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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 54400 CE
Delta: 0.12
Vega: 30.78
Theta: -7.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 122 7.00 13.83 24,287 622 3,396
24 Dec 51233.00 115 -36.10 12.80 6,370 1,132 2,871
23 Dec 51317.60 151.1 -2.20 13.61 2,459 369 1,741
20 Dec 50759.20 153.3 -130.70 14.61 1,885 33 1,371
19 Dec 51575.70 284 -174.00 14.58 2,266 237 1,339
18 Dec 52139.55 458 -186.00 14.85 1,386 -101 1,106
17 Dec 52834.80 644 -234.50 14.55 608 -79 1,206
16 Dec 53581.35 878.5 -2.60 13.50 1,224 338 1,286
13 Dec 53583.80 881.1 58.50 11.97 2,066 126 943
12 Dec 53216.45 822.6 -64.55 13.43 223 -47 817
11 Dec 53391.35 887.15 -80.80 13.06 250 -51 864
10 Dec 53577.70 967.95 65.70 12.53 292 40 921
9 Dec 53407.75 902.25 -69.75 12.66 401 -40 880
6 Dec 53509.50 972 -22.20 12.48 1,499 324 939
5 Dec 53603.55 994.2 133.75 11.87 709 37 610
4 Dec 53266.90 860.45 214.55 12.22 444 -25 565
3 Dec 52695.75 645.9 148.55 12.33 295 23 590
2 Dec 52109.00 497.35 21.75 12.62 865 271 567
29 Nov 52055.60 475.6 -2.25 12.24 983 98 295
28 Nov 51906.85 477.85 -975.25 12.29 256 200 200
27 Nov 52301.80 1453.1 0.00 1.27 0 0 0
26 Nov 52191.50 1453.1 0.00 1.36 0 0 0
25 Nov 52207.50 1453.1 0.00 1.49 0 0 0
22 Nov 51135.40 1453.1 0.00 2.28 0 0 0
21 Nov 50372.90 1453.1 0.00 2.90 0 0 0
19 Nov 50626.50 1453.1 0.00 2.83 0 0 0
18 Nov 50363.80 1453.1 0.00 2.97 0 0 0
14 Nov 50179.55 1453.1 0.00 2.88 0 0 0
13 Nov 50088.35 1453.1 0.00 2.80 0 0 0
12 Nov 51157.80 1453.1 0.00 1.98 0 0 0
11 Nov 51876.75 1453.1 0.00 1.35 0 0 0
8 Nov 51561.20 1453.1 0.00 1.51 0 0 0
7 Nov 51916.50 1453.1 0.00 1.31 0 0 0
6 Nov 52317.40 1453.1 0.00 0.82 0 0 0
5 Nov 52207.25 1453.1 0.00 0.84 0 0 0
4 Nov 51215.25 1453.1 1453.10 1.58 0 0 0
1 Nov 51673.90 0 0.00 1.23 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 54400 expiring on 29JAN2025

Delta for 54400 CE is 0.12

Historical price for 54400 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 122, which was 7.00 higher than the previous day. The implied volatity was 13.83, the open interest changed by 622 which increased total open position to 3396


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 115, which was -36.10 lower than the previous day. The implied volatity was 12.80, the open interest changed by 1132 which increased total open position to 2871


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 151.1, which was -2.20 lower than the previous day. The implied volatity was 13.61, the open interest changed by 369 which increased total open position to 1741


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 153.3, which was -130.70 lower than the previous day. The implied volatity was 14.61, the open interest changed by 33 which increased total open position to 1371


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 284, which was -174.00 lower than the previous day. The implied volatity was 14.58, the open interest changed by 237 which increased total open position to 1339


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 458, which was -186.00 lower than the previous day. The implied volatity was 14.85, the open interest changed by -101 which decreased total open position to 1106


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 644, which was -234.50 lower than the previous day. The implied volatity was 14.55, the open interest changed by -79 which decreased total open position to 1206


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 878.5, which was -2.60 lower than the previous day. The implied volatity was 13.50, the open interest changed by 338 which increased total open position to 1286


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 881.1, which was 58.50 higher than the previous day. The implied volatity was 11.97, the open interest changed by 126 which increased total open position to 943


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 822.6, which was -64.55 lower than the previous day. The implied volatity was 13.43, the open interest changed by -47 which decreased total open position to 817


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 887.15, which was -80.80 lower than the previous day. The implied volatity was 13.06, the open interest changed by -51 which decreased total open position to 864


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 967.95, which was 65.70 higher than the previous day. The implied volatity was 12.53, the open interest changed by 40 which increased total open position to 921


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 902.25, which was -69.75 lower than the previous day. The implied volatity was 12.66, the open interest changed by -40 which decreased total open position to 880


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 972, which was -22.20 lower than the previous day. The implied volatity was 12.48, the open interest changed by 324 which increased total open position to 939


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 994.2, which was 133.75 higher than the previous day. The implied volatity was 11.87, the open interest changed by 37 which increased total open position to 610


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 860.45, which was 214.55 higher than the previous day. The implied volatity was 12.22, the open interest changed by -25 which decreased total open position to 565


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 645.9, which was 148.55 higher than the previous day. The implied volatity was 12.33, the open interest changed by 23 which increased total open position to 590


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 497.35, which was 21.75 higher than the previous day. The implied volatity was 12.62, the open interest changed by 271 which increased total open position to 567


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 475.6, which was -2.25 lower than the previous day. The implied volatity was 12.24, the open interest changed by 98 which increased total open position to 295


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 477.85, which was -975.25 lower than the previous day. The implied volatity was 12.29, the open interest changed by 200 which increased total open position to 200


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 1453.1, which was 0.00 lower than the previous day. The implied volatity was 1.27, 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 1453.1, which was 0.00 lower than the previous day. The implied volatity was 1.36, 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 1453.1, which was 0.00 lower than the previous day. The implied volatity was 1.49, 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 1453.1, which was 0.00 lower than the previous day. The implied volatity was 2.28, 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 1453.1, which was 0.00 lower than the previous day. The implied volatity was 2.90, 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 1453.1, which was 0.00 lower than the previous day. The implied volatity was 2.83, 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 1453.1, which was 0.00 lower than the previous day. The implied volatity was 2.97, 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 1453.1, which was 0.00 lower than the previous day. The implied volatity was 2.88, 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 1453.1, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1453.1, which was 0.00 lower than the previous day. The implied volatity was 1.98, 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 1453.1, which was 0.00 lower than the previous day. The implied volatity was 1.35, 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 1453.1, which was 0.00 lower than the previous day. The implied volatity was 1.51, 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 1453.1, which was 0.00 lower than the previous day. The implied volatity was 1.31, 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 1453.1, which was 0.00 lower than the previous day. The implied volatity was 0.82, 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 1453.1, which was 0.00 lower than the previous day. The implied volatity was 0.84, 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 1453.1, which was 1453.10 higher than the previous day. The implied volatity was 1.58, 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 1.23, 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 54400 PE
Delta: -0.83
Vega: 39.63
Theta: 2.47
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 2920.65 120.65 17.10 210 27 1,780
24 Dec 51233.00 2800 58.40 15.81 2 0 1,753
23 Dec 51317.60 2741.6 -543.05 14.83 7 -5 1,754
20 Dec 50759.20 3284.65 822.65 19.18 24 -17 1,759
19 Dec 51575.70 2462 350.90 14.50 11 -5 1,776
18 Dec 52139.55 2111.1 476.95 16.17 20 2 1,781
17 Dec 52834.80 1634.15 402.10 14.76 450 198 1,782
16 Dec 53581.35 1232.05 -8.95 14.86 690 150 1,543
13 Dec 53583.80 1241 -125.95 15.64 165 -18 1,394
12 Dec 53216.45 1366.95 42.55 14.48 70 -4 1,412
11 Dec 53391.35 1324.4 19.20 15.05 216 -29 1,419
10 Dec 53577.70 1305.2 -65.30 16.18 209 100 1,442
9 Dec 53407.75 1370.5 86.15 15.72 277 54 1,342
6 Dec 53509.50 1284.35 -21.80 14.97 1,073 426 1,291
5 Dec 53603.55 1306.15 -160.75 15.86 645 131 849
4 Dec 53266.90 1466.9 -335.60 15.48 1,302 717 718
3 Dec 52695.75 1802.5 -1264.65 15.60 1 0 0
2 Dec 52109.00 3067.15 0.00 - 0 0 0
29 Nov 52055.60 3067.15 0.00 - 0 0 0
28 Nov 51906.85 3067.15 0.00 - 0 0 0
27 Nov 52301.80 3067.15 0.00 - 0 0 0
26 Nov 52191.50 3067.15 0.00 - 0 0 0
25 Nov 52207.50 3067.15 0.00 - 0 0 0
22 Nov 51135.40 3067.15 0.00 - 0 0 0
21 Nov 50372.90 3067.15 0.00 - 0 0 0
19 Nov 50626.50 3067.15 0.00 - 0 0 0
18 Nov 50363.80 3067.15 0.00 - 0 0 0
14 Nov 50179.55 3067.15 0.00 - 0 0 0
13 Nov 50088.35 3067.15 0.00 - 0 0 0
12 Nov 51157.80 3067.15 0.00 - 0 0 0
11 Nov 51876.75 3067.15 0.00 - 0 0 0
8 Nov 51561.20 3067.15 3067.15 - 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 54400 expiring on 29JAN2025

Delta for 54400 PE is -0.83

Historical price for 54400 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 2920.65, which was 120.65 higher than the previous day. The implied volatity was 17.10, the open interest changed by 27 which increased total open position to 1780


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 2800, which was 58.40 higher than the previous day. The implied volatity was 15.81, the open interest changed by 0 which decreased total open position to 1753


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 2741.6, which was -543.05 lower than the previous day. The implied volatity was 14.83, the open interest changed by -5 which decreased total open position to 1754


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3284.65, which was 822.65 higher than the previous day. The implied volatity was 19.18, the open interest changed by -17 which decreased total open position to 1759


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2462, which was 350.90 higher than the previous day. The implied volatity was 14.50, the open interest changed by -5 which decreased total open position to 1776


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2111.1, which was 476.95 higher than the previous day. The implied volatity was 16.17, the open interest changed by 2 which increased total open position to 1781


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1634.15, which was 402.10 higher than the previous day. The implied volatity was 14.76, the open interest changed by 198 which increased total open position to 1782


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1232.05, which was -8.95 lower than the previous day. The implied volatity was 14.86, the open interest changed by 150 which increased total open position to 1543


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1241, which was -125.95 lower than the previous day. The implied volatity was 15.64, the open interest changed by -18 which decreased total open position to 1394


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1366.95, which was 42.55 higher than the previous day. The implied volatity was 14.48, the open interest changed by -4 which decreased total open position to 1412


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1324.4, which was 19.20 higher than the previous day. The implied volatity was 15.05, the open interest changed by -29 which decreased total open position to 1419


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1305.2, which was -65.30 lower than the previous day. The implied volatity was 16.18, the open interest changed by 100 which increased total open position to 1442


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1370.5, which was 86.15 higher than the previous day. The implied volatity was 15.72, the open interest changed by 54 which increased total open position to 1342


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1284.35, which was -21.80 lower than the previous day. The implied volatity was 14.97, the open interest changed by 426 which increased total open position to 1291


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1306.15, which was -160.75 lower than the previous day. The implied volatity was 15.86, the open interest changed by 131 which increased total open position to 849


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1466.9, which was -335.60 lower than the previous day. The implied volatity was 15.48, the open interest changed by 717 which increased total open position to 718


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1802.5, which was -1264.65 lower than the previous day. The implied volatity was 15.60, 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 3067.15, 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 3067.15, 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 3067.15, 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 3067.15, 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 3067.15, 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 3067.15, 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 3067.15, 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 3067.15, 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 3067.15, 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 3067.15, 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 3067.15, 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 3067.15, 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 3067.15, 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 3067.15, 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 3067.15, which was 3067.15 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