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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 54700 CE
Delta: 0.10
Vega: 26.83
Theta: -6.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 98.45 15.95 14.04 31,879 1,013 4,100
24 Dec 51233.00 82.5 -27.45 12.65 7,310 1,480 3,191
23 Dec 51317.60 109.95 -12.75 13.38 1,412 329 1,710
20 Dec 50759.20 122.7 -105.30 14.65 1,413 -128 1,363
19 Dec 51575.70 228 -153.70 14.49 1,392 377 1,490
18 Dec 52139.55 381.7 -151.15 14.82 1,128 297 1,113
17 Dec 52834.80 532.85 -212.55 14.32 728 122 815
16 Dec 53581.35 745.4 3.60 13.35 595 81 695
13 Dec 53583.80 741.8 54.00 11.90 1,448 225 615
12 Dec 53216.45 687.8 -68.70 13.20 219 47 389
11 Dec 53391.35 756.5 -57.80 13.00 155 -3 344
10 Dec 53577.70 814.3 48.00 12.34 413 77 352
9 Dec 53407.75 766.3 -64.10 12.59 302 6 275
6 Dec 53509.50 830.4 -13.70 12.37 506 -27 270
5 Dec 53603.55 844.1 140.60 11.71 280 -45 290
4 Dec 53266.90 703.5 168.50 11.80 436 317 336
3 Dec 52695.75 535 106.60 12.15 19 15 18
2 Dec 52109.00 428.4 -920.50 12.82 6 1 1
29 Nov 52055.60 1348.9 0.00 1.83 0 0 0
28 Nov 51906.85 1348.9 0.00 1.86 0 0 0
27 Nov 52301.80 1348.9 0.00 1.58 0 0 0
26 Nov 52191.50 1348.9 0.00 1.68 0 0 0
25 Nov 52207.50 1348.9 0.00 1.78 0 0 0
22 Nov 51135.40 1348.9 0.00 2.55 0 0 0
21 Nov 50372.90 1348.9 0.00 3.18 0 0 0
19 Nov 50626.50 1348.9 0.00 3.07 0 0 0
18 Nov 50363.80 1348.9 0.00 3.26 0 0 0
14 Nov 50179.55 1348.9 0.00 3.14 0 0 0
13 Nov 50088.35 1348.9 0.00 3.09 0 0 0
12 Nov 51157.80 1348.9 0.00 2.24 0 0 0
11 Nov 51876.75 1348.9 0.00 1.55 0 0 0
8 Nov 51561.20 1348.9 0.00 1.76 0 0 0
7 Nov 51916.50 1348.9 0.00 1.50 0 0 0
6 Nov 52317.40 1348.9 0.00 1.09 0 0 0
5 Nov 52207.25 1348.9 0.00 1.11 0 0 0
4 Nov 51215.25 1348.9 1348.90 1.83 0 0 0
1 Nov 51673.90 0 0.00 1.43 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 54700 expiring on 29JAN2025

Delta for 54700 CE is 0.10

Historical price for 54700 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 98.45, which was 15.95 higher than the previous day. The implied volatity was 14.04, the open interest changed by 1013 which increased total open position to 4100


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 82.5, which was -27.45 lower than the previous day. The implied volatity was 12.65, the open interest changed by 1480 which increased total open position to 3191


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 109.95, which was -12.75 lower than the previous day. The implied volatity was 13.38, the open interest changed by 329 which increased total open position to 1710


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 122.7, which was -105.30 lower than the previous day. The implied volatity was 14.65, the open interest changed by -128 which decreased total open position to 1363


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 228, which was -153.70 lower than the previous day. The implied volatity was 14.49, the open interest changed by 377 which increased total open position to 1490


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 381.7, which was -151.15 lower than the previous day. The implied volatity was 14.82, the open interest changed by 297 which increased total open position to 1113


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 532.85, which was -212.55 lower than the previous day. The implied volatity was 14.32, the open interest changed by 122 which increased total open position to 815


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 745.4, which was 3.60 higher than the previous day. The implied volatity was 13.35, the open interest changed by 81 which increased total open position to 695


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 741.8, which was 54.00 higher than the previous day. The implied volatity was 11.90, the open interest changed by 225 which increased total open position to 615


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 687.8, which was -68.70 lower than the previous day. The implied volatity was 13.20, the open interest changed by 47 which increased total open position to 389


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 756.5, which was -57.80 lower than the previous day. The implied volatity was 13.00, the open interest changed by -3 which decreased total open position to 344


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 814.3, which was 48.00 higher than the previous day. The implied volatity was 12.34, the open interest changed by 77 which increased total open position to 352


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 766.3, which was -64.10 lower than the previous day. The implied volatity was 12.59, the open interest changed by 6 which increased total open position to 275


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 830.4, which was -13.70 lower than the previous day. The implied volatity was 12.37, the open interest changed by -27 which decreased total open position to 270


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 844.1, which was 140.60 higher than the previous day. The implied volatity was 11.71, the open interest changed by -45 which decreased total open position to 290


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 703.5, which was 168.50 higher than the previous day. The implied volatity was 11.80, the open interest changed by 317 which increased total open position to 336


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 535, which was 106.60 higher than the previous day. The implied volatity was 12.15, the open interest changed by 15 which increased total open position to 18


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 428.4, which was -920.50 lower than the previous day. The implied volatity was 12.82, the open interest changed by 1 which increased total open position to 1


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 1348.9, which was 0.00 lower than the previous day. The implied volatity was 1.83, 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 1348.9, which was 0.00 lower than the previous day. The implied volatity was 1.86, 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 1348.9, which was 0.00 lower than the previous day. The implied volatity was 1.58, 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 1348.9, which was 0.00 lower than the previous day. The implied volatity was 1.68, 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 1348.9, which was 0.00 lower than the previous day. The implied volatity was 1.78, 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 1348.9, which was 0.00 lower than the previous day. The implied volatity was 2.55, 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 1348.9, which was 0.00 lower than the previous day. The implied volatity was 3.18, 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 1348.9, which was 0.00 lower than the previous day. The implied volatity was 3.07, 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 1348.9, which was 0.00 lower than the previous day. The implied volatity was 3.26, 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 1348.9, which was 0.00 lower than the previous day. The implied volatity was 3.14, 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 1348.9, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1348.9, which was 0.00 lower than the previous day. The implied volatity was 2.24, 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 1348.9, which was 0.00 lower than the previous day. The implied volatity was 1.55, 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 1348.9, which was 0.00 lower than the previous day. The implied volatity was 1.76, 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 1348.9, 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 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1348.9, which was 0.00 lower than the previous day. The implied volatity was 1.09, 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 1348.9, which was 0.00 lower than the previous day. The implied volatity was 1.11, 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 1348.9, which was 1348.90 higher than the previous day. The implied volatity was 1.83, 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 1.43, 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 54700 PE
Delta: -0.85
Vega: 36.12
Theta: 3.64
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 3181.65 570.65 17.30 99 -49 836
24 Dec 51233.00 2611 0.00 0.00 0 0 0
23 Dec 51317.60 2611 0.00 0.00 0 0 0
20 Dec 50759.20 2611 0.00 0.00 0 -1 0
19 Dec 51575.70 2611 1132.80 12.14 1 0 886
18 Dec 52139.55 1478.2 0.00 0.00 0 -1 0
17 Dec 52834.80 1478.2 92.85 8.95 3 -1 886
16 Dec 53581.35 1385.35 -165.65 14.59 249 -55 891
13 Dec 53583.80 1551 0.00 0.00 0 -2 0
12 Dec 53216.45 1551 104.35 14.56 2 0 948
11 Dec 53391.35 1446.65 3.65 14.48 21 -1 941
10 Dec 53577.70 1443 -68.80 15.91 124 79 945
9 Dec 53407.75 1511.8 75.45 15.42 142 52 866
6 Dec 53509.50 1436.35 -17.20 14.82 461 138 815
5 Dec 53603.55 1453.55 -191.25 15.76 614 177 676
4 Dec 53266.90 1644.8 -2250.80 15.60 522 499 499
3 Dec 52695.75 3895.6 0.00 0.00 0 0 0
2 Dec 52109.00 3895.6 0.00 0.00 0 0 0
29 Nov 52055.60 3895.6 0.00 0.00 0 0 0
28 Nov 51906.85 3895.6 0.00 0.00 0 0 0
27 Nov 52301.80 3895.6 0.00 0.00 0 0 0
26 Nov 52191.50 3895.6 0.00 0.00 0 0 0
25 Nov 52207.50 3895.6 0.00 0.00 0 0 0
22 Nov 51135.40 3895.6 0.00 0.00 0 0 0
21 Nov 50372.90 3895.6 638.05 20.51 6 3 3
19 Nov 50626.50 3257.55 0.00 - 0 0 0
18 Nov 50363.80 3257.55 0.00 - 0 0 0
14 Nov 50179.55 3257.55 0.00 - 0 0 0
13 Nov 50088.35 3257.55 0.00 - 0 0 0
12 Nov 51157.80 3257.55 0.00 - 0 0 0
11 Nov 51876.75 3257.55 0.00 - 0 0 0
8 Nov 51561.20 3257.55 0.00 - 0 0 0
7 Nov 51916.50 3257.55 3257.55 - 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 54700 expiring on 29JAN2025

Delta for 54700 PE is -0.85

Historical price for 54700 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 3181.65, which was 570.65 higher than the previous day. The implied volatity was 17.30, the open interest changed by -49 which decreased total open position to 836


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 2611, 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 2611, 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 2611, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2611, which was 1132.80 higher than the previous day. The implied volatity was 12.14, the open interest changed by 0 which decreased total open position to 886


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1478.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1478.2, which was 92.85 higher than the previous day. The implied volatity was 8.95, the open interest changed by -1 which decreased total open position to 886


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1385.35, which was -165.65 lower than the previous day. The implied volatity was 14.59, the open interest changed by -55 which decreased total open position to 891


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1551, 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 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1551, which was 104.35 higher than the previous day. The implied volatity was 14.56, the open interest changed by 0 which decreased total open position to 948


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1446.65, which was 3.65 higher than the previous day. The implied volatity was 14.48, the open interest changed by -1 which decreased total open position to 941


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1443, which was -68.80 lower than the previous day. The implied volatity was 15.91, the open interest changed by 79 which increased total open position to 945


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1511.8, which was 75.45 higher than the previous day. The implied volatity was 15.42, the open interest changed by 52 which increased total open position to 866


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1436.35, which was -17.20 lower than the previous day. The implied volatity was 14.82, the open interest changed by 138 which increased total open position to 815


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1453.55, which was -191.25 lower than the previous day. The implied volatity was 15.76, the open interest changed by 177 which increased total open position to 676


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1644.8, which was -2250.80 lower than the previous day. The implied volatity was 15.60, the open interest changed by 499 which increased total open position to 499


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 3895.6, 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 3895.6, 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 3895.6, 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 3895.6, 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 3895.6, 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 3895.6, 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 3895.6, 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 3895.6, 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 3895.6, which was 638.05 higher than the previous day. The implied volatity was 20.51, 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 3257.55, 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 3257.55, 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 3257.55, 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 3257.55, 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 3257.55, 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 3257.55, 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 3257.55, 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 3257.55, which was 3257.55 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