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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 53900 CE
Delta: 0.17
Vega: 39.03
Theta: -10.24
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 188 6.00 13.85 30,299 1,284 4,518
24 Dec 51233.00 182 -35.15 12.89 4,451 440 3,317
23 Dec 51317.60 217.15 -35.85 13.41 2,822 697 2,882
20 Dec 50759.20 253 -152.40 15.33 3,563 242 2,182
19 Dec 51575.70 405.4 -199.60 14.80 3,188 418 1,943
18 Dec 52139.55 605 -237.85 14.82 1,800 -134 1,535
17 Dec 52834.80 842.85 -299.15 14.69 1,752 70 1,672
16 Dec 53581.35 1142 15.95 13.79 951 36 1,602
13 Dec 53583.80 1126.05 61.05 11.77 1,783 432 1,559
12 Dec 53216.45 1065 -82.85 13.65 146 -5 1,121
11 Dec 53391.35 1147.85 -50.45 13.34 763 129 1,128
10 Dec 53577.70 1198.3 39.45 12.17 271 -23 1,002
9 Dec 53407.75 1158.85 -84.70 12.86 294 6 1,026
6 Dec 53509.50 1243.55 -27.35 12.72 915 -103 1,021
5 Dec 53603.55 1270.9 159.15 12.03 935 193 1,128
4 Dec 53266.90 1111.75 255.95 12.42 1,377 738 925
3 Dec 52695.75 855.8 181.00 12.54 496 -8 187
2 Dec 52109.00 674.8 18.30 12.88 88 35 194
29 Nov 52055.60 656.5 -5.20 12.58 20 -9 158
28 Nov 51906.85 661.7 7.45 12.71 183 148 166
27 Nov 52301.80 654.25 0.00 0.00 0 12 0
26 Nov 52191.50 654.25 -52.75 11.59 22 12 18
25 Nov 52207.50 707 252.00 11.75 3 6 6
22 Nov 51135.40 455 -1184.95 12.71 6 0 0
21 Nov 50372.90 1639.95 0.00 2.60 0 0 0
19 Nov 50626.50 1639.95 0.00 2.13 0 0 0
18 Nov 50363.80 1639.95 0.00 2.57 0 0 0
14 Nov 50179.55 1639.95 0.00 2.43 0 0 0
13 Nov 50088.35 1639.95 0.00 2.37 0 0 0
12 Nov 51157.80 1639.95 0.00 1.54 0 0 0
11 Nov 51876.75 1639.95 0.00 0.75 0 0 0
8 Nov 51561.20 1639.95 0.00 1.14 0 0 0
7 Nov 51916.50 1639.95 0.00 0.85 0 0 0
6 Nov 52317.40 1639.95 0.00 0.38 0 0 0
5 Nov 52207.25 1639.95 0.00 0.41 0 0 0
4 Nov 51215.25 1639.95 1639.95 1.24 0 0 0
1 Nov 51673.90 0 0.00 0.79 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 53900 expiring on 29JAN2025

Delta for 53900 CE is 0.17

Historical price for 53900 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 188, which was 6.00 higher than the previous day. The implied volatity was 13.85, the open interest changed by 1284 which increased total open position to 4518


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 182, which was -35.15 lower than the previous day. The implied volatity was 12.89, the open interest changed by 440 which increased total open position to 3317


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 217.15, which was -35.85 lower than the previous day. The implied volatity was 13.41, the open interest changed by 697 which increased total open position to 2882


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 253, which was -152.40 lower than the previous day. The implied volatity was 15.33, the open interest changed by 242 which increased total open position to 2182


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 405.4, which was -199.60 lower than the previous day. The implied volatity was 14.80, the open interest changed by 418 which increased total open position to 1943


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 605, which was -237.85 lower than the previous day. The implied volatity was 14.82, the open interest changed by -134 which decreased total open position to 1535


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 842.85, which was -299.15 lower than the previous day. The implied volatity was 14.69, the open interest changed by 70 which increased total open position to 1672


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1142, which was 15.95 higher than the previous day. The implied volatity was 13.79, the open interest changed by 36 which increased total open position to 1602


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1126.05, which was 61.05 higher than the previous day. The implied volatity was 11.77, the open interest changed by 432 which increased total open position to 1559


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1065, which was -82.85 lower than the previous day. The implied volatity was 13.65, the open interest changed by -5 which decreased total open position to 1121


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1147.85, which was -50.45 lower than the previous day. The implied volatity was 13.34, the open interest changed by 129 which increased total open position to 1128


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1198.3, which was 39.45 higher than the previous day. The implied volatity was 12.17, the open interest changed by -23 which decreased total open position to 1002


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1158.85, which was -84.70 lower than the previous day. The implied volatity was 12.86, the open interest changed by 6 which increased total open position to 1026


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1243.55, which was -27.35 lower than the previous day. The implied volatity was 12.72, the open interest changed by -103 which decreased total open position to 1021


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1270.9, which was 159.15 higher than the previous day. The implied volatity was 12.03, the open interest changed by 193 which increased total open position to 1128


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1111.75, which was 255.95 higher than the previous day. The implied volatity was 12.42, the open interest changed by 738 which increased total open position to 925


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 855.8, which was 181.00 higher than the previous day. The implied volatity was 12.54, the open interest changed by -8 which decreased total open position to 187


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 674.8, which was 18.30 higher than the previous day. The implied volatity was 12.88, the open interest changed by 35 which increased total open position to 194


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 656.5, which was -5.20 lower than the previous day. The implied volatity was 12.58, the open interest changed by -9 which decreased total open position to 158


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 661.7, which was 7.45 higher than the previous day. The implied volatity was 12.71, the open interest changed by 148 which increased total open position to 166


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 654.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 654.25, which was -52.75 lower than the previous day. The implied volatity was 11.59, the open interest changed by 12 which increased total open position to 18


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 707, which was 252.00 higher than the previous day. The implied volatity was 11.75, the open interest changed by 6 which increased total open position to 6


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 455, which was -1184.95 lower than the previous day. The implied volatity was 12.71, 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 1639.95, which was 0.00 lower than the previous day. The implied volatity was 2.60, 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 1639.95, which was 0.00 lower than the previous day. The implied volatity was 2.13, 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 1639.95, which was 0.00 lower than the previous day. The implied volatity was 2.57, 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 1639.95, which was 0.00 lower than the previous day. The implied volatity was 2.43, 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 1639.95, which was 0.00 lower than the previous day. The implied volatity was 2.37, 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 1639.95, which was 0.00 lower than the previous day. The implied volatity was 1.54, 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 1639.95, which was 0.00 lower than the previous day. The implied volatity was 0.75, 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 1639.95, which was 0.00 lower than the previous day. The implied volatity was 1.14, 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 1639.95, 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 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1639.95, which was 0.00 lower than the previous day. The implied volatity was 0.38, 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 1639.95, which was 0.00 lower than the previous day. The implied volatity was 0.41, 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 1639.95, which was 1639.95 higher than the previous day. The implied volatity was 1.24, 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 0.79, 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 53900 PE
Delta: -0.77
Vega: 47.88
Theta: -1.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 2564.35 205.85 18.16 9 3 2,096
24 Dec 51233.00 2358.5 23.30 15.06 91 -13 2,090
23 Dec 51317.60 2335.2 -468.35 14.91 27 4 2,103
20 Dec 50759.20 2803.55 646.25 17.51 147 -11 2,095
19 Dec 51575.70 2157.3 413.75 15.93 48 -18 2,107
18 Dec 52139.55 1743.55 418.10 15.74 230 -17 2,125
17 Dec 52834.80 1325.45 327.45 14.70 699 -12 2,146
16 Dec 53581.35 998 2.55 15.05 828 -19 2,163
13 Dec 53583.80 995.45 -142.40 15.58 1,227 207 2,181
12 Dec 53216.45 1137.85 52.10 14.97 452 -93 1,976
11 Dec 53391.35 1085.75 20.80 15.26 416 14 2,070
10 Dec 53577.70 1064.95 -76.40 16.18 325 -98 2,056
9 Dec 53407.75 1141.35 77.95 16.00 646 12 2,154
6 Dec 53509.50 1063.4 -3.80 15.24 1,924 564 2,144
5 Dec 53603.55 1067.2 -156.90 15.83 1,074 24 1,582
4 Dec 53266.90 1224.1 -309.20 15.66 2,236 796 1,622
3 Dec 52695.75 1533.3 58.30 15.86 1,103 806 826
2 Dec 52109.00 1475 0.00 0.00 0 0 0
29 Nov 52055.60 1475 0.00 0.00 0 0 20
28 Nov 51906.85 1475 -1288.00 10.05 21 16 16
27 Nov 52301.80 2763 0.00 - 0 0 0
26 Nov 52191.50 2763 0.00 - 0 0 0
25 Nov 52207.50 2763 0.00 - 0 0 0
22 Nov 51135.40 2763 0.00 - 0 0 0
21 Nov 50372.90 2763 0.00 - 0 0 0
19 Nov 50626.50 2763 0.00 - 0 0 0
18 Nov 50363.80 2763 0.00 - 0 0 0
14 Nov 50179.55 2763 0.00 - 0 0 0
13 Nov 50088.35 2763 0.00 - 0 0 0
12 Nov 51157.80 2763 2763.00 - 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 53900 expiring on 29JAN2025

Delta for 53900 PE is -0.77

Historical price for 53900 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 2564.35, which was 205.85 higher than the previous day. The implied volatity was 18.16, the open interest changed by 3 which increased total open position to 2096


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 2358.5, which was 23.30 higher than the previous day. The implied volatity was 15.06, the open interest changed by -13 which decreased total open position to 2090


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 2335.2, which was -468.35 lower than the previous day. The implied volatity was 14.91, the open interest changed by 4 which increased total open position to 2103


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2803.55, which was 646.25 higher than the previous day. The implied volatity was 17.51, the open interest changed by -11 which decreased total open position to 2095


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2157.3, which was 413.75 higher than the previous day. The implied volatity was 15.93, the open interest changed by -18 which decreased total open position to 2107


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1743.55, which was 418.10 higher than the previous day. The implied volatity was 15.74, the open interest changed by -17 which decreased total open position to 2125


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1325.45, which was 327.45 higher than the previous day. The implied volatity was 14.70, the open interest changed by -12 which decreased total open position to 2146


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 998, which was 2.55 higher than the previous day. The implied volatity was 15.05, the open interest changed by -19 which decreased total open position to 2163


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 995.45, which was -142.40 lower than the previous day. The implied volatity was 15.58, the open interest changed by 207 which increased total open position to 2181


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1137.85, which was 52.10 higher than the previous day. The implied volatity was 14.97, the open interest changed by -93 which decreased total open position to 1976


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1085.75, which was 20.80 higher than the previous day. The implied volatity was 15.26, the open interest changed by 14 which increased total open position to 2070


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1064.95, which was -76.40 lower than the previous day. The implied volatity was 16.18, the open interest changed by -98 which decreased total open position to 2056


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1141.35, which was 77.95 higher than the previous day. The implied volatity was 16.00, the open interest changed by 12 which increased total open position to 2154


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1063.4, which was -3.80 lower than the previous day. The implied volatity was 15.24, the open interest changed by 564 which increased total open position to 2144


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1067.2, which was -156.90 lower than the previous day. The implied volatity was 15.83, the open interest changed by 24 which increased total open position to 1582


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1224.1, which was -309.20 lower than the previous day. The implied volatity was 15.66, the open interest changed by 796 which increased total open position to 1622


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1533.3, which was 58.30 higher than the previous day. The implied volatity was 15.86, the open interest changed by 806 which increased total open position to 826


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1475, 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 1475, 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 20


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1475, which was -1288.00 lower than the previous day. The implied volatity was 10.05, the open interest changed by 16 which increased total open position to 16


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2763, 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 2763, 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 2763, 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 2763, 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 2763, 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 2763, 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 2763, 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 2763, 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 2763, 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 2763, which was 2763.00 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