -194.25 14.56 4,677 720 2,905
19 Dec 51575.70 429.4 -215.60 14.78 3,238 622 2,190
18 Dec 52139.55 645 -238.40 14.92 1,782 235 1,571
17 Dec 52834.80 883.4 -316.60 14.65 1,753 156 1,335
16 Dec 53581.35 1200 10.00 13.87 1,246 170 1,179
13 Dec 53583.80 1190 107.25 11.91 2,003 -22 1,016
12 Dec 53216.45 1082.75 -112.90 13.23 636 84 1,040
11 Dec 53391.35 1195.65 -92.05 13.28 692 22 956
10 Dec 53577.70 1287.7 71.70 12.60 457 -24 936
9 Dec 53407.75 1216 -97.20 12.87 830 196 961
6 Dec 53509.50 1313.2 -10.40 12.90 1,177 125 764
5 Dec 53603.55 1323.6 155.40 11.99 892 125 640
4 Dec 53266.90 1168.2 272.45 12.48 702 227 511
3 Dec 52695.75 895.75 200.00 12.47 306 50 284
2 Dec 52109.00 695.75 5.25 12.69 104 49 234
29 Nov 52055.60 690.5 4.90 12.57 135 -24 188
28 Nov 51906.85 685.6 -46.85 12.56 250 205 214
27 Nov 52301.80 732.45 0.00 0.00 0 7 0
26 Nov 52191.50 732.45 -22.60 11.91 8 3 5
25 Nov 52207.50 755.05 410.65 11.90 3 1 2
22 Nov 51135.40 344.4 0.00 0.00 0 1 0
21 Nov 50372.90 344.4 -1334.95 12.94 1 0 0
19 Nov 50626.50 1679.35 0.00 2.11 0 0 0
18 Nov 50363.80 1679.35 0.00 2.45 0 0 0
14 Nov 50179.55 1679.35 0.00 2.35 0 0 0
13 Nov 50088.35 1679.35 0.00 2.12 0 0 0
12 Nov 51157.80 1679.35 0.00 1.52 0 0 0
11 Nov 51876.75 1679.35 0.00 0.78 0 0 0
8 Nov 51561.20 1679.35 0.00 1.05 0 0 0
7 Nov 51916.50 1679.35 0.00 0.76 0 0 0
6 Nov 52317.40 1679.35 0.00 0.28 0 0 0
5 Nov 52207.25 1679.35 0.00 0.31 0 0 0
4 Nov 51215.25 1679.35 1679.35 1.15 0 0 0
1 Nov 51673.90 0 0.00 0.70 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 53800 expiring on 29JAN2025

Delta for 53800 CE is 0.18

Historical price for 53800 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 200.15, which was 0.20 higher than the previous day. The implied volatity was 13.76, the open interest changed by 2447 which increased total open position to 7126


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 199.95, which was -37.55 lower than the previous day. The implied volatity was 12.93, the open interest changed by 1240 which increased total open position to 4752


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 237.5, which was 2.35 higher than the previous day. The implied volatity was 13.46, the open interest changed by 585 which increased total open position to 3492


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 235.15, which was -194.25 lower than the previous day. The implied volatity was 14.56, the open interest changed by 720 which increased total open position to 2905


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 429.4, which was -215.60 lower than the previous day. The implied volatity was 14.78, the open interest changed by 622 which increased total open position to 2190


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 645, which was -238.40 lower than the previous day. The implied volatity was 14.92, the open interest changed by 235 which increased total open position to 1571


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 883.4, which was -316.60 lower than the previous day. The implied volatity was 14.65, the open interest changed by 156 which increased total open position to 1335


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1200, which was 10.00 higher than the previous day. The implied volatity was 13.87, the open interest changed by 170 which increased total open position to 1179


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1190, which was 107.25 higher than the previous day. The implied volatity was 11.91, the open interest changed by -22 which decreased total open position to 1016


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1082.75, which was -112.90 lower than the previous day. The implied volatity was 13.23, the open interest changed by 84 which increased total open position to 1040


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1195.65, which was -92.05 lower than the previous day. The implied volatity was 13.28, the open interest changed by 22 which increased total open position to 956


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1287.7, which was 71.70 higher than the previous day. The implied volatity was 12.60, the open interest changed by -24 which decreased total open position to 936


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1216, which was -97.20 lower than the previous day. The implied volatity was 12.87, the open interest changed by 196 which increased total open position to 961


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1313.2, which was -10.40 lower than the previous day. The implied volatity was 12.90, the open interest changed by 125 which increased total open position to 764


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1323.6, which was 155.40 higher than the previous day. The implied volatity was 11.99, the open interest changed by 125 which increased total open position to 640


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1168.2, which was 272.45 higher than the previous day. The implied volatity was 12.48, the open interest changed by 227 which increased total open position to 511


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 895.75, which was 200.00 higher than the previous day. The implied volatity was 12.47, the open interest changed by 50 which increased total open position to 284


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 695.75, which was 5.25 higher than the previous day. The implied volatity was 12.69, the open interest changed by 49 which increased total open position to 234


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 690.5, which was 4.90 higher than the previous day. The implied volatity was 12.57, the open interest changed by -24 which decreased total open position to 188


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 685.6, which was -46.85 lower than the previous day. The implied volatity was 12.56, the open interest changed by 205 which increased total open position to 214


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 732.45, 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 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 732.45, which was -22.60 lower than the previous day. The implied volatity was 11.91, the open interest changed by 3 which increased total open position to 5


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 755.05, which was 410.65 higher than the previous day. The implied volatity was 11.90, 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 344.4, 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 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 344.4, which was -1334.95 lower than the previous day. The implied volatity was 12.94, 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 1679.35, which was 0.00 lower than the previous day. The implied volatity was 2.11, 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 1679.35, which was 0.00 lower than the previous day. The implied volatity was 2.45, 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 1679.35, which was 0.00 lower than the previous day. The implied volatity was 2.35, 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 1679.35, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1679.35, which was 0.00 lower than the previous day. The implied volatity was 1.52, 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 1679.35, which was 0.00 lower than the previous day. The implied volatity was 0.78, 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 1679.35, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 1679.35, which was 0.00 lower than the previous day. The implied volatity was 0.76, 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 1679.35, which was 0.00 lower than the previous day. The implied volatity was 0.28, 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 1679.35, 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 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1679.35, which was 1679.35 higher than the previous day. The implied volatity was 1.15, 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 0.70, 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 53800 PE
Delta: -0.78
Vega: 46.06
Theta: 0.58
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 2398.85 200.55 16.30 179 101 2,387
24 Dec 51233.00 2198.3 -92.65 13.28 579 336 2,285
23 Dec 51317.60 2290.95 -441.40 15.61 40 -2 1,950
20 Dec 50759.20 2732.35 615.35 17.77 98 -62 1,966
19 Dec 51575.70 2117 476.35 16.46 45 -21 2,030
18 Dec 52139.55 1640.65 342.40 15.17 275 6 2,052
17 Dec 52834.80 1298.25 337.65 15.13 1,039 -48 2,048
16 Dec 53581.35 960.6 19.20 15.17 1,215 149 2,098
13 Dec 53583.80 941.4 -148.60 15.46 922 -60 1,949
12 Dec 53216.45 1090 35.05 14.99 830 136 2,009
11 Dec 53391.35 1054.95 31.15 15.47 455 -38 1,878
10 Dec 53577.70 1023.8 -74.05 16.22 147 -35 1,915
9 Dec 53407.75 1097.85 70.20 16.04 753 12 1,950
6 Dec 53509.50 1027.65 -19.05 15.35 2,213 593 1,939
5 Dec 53603.55 1046.7 -126.50 16.10 1,260 266 1,356
4 Dec 53266.90 1173.2 -292.70 15.63 1,122 632 1,092
3 Dec 52695.75 1465.9 -364.10 15.74 814 430 460
2 Dec 52109.00 1830 0.00 0.00 0 0 0
29 Nov 52055.60 1830 0.00 0.00 0 0 30
28 Nov 51906.85 1830 -874.15 15.34 41 30 30
27 Nov 52301.80 2704.15 0.00 - 0 0 0
26 Nov 52191.50 2704.15 0.00 - 0 0 0
25 Nov 52207.50 2704.15 0.00 - 0 0 0
22 Nov 51135.40 2704.15 0.00 - 0 0 0
21 Nov 50372.90 2704.15 0.00 - 0 0 0
19 Nov 50626.50 2704.15 0.00 - 0 0 0
18 Nov 50363.80 2704.15 0.00 - 0 0 0
14 Nov 50179.55 2704.15 0.00 - 0 0 0
13 Nov 50088.35 2704.15 0.00 - 0 0 0
12 Nov 51157.80 2704.15 2704.15 - 0 0 0
11 Nov 51876.75 0 0.00 - 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 53800 expiring on 29JAN2025

Delta for 53800 PE is -0.78

Historical price for 53800 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 2398.85, which was 200.55 higher than the previous day. The implied volatity was 16.30, the open interest changed by 101 which increased total open position to 2387


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 2198.3, which was -92.65 lower than the previous day. The implied volatity was 13.28, the open interest changed by 336 which increased total open position to 2285


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 2290.95, which was -441.40 lower than the previous day. The implied volatity was 15.61, the open interest changed by -2 which decreased total open position to 1950


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2732.35, which was 615.35 higher than the previous day. The implied volatity was 17.77, the open interest changed by -62 which decreased total open position to 1966


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2117, which was 476.35 higher than the previous day. The implied volatity was 16.46, the open interest changed by -21 which decreased total open position to 2030


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1640.65, which was 342.40 higher than the previous day. The implied volatity was 15.17, the open interest changed by 6 which increased total open position to 2052


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1298.25, which was 337.65 higher than the previous day. The implied volatity was 15.13, the open interest changed by -48 which decreased total open position to 2048


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 960.6, which was 19.20 higher than the previous day. The implied volatity was 15.17, the open interest changed by 149 which increased total open position to 2098


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 941.4, which was -148.60 lower than the previous day. The implied volatity was 15.46, the open interest changed by -60 which decreased total open position to 1949


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1090, which was 35.05 higher than the previous day. The implied volatity was 14.99, the open interest changed by 136 which increased total open position to 2009


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1054.95, which was 31.15 higher than the previous day. The implied volatity was 15.47, the open interest changed by -38 which decreased total open position to 1878


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1023.8, which was -74.05 lower than the previous day. The implied volatity was 16.22, the open interest changed by -35 which decreased total open position to 1915


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1097.85, which was 70.20 higher than the previous day. The implied volatity was 16.04, the open interest changed by 12 which increased total open position to 1950


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1027.65, which was -19.05 lower than the previous day. The implied volatity was 15.35, the open interest changed by 593 which increased total open position to 1939


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1046.7, which was -126.50 lower than the previous day. The implied volatity was 16.10, the open interest changed by 266 which increased total open position to 1356


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1173.2, which was -292.70 lower than the previous day. The implied volatity was 15.63, the open interest changed by 632 which increased total open position to 1092


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1465.9, which was -364.10 lower than the previous day. The implied volatity was 15.74, the open interest changed by 430 which increased total open position to 460


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1830, 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 1830, 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 30


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1830, which was -874.15 lower than the previous day. The implied volatity was 15.34, the open interest changed by 30 which increased total open position to 30


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2704.15, 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 2704.15, 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 2704.15, 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 2704.15, 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 2704.15, 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 2704.15, 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 2704.15, 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 2704.15, 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 2704.15, 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 2704.15, which was 2704.15 higher 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 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 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