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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 54000 CE
Delta: 0.15
Vega: 37.24
Theta: -9.69
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 171.35 6.35 13.81 2,39,756 20,299 86,796
24 Dec 51233.00 165 -32.95 12.84 76,661 9,775 66,685
23 Dec 51317.60 197.95 -4.05 13.35 87,256 370 56,986
20 Dec 50759.20 202 -164.05 14.51 96,523 12,620 56,355
19 Dec 51575.70 366.05 -204.15 14.53 68,109 1,108 43,825
18 Dec 52139.55 570.2 -221.85 14.78 46,190 6,794 42,702
17 Dec 52834.80 792.05 -295.95 14.54 31,884 2,542 35,960
16 Dec 53581.35 1088 7.00 13.75 26,214 4,672 33,412
13 Dec 53583.80 1081 73.70 11.91 52,802 2,488 28,716
12 Dec 53216.45 1007.3 -72.70 13.52 8,532 1,311 26,164
11 Dec 53391.35 1080 -96.00 13.12 11,906 1,396 24,825
10 Dec 53577.70 1176 71.50 12.59 12,394 2,212 23,491
9 Dec 53407.75 1104.5 -80.50 12.79 8,958 727 21,344
6 Dec 53509.50 1185 -20.30 12.65 25,976 5,019 20,641
5 Dec 53603.55 1205.3 148.65 11.92 18,740 2,393 15,657
4 Dec 53266.90 1056.65 237.20 12.36 12,337 1,642 13,292
3 Dec 52695.75 819.45 174.75 12.58 6,858 846 11,660
2 Dec 52109.00 644.7 37.35 12.93 10,770 1,484 10,807
29 Nov 52055.60 607.35 -14.35 12.38 5,146 -238 9,307
28 Nov 51906.85 621.7 -57.20 12.62 7,909 1,299 9,547
27 Nov 52301.80 678.9 28.75 11.71 3,449 1,316 8,262
26 Nov 52191.50 650.15 -30.05 11.74 5,404 1,975 6,915
25 Nov 52207.50 680.2 252.20 11.89 4,925 2,811 4,901
22 Nov 51135.40 428 110.70 12.67 3,004 1,067 3,157
21 Nov 50372.90 317.3 -4.70 13.11 1,791 -80 2,090
19 Nov 50626.50 322 3.15 12.86 1,865 544 2,177
18 Nov 50363.80 318.85 -1.15 12.99 1,100 226 1,632
14 Nov 50179.55 320 -58.00 12.97 1,655 471 1,407
13 Nov 50088.35 378 -177.00 13.50 2,448 -186 924
12 Nov 51157.80 555 -203.90 12.87 1,531 -122 1,127
11 Nov 51876.75 758.9 48.90 12.41 1,260 476 1,250
8 Nov 51561.20 710 -150.00 12.64 1,304 396 784
7 Nov 51916.50 860 -214.30 12.63 200 -8 373
6 Nov 52317.40 1074.3 54.35 12.50 117 80 380
5 Nov 52207.25 1019.95 251.95 13.09 192 139 297
4 Nov 51215.25 768 -78.35 13.87 166 123 158
1 Nov 51673.90 846.35 -73.65 12.62 4 2 35
31 Oct 51559.20 920.00 - 34 33 33


For Nifty Bank - strike price 54000 expiring on 29JAN2025

Delta for 54000 CE is 0.15

Historical price for 54000 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 171.35, which was 6.35 higher than the previous day. The implied volatity was 13.81, the open interest changed by 20299 which increased total open position to 86796


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 165, which was -32.95 lower than the previous day. The implied volatity was 12.84, the open interest changed by 9775 which increased total open position to 66685


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 197.95, which was -4.05 lower than the previous day. The implied volatity was 13.35, the open interest changed by 370 which increased total open position to 56986


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 202, which was -164.05 lower than the previous day. The implied volatity was 14.51, the open interest changed by 12620 which increased total open position to 56355


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 366.05, which was -204.15 lower than the previous day. The implied volatity was 14.53, the open interest changed by 1108 which increased total open position to 43825


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 570.2, which was -221.85 lower than the previous day. The implied volatity was 14.78, the open interest changed by 6794 which increased total open position to 42702


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 792.05, which was -295.95 lower than the previous day. The implied volatity was 14.54, the open interest changed by 2542 which increased total open position to 35960


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1088, which was 7.00 higher than the previous day. The implied volatity was 13.75, the open interest changed by 4672 which increased total open position to 33412


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1081, which was 73.70 higher than the previous day. The implied volatity was 11.91, the open interest changed by 2488 which increased total open position to 28716


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1007.3, which was -72.70 lower than the previous day. The implied volatity was 13.52, the open interest changed by 1311 which increased total open position to 26164


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1080, which was -96.00 lower than the previous day. The implied volatity was 13.12, the open interest changed by 1396 which increased total open position to 24825


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1176, which was 71.50 higher than the previous day. The implied volatity was 12.59, the open interest changed by 2212 which increased total open position to 23491


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1104.5, which was -80.50 lower than the previous day. The implied volatity was 12.79, the open interest changed by 727 which increased total open position to 21344


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1185, which was -20.30 lower than the previous day. The implied volatity was 12.65, the open interest changed by 5019 which increased total open position to 20641


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1205.3, which was 148.65 higher than the previous day. The implied volatity was 11.92, the open interest changed by 2393 which increased total open position to 15657


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1056.65, which was 237.20 higher than the previous day. The implied volatity was 12.36, the open interest changed by 1642 which increased total open position to 13292


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 819.45, which was 174.75 higher than the previous day. The implied volatity was 12.58, the open interest changed by 846 which increased total open position to 11660


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 644.7, which was 37.35 higher than the previous day. The implied volatity was 12.93, the open interest changed by 1484 which increased total open position to 10807


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 607.35, which was -14.35 lower than the previous day. The implied volatity was 12.38, the open interest changed by -238 which decreased total open position to 9307


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 621.7, which was -57.20 lower than the previous day. The implied volatity was 12.62, the open interest changed by 1299 which increased total open position to 9547


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 678.9, which was 28.75 higher than the previous day. The implied volatity was 11.71, the open interest changed by 1316 which increased total open position to 8262


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 650.15, which was -30.05 lower than the previous day. The implied volatity was 11.74, the open interest changed by 1975 which increased total open position to 6915


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 680.2, which was 252.20 higher than the previous day. The implied volatity was 11.89, the open interest changed by 2811 which increased total open position to 4901


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 428, which was 110.70 higher than the previous day. The implied volatity was 12.67, the open interest changed by 1067 which increased total open position to 3157


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 317.3, which was -4.70 lower than the previous day. The implied volatity was 13.11, the open interest changed by -80 which decreased total open position to 2090


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 322, which was 3.15 higher than the previous day. The implied volatity was 12.86, the open interest changed by 544 which increased total open position to 2177


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 318.85, which was -1.15 lower than the previous day. The implied volatity was 12.99, the open interest changed by 226 which increased total open position to 1632


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 320, which was -58.00 lower than the previous day. The implied volatity was 12.97, the open interest changed by 471 which increased total open position to 1407


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 378, which was -177.00 lower than the previous day. The implied volatity was 13.50, the open interest changed by -186 which decreased total open position to 924


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 555, which was -203.90 lower than the previous day. The implied volatity was 12.87, the open interest changed by -122 which decreased total open position to 1127


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 758.9, which was 48.90 higher than the previous day. The implied volatity was 12.41, the open interest changed by 476 which increased total open position to 1250


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 710, which was -150.00 lower than the previous day. The implied volatity was 12.64, the open interest changed by 396 which increased total open position to 784


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 860, which was -214.30 lower than the previous day. The implied volatity was 12.63, the open interest changed by -8 which decreased total open position to 373


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1074.3, which was 54.35 higher than the previous day. The implied volatity was 12.50, the open interest changed by 80 which increased total open position to 380


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1019.95, which was 251.95 higher than the previous day. The implied volatity was 13.09, the open interest changed by 139 which increased total open position to 297


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 768, which was -78.35 lower than the previous day. The implied volatity was 13.87, the open interest changed by 123 which increased total open position to 158


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 846.35, which was -73.65 lower than the previous day. The implied volatity was 12.62, the open interest changed by 2 which increased total open position to 35


On 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 920.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 54000 PE
Delta: -0.80
Vega: 43.64
Theta: 1.38
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 2565 221.45 16.45 2,826 347 14,671
24 Dec 51233.00 2343.55 -76.45 12.98 7,087 863 14,321
23 Dec 51317.60 2420 -456.20 15.02 6,510 992 13,462
20 Dec 50759.20 2876.2 688.90 17.37 3,798 186 12,470
19 Dec 51575.70 2187.3 402.55 15.17 5,535 -534 12,292
18 Dec 52139.55 1784.75 379.85 15.36 6,113 -374 12,832
17 Dec 52834.80 1404.9 359.30 15.00 10,918 -527 13,232
16 Dec 53581.35 1045.6 14.50 15.04 13,970 1,630 13,766
13 Dec 53583.80 1031.1 -157.90 15.45 16,414 -403 12,158
12 Dec 53216.45 1189 41.40 14.98 6,539 648 12,511
11 Dec 53391.35 1147.6 31.25 15.43 7,843 1,225 11,864
10 Dec 53577.70 1116.35 -65.65 16.25 6,703 457 10,537
9 Dec 53407.75 1182 67.45 15.91 5,509 455 10,078
6 Dec 53509.50 1114.55 -16.45 15.30 12,398 2,457 9,566
5 Dec 53603.55 1131 -130.00 16.05 9,274 2,979 7,113
4 Dec 53266.90 1261 -308.40 15.52 3,989 1,531 4,160
3 Dec 52695.75 1569.4 -313.05 15.62 2,608 1,345 2,630
2 Dec 52109.00 1882.45 15.55 15.57 560 160 1,272
29 Nov 52055.60 1866.9 -19.45 14.62 721 157 1,116
28 Nov 51906.85 1886.35 166.55 14.47 1,375 368 959
27 Nov 52301.80 1719.8 -123.80 14.80 330 85 590
26 Nov 52191.50 1843.6 -21.75 15.44 434 136 464
25 Nov 52207.50 1865.35 -746.45 15.76 637 222 328
22 Nov 51135.40 2611.8 -508.20 16.34 52 10 116
21 Nov 50372.90 3120 137.90 17.00 115 59 104
19 Nov 50626.50 2982.1 -148.55 15.48 44 -3 45
18 Nov 50363.80 3130.65 59.45 16.45 10 -2 47
14 Nov 50179.55 3071.2 -417.45 14.44 14 11 52
13 Nov 50088.35 3488.65 1513.65 20.42 21 13 42
12 Nov 51157.80 1975 22.00 8.69 1 0 28
11 Nov 51876.75 1953 -153.15 14.17 16 11 27
8 Nov 51561.20 2106.15 106.15 13.93 2 0 14
7 Nov 51916.50 2000 350.00 15.17 3 2 13
6 Nov 52317.40 1650 -323.80 14.41 1 0 10
5 Nov 52207.25 1973.8 1973.80 16.41 10 5 5
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 54000 expiring on 29JAN2025

Delta for 54000 PE is -0.80

Historical price for 54000 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 2565, which was 221.45 higher than the previous day. The implied volatity was 16.45, the open interest changed by 347 which increased total open position to 14671


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 2343.55, which was -76.45 lower than the previous day. The implied volatity was 12.98, the open interest changed by 863 which increased total open position to 14321


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 2420, which was -456.20 lower than the previous day. The implied volatity was 15.02, the open interest changed by 992 which increased total open position to 13462


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2876.2, which was 688.90 higher than the previous day. The implied volatity was 17.37, the open interest changed by 186 which increased total open position to 12470


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2187.3, which was 402.55 higher than the previous day. The implied volatity was 15.17, the open interest changed by -534 which decreased total open position to 12292


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1784.75, which was 379.85 higher than the previous day. The implied volatity was 15.36, the open interest changed by -374 which decreased total open position to 12832


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1404.9, which was 359.30 higher than the previous day. The implied volatity was 15.00, the open interest changed by -527 which decreased total open position to 13232


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1045.6, which was 14.50 higher than the previous day. The implied volatity was 15.04, the open interest changed by 1630 which increased total open position to 13766


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1031.1, which was -157.90 lower than the previous day. The implied volatity was 15.45, the open interest changed by -403 which decreased total open position to 12158


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1189, which was 41.40 higher than the previous day. The implied volatity was 14.98, the open interest changed by 648 which increased total open position to 12511


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1147.6, which was 31.25 higher than the previous day. The implied volatity was 15.43, the open interest changed by 1225 which increased total open position to 11864


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1116.35, which was -65.65 lower than the previous day. The implied volatity was 16.25, the open interest changed by 457 which increased total open position to 10537


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1182, which was 67.45 higher than the previous day. The implied volatity was 15.91, the open interest changed by 455 which increased total open position to 10078


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1114.55, which was -16.45 lower than the previous day. The implied volatity was 15.30, the open interest changed by 2457 which increased total open position to 9566


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1131, which was -130.00 lower than the previous day. The implied volatity was 16.05, the open interest changed by 2979 which increased total open position to 7113


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1261, which was -308.40 lower than the previous day. The implied volatity was 15.52, the open interest changed by 1531 which increased total open position to 4160


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1569.4, which was -313.05 lower than the previous day. The implied volatity was 15.62, the open interest changed by 1345 which increased total open position to 2630


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1882.45, which was 15.55 higher than the previous day. The implied volatity was 15.57, the open interest changed by 160 which increased total open position to 1272


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1866.9, which was -19.45 lower than the previous day. The implied volatity was 14.62, the open interest changed by 157 which increased total open position to 1116


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1886.35, which was 166.55 higher than the previous day. The implied volatity was 14.47, the open interest changed by 368 which increased total open position to 959


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1719.8, which was -123.80 lower than the previous day. The implied volatity was 14.80, the open interest changed by 85 which increased total open position to 590


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1843.6, which was -21.75 lower than the previous day. The implied volatity was 15.44, the open interest changed by 136 which increased total open position to 464


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1865.35, which was -746.45 lower than the previous day. The implied volatity was 15.76, the open interest changed by 222 which increased total open position to 328


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2611.8, which was -508.20 lower than the previous day. The implied volatity was 16.34, the open interest changed by 10 which increased total open position to 116


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 3120, which was 137.90 higher than the previous day. The implied volatity was 17.00, the open interest changed by 59 which increased total open position to 104


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2982.1, which was -148.55 lower than the previous day. The implied volatity was 15.48, the open interest changed by -3 which decreased total open position to 45


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 3130.65, which was 59.45 higher than the previous day. The implied volatity was 16.45, the open interest changed by -2 which decreased total open position to 47


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 3071.2, which was -417.45 lower than the previous day. The implied volatity was 14.44, the open interest changed by 11 which increased total open position to 52


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 3488.65, which was 1513.65 higher than the previous day. The implied volatity was 20.42, the open interest changed by 13 which increased total open position to 42


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1975, which was 22.00 higher than the previous day. The implied volatity was 8.69, the open interest changed by 0 which decreased total open position to 28


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 1953, which was -153.15 lower than the previous day. The implied volatity was 14.17, the open interest changed by 11 which increased total open position to 27


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2106.15, which was 106.15 higher than the previous day. The implied volatity was 13.93, the open interest changed by 0 which decreased total open position to 14


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2000, which was 350.00 higher than the previous day. The implied volatity was 15.17, the open interest changed by 2 which increased total open position to 13


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1650, which was -323.80 lower than the previous day. The implied volatity was 14.41, the open interest changed by 0 which decreased total open position to 10


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 1973.8, which was 1973.80 higher than the previous day. The implied volatity was 16.41, the open interest changed by 5 which increased total open position to 5


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