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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 54600 CE
Delta: 0.10
Vega: 28.22
Theta: -7.24
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 106.7 9.35 14.00 29,396 1,629 5,199
24 Dec 51233.00 97.35 -22.85 12.88 8,926 1,417 3,607
23 Dec 51317.60 120.2 -12.35 13.38 1,298 323 2,186
20 Dec 50759.20 132.55 -115.85 14.62 1,973 206 1,847
19 Dec 51575.70 248.4 -155.10 14.58 2,632 447 1,642
18 Dec 52139.55 403.5 -164.40 14.78 1,962 476 1,211
17 Dec 52834.80 567.9 -229.15 14.38 581 88 734
16 Dec 53581.35 797.05 17.20 13.56 629 13 648
13 Dec 53583.80 779.85 47.10 11.81 1,823 151 624
12 Dec 53216.45 732.75 -63.50 13.30 346 55 476
11 Dec 53391.35 796.25 -64.95 12.99 273 -55 421
10 Dec 53577.70 861.2 46.25 12.34 298 121 477
9 Dec 53407.75 814.95 -60.05 12.65 331 4 356
6 Dec 53509.50 875 -17.70 12.43 837 36 353
5 Dec 53603.55 892.7 128.75 11.76 481 -36 319
4 Dec 53266.90 763.95 194.70 12.06 211 53 349
3 Dec 52695.75 569.25 109.45 12.19 378 139 301
2 Dec 52109.00 459.8 64.55 12.86 28 5 164
29 Nov 52055.60 395.25 -36.15 11.84 8 3 160
28 Nov 51906.85 431.4 -23.60 12.34 405 -5 167
27 Nov 52301.80 455 0.00 0.00 0 2 0
26 Nov 52191.50 455 -16.65 11.67 2 1 171
25 Nov 52207.50 471.65 -911.35 11.66 171 101 101
22 Nov 51135.40 1383 0.00 2.46 0 0 0
21 Nov 50372.90 1383 0.00 3.09 0 0 0
19 Nov 50626.50 1383 0.00 3.01 0 0 0
18 Nov 50363.80 1383 0.00 3.16 0 0 0
14 Nov 50179.55 1383 0.00 3.06 0 0 0
13 Nov 50088.35 1383 0.00 2.96 0 0 0
12 Nov 51157.80 1383 0.00 2.14 0 0 0
11 Nov 51876.75 1383 0.00 1.52 0 0 0
8 Nov 51561.20 1383 0.00 1.69 0 0 0
7 Nov 51916.50 1383 0.00 1.42 0 0 0
6 Nov 52317.40 1383 0.00 1.00 0 0 0
5 Nov 52207.25 1383 0.00 1.02 0 0 0
4 Nov 51215.25 1383 0.00 1.74 0 0 0
1 Nov 51673.90 1383 0.00 1.40 0 0 0
31 Oct 51559.20 1383.00 - 0 0 0


For Nifty Bank - strike price 54600 expiring on 29JAN2025

Delta for 54600 CE is 0.10

Historical price for 54600 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 106.7, which was 9.35 higher than the previous day. The implied volatity was 14.00, the open interest changed by 1629 which increased total open position to 5199


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 97.35, which was -22.85 lower than the previous day. The implied volatity was 12.88, the open interest changed by 1417 which increased total open position to 3607


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 120.2, which was -12.35 lower than the previous day. The implied volatity was 13.38, the open interest changed by 323 which increased total open position to 2186


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 132.55, which was -115.85 lower than the previous day. The implied volatity was 14.62, the open interest changed by 206 which increased total open position to 1847


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 248.4, which was -155.10 lower than the previous day. The implied volatity was 14.58, the open interest changed by 447 which increased total open position to 1642


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 403.5, which was -164.40 lower than the previous day. The implied volatity was 14.78, the open interest changed by 476 which increased total open position to 1211


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 567.9, which was -229.15 lower than the previous day. The implied volatity was 14.38, the open interest changed by 88 which increased total open position to 734


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 797.05, which was 17.20 higher than the previous day. The implied volatity was 13.56, the open interest changed by 13 which increased total open position to 648


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 779.85, which was 47.10 higher than the previous day. The implied volatity was 11.81, the open interest changed by 151 which increased total open position to 624


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 732.75, which was -63.50 lower than the previous day. The implied volatity was 13.30, the open interest changed by 55 which increased total open position to 476


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 796.25, which was -64.95 lower than the previous day. The implied volatity was 12.99, the open interest changed by -55 which decreased total open position to 421


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 861.2, which was 46.25 higher than the previous day. The implied volatity was 12.34, the open interest changed by 121 which increased total open position to 477


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 814.95, which was -60.05 lower than the previous day. The implied volatity was 12.65, the open interest changed by 4 which increased total open position to 356


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 875, which was -17.70 lower than the previous day. The implied volatity was 12.43, the open interest changed by 36 which increased total open position to 353


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 892.7, which was 128.75 higher than the previous day. The implied volatity was 11.76, the open interest changed by -36 which decreased total open position to 319


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 763.95, which was 194.70 higher than the previous day. The implied volatity was 12.06, the open interest changed by 53 which increased total open position to 349


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 569.25, which was 109.45 higher than the previous day. The implied volatity was 12.19, the open interest changed by 139 which increased total open position to 301


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 459.8, which was 64.55 higher than the previous day. The implied volatity was 12.86, the open interest changed by 5 which increased total open position to 164


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 395.25, which was -36.15 lower than the previous day. The implied volatity was 11.84, the open interest changed by 3 which increased total open position to 160


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 431.4, which was -23.60 lower than the previous day. The implied volatity was 12.34, the open interest changed by -5 which decreased total open position to 167


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 455, 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 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 455, which was -16.65 lower than the previous day. The implied volatity was 11.67, the open interest changed by 1 which increased total open position to 171


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 471.65, which was -911.35 lower than the previous day. The implied volatity was 11.66, the open interest changed by 101 which increased total open position to 101


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1383, which was 0.00 lower than the previous day. The implied volatity was 2.46, 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 1383, which was 0.00 lower than the previous day. The implied volatity was 3.09, 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 1383, which was 0.00 lower than the previous day. The implied volatity was 3.01, 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 1383, which was 0.00 lower than the previous day. The implied volatity was 3.16, 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 1383, which was 0.00 lower than the previous day. The implied volatity was 3.06, 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 1383, which was 0.00 lower than the previous day. The implied volatity was 2.96, 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 1383, which was 0.00 lower than the previous day. The implied volatity was 2.14, 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 1383, which was 0.00 lower than the previous day. The implied volatity was 1.52, 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 1383, which was 0.00 lower than the previous day. The implied volatity was 1.69, 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 1383, which was 0.00 lower than the previous day. The implied volatity was 1.42, 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 1383, which was 0.00 lower than the previous day. The implied volatity was 1.00, 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 1383, which was 0.00 lower than the previous day. The implied volatity was 1.02, 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 1383, which was 0.00 lower than the previous day. The implied volatity was 1.74, 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 1383, which was 0.00 lower than the previous day. The implied volatity was 1.40, 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 1383.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 54600 PE
Delta: -0.84
Vega: 38.68
Theta: 2.43
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 3117.5 -142.50 17.85 33 0 822
24 Dec 51233.00 3260 0.00 0.00 0 0 0
23 Dec 51317.60 3260 0.00 0.00 0 1 0
20 Dec 50759.20 3260 447.90 14.25 17 1 822
19 Dec 51575.70 2812.1 565.85 18.25 1 0 822
18 Dec 52139.55 2246.25 481.45 16.03 12 -6 822
17 Dec 52834.80 1764.8 443.80 14.78 522 -22 828
16 Dec 53581.35 1321 -14.05 14.49 113 1 851
13 Dec 53583.80 1335.05 -112.95 15.52 38 24 850
12 Dec 53216.45 1448 23.00 14.01 23 -9 826
11 Dec 53391.35 1425 45.90 14.92 114 -51 837
10 Dec 53577.70 1379.1 -96.50 15.74 206 104 889
9 Dec 53407.75 1475.6 92.95 15.64 233 43 789
6 Dec 53509.50 1382.65 -17.80 14.87 459 61 750
5 Dec 53603.55 1400.45 -161.15 15.76 372 69 692
4 Dec 53266.90 1561.6 -2204.50 15.28 787 626 626
3 Dec 52695.75 3766.1 0.00 0.00 0 0 0
2 Dec 52109.00 3766.1 0.00 0.00 0 0 0
29 Nov 52055.60 3766.1 0.00 0.00 0 0 0
28 Nov 51906.85 3766.1 0.00 0.00 0 0 0
27 Nov 52301.80 3766.1 0.00 0.00 0 0 0
26 Nov 52191.50 3766.1 0.00 0.00 0 0 0
25 Nov 52207.50 3766.1 0.00 0.00 0 0 0
22 Nov 51135.40 3766.1 0.00 0.00 0 0 0
21 Nov 50372.90 3766.1 572.65 19.66 6 3 3
19 Nov 50626.50 3193.45 0.00 - 0 0 0
18 Nov 50363.80 3193.45 0.00 - 0 0 0
14 Nov 50179.55 3193.45 0.00 - 0 0 0
13 Nov 50088.35 3193.45 0.00 - 0 0 0
12 Nov 51157.80 3193.45 0.00 - 0 0 0
11 Nov 51876.75 3193.45 0.00 - 0 0 0
8 Nov 51561.20 3193.45 0.00 - 0 0 0
7 Nov 51916.50 3193.45 3193.45 - 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 54600 expiring on 29JAN2025

Delta for 54600 PE is -0.84

Historical price for 54600 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 3117.5, which was -142.50 lower than the previous day. The implied volatity was 17.85, the open interest changed by 0 which decreased total open position to 822


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 3260, 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 3260, 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 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3260, which was 447.90 higher than the previous day. The implied volatity was 14.25, the open interest changed by 1 which increased total open position to 822


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2812.1, which was 565.85 higher than the previous day. The implied volatity was 18.25, the open interest changed by 0 which decreased total open position to 822


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2246.25, which was 481.45 higher than the previous day. The implied volatity was 16.03, the open interest changed by -6 which decreased total open position to 822


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1764.8, which was 443.80 higher than the previous day. The implied volatity was 14.78, the open interest changed by -22 which decreased total open position to 828


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1321, which was -14.05 lower than the previous day. The implied volatity was 14.49, the open interest changed by 1 which increased total open position to 851


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1335.05, which was -112.95 lower than the previous day. The implied volatity was 15.52, the open interest changed by 24 which increased total open position to 850


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1448, which was 23.00 higher than the previous day. The implied volatity was 14.01, the open interest changed by -9 which decreased total open position to 826


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1425, which was 45.90 higher than the previous day. The implied volatity was 14.92, the open interest changed by -51 which decreased total open position to 837


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1379.1, which was -96.50 lower than the previous day. The implied volatity was 15.74, the open interest changed by 104 which increased total open position to 889


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1475.6, which was 92.95 higher than the previous day. The implied volatity was 15.64, the open interest changed by 43 which increased total open position to 789


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1382.65, which was -17.80 lower than the previous day. The implied volatity was 14.87, the open interest changed by 61 which increased total open position to 750


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1400.45, which was -161.15 lower than the previous day. The implied volatity was 15.76, the open interest changed by 69 which increased total open position to 692


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1561.6, which was -2204.50 lower than the previous day. The implied volatity was 15.28, the open interest changed by 626 which increased total open position to 626


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 3766.1, 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 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 3766.1, 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 3766.1, 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 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 3766.1, 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 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 3766.1, 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 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 3766.1, 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 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 3766.1, 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 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 3766.1, 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 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 3766.1, which was 572.65 higher than the previous day. The implied volatity was 19.66, the open interest changed by 3 which increased total open position to 3


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 3193.45, 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 3193.45, 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 3193.45, 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 3193.45, 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 3193.45, 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 3193.45, 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 3193.45, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 3193.45, which was 3193.45 higher 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