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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 54800 CE
Delta: 0.09
Vega: 25.16
Theta: -6.43
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 89 7.60 14.08 25,432 1,709 4,269
24 Dec 51233.00 81.4 -19.55 12.96 3,382 631 2,617
23 Dec 51317.60 100.95 -6.10 13.39 2,094 366 1,972
20 Dec 50759.20 107.05 -105.75 14.43 1,311 -239 1,605
19 Dec 51575.70 212.8 -144.85 14.50 2,012 471 1,840
18 Dec 52139.55 357.65 -142.65 14.79 2,073 108 1,379
17 Dec 52834.80 500.3 -197.45 14.29 1,576 323 1,274
16 Dec 53581.35 697.75 -1.10 13.29 712 103 953
13 Dec 53583.80 698.85 41.85 11.88 1,770 340 851
12 Dec 53216.45 657 -57.00 13.27 98 24 510
11 Dec 53391.35 714 -56.90 12.95 146 28 485
10 Dec 53577.70 770.9 40.95 12.32 258 -7 460
9 Dec 53407.75 729.95 -55.65 12.63 235 26 465
6 Dec 53509.50 785.6 -12.30 12.33 498 -8 448
5 Dec 53603.55 797.9 119.95 11.67 360 -17 456
4 Dec 53266.90 677.95 189.70 11.95 644 473 479
3 Dec 52695.75 488.25 -827.25 11.90 7 6 6
2 Dec 52109.00 1315.5 0.00 1.96 0 0 0
29 Nov 52055.60 1315.5 0.00 1.92 0 0 0
28 Nov 51906.85 1315.5 0.00 1.95 0 0 0
27 Nov 52301.80 1315.5 0.00 1.68 0 0 0
26 Nov 52191.50 1315.5 0.00 1.76 0 0 0
25 Nov 52207.50 1315.5 0.00 1.72 0 0 0
22 Nov 51135.40 1315.5 0.00 2.65 0 0 0
21 Nov 50372.90 1315.5 0.00 3.27 0 0 0
19 Nov 50626.50 1315.5 0.00 3.19 0 0 0
18 Nov 50363.80 1315.5 0.00 3.34 0 0 0
14 Nov 50179.55 1315.5 0.00 3.24 0 0 0
13 Nov 50088.35 1315.5 0.00 3.18 0 0 0
12 Nov 51157.80 1315.5 0.00 2.33 0 0 0
11 Nov 51876.75 1315.5 0.00 1.63 0 0 0
8 Nov 51561.20 1315.5 0.00 1.75 0 0 0
7 Nov 51916.50 1315.5 0.00 1.45 0 0 0
6 Nov 52317.40 1315.5 0.00 1.18 0 0 0
5 Nov 52207.25 1315.5 0.00 1.20 0 0 0
4 Nov 51215.25 1315.5 1315.50 1.91 0 0 0
1 Nov 51673.90 0 0.00 1.51 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 54800 expiring on 29JAN2025

Delta for 54800 CE is 0.09

Historical price for 54800 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 89, which was 7.60 higher than the previous day. The implied volatity was 14.08, the open interest changed by 1709 which increased total open position to 4269


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 81.4, which was -19.55 lower than the previous day. The implied volatity was 12.96, the open interest changed by 631 which increased total open position to 2617


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 100.95, which was -6.10 lower than the previous day. The implied volatity was 13.39, the open interest changed by 366 which increased total open position to 1972


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 107.05, which was -105.75 lower than the previous day. The implied volatity was 14.43, the open interest changed by -239 which decreased total open position to 1605


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 212.8, which was -144.85 lower than the previous day. The implied volatity was 14.50, the open interest changed by 471 which increased total open position to 1840


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 357.65, which was -142.65 lower than the previous day. The implied volatity was 14.79, the open interest changed by 108 which increased total open position to 1379


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 500.3, which was -197.45 lower than the previous day. The implied volatity was 14.29, the open interest changed by 323 which increased total open position to 1274


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 697.75, which was -1.10 lower than the previous day. The implied volatity was 13.29, the open interest changed by 103 which increased total open position to 953


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 698.85, which was 41.85 higher than the previous day. The implied volatity was 11.88, the open interest changed by 340 which increased total open position to 851


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 657, which was -57.00 lower than the previous day. The implied volatity was 13.27, the open interest changed by 24 which increased total open position to 510


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 714, which was -56.90 lower than the previous day. The implied volatity was 12.95, the open interest changed by 28 which increased total open position to 485


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 770.9, which was 40.95 higher than the previous day. The implied volatity was 12.32, the open interest changed by -7 which decreased total open position to 460


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 729.95, which was -55.65 lower than the previous day. The implied volatity was 12.63, the open interest changed by 26 which increased total open position to 465


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 785.6, which was -12.30 lower than the previous day. The implied volatity was 12.33, the open interest changed by -8 which decreased total open position to 448


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 797.9, which was 119.95 higher than the previous day. The implied volatity was 11.67, the open interest changed by -17 which decreased total open position to 456


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 677.95, which was 189.70 higher than the previous day. The implied volatity was 11.95, the open interest changed by 473 which increased total open position to 479


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 488.25, which was -827.25 lower than the previous day. The implied volatity was 11.90, the open interest changed by 6 which increased total open position to 6


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1315.5, which was 0.00 lower than the previous day. The implied volatity was 1.96, 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 1315.5, which was 0.00 lower than the previous day. The implied volatity was 1.92, 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 1315.5, which was 0.00 lower than the previous day. The implied volatity was 1.95, 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 1315.5, 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 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 1315.5, 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 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 1315.5, which was 0.00 lower than the previous day. The implied volatity was 1.72, 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 1315.5, which was 0.00 lower than the previous day. The implied volatity was 2.65, 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 1315.5, which was 0.00 lower than the previous day. The implied volatity was 3.27, 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 1315.5, which was 0.00 lower than the previous day. The implied volatity was 3.19, 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 1315.5, which was 0.00 lower than the previous day. The implied volatity was 3.34, 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 1315.5, which was 0.00 lower than the previous day. The implied volatity was 3.24, 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 1315.5, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1315.5, which was 0.00 lower than the previous day. The implied volatity was 2.33, 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 1315.5, which was 0.00 lower than the previous day. The implied volatity was 1.63, 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 1315.5, which was 0.00 lower than the previous day. The implied volatity was 1.75, 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 1315.5, which was 0.00 lower than the previous day. The implied volatity was 1.45, 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 1315.5, which was 0.00 lower than the previous day. The implied volatity was 1.18, 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 1315.5, which was 0.00 lower than the previous day. The implied volatity was 1.20, 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 1315.5, which was 1315.50 higher than the previous day. The implied volatity was 1.91, 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 1.51, 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 54800 PE
Delta: -0.88
Vega: 31.95
Theta: 5.57
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 3230.8 27.80 16.19 158 -78 793
24 Dec 51233.00 3203 0.00 0.00 0 0 0
23 Dec 51317.60 3203 873.00 17.93 1 0 871
20 Dec 50759.20 2330 0.00 0.00 0 0 0
19 Dec 51575.70 2330 0.00 0.00 0 -17 0
18 Dec 52139.55 2330 410.00 14.88 19 -15 873
17 Dec 52834.80 1920 465.30 15.05 6 0 887
16 Dec 53581.35 1454.7 -162.65 14.72 63 32 886
13 Dec 53583.80 1617.35 87.40 17.74 23 -1 853
12 Dec 53216.45 1529.95 68.35 13.46 15 8 853
11 Dec 53391.35 1461.6 -180.15 13.78 4 1 846
10 Dec 53577.70 1641.75 58.40 17.73 2 0 843
9 Dec 53407.75 1583.35 93.30 15.56 127 38 843
6 Dec 53509.50 1490.05 -13.05 14.79 204 121 806
5 Dec 53603.55 1503.1 -179.80 15.70 1,026 631 685
4 Dec 53266.90 1682.9 -1639.45 15.35 73 40 40
3 Dec 52695.75 3322.35 0.00 - 0 0 0
2 Dec 52109.00 3322.35 0.00 - 0 0 0
29 Nov 52055.60 3322.35 0.00 - 0 0 0
28 Nov 51906.85 3322.35 0.00 - 0 0 0
27 Nov 52301.80 3322.35 0.00 - 0 0 0
26 Nov 52191.50 3322.35 0.00 - 0 0 0
25 Nov 52207.50 3322.35 0.00 - 0 0 0
22 Nov 51135.40 3322.35 0.00 - 0 0 0
21 Nov 50372.90 3322.35 0.00 - 0 0 0
19 Nov 50626.50 3322.35 0.00 - 0 0 0
18 Nov 50363.80 3322.35 0.00 - 0 0 0
14 Nov 50179.55 3322.35 0.00 - 0 0 0
13 Nov 50088.35 3322.35 0.00 - 0 0 0
12 Nov 51157.80 3322.35 0.00 - 0 0 0
11 Nov 51876.75 3322.35 0.00 - 0 0 0
8 Nov 51561.20 3322.35 0.00 - 0 0 0
7 Nov 51916.50 3322.35 3322.35 - 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 54800 expiring on 29JAN2025

Delta for 54800 PE is -0.88

Historical price for 54800 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 3230.8, which was 27.80 higher than the previous day. The implied volatity was 16.19, the open interest changed by -78 which decreased total open position to 793


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 3203, 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 3203, which was 873.00 higher than the previous day. The implied volatity was 17.93, the open interest changed by 0 which decreased total open position to 871


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2330, 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 2330, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -17 which decreased total open position to 0


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2330, which was 410.00 higher than the previous day. The implied volatity was 14.88, the open interest changed by -15 which decreased total open position to 873


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1920, which was 465.30 higher than the previous day. The implied volatity was 15.05, the open interest changed by 0 which decreased total open position to 887


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1454.7, which was -162.65 lower than the previous day. The implied volatity was 14.72, the open interest changed by 32 which increased total open position to 886


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1617.35, which was 87.40 higher than the previous day. The implied volatity was 17.74, the open interest changed by -1 which decreased total open position to 853


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1529.95, which was 68.35 higher than the previous day. The implied volatity was 13.46, the open interest changed by 8 which increased total open position to 853


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1461.6, which was -180.15 lower than the previous day. The implied volatity was 13.78, the open interest changed by 1 which increased total open position to 846


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1641.75, which was 58.40 higher than the previous day. The implied volatity was 17.73, the open interest changed by 0 which decreased total open position to 843


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1583.35, which was 93.30 higher than the previous day. The implied volatity was 15.56, the open interest changed by 38 which increased total open position to 843


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1490.05, which was -13.05 lower than the previous day. The implied volatity was 14.79, the open interest changed by 121 which increased total open position to 806


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1503.1, which was -179.80 lower than the previous day. The implied volatity was 15.70, the open interest changed by 631 which increased total open position to 685


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1682.9, which was -1639.45 lower than the previous day. The implied volatity was 15.35, the open interest changed by 40 which increased total open position to 40


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 3322.35, 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 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 3322.35, 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 3322.35, 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 3322.35, 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 3322.35, 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 3322.35, 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 3322.35, 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 3322.35, 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 3322.35, 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 3322.35, 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 3322.35, 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 3322.35, 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 3322.35, 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 3322.35, 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 3322.35, 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 3322.35, 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 3322.35, which was 3322.35 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