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[--[65.84.65.76]--]
BANKNIFTY
Nifty Bank

49922 -1066.80 (-2.09%)

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Historical option data for BANKNIFTY

06 Jan 2025 04:13 PM IST
BANKNIFTY 30JAN2025 54400 CE
Delta: 0.05
Vega: 13.08
Theta: -5.65
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 49922.00 47.4 -25.60 18.30 44,004 1,803 10,522
3 Jan 50988.80 73 -44.30 14.84 41,664 1,782 8,863
2 Jan 51605.55 117.3 13.76 34,718 -644 7,218


For Nifty Bank - strike price 54400 expiring on 30JAN2025

Delta for 54400 CE is 0.05

Historical price for 54400 CE is as follows

On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 47.4, which was -25.60 lower than the previous day. The implied volatity was 18.30, the open interest changed by 1803 which increased total open position to 10522


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 73, which was -44.30 lower than the previous day. The implied volatity was 14.84, the open interest changed by 1782 which increased total open position to 8863


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 117.3, which was lower than the previous day. The implied volatity was 13.76, the open interest changed by -644 which decreased total open position to 7218


BANKNIFTY 30JAN2025 54400 PE
Delta: -0.87
Vega: 26.87
Theta: -1.58
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 49922.00 4292.7 1005.75 26.24 18 -7 1,724
3 Jan 50988.80 3286.95 651.95 21.38 36 -6 1,731
2 Jan 51605.55 2635 17.88 753 -2 1,736


For Nifty Bank - strike price 54400 expiring on 30JAN2025

Delta for 54400 PE is -0.87

Historical price for 54400 PE is as follows

On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 4292.7, which was 1005.75 higher than the previous day. The implied volatity was 26.24, the open interest changed by -7 which decreased total open position to 1724


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 3286.95, which was 651.95 higher than the previous day. The implied volatity was 21.38, the open interest changed by -6 which decreased total open position to 1731


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2635, which was lower than the previous day. The implied volatity was 17.88, the open interest changed by -2 which decreased total open position to 1736