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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 55100 CE
Delta: 0.07
Vega: 21.33
Theta: -5.40
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 68.65 4.45 14.07 29,430 1,528 4,409
24 Dec 51233.00 64.2 -13.80 13.11 4,166 1,095 2,817
23 Dec 51317.60 78 -13.70 13.45 1,914 223 1,766
20 Dec 50759.20 91.7 -77.20 14.73 2,408 -72 1,549
19 Dec 51575.70 168.9 -126.25 14.43 2,068 127 1,612
18 Dec 52139.55 295.15 -122.35 14.77 1,732 -92 1,487
17 Dec 52834.80 417.5 -165.35 14.26 555 33 1,581
16 Dec 53581.35 582.85 1.95 13.19 277 -22 1,546
13 Dec 53583.80 580.9 45.80 11.80 1,073 -96 1,570
12 Dec 53216.45 535.1 -60.30 12.97 198 107 1,661
11 Dec 53391.35 595.4 -61.60 12.80 431 204 1,557
10 Dec 53577.70 657 49.85 12.33 341 23 1,354
9 Dec 53407.75 607.15 -46.35 12.43 360 16 1,331
6 Dec 53509.50 653.5 -16.55 12.15 611 164 1,316
5 Dec 53603.55 670.05 97.45 11.58 959 240 1,145
4 Dec 53266.90 572.6 161.85 11.95 1,406 660 906
3 Dec 52695.75 410.75 -808.20 11.99 420 239 239
2 Dec 52109.00 1218.95 0.00 2.25 0 0 0
29 Nov 52055.60 1218.95 0.00 2.17 0 0 0
28 Nov 51906.85 1218.95 0.00 2.27 0 0 0
27 Nov 52301.80 1218.95 0.00 1.89 0 0 0
26 Nov 52191.50 1218.95 0.00 2.04 0 0 0
25 Nov 52207.50 1218.95 0.00 2.28 0 0 0
22 Nov 51135.40 1218.95 0.00 2.92 0 0 0
21 Nov 50372.90 1218.95 0.00 3.54 0 0 0
19 Nov 50626.50 1218.95 0.00 3.44 0 0 0
18 Nov 50363.80 1218.95 0.00 3.48 0 0 0
14 Nov 50179.55 1218.95 0.00 3.49 0 0 0
13 Nov 50088.35 1218.95 0.00 3.61 0 0 0
12 Nov 51157.80 1218.95 0.00 2.54 0 0 0
11 Nov 51876.75 1218.95 0.00 1.95 0 0 0
8 Nov 51561.20 1218.95 0.00 2.06 0 0 0
7 Nov 51916.50 1218.95 1218.95 1.82 0 0 0
6 Nov 52317.40 0 0.00 1.44 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 55100 expiring on 29JAN2025

Delta for 55100 CE is 0.07

Historical price for 55100 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 68.65, which was 4.45 higher than the previous day. The implied volatity was 14.07, the open interest changed by 1528 which increased total open position to 4409


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 64.2, which was -13.80 lower than the previous day. The implied volatity was 13.11, the open interest changed by 1095 which increased total open position to 2817


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 78, which was -13.70 lower than the previous day. The implied volatity was 13.45, the open interest changed by 223 which increased total open position to 1766


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 91.7, which was -77.20 lower than the previous day. The implied volatity was 14.73, the open interest changed by -72 which decreased total open position to 1549


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 168.9, which was -126.25 lower than the previous day. The implied volatity was 14.43, the open interest changed by 127 which increased total open position to 1612


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 295.15, which was -122.35 lower than the previous day. The implied volatity was 14.77, the open interest changed by -92 which decreased total open position to 1487


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 417.5, which was -165.35 lower than the previous day. The implied volatity was 14.26, the open interest changed by 33 which increased total open position to 1581


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 582.85, which was 1.95 higher than the previous day. The implied volatity was 13.19, the open interest changed by -22 which decreased total open position to 1546


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 580.9, which was 45.80 higher than the previous day. The implied volatity was 11.80, the open interest changed by -96 which decreased total open position to 1570


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 535.1, which was -60.30 lower than the previous day. The implied volatity was 12.97, the open interest changed by 107 which increased total open position to 1661


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 595.4, which was -61.60 lower than the previous day. The implied volatity was 12.80, the open interest changed by 204 which increased total open position to 1557


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 657, which was 49.85 higher than the previous day. The implied volatity was 12.33, the open interest changed by 23 which increased total open position to 1354


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 607.15, which was -46.35 lower than the previous day. The implied volatity was 12.43, the open interest changed by 16 which increased total open position to 1331


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 653.5, which was -16.55 lower than the previous day. The implied volatity was 12.15, the open interest changed by 164 which increased total open position to 1316


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 670.05, which was 97.45 higher than the previous day. The implied volatity was 11.58, the open interest changed by 240 which increased total open position to 1145


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 572.6, which was 161.85 higher than the previous day. The implied volatity was 11.95, the open interest changed by 660 which increased total open position to 906


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 410.75, which was -808.20 lower than the previous day. The implied volatity was 11.99, the open interest changed by 239 which increased total open position to 239


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1218.95, which was 0.00 lower than the previous day. The implied volatity was 2.25, 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 1218.95, which was 0.00 lower than the previous day. The implied volatity was 2.17, 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 1218.95, which was 0.00 lower than the previous day. The implied volatity was 2.27, 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 1218.95, which was 0.00 lower than the previous day. The implied volatity was 1.89, 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 1218.95, which was 0.00 lower than the previous day. The implied volatity was 2.04, 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 1218.95, which was 0.00 lower than the previous day. The implied volatity was 2.28, 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 1218.95, which was 0.00 lower than the previous day. The implied volatity was 2.92, 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 1218.95, which was 0.00 lower than the previous day. The implied volatity was 3.54, 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 1218.95, which was 0.00 lower than the previous day. The implied volatity was 3.44, 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 1218.95, which was 0.00 lower than the previous day. The implied volatity was 3.48, 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 1218.95, which was 0.00 lower than the previous day. The implied volatity was 3.49, 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 1218.95, which was 0.00 lower than the previous day. The implied volatity was 3.61, 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 1218.95, which was 0.00 lower than the previous day. The implied volatity was 2.54, 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 1218.95, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1218.95, which was 0.00 lower than the previous day. The implied volatity was 2.06, 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 1218.95, which was 1218.95 higher than the previous day. The implied volatity was 1.82, 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 1.44, 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 55100 PE
Delta: -0.88
Vega: 30.79
Theta: 5.55
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 3527.5 1581.45 17.23 4 2 4
24 Dec 51233.00 1946.05 0.00 0.00 0 0 0
23 Dec 51317.60 1946.05 0.00 0.00 0 0 0
20 Dec 50759.20 1946.05 0.00 0.00 0 0 0
19 Dec 51575.70 1946.05 0.00 0.00 0 0 0
18 Dec 52139.55 1946.05 0.00 0.00 0 0 0
17 Dec 52834.80 1946.05 0.00 0.00 0 0 0
16 Dec 53581.35 1946.05 0.00 0.00 0 2 0
13 Dec 53583.80 1946.05 -1574.35 19.80 12 5 5
12 Dec 53216.45 3520.4 0.00 - 0 0 0
11 Dec 53391.35 3520.4 0.00 - 0 0 0
10 Dec 53577.70 3520.4 0.00 - 0 0 0
9 Dec 53407.75 3520.4 0.00 - 0 0 0
6 Dec 53509.50 3520.4 0.00 - 0 0 0
5 Dec 53603.55 3520.4 0.00 - 0 0 0
4 Dec 53266.90 3520.4 0.00 - 0 0 0
3 Dec 52695.75 3520.4 0.00 - 0 0 0
2 Dec 52109.00 3520.4 0.00 - 0 0 0
29 Nov 52055.60 3520.4 0.00 - 0 0 0
28 Nov 51906.85 3520.4 0.00 - 0 0 0
27 Nov 52301.80 3520.4 0.00 - 0 0 0
26 Nov 52191.50 3520.4 0.00 - 0 0 0
25 Nov 52207.50 3520.4 0.00 - 0 0 0
22 Nov 51135.40 3520.4 0.00 - 0 0 0
21 Nov 50372.90 3520.4 0.00 - 0 0 0
19 Nov 50626.50 3520.4 0.00 - 0 0 0
18 Nov 50363.80 3520.4 0.00 - 0 0 0
14 Nov 50179.55 3520.4 0.00 - 0 0 0
13 Nov 50088.35 3520.4 0.00 - 0 0 0
12 Nov 51157.80 3520.4 0.00 - 0 0 0
11 Nov 51876.75 3520.4 0.00 - 0 0 0
8 Nov 51561.20 3520.4 0.00 - 0 0 0
7 Nov 51916.50 3520.4 3520.40 - 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 55100 expiring on 29JAN2025

Delta for 55100 PE is -0.88

Historical price for 55100 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 3527.5, which was 1581.45 higher than the previous day. The implied volatity was 17.23, the open interest changed by 2 which increased total open position to 4


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1946.05, 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 1946.05, 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 1946.05, 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 1946.05, 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 1946.05, 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 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 1946.05, 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 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1946.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1946.05, which was -1574.35 lower than the previous day. The implied volatity was 19.80, the open interest changed by 5 which increased total open position to 5


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3520.4, 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 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 3520.4, 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 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3520.4, 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 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3520.4, 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 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3520.4, 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 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3520.4, 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 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3520.4, 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 3520.4, 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 3520.4, 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 3520.4, 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 3520.4, 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 3520.4, 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 3520.4, 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 3520.4, 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 3520.4, 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 3520.4, 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 3520.4, 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 3520.4, 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 3520.4, 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 3520.4, 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 3520.4, 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 3520.4, 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 3520.4, 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 3520.4, which was 3520.40 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