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BANKNIFTY
Nifty Bank

50988.8 -616.75 (-1.20%)

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Historical option data for BANKNIFTY

03 Jan 2025 04:13 PM IST
BANKNIFTY 30JAN2025 55100 CE
Delta: 0.04
Vega: 13.04
Theta: -4.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Jan 50988.80 37.6 -24.40 15.05 33,062 3,107 7,630
2 Jan 51605.55 62 14.02 26,835 -881 4,477


For Nifty Bank - strike price 55100 expiring on 30JAN2025

Delta for 55100 CE is 0.04

Historical price for 55100 CE is as follows

On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 37.6, which was -24.40 lower than the previous day. The implied volatity was 15.05, the open interest changed by 3107 which increased total open position to 7630


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 62, which was lower than the previous day. The implied volatity was 14.02, the open interest changed by -881 which decreased total open position to 4477


BANKNIFTY 30JAN2025 55100 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
3 Jan 50988.80 3650 122.50 - 1 0 4
2 Jan 51605.55 3527.5 0.00 0 0 0


For Nifty Bank - strike price 55100 expiring on 30JAN2025

Delta for 55100 PE is -

Historical price for 55100 PE is as follows

On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 3650, which was 122.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 3527.5, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0