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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 54300 CE
Delta: 0.13
Vega: 32.31
Theta: -8.29
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 132.5 9.10 13.81 25,185 1,039 4,752
24 Dec 51233.00 123.4 -30.40 12.75 5,073 1,489 3,722
23 Dec 51317.60 153.8 -10.40 13.33 2,314 503 2,232
20 Dec 50759.20 164.2 -135.85 14.55 2,638 87 1,702
19 Dec 51575.70 300.05 -186.55 14.50 3,749 377 1,615
18 Dec 52139.55 486.6 -198.85 14.87 2,471 90 1,239
17 Dec 52834.80 685.45 -284.30 14.64 708 90 1,149
16 Dec 53581.35 969.75 49.40 14.12 1,651 68 1,057
13 Dec 53583.80 920.35 55.00 11.86 1,422 184 989
12 Dec 53216.45 865.35 -70.15 13.43 216 11 802
11 Dec 53391.35 935.5 -80.00 13.11 221 -25 792
10 Dec 53577.70 1015.5 64.70 12.52 272 97 819
9 Dec 53407.75 950.8 -76.20 12.73 433 18 723
6 Dec 53509.50 1027 -19.05 12.57 1,311 224 704
5 Dec 53603.55 1046.05 144.45 11.89 740 81 479
4 Dec 53266.90 901.6 223.60 12.19 733 367 397
3 Dec 52695.75 678 85.90 12.19 32 1 30
2 Dec 52109.00 592.1 0.00 0.00 0 0 0
29 Nov 52055.60 592.1 0.00 0.00 0 0 29
28 Nov 51906.85 592.1 0.00 0.00 0 4 0
27 Nov 52301.80 592.1 -7.90 11.90 4 0 25
26 Nov 52191.50 600 0.00 0.00 0 25 0
25 Nov 52207.50 600 -889.15 12.15 25 24 24
22 Nov 51135.40 1489.15 0.00 2.19 0 0 0
21 Nov 50372.90 1489.15 0.00 2.80 0 0 0
19 Nov 50626.50 1489.15 0.00 2.74 0 0 0
18 Nov 50363.80 1489.15 0.00 2.76 0 0 0
14 Nov 50179.55 1489.15 0.00 2.79 0 0 0
13 Nov 50088.35 1489.15 0.00 2.71 0 0 0
12 Nov 51157.80 1489.15 0.00 1.89 0 0 0
11 Nov 51876.75 1489.15 0.00 1.25 0 0 0
8 Nov 51561.20 1489.15 0.00 1.50 0 0 0
7 Nov 51916.50 1489.15 0.00 1.22 0 0 0
6 Nov 52317.40 1489.15 0.00 0.73 0 0 0
5 Nov 52207.25 1489.15 0.00 0.75 0 0 0
4 Nov 51215.25 1489.15 1489.15 1.49 0 0 0
1 Nov 51673.90 0 0.00 1.14 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 54300 expiring on 29JAN2025

Delta for 54300 CE is 0.13

Historical price for 54300 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 132.5, which was 9.10 higher than the previous day. The implied volatity was 13.81, the open interest changed by 1039 which increased total open position to 4752


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 123.4, which was -30.40 lower than the previous day. The implied volatity was 12.75, the open interest changed by 1489 which increased total open position to 3722


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 153.8, which was -10.40 lower than the previous day. The implied volatity was 13.33, the open interest changed by 503 which increased total open position to 2232


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 164.2, which was -135.85 lower than the previous day. The implied volatity was 14.55, the open interest changed by 87 which increased total open position to 1702


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 300.05, which was -186.55 lower than the previous day. The implied volatity was 14.50, the open interest changed by 377 which increased total open position to 1615


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 486.6, which was -198.85 lower than the previous day. The implied volatity was 14.87, the open interest changed by 90 which increased total open position to 1239


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 685.45, which was -284.30 lower than the previous day. The implied volatity was 14.64, the open interest changed by 90 which increased total open position to 1149


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 969.75, which was 49.40 higher than the previous day. The implied volatity was 14.12, the open interest changed by 68 which increased total open position to 1057


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 920.35, which was 55.00 higher than the previous day. The implied volatity was 11.86, the open interest changed by 184 which increased total open position to 989


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 865.35, which was -70.15 lower than the previous day. The implied volatity was 13.43, the open interest changed by 11 which increased total open position to 802


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 935.5, which was -80.00 lower than the previous day. The implied volatity was 13.11, the open interest changed by -25 which decreased total open position to 792


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1015.5, which was 64.70 higher than the previous day. The implied volatity was 12.52, the open interest changed by 97 which increased total open position to 819


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 950.8, which was -76.20 lower than the previous day. The implied volatity was 12.73, the open interest changed by 18 which increased total open position to 723


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1027, which was -19.05 lower than the previous day. The implied volatity was 12.57, the open interest changed by 224 which increased total open position to 704


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1046.05, which was 144.45 higher than the previous day. The implied volatity was 11.89, the open interest changed by 81 which increased total open position to 479


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 901.6, which was 223.60 higher than the previous day. The implied volatity was 12.19, the open interest changed by 367 which increased total open position to 397


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 678, which was 85.90 higher than the previous day. The implied volatity was 12.19, the open interest changed by 1 which increased total open position to 30


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 592.1, 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 592.1, 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 29


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 592.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 592.1, which was -7.90 lower than the previous day. The implied volatity was 11.90, the open interest changed by 0 which decreased total open position to 25


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 600, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 25 which increased total open position to 0


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 600, which was -889.15 lower than the previous day. The implied volatity was 12.15, the open interest changed by 24 which increased total open position to 24


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1489.15, which was 0.00 lower than the previous day. The implied volatity was 2.19, 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 1489.15, which was 0.00 lower than the previous day. The implied volatity was 2.80, 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 1489.15, which was 0.00 lower than the previous day. The implied volatity was 2.74, 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 1489.15, which was 0.00 lower than the previous day. The implied volatity was 2.76, 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 1489.15, which was 0.00 lower than the previous day. The implied volatity was 2.79, 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 1489.15, which was 0.00 lower than the previous day. The implied volatity was 2.71, 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 1489.15, which was 0.00 lower than the previous day. The implied volatity was 1.89, 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 1489.15, which was 0.00 lower than the previous day. The implied volatity was 1.25, 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 1489.15, which was 0.00 lower than the previous day. The implied volatity was 1.50, 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 1489.15, which was 0.00 lower than the previous day. The implied volatity was 1.22, 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 1489.15, which was 0.00 lower than the previous day. The implied volatity was 0.73, 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 1489.15, 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 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1489.15, which was 1489.15 higher than the previous day. The implied volatity was 1.49, 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 1.14, 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 54300 PE
Delta: -0.83
Vega: 38.94
Theta: 3.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 2801.8 801.80 16.20 25 1 1,732
24 Dec 51233.00 2000 0.00 0.00 0 0 0
23 Dec 51317.60 2000 0.00 0.00 0 0 0
20 Dec 50759.20 2000 0.00 0.00 0 0 0
19 Dec 51575.70 2000 0.00 0.00 0 -2 0
18 Dec 52139.55 2000 446.40 15.52 11 -2 1,731
17 Dec 52834.80 1553.6 371.70 14.52 333 99 1,733
16 Dec 53581.35 1181.9 -8.70 14.83 1,255 -115 1,637
13 Dec 53583.80 1190.6 -136.00 15.65 130 -3 1,752
12 Dec 53216.45 1326.6 53.35 14.68 148 -19 1,755
11 Dec 53391.35 1273.25 35.50 15.08 300 72 1,774
10 Dec 53577.70 1237.75 -81.30 15.92 364 -14 1,702
9 Dec 53407.75 1319.05 81.60 15.74 484 112 1,716
6 Dec 53509.50 1237.45 -20.60 15.02 1,834 460 1,604
5 Dec 53603.55 1258.05 -156.25 15.88 1,102 500 1,145
4 Dec 53266.90 1414.3 -538.90 15.50 973 639 648
3 Dec 52695.75 1953.2 0.00 0.00 0 0 0
2 Dec 52109.00 1953.2 0.00 0.00 0 0 0
29 Nov 52055.60 1953.2 0.00 0.00 0 0 9
28 Nov 51906.85 1953.2 0.00 0.00 0 1 0
27 Nov 52301.80 1953.2 -197.15 15.40 1 0 8
26 Nov 52191.50 2150.35 0.00 0.00 0 8 0
25 Nov 52207.50 2150.35 -854.65 16.95 8 0 0
22 Nov 51135.40 3005 0.00 - 0 0 0
21 Nov 50372.90 3005 0.00 - 0 0 0
19 Nov 50626.50 3005 0.00 - 0 0 0
18 Nov 50363.80 3005 0.00 - 0 0 0
14 Nov 50179.55 3005 0.00 - 0 0 0
13 Nov 50088.35 3005 0.00 - 0 0 0
12 Nov 51157.80 3005 0.00 - 0 0 0
11 Nov 51876.75 3005 0.00 - 0 0 0
8 Nov 51561.20 3005 3005.00 - 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 54300 expiring on 29JAN2025

Delta for 54300 PE is -0.83

Historical price for 54300 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 2801.8, which was 801.80 higher than the previous day. The implied volatity was 16.20, the open interest changed by 1 which increased total open position to 1732


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 2000, 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 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 2000, 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 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2000, 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 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2000, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2000, which was 446.40 higher than the previous day. The implied volatity was 15.52, the open interest changed by -2 which decreased total open position to 1731


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1553.6, which was 371.70 higher than the previous day. The implied volatity was 14.52, the open interest changed by 99 which increased total open position to 1733


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1181.9, which was -8.70 lower than the previous day. The implied volatity was 14.83, the open interest changed by -115 which decreased total open position to 1637


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1190.6, which was -136.00 lower than the previous day. The implied volatity was 15.65, the open interest changed by -3 which decreased total open position to 1752


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1326.6, which was 53.35 higher than the previous day. The implied volatity was 14.68, the open interest changed by -19 which decreased total open position to 1755


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1273.25, which was 35.50 higher than the previous day. The implied volatity was 15.08, the open interest changed by 72 which increased total open position to 1774


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1237.75, which was -81.30 lower than the previous day. The implied volatity was 15.92, the open interest changed by -14 which decreased total open position to 1702


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1319.05, which was 81.60 higher than the previous day. The implied volatity was 15.74, the open interest changed by 112 which increased total open position to 1716


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1237.45, which was -20.60 lower than the previous day. The implied volatity was 15.02, the open interest changed by 460 which increased total open position to 1604


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1258.05, which was -156.25 lower than the previous day. The implied volatity was 15.88, the open interest changed by 500 which increased total open position to 1145


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1414.3, which was -538.90 lower than the previous day. The implied volatity was 15.50, the open interest changed by 639 which increased total open position to 648


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1953.2, 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 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1953.2, 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 1953.2, 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 9


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1953.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1953.2, which was -197.15 lower than the previous day. The implied volatity was 15.40, the open interest changed by 0 which decreased total open position to 8


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2150.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2150.35, which was -854.65 lower than the previous day. The implied volatity was 16.95, 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 3005, 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 3005, 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 3005, 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 3005, 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 3005, 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 3005, 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 3005, 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 3005, 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 3005, which was 3005.00 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