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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 55000 CE
Delta: 0.08
Vega: 22.60
Theta: -5.73
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 75 8.40 14.05 2,91,839 -17,659 1,03,599
24 Dec 51233.00 66.6 -15.30 12.92 1,05,465 6,952 1,20,173
23 Dec 51317.60 81.9 -14.10 13.31 91,473 9,807 1,16,064
20 Dec 50759.20 96 -84.00 14.63 1,05,648 12,423 1,06,929
19 Dec 51575.70 180 -131.25 14.38 78,745 6,138 94,447
18 Dec 52139.55 311.25 -125.75 14.71 51,898 4,116 88,422
17 Dec 52834.80 437 -179.00 14.16 29,676 2,841 84,307
16 Dec 53581.35 616 -1.00 13.17 25,949 586 81,499
13 Dec 53583.80 617 47.00 11.80 49,704 -787 80,958
12 Dec 53216.45 570 -50.00 13.01 15,838 1,098 81,754
11 Dec 53391.35 620 -89.95 12.67 11,181 -816 80,673
10 Dec 53577.70 709.95 59.95 12.53 12,276 181 81,499
9 Dec 53407.75 650 -45.50 12.53 17,655 654 81,315
6 Dec 53509.50 695.5 -18.75 12.19 24,521 -27 80,653
5 Dec 53603.55 714.25 113.90 11.66 28,653 2,165 80,677
4 Dec 53266.90 600.35 162.70 11.87 25,979 4,283 78,520
3 Dec 52695.75 437.65 98.65 12.00 21,264 1,339 74,239
2 Dec 52109.00 339 27.95 12.48 22,339 2,126 72,838
29 Nov 52055.60 311.05 -17.95 11.91 20,832 500 70,788
28 Nov 51906.85 329 -31.00 12.23 33,807 1,773 70,366
27 Nov 52301.80 360 24.70 11.41 27,118 10,583 68,743
26 Nov 52191.50 335.3 -15.95 11.32 33,520 24,064 58,243
25 Nov 52207.50 351.25 138.25 11.38 35,005 31,653 33,879
22 Nov 51135.40 213 42.15 12.22 12,742 8,223 10,449
21 Nov 50372.90 170.85 -2.00 13.08 1,861 428 2,229
19 Nov 50626.50 172.85 -2.20 12.77 1,266 299 1,890
18 Nov 50363.80 175.05 -0.30 13.02 617 102 1,597
14 Nov 50179.55 175.35 -59.65 12.92 1,802 225 1,515
13 Nov 50088.35 235 -85.00 13.79 2,106 -94 1,302
12 Nov 51157.80 320 -124.00 12.71 1,796 735 1,363
11 Nov 51876.75 444 35.65 12.12 693 207 629
8 Nov 51561.20 408.35 -120.10 12.24 196 -14 418
7 Nov 51916.50 528.45 -150.55 12.42 176 59 434
6 Nov 52317.40 679 23.00 12.24 104 45 388
5 Nov 52207.25 656 176.65 12.90 288 66 350
4 Nov 51215.25 479.35 -102.30 13.60 93 -16 288
1 Nov 51673.90 581.65 -17.20 13.07 13 10 309
31 Oct 51559.20 598.85 - 308 288 288


For Nifty Bank - strike price 55000 expiring on 29JAN2025

Delta for 55000 CE is 0.08

Historical price for 55000 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 75, which was 8.40 higher than the previous day. The implied volatity was 14.05, the open interest changed by -17659 which decreased total open position to 103599


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 66.6, which was -15.30 lower than the previous day. The implied volatity was 12.92, the open interest changed by 6952 which increased total open position to 120173


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 81.9, which was -14.10 lower than the previous day. The implied volatity was 13.31, the open interest changed by 9807 which increased total open position to 116064


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 96, which was -84.00 lower than the previous day. The implied volatity was 14.63, the open interest changed by 12423 which increased total open position to 106929


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 180, which was -131.25 lower than the previous day. The implied volatity was 14.38, the open interest changed by 6138 which increased total open position to 94447


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 311.25, which was -125.75 lower than the previous day. The implied volatity was 14.71, the open interest changed by 4116 which increased total open position to 88422


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 437, which was -179.00 lower than the previous day. The implied volatity was 14.16, the open interest changed by 2841 which increased total open position to 84307


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 616, which was -1.00 lower than the previous day. The implied volatity was 13.17, the open interest changed by 586 which increased total open position to 81499


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 617, which was 47.00 higher than the previous day. The implied volatity was 11.80, the open interest changed by -787 which decreased total open position to 80958


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 570, which was -50.00 lower than the previous day. The implied volatity was 13.01, the open interest changed by 1098 which increased total open position to 81754


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 620, which was -89.95 lower than the previous day. The implied volatity was 12.67, the open interest changed by -816 which decreased total open position to 80673


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 709.95, which was 59.95 higher than the previous day. The implied volatity was 12.53, the open interest changed by 181 which increased total open position to 81499


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 650, which was -45.50 lower than the previous day. The implied volatity was 12.53, the open interest changed by 654 which increased total open position to 81315


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 695.5, which was -18.75 lower than the previous day. The implied volatity was 12.19, the open interest changed by -27 which decreased total open position to 80653


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 714.25, which was 113.90 higher than the previous day. The implied volatity was 11.66, the open interest changed by 2165 which increased total open position to 80677


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 600.35, which was 162.70 higher than the previous day. The implied volatity was 11.87, the open interest changed by 4283 which increased total open position to 78520


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 437.65, which was 98.65 higher than the previous day. The implied volatity was 12.00, the open interest changed by 1339 which increased total open position to 74239


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 339, which was 27.95 higher than the previous day. The implied volatity was 12.48, the open interest changed by 2126 which increased total open position to 72838


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 311.05, which was -17.95 lower than the previous day. The implied volatity was 11.91, the open interest changed by 500 which increased total open position to 70788


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 329, which was -31.00 lower than the previous day. The implied volatity was 12.23, the open interest changed by 1773 which increased total open position to 70366


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 360, which was 24.70 higher than the previous day. The implied volatity was 11.41, the open interest changed by 10583 which increased total open position to 68743


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 335.3, which was -15.95 lower than the previous day. The implied volatity was 11.32, the open interest changed by 24064 which increased total open position to 58243


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 351.25, which was 138.25 higher than the previous day. The implied volatity was 11.38, the open interest changed by 31653 which increased total open position to 33879


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 213, which was 42.15 higher than the previous day. The implied volatity was 12.22, the open interest changed by 8223 which increased total open position to 10449


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 170.85, which was -2.00 lower than the previous day. The implied volatity was 13.08, the open interest changed by 428 which increased total open position to 2229


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 172.85, which was -2.20 lower than the previous day. The implied volatity was 12.77, the open interest changed by 299 which increased total open position to 1890


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 175.05, which was -0.30 lower than the previous day. The implied volatity was 13.02, the open interest changed by 102 which increased total open position to 1597


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 175.35, which was -59.65 lower than the previous day. The implied volatity was 12.92, the open interest changed by 225 which increased total open position to 1515


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 235, which was -85.00 lower than the previous day. The implied volatity was 13.79, the open interest changed by -94 which decreased total open position to 1302


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 320, which was -124.00 lower than the previous day. The implied volatity was 12.71, the open interest changed by 735 which increased total open position to 1363


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 444, which was 35.65 higher than the previous day. The implied volatity was 12.12, the open interest changed by 207 which increased total open position to 629


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 408.35, which was -120.10 lower than the previous day. The implied volatity was 12.24, the open interest changed by -14 which decreased total open position to 418


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 528.45, which was -150.55 lower than the previous day. The implied volatity was 12.42, the open interest changed by 59 which increased total open position to 434


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 679, which was 23.00 higher than the previous day. The implied volatity was 12.24, the open interest changed by 45 which increased total open position to 388


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 656, which was 176.65 higher than the previous day. The implied volatity was 12.90, the open interest changed by 66 which increased total open position to 350


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 479.35, which was -102.30 lower than the previous day. The implied volatity was 13.60, the open interest changed by -16 which decreased total open position to 288


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 581.65, which was -17.20 lower than the previous day. The implied volatity was 13.07, the open interest changed by 10 which increased total open position to 309


On 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 598.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 55000 PE
Delta: -0.87
Vega: 32.43
Theta: 4.92
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 3444 203.75 17.37 5,325 -241 63,888
24 Dec 51233.00 3240.25 -56.05 13.43 4,079 2,424 64,132
23 Dec 51317.60 3296.3 -434.75 15.88 11,952 2,347 61,709
20 Dec 50759.20 3731.05 771.80 17.78 5,415 817 59,367
19 Dec 51575.70 2959.25 452.60 14.50 4,346 351 58,555
18 Dec 52139.55 2506.65 476.05 15.28 3,147 99 58,204
17 Dec 52834.80 2030.6 474.60 14.56 6,362 101 58,106
16 Dec 53581.35 1556 5.00 14.43 3,613 168 58,007
13 Dec 53583.80 1551 -157.25 15.39 7,728 106 57,840
12 Dec 53216.45 1708.25 43.20 14.15 2,852 35 57,734
11 Dec 53391.35 1665.05 42.60 14.96 2,358 91 57,705
10 Dec 53577.70 1622.45 -77.70 16.04 3,547 24 57,617
9 Dec 53407.75 1700.15 113.45 15.57 3,058 131 57,593
6 Dec 53509.50 1586.7 -13.90 14.59 6,658 -663 57,462
5 Dec 53603.55 1600.6 -199.35 15.50 15,430 7,172 58,138
4 Dec 53266.90 1799.95 -364.50 15.30 33,526 27,419 50,967
3 Dec 52695.75 2164.45 -406.15 15.34 19,885 17,120 23,551
2 Dec 52109.00 2570.6 14.15 15.71 1,511 949 6,433
29 Nov 52055.60 2556.45 8.50 14.62 354 101 5,485
28 Nov 51906.85 2547.95 168.25 14.11 5,344 3,438 5,384
27 Nov 52301.80 2379.7 -138.85 14.91 2,045 1,831 1,949
26 Nov 52191.50 2518.55 -45.00 15.69 120 47 121
25 Nov 52207.50 2563.55 -832.45 16.38 143 57 73
22 Nov 51135.40 3396 -803.80 17.05 48 1 17
21 Nov 50372.90 4199.8 386.70 21.60 4 1 14
19 Nov 50626.50 3813.1 -121.90 16.15 23 8 11
18 Nov 50363.80 3935 1125.40 16.77 3 1 2
14 Nov 50179.55 2809.6 0.00 0.00 0 0 0
13 Nov 50088.35 2809.6 0.00 0.00 0 1 0
12 Nov 51157.80 2809.6 -644.15 8.57 2 0 0
11 Nov 51876.75 3453.75 0.00 - 0 0 0
8 Nov 51561.20 3453.75 0.00 - 0 0 0
7 Nov 51916.50 3453.75 0.00 - 0 0 0
6 Nov 52317.40 3453.75 0.00 - 0 0 0
5 Nov 52207.25 3453.75 3453.75 - 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 55000 expiring on 29JAN2025

Delta for 55000 PE is -0.87

Historical price for 55000 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 3444, which was 203.75 higher than the previous day. The implied volatity was 17.37, the open interest changed by -241 which decreased total open position to 63888


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 3240.25, which was -56.05 lower than the previous day. The implied volatity was 13.43, the open interest changed by 2424 which increased total open position to 64132


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 3296.3, which was -434.75 lower than the previous day. The implied volatity was 15.88, the open interest changed by 2347 which increased total open position to 61709


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3731.05, which was 771.80 higher than the previous day. The implied volatity was 17.78, the open interest changed by 817 which increased total open position to 59367


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2959.25, which was 452.60 higher than the previous day. The implied volatity was 14.50, the open interest changed by 351 which increased total open position to 58555


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2506.65, which was 476.05 higher than the previous day. The implied volatity was 15.28, the open interest changed by 99 which increased total open position to 58204


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2030.6, which was 474.60 higher than the previous day. The implied volatity was 14.56, the open interest changed by 101 which increased total open position to 58106


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1556, which was 5.00 higher than the previous day. The implied volatity was 14.43, the open interest changed by 168 which increased total open position to 58007


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1551, which was -157.25 lower than the previous day. The implied volatity was 15.39, the open interest changed by 106 which increased total open position to 57840


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1708.25, which was 43.20 higher than the previous day. The implied volatity was 14.15, the open interest changed by 35 which increased total open position to 57734


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1665.05, which was 42.60 higher than the previous day. The implied volatity was 14.96, the open interest changed by 91 which increased total open position to 57705


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1622.45, which was -77.70 lower than the previous day. The implied volatity was 16.04, the open interest changed by 24 which increased total open position to 57617


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 1700.15, which was 113.45 higher than the previous day. The implied volatity was 15.57, the open interest changed by 131 which increased total open position to 57593


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1586.7, which was -13.90 lower than the previous day. The implied volatity was 14.59, the open interest changed by -663 which decreased total open position to 57462


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1600.6, which was -199.35 lower than the previous day. The implied volatity was 15.50, the open interest changed by 7172 which increased total open position to 58138


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1799.95, which was -364.50 lower than the previous day. The implied volatity was 15.30, the open interest changed by 27419 which increased total open position to 50967


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2164.45, which was -406.15 lower than the previous day. The implied volatity was 15.34, the open interest changed by 17120 which increased total open position to 23551


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2570.6, which was 14.15 higher than the previous day. The implied volatity was 15.71, the open interest changed by 949 which increased total open position to 6433


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2556.45, which was 8.50 higher than the previous day. The implied volatity was 14.62, the open interest changed by 101 which increased total open position to 5485


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2547.95, which was 168.25 higher than the previous day. The implied volatity was 14.11, the open interest changed by 3438 which increased total open position to 5384


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2379.7, which was -138.85 lower than the previous day. The implied volatity was 14.91, the open interest changed by 1831 which increased total open position to 1949


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2518.55, which was -45.00 lower than the previous day. The implied volatity was 15.69, the open interest changed by 47 which increased total open position to 121


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2563.55, which was -832.45 lower than the previous day. The implied volatity was 16.38, the open interest changed by 57 which increased total open position to 73


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 3396, which was -803.80 lower than the previous day. The implied volatity was 17.05, the open interest changed by 1 which increased total open position to 17


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 4199.8, which was 386.70 higher than the previous day. The implied volatity was 21.60, the open interest changed by 1 which increased total open position to 14


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 3813.1, which was -121.90 lower than the previous day. The implied volatity was 16.15, the open interest changed by 8 which increased total open position to 11


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 3935, which was 1125.40 higher than the previous day. The implied volatity was 16.77, the open interest changed by 1 which increased total open position to 2


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2809.6, 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 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2809.6, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2809.6, which was -644.15 lower than the previous day. The implied volatity was 8.57, 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 3453.75, 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 3453.75, 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 3453.75, 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 3453.75, 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 3453.75, which was 3453.75 higher 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