BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 53900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.20
Theta: -3.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 48367.80 | 4.65 | -1.75 | 33.66 | 11,538 | -1,265 | 10,621 | |||
| 23 Jan | 48589.00 | 7 | -2.75 | 31.25 | 29,505 | 370 | 11,863 | |||
| 22 Jan | 48724.40 | 9.75 | -2.50 | 29.52 | 21,134 | 204 | 11,565 | |||
| 21 Jan | 48570.90 | 12.25 | -3.50 | 29.39 | 29,914 | -1,581 | 11,422 | |||
| 20 Jan | 49350.80 | 15.75 | 0.50 | 25.20 | 37,883 | -38 | 13,101 | |||
| 17 Jan | 48540.60 | 15.25 | -5.30 | 25.32 | 28,681 | 1,155 | 13,195 | |||
| 16 Jan | 49278.70 | 20.55 | -1.55 | 21.77 | 29,137 | -937 | 12,040 | |||
| 15 Jan | 48751.70 | 22.1 | -4.30 | 23.84 | 16,893 | -1,283 | 12,942 | |||
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| 14 Jan | 48729.15 | 26.4 | 1.90 | 23.25 | 22,152 | 2,071 | 14,543 | |||
| 13 Jan | 48041.25 | 24.5 | -2.25 | 25.66 | 25,771 | 1,131 | 12,470 | |||
| 10 Jan | 48734.15 | 26.75 | -8.95 | 21.04 | 25,368 | 1,601 | 11,315 | |||
| 9 Jan | 49503.50 | 35.7 | -8.80 | 18.51 | 19,556 | -199 | 9,735 | |||
| 8 Jan | 49835.05 | 44.5 | -11.60 | 17.69 | 29,553 | 850 | 10,020 | |||
| 7 Jan | 50202.15 | 56.1 | -10.50 | 16.72 | 25,904 | 678 | 9,865 | |||
| 6 Jan | 49922.00 | 66.6 | -45.40 | 17.82 | 52,823 | 1,413 | 9,302 | |||
| 3 Jan | 50988.80 | 112 | -73.75 | 14.63 | 35,428 | 1,744 | 7,881 | |||
| 2 Jan | 51605.55 | 185.75 | 13.73 | 28,772 | 175 | 6,266 | ||||
For Nifty Bank - strike price 53900 expiring on 30JAN2025
Delta for 53900 CE is 0.01
Historical price for 53900 CE is as follows
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 4.65, which was -1.75 lower than the previous day. The implied volatity was 33.66, the open interest changed by -1265 which decreased total open position to 10621
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 7, which was -2.75 lower than the previous day. The implied volatity was 31.25, the open interest changed by 370 which increased total open position to 11863
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 9.75, which was -2.50 lower than the previous day. The implied volatity was 29.52, the open interest changed by 204 which increased total open position to 11565
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 12.25, which was -3.50 lower than the previous day. The implied volatity was 29.39, the open interest changed by -1581 which decreased total open position to 11422
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 15.75, which was 0.50 higher than the previous day. The implied volatity was 25.20, the open interest changed by -38 which decreased total open position to 13101
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 15.25, which was -5.30 lower than the previous day. The implied volatity was 25.32, the open interest changed by 1155 which increased total open position to 13195
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 20.55, which was -1.55 lower than the previous day. The implied volatity was 21.77, the open interest changed by -937 which decreased total open position to 12040
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 22.1, which was -4.30 lower than the previous day. The implied volatity was 23.84, the open interest changed by -1283 which decreased total open position to 12942
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 26.4, which was 1.90 higher than the previous day. The implied volatity was 23.25, the open interest changed by 2071 which increased total open position to 14543
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 24.5, which was -2.25 lower than the previous day. The implied volatity was 25.66, the open interest changed by 1131 which increased total open position to 12470
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 26.75, which was -8.95 lower than the previous day. The implied volatity was 21.04, the open interest changed by 1601 which increased total open position to 11315
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 35.7, which was -8.80 lower than the previous day. The implied volatity was 18.51, the open interest changed by -199 which decreased total open position to 9735
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 44.5, which was -11.60 lower than the previous day. The implied volatity was 17.69, the open interest changed by 850 which increased total open position to 10020
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 56.1, which was -10.50 lower than the previous day. The implied volatity was 16.72, the open interest changed by 678 which increased total open position to 9865
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 66.6, which was -45.40 lower than the previous day. The implied volatity was 17.82, the open interest changed by 1413 which increased total open position to 9302
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 112, which was -73.75 lower than the previous day. The implied volatity was 14.63, the open interest changed by 1744 which increased total open position to 7881
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 185.75, which was lower than the previous day. The implied volatity was 13.73, the open interest changed by 175 which increased total open position to 6266
| BANKNIFTY 30JAN2025 53900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 48367.80 | 5248.75 | 0 | 0.00 | 0 | -4 | 0 |
| 23 Jan | 48589.00 | 5248.75 | -10.30 | 41.93 | 11 | -4 | 2,058 |
| 22 Jan | 48724.40 | 5259.05 | 0.00 | 55.58 | 1 | 0 | 2,062 |
| 21 Jan | 48570.90 | 5259.05 | 131.70 | 44.07 | 4 | 0 | 2,066 |
| 20 Jan | 49350.80 | 5127.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Jan | 48540.60 | 5127.35 | 827.35 | - | 2 | 0 | 2,066 |
| 16 Jan | 49278.70 | 4300 | -973.60 | - | 2 | 0 | 2,066 |
| 15 Jan | 48751.70 | 5273.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 48729.15 | 5273.6 | 0.00 | 0.00 | 0 | -1 | 0 |
| 13 Jan | 48041.25 | 5273.6 | 1443.70 | - | 14 | -1 | 2,066 |
| 10 Jan | 48734.15 | 3829.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Jan | 49503.50 | 3829.9 | 0.00 | 0.00 | 0 | -1 | 0 |
| 8 Jan | 49835.05 | 3829.9 | 429.90 | 20.43 | 5 | 0 | 2,068 |
| 7 Jan | 50202.15 | 3400 | -476.90 | 13.20 | 62 | -23 | 2,075 |
| 6 Jan | 49922.00 | 3876.9 | 1126.20 | 26.78 | 17 | -4 | 2,097 |
| 3 Jan | 50988.80 | 2750.7 | 550.90 | 18.02 | 2 | -1 | 2,101 |
| 2 Jan | 51605.55 | 2199.8 | 17.00 | 569 | -5 | 2,102 | |
For Nifty Bank - strike price 53900 expiring on 30JAN2025
Delta for 53900 PE is 0.00
Historical price for 53900 PE is as follows
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 5248.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 5248.75, which was -10.30 lower than the previous day. The implied volatity was 41.93, the open interest changed by -4 which decreased total open position to 2058
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 5259.05, which was 0.00 lower than the previous day. The implied volatity was 55.58, the open interest changed by 0 which decreased total open position to 2062
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 5259.05, which was 131.70 higher than the previous day. The implied volatity was 44.07, the open interest changed by 0 which decreased total open position to 2066
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 5127.35, 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 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 5127.35, which was 827.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2066
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 4300, which was -973.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2066
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 5273.6, 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 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 5273.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 5273.6, which was 1443.70 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2066
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 3829.9, 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 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 3829.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 3829.9, which was 429.90 higher than the previous day. The implied volatity was 20.43, the open interest changed by 0 which decreased total open position to 2068
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 3400, which was -476.90 lower than the previous day. The implied volatity was 13.20, the open interest changed by -23 which decreased total open position to 2075
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 3876.9, which was 1126.20 higher than the previous day. The implied volatity was 26.78, the open interest changed by -4 which decreased total open position to 2097
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 2750.7, which was 550.90 higher than the previous day. The implied volatity was 18.02, the open interest changed by -1 which decreased total open position to 2101
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2199.8, which was lower than the previous day. The implied volatity was 17.00, the open interest changed by -5 which decreased total open position to 2102
