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BANKNIFTY
Nifty Bank

49809.25 -1179.55 (-2.31%)

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Historical option data for BANKNIFTY

06 Jan 2025 02:16 PM IST
BANKNIFTY 30JAN2025 54300 CE
Delta: 0.05
Vega: 13.06
Theta: -5.71
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 49807.25 48.1 -29.90 18.58 42,194 1,393 9,563
3 Jan 50988.80 78 -50.10 14.74 32,674 36 8,514
2 Jan 51605.55 128.1 13.73 31,815 78 8,542


For Nifty Bank - strike price 54300 expiring on 30JAN2025

Delta for 54300 CE is 0.05

Historical price for 54300 CE is as follows

On 6 Jan BANKNIFTY was trading at 49807.25. The strike last trading price was 48.1, which was -29.90 lower than the previous day. The implied volatity was 18.58, the open interest changed by 1393 which increased total open position to 9563


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 78, which was -50.10 lower than the previous day. The implied volatity was 14.74, the open interest changed by 36 which increased total open position to 8514


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 128.1, which was lower than the previous day. The implied volatity was 13.73, the open interest changed by 78 which increased total open position to 8542


BANKNIFTY 30JAN2025 54300 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
6 Jan 49807.25 3851.7 1275.00 - 1 0 1,726
3 Jan 50988.80 2576.7 0.00 0.00 0 1,726 0
2 Jan 51605.55 2576.7 18.42 2 -2 1,726


For Nifty Bank - strike price 54300 expiring on 30JAN2025

Delta for 54300 PE is -

Historical price for 54300 PE is as follows

On 6 Jan BANKNIFTY was trading at 49807.25. The strike last trading price was 3851.7, which was 1275.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1726


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 2576.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1726 which increased total open position to 0


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2576.7, which was lower than the previous day. The implied volatity was 18.42, the open interest changed by -2 which decreased total open position to 1726