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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 54200 CE
Delta: 0.13
Vega: 33.50
Theta: -8.55
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 139.8 1.45 13.67 26,948 1,148 4,717
24 Dec 51233.00 138.35 -23.70 12.81 5,743 758 3,594
23 Dec 51317.60 162.05 -14.40 13.19 3,955 810 2,848
20 Dec 50759.20 176.45 -151.15 14.54 3,741 19 2,021
19 Dec 51575.70 327.6 -184.65 14.64 4,033 466 2,005
18 Dec 52139.55 512.25 -207.75 14.82 3,810 258 1,541
17 Dec 52834.80 720 -263.20 14.61 1,111 220 1,280
16 Dec 53581.35 983.2 8.20 13.66 2,185 122 1,059
13 Dec 53583.80 975 63.75 11.92 1,509 8 936
12 Dec 53216.45 911.25 -66.85 13.46 328 0 922
11 Dec 53391.35 978.1 -93.70 13.06 460 35 931
10 Dec 53577.70 1071.8 70.85 12.60 459 37 895
9 Dec 53407.75 1000.95 -73.90 12.73 505 61 860
6 Dec 53509.50 1074.85 -19.80 12.56 1,929 434 804
5 Dec 53603.55 1094.65 155.55 11.84 676 112 370
4 Dec 53266.90 939.1 224.55 12.09 386 140 256
3 Dec 52695.75 714.55 199.40 12.25 157 13 117
2 Dec 52109.00 515.15 0.00 0.00 0 2 0
29 Nov 52055.60 515.15 -44.85 11.97 20 3 105
28 Nov 51906.85 560 -9.05 12.67 42 12 102
27 Nov 52301.80 569.05 0.00 0.00 0 90 0
26 Nov 52191.50 569.05 -956.80 11.57 90 86 86
25 Nov 52207.50 1525.85 0.00 1.21 0 0 0
22 Nov 51135.40 1525.85 0.00 2.10 0 0 0
21 Nov 50372.90 1525.85 0.00 2.72 0 0 0
19 Nov 50626.50 1525.85 0.00 2.62 0 0 0
18 Nov 50363.80 1525.85 0.00 2.67 0 0 0
14 Nov 50179.55 1525.85 0.00 2.70 0 0 0
13 Nov 50088.35 1525.85 0.00 2.04 0 0 0
12 Nov 51157.80 1525.85 0.00 1.78 0 0 0
11 Nov 51876.75 1525.85 0.00 1.23 0 0 0
8 Nov 51561.20 1525.85 0.00 1.41 0 0 0
7 Nov 51916.50 1525.85 0.00 1.11 0 0 0
6 Nov 52317.40 1525.85 0.00 0.64 0 0 0
5 Nov 52207.25 1525.85 0.00 1.79 0 0 0
4 Nov 51215.25 1525.85 1525.85 1.48 0 0 0
1 Nov 51673.90 0 0.00 1.05 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 54200 expiring on 29JAN2025

Delta for 54200 CE is 0.13

Historical price for 54200 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 139.8, which was 1.45 higher than the previous day. The implied volatity was 13.67, the open interest changed by 1148 which increased total open position to 4717


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 138.35, which was -23.70 lower than the previous day. The implied volatity was 12.81, the open interest changed by 758 which increased total open position to 3594


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 162.05, which was -14.40 lower than the previous day. The implied volatity was 13.19, the open interest changed by 810 which increased total open position to 2848


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 176.45, which was -151.15 lower than the previous day. The implied volatity was 14.54, the open interest changed by 19 which increased total open position to 2021


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 327.6, which was -184.65 lower than the previous day. The implied volatity was 14.64, the open interest changed by 466 which increased total open position to 2005


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 512.25, which was -207.75 lower than the previous day. The implied volatity was 14.82, the open interest changed by 258 which increased total open position to 1541


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 720, which was -263.20 lower than the previous day. The implied volatity was 14.61, the open interest changed by 220 which increased total open position to 1280


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 983.2, which was 8.20 higher than the previous day. The implied volatity was 13.66, the open interest changed by 122 which increased total open position to 1059


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 975, which was 63.75 higher than the previous day. The implied volatity was 11.92, the open interest changed by 8 which increased total open position to 936


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 911.25, which was -66.85 lower than the previous day. The implied volatity was 13.46, the open interest changed by 0 which decreased total open position to 922


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 978.1, which was -93.70 lower than the previous day. The implied volatity was 13.06, the open interest changed by 35 which increased total open position to 931


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1071.8, which was 70.85 higher than the previous day. The implied volatity was 12.60, the open interest changed by 37 which increased total open position to 895


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1000.95, which was -73.90 lower than the previous day. The implied volatity was 12.73, the open interest changed by 61 which increased total open position to 860


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1074.85, which was -19.80 lower than the previous day. The implied volatity was 12.56, the open interest changed by 434 which increased total open position to 804


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1094.65, which was 155.55 higher than the previous day. The implied volatity was 11.84, the open interest changed by 112 which increased total open position to 370


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 939.1, which was 224.55 higher than the previous day. The implied volatity was 12.09, the open interest changed by 140 which increased total open position to 256


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 714.55, which was 199.40 higher than the previous day. The implied volatity was 12.25, the open interest changed by 13 which increased total open position to 117


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 515.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 515.15, which was -44.85 lower than the previous day. The implied volatity was 11.97, the open interest changed by 3 which increased total open position to 105


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 560, which was -9.05 lower than the previous day. The implied volatity was 12.67, the open interest changed by 12 which increased total open position to 102


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 569.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 90 which increased total open position to 0


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 569.05, which was -956.80 lower than the previous day. The implied volatity was 11.57, the open interest changed by 86 which increased total open position to 86


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1525.85, which was 0.00 lower than the previous day. The implied volatity was 1.21, 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 1525.85, which was 0.00 lower than the previous day. The implied volatity was 2.10, 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 1525.85, which was 0.00 lower than the previous day. The implied volatity was 2.72, 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 1525.85, which was 0.00 lower than the previous day. The implied volatity was 2.62, 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 1525.85, which was 0.00 lower than the previous day. The implied volatity was 2.67, 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 1525.85, which was 0.00 lower than the previous day. The implied volatity was 2.70, 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 1525.85, which was 0.00 lower than the previous day. The implied volatity was 2.04, 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 1525.85, which was 0.00 lower than the previous day. The implied volatity was 1.78, 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 1525.85, which was 0.00 lower than the previous day. The implied volatity was 1.23, 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 1525.85, which was 0.00 lower than the previous day. The implied volatity was 1.41, 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 1525.85, which was 0.00 lower than the previous day. The implied volatity was 1.11, 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 1525.85, which was 0.00 lower than the previous day. The implied volatity was 0.64, 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 1525.85, which was 0.00 lower than the previous day. The implied volatity was 1.79, 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 1525.85, which was 1525.85 higher than the previous day. The implied volatity was 1.48, 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 1.05, 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 54200 PE
Delta: -0.83
Vega: 40.05
Theta: 2.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 2713.25 151.00 16.08 181 174 1,384
24 Dec 51233.00 2562.25 -66.20 14.05 4 1 1,209
23 Dec 51317.60 2628.45 -271.55 16.06 6 0 1,205
20 Dec 50759.20 2900 542.05 14.01 17 8 1,204
19 Dec 51575.70 2357.95 424.75 15.52 49 8 1,201
18 Dec 52139.55 1933.2 439.15 15.56 77 -12 1,195
17 Dec 52834.80 1494.05 362.05 14.56 283 -122 1,213
16 Dec 53581.35 1132 -2.55 14.86 1,448 9 1,335
13 Dec 53583.80 1134.55 -140.20 15.59 278 -5 1,320
12 Dec 53216.45 1274.75 41.70 14.72 158 -43 1,325
11 Dec 53391.35 1233.05 30.95 15.24 311 67 1,368
10 Dec 53577.70 1202.1 -74.80 16.13 322 -26 1,301
9 Dec 53407.75 1276.9 78.90 15.85 604 110 1,327
6 Dec 53509.50 1198 -14.05 15.11 1,204 174 1,216
5 Dec 53603.55 1212.05 -149.80 15.91 911 353 1,039
4 Dec 53266.90 1361.85 -1581.60 15.50 997 686 686
3 Dec 52695.75 2943.45 0.00 - 0 0 0
2 Dec 52109.00 2943.45 0.00 - 0 0 0
29 Nov 52055.60 2943.45 0.00 - 0 0 0
28 Nov 51906.85 2943.45 0.00 - 0 0 0
27 Nov 52301.80 2943.45 0.00 - 0 0 0
26 Nov 52191.50 2943.45 0.00 - 0 0 0
25 Nov 52207.50 2943.45 0.00 - 0 0 0
22 Nov 51135.40 2943.45 0.00 - 0 0 0
21 Nov 50372.90 2943.45 0.00 - 0 0 0
19 Nov 50626.50 2943.45 0.00 - 0 0 0
18 Nov 50363.80 2943.45 0.00 - 0 0 0
14 Nov 50179.55 2943.45 0.00 - 0 0 0
13 Nov 50088.35 2943.45 0.00 - 0 0 0
12 Nov 51157.80 2943.45 0.00 - 0 0 0
11 Nov 51876.75 2943.45 0.00 - 0 0 0
8 Nov 51561.20 2943.45 2943.45 - 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 54200 expiring on 29JAN2025

Delta for 54200 PE is -0.83

Historical price for 54200 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 2713.25, which was 151.00 higher than the previous day. The implied volatity was 16.08, the open interest changed by 174 which increased total open position to 1384


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 2562.25, which was -66.20 lower than the previous day. The implied volatity was 14.05, the open interest changed by 1 which increased total open position to 1209


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 2628.45, which was -271.55 lower than the previous day. The implied volatity was 16.06, the open interest changed by 0 which decreased total open position to 1205


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2900, which was 542.05 higher than the previous day. The implied volatity was 14.01, the open interest changed by 8 which increased total open position to 1204


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2357.95, which was 424.75 higher than the previous day. The implied volatity was 15.52, the open interest changed by 8 which increased total open position to 1201


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1933.2, which was 439.15 higher than the previous day. The implied volatity was 15.56, the open interest changed by -12 which decreased total open position to 1195


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1494.05, which was 362.05 higher than the previous day. The implied volatity was 14.56, the open interest changed by -122 which decreased total open position to 1213


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1132, which was -2.55 lower than the previous day. The implied volatity was 14.86, the open interest changed by 9 which increased total open position to 1335


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1134.55, which was -140.20 lower than the previous day. The implied volatity was 15.59, the open interest changed by -5 which decreased total open position to 1320


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1274.75, which was 41.70 higher than the previous day. The implied volatity was 14.72, the open interest changed by -43 which decreased total open position to 1325


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1233.05, which was 30.95 higher than the previous day. The implied volatity was 15.24, the open interest changed by 67 which increased total open position to 1368


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1202.1, which was -74.80 lower than the previous day. The implied volatity was 16.13, the open interest changed by -26 which decreased total open position to 1301


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1276.9, which was 78.90 higher than the previous day. The implied volatity was 15.85, the open interest changed by 110 which increased total open position to 1327


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1198, which was -14.05 lower than the previous day. The implied volatity was 15.11, the open interest changed by 174 which increased total open position to 1216


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1212.05, which was -149.80 lower than the previous day. The implied volatity was 15.91, the open interest changed by 353 which increased total open position to 1039


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1361.85, which was -1581.60 lower than the previous day. The implied volatity was 15.50, the open interest changed by 686 which increased total open position to 686


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2943.45, 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 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2943.45, 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 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2943.45, 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 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2943.45, 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 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2943.45, 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 2943.45, 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 2943.45, 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 2943.45, 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 2943.45, 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 2943.45, 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 2943.45, 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 2943.45, 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 2943.45, 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 2943.45, 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 2943.45, 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 2943.45, which was 2943.45 higher 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