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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 54900 CE
Delta: 0.08
Vega: 24.08
Theta: -6.14
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 83 8.00 14.08 39,295 3,562 6,768
24 Dec 51233.00 75 -16.90 13.01 3,735 790 3,204
23 Dec 51317.60 91.9 -13.10 13.38 2,357 449 2,458
20 Dec 50759.20 105 -91.55 14.64 2,057 14 1,988
19 Dec 51575.70 196.55 -141.85 14.46 2,359 194 1,974
18 Dec 52139.55 338.4 -130.35 14.83 1,612 164 1,780
17 Dec 52834.80 468.75 -193.05 14.22 518 5 1,617
16 Dec 53581.35 661.8 5.70 13.30 328 25 1,612
13 Dec 53583.80 656.1 46.05 11.84 1,718 -109 1,589
12 Dec 53216.45 610.05 -51.70 13.10 216 110 1,710
11 Dec 53391.35 661.75 -74.00 12.75 393 177 1,600
10 Dec 53577.70 735.75 53.10 12.39 284 1 1,423
9 Dec 53407.75 682.65 -55.80 12.48 249 22 1,421
6 Dec 53509.50 738.45 -12.90 12.24 974 -113 1,399
5 Dec 53603.55 751.35 111.55 11.64 1,661 517 1,522
4 Dec 53266.90 639.8 173.80 11.93 1,226 822 1,012
3 Dec 52695.75 466 -59.30 12.01 224 197 198
2 Dec 52109.00 525.3 0.00 0.00 0 0 0
29 Nov 52055.60 525.3 0.00 0.00 0 0 1
28 Nov 51906.85 525.3 0.00 0.00 0 0 0
27 Nov 52301.80 525.3 0.00 0.00 0 0 0
26 Nov 52191.50 525.3 0.00 0.00 0 0 0
25 Nov 52207.50 525.3 0.00 0.00 0 0 0
22 Nov 51135.40 525.3 0.00 0.00 0 0 0
21 Nov 50372.90 525.3 0.00 0.00 0 0 0
19 Nov 50626.50 525.3 0.00 0.00 0 0 0
18 Nov 50363.80 525.3 0.00 0.00 0 0 0
14 Nov 50179.55 525.3 0.00 0.00 0 1 0
13 Nov 50088.35 525.3 -757.40 18.20 1 0 0
12 Nov 51157.80 1282.7 0.00 2.36 0 0 0
11 Nov 51876.75 1282.7 0.00 1.71 0 0 0
8 Nov 51561.20 1282.7 0.00 1.85 0 0 0
7 Nov 51916.50 1282.7 1282.70 1.59 0 0 0
6 Nov 52317.40 0 0.00 1.27 0 0 0
5 Nov 52207.25 0 0.00 0.00 0 0 0
4 Nov 51215.25 0 0.00 0.00 0 0 0
1 Nov 51673.90 0 0.00 0.00 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 54900 expiring on 29JAN2025

Delta for 54900 CE is 0.08

Historical price for 54900 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 83, which was 8.00 higher than the previous day. The implied volatity was 14.08, the open interest changed by 3562 which increased total open position to 6768


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 75, which was -16.90 lower than the previous day. The implied volatity was 13.01, the open interest changed by 790 which increased total open position to 3204


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 91.9, which was -13.10 lower than the previous day. The implied volatity was 13.38, the open interest changed by 449 which increased total open position to 2458


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 105, which was -91.55 lower than the previous day. The implied volatity was 14.64, the open interest changed by 14 which increased total open position to 1988


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 196.55, which was -141.85 lower than the previous day. The implied volatity was 14.46, the open interest changed by 194 which increased total open position to 1974


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 338.4, which was -130.35 lower than the previous day. The implied volatity was 14.83, the open interest changed by 164 which increased total open position to 1780


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 468.75, which was -193.05 lower than the previous day. The implied volatity was 14.22, the open interest changed by 5 which increased total open position to 1617


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 661.8, which was 5.70 higher than the previous day. The implied volatity was 13.30, the open interest changed by 25 which increased total open position to 1612


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 656.1, which was 46.05 higher than the previous day. The implied volatity was 11.84, the open interest changed by -109 which decreased total open position to 1589


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 610.05, which was -51.70 lower than the previous day. The implied volatity was 13.10, the open interest changed by 110 which increased total open position to 1710


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 661.75, which was -74.00 lower than the previous day. The implied volatity was 12.75, the open interest changed by 177 which increased total open position to 1600


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 735.75, which was 53.10 higher than the previous day. The implied volatity was 12.39, the open interest changed by 1 which increased total open position to 1423


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 682.65, which was -55.80 lower than the previous day. The implied volatity was 12.48, the open interest changed by 22 which increased total open position to 1421


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 738.45, which was -12.90 lower than the previous day. The implied volatity was 12.24, the open interest changed by -113 which decreased total open position to 1399


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 751.35, which was 111.55 higher than the previous day. The implied volatity was 11.64, the open interest changed by 517 which increased total open position to 1522


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 639.8, which was 173.80 higher than the previous day. The implied volatity was 11.93, the open interest changed by 822 which increased total open position to 1012


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 466, which was -59.30 lower than the previous day. The implied volatity was 12.01, the open interest changed by 197 which increased total open position to 198


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 525.3, 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 525.3, 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 1


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 525.3, 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 525.3, 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 525.3, 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 525.3, 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 525.3, 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 525.3, 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 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 525.3, 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 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 525.3, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 525.3, 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 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 525.3, which was -757.40 lower than the previous day. The implied volatity was 18.20, 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 1282.7, which was 0.00 lower than the previous day. The implied volatity was 2.36, 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 1282.7, which was 0.00 lower than the previous day. The implied volatity was 1.71, 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 1282.7, which was 0.00 lower than the previous day. The implied volatity was 1.85, 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 1282.7, which was 1282.70 higher than the previous day. The implied volatity was 1.59, 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 1.27, 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 0.00, 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 0.00, 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 0.00, 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 54900 PE
Delta: -0.88
Vega: 31.34
Theta: 5.67
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 3327.3 198.20 16.46 169 -134 500
24 Dec 51233.00 3129.1 0.00 0.00 0 0 0
23 Dec 51317.60 3129.1 0.00 0.00 0 0 0
20 Dec 50759.20 3129.1 1210.60 - 7 0 634
19 Dec 51575.70 1918.5 0.00 0.00 0 0 0
18 Dec 52139.55 1918.5 0.00 0.00 0 -21 0
17 Dec 52834.80 1918.5 440.75 13.94 158 -21 634
16 Dec 53581.35 1477.75 -78.45 14.21 224 86 655
13 Dec 53583.80 1556.2 2.60 16.19 3 0 569
12 Dec 53216.45 1553.6 82.45 12.82 7 1 569
11 Dec 53391.35 1471.15 -103.80 13.17 9 6 569
10 Dec 53577.70 1574.95 -39.65 16.17 22 16 562
9 Dec 53407.75 1614.6 121.15 15.21 370 102 547
6 Dec 53509.50 1493.45 -57.55 14.16 71 53 445
5 Dec 53603.55 1551 -1836.70 15.59 689 392 392
4 Dec 53266.90 3387.7 0.00 - 0 0 0
3 Dec 52695.75 3387.7 0.00 - 0 0 0
2 Dec 52109.00 3387.7 0.00 - 0 0 0
29 Nov 52055.60 3387.7 0.00 - 0 0 0
28 Nov 51906.85 3387.7 0.00 - 0 0 0
27 Nov 52301.80 3387.7 0.00 - 0 0 0
26 Nov 52191.50 3387.7 0.00 - 0 0 0
25 Nov 52207.50 3387.7 0.00 - 0 0 0
22 Nov 51135.40 3387.7 0.00 - 0 0 0
21 Nov 50372.90 3387.7 0.00 - 0 0 0
19 Nov 50626.50 3387.7 0.00 - 0 0 0
18 Nov 50363.80 3387.7 0.00 - 0 0 0
14 Nov 50179.55 3387.7 0.00 - 0 0 0
13 Nov 50088.35 3387.7 0.00 - 0 0 0
12 Nov 51157.80 3387.7 0.00 - 0 0 0
11 Nov 51876.75 3387.7 0.00 - 0 0 0
8 Nov 51561.20 3387.7 0.00 - 0 0 0
7 Nov 51916.50 3387.7 3387.70 - 0 0 0
6 Nov 52317.40 0 0.00 - 0 0 0
5 Nov 52207.25 0 0.00 0.00 0 0 0
4 Nov 51215.25 0 0.00 0.00 0 0 0
1 Nov 51673.90 0 0.00 0.00 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 54900 expiring on 29JAN2025

Delta for 54900 PE is -0.88

Historical price for 54900 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 3327.3, which was 198.20 higher than the previous day. The implied volatity was 16.46, the open interest changed by -134 which decreased total open position to 500


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 3129.1, 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 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 3129.1, 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 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3129.1, which was 1210.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 634


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1918.5, 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 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1918.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -21 which decreased total open position to 0


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1918.5, which was 440.75 higher than the previous day. The implied volatity was 13.94, the open interest changed by -21 which decreased total open position to 634


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1477.75, which was -78.45 lower than the previous day. The implied volatity was 14.21, the open interest changed by 86 which increased total open position to 655


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1556.2, which was 2.60 higher than the previous day. The implied volatity was 16.19, the open interest changed by 0 which decreased total open position to 569


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1553.6, which was 82.45 higher than the previous day. The implied volatity was 12.82, the open interest changed by 1 which increased total open position to 569


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1471.15, which was -103.80 lower than the previous day. The implied volatity was 13.17, the open interest changed by 6 which increased total open position to 569


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1574.95, which was -39.65 lower than the previous day. The implied volatity was 16.17, the open interest changed by 16 which increased total open position to 562


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1614.6, which was 121.15 higher than the previous day. The implied volatity was 15.21, the open interest changed by 102 which increased total open position to 547


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1493.45, which was -57.55 lower than the previous day. The implied volatity was 14.16, the open interest changed by 53 which increased total open position to 445


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1551, which was -1836.70 lower than the previous day. The implied volatity was 15.59, the open interest changed by 392 which increased total open position to 392


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3387.7, 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 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 3387.7, 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 3387.7, 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 3387.7, 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 3387.7, 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 3387.7, 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 3387.7, 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 3387.7, 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 3387.7, 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 3387.7, 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 3387.7, 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 3387.7, 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 3387.7, 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 3387.7, 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 3387.7, 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 3387.7, 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 3387.7, 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 3387.7, which was 3387.70 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 0.00, 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 0.00, 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 0.00, 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