BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
23 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 55200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.36
Theta: -3.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 48589.00 | 5.8 | -1.45 | 36.72 | 22,051 | 623 | 12,380 | |||
| 22 Jan | 48724.40 | 7.25 | -2.50 | 34.32 | 19,481 | -529 | 11,759 | |||
| 21 Jan | 48570.90 | 9.75 | -0.80 | 34.21 | 21,521 | 2,527 | 12,289 | |||
| 20 Jan | 49350.80 | 10.55 | -0.60 | 29.34 | 26,006 | -365 | 9,718 | |||
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| 17 Jan | 48540.60 | 11.15 | -1.65 | 29.06 | 15,031 | 1,803 | 10,115 | |||
| 16 Jan | 49278.70 | 12.8 | -3.20 | 25.04 | 20,783 | 364 | 8,278 | |||
| 15 Jan | 48751.70 | 16 | -2.20 | 27.38 | 25,642 | -49 | 7,931 | |||
| 14 Jan | 48729.15 | 18.2 | -2.55 | 26.53 | 20,962 | -543 | 7,982 | |||
| 13 Jan | 48041.25 | 20.75 | 3.15 | 29.50 | 18,424 | -1,754 | 8,544 | |||
| 10 Jan | 48734.15 | 17.6 | -1.45 | 23.83 | 28,753 | 389 | 10,312 | |||
| 9 Jan | 49503.50 | 19.05 | -2.80 | 20.75 | 9,284 | -880 | 9,976 | |||
| 8 Jan | 49835.05 | 21.85 | -3.80 | 19.67 | 14,289 | -172 | 10,880 | |||
| 7 Jan | 50202.15 | 25.65 | -1.45 | 18.50 | 20,544 | 184 | 11,031 | |||
| 6 Jan | 49922.00 | 27.1 | -10.65 | 18.98 | 29,320 | 1,407 | 10,841 | |||
| 3 Jan | 50988.80 | 37.75 | -19.60 | 15.37 | 43,312 | 1,472 | 9,437 | |||
| 2 Jan | 51605.55 | 57.35 | 14.11 | 43,091 | -6,000 | 7,971 | ||||
For Nifty Bank - strike price 55200 expiring on 30JAN2025
Delta for 55200 CE is 0.01
Historical price for 55200 CE is as follows
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 5.8, which was -1.45 lower than the previous day. The implied volatity was 36.72, the open interest changed by 623 which increased total open position to 12380
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 7.25, which was -2.50 lower than the previous day. The implied volatity was 34.32, the open interest changed by -529 which decreased total open position to 11759
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 9.75, which was -0.80 lower than the previous day. The implied volatity was 34.21, the open interest changed by 2527 which increased total open position to 12289
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 10.55, which was -0.60 lower than the previous day. The implied volatity was 29.34, the open interest changed by -365 which decreased total open position to 9718
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 11.15, which was -1.65 lower than the previous day. The implied volatity was 29.06, the open interest changed by 1803 which increased total open position to 10115
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 12.8, which was -3.20 lower than the previous day. The implied volatity was 25.04, the open interest changed by 364 which increased total open position to 8278
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 16, which was -2.20 lower than the previous day. The implied volatity was 27.38, the open interest changed by -49 which decreased total open position to 7931
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 18.2, which was -2.55 lower than the previous day. The implied volatity was 26.53, the open interest changed by -543 which decreased total open position to 7982
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 20.75, which was 3.15 higher than the previous day. The implied volatity was 29.50, the open interest changed by -1754 which decreased total open position to 8544
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 17.6, which was -1.45 lower than the previous day. The implied volatity was 23.83, the open interest changed by 389 which increased total open position to 10312
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 19.05, which was -2.80 lower than the previous day. The implied volatity was 20.75, the open interest changed by -880 which decreased total open position to 9976
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 21.85, which was -3.80 lower than the previous day. The implied volatity was 19.67, the open interest changed by -172 which decreased total open position to 10880
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 25.65, which was -1.45 lower than the previous day. The implied volatity was 18.50, the open interest changed by 184 which increased total open position to 11031
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 27.1, which was -10.65 lower than the previous day. The implied volatity was 18.98, the open interest changed by 1407 which increased total open position to 10841
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 37.75, which was -19.60 lower than the previous day. The implied volatity was 15.37, the open interest changed by 1472 which increased total open position to 9437
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 57.35, which was lower than the previous day. The implied volatity was 14.11, the open interest changed by -6000 which decreased total open position to 7971
| BANKNIFTY 30JAN2025 55200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 48589.00 | 3574.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Jan | 48724.40 | 3574.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Jan | 48570.90 | 3574.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Jan | 49350.80 | 3574.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Jan | 48540.60 | 3574.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 49278.70 | 3574.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 48751.70 | 3574.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 48729.15 | 3574.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Jan | 48041.25 | 3574.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Jan | 48734.15 | 3574.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Jan | 49503.50 | 3574.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Jan | 49835.05 | 3574.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Jan | 50202.15 | 3574.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 49922.00 | 3574.25 | 0.00 | 0.00 | 0 | 1 | 0 |
| 3 Jan | 50988.80 | 3574.25 | 89.35 | - | 1 | 0 | 1 |
| 2 Jan | 51605.55 | 3484.9 | 0.00 | 0 | 0 | 0 | |
For Nifty Bank - strike price 55200 expiring on 30JAN2025
Delta for 55200 PE is 0.00
Historical price for 55200 PE is as follows
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 3574.25, 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 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 3574.25, 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 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 3574.25, 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 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 3574.25, 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 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 3574.25, 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 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 3574.25, 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 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 3574.25, 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 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 3574.25, 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 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 3574.25, 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 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 3574.25, 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 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 3574.25, 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 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 3574.25, 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 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 3574.25, 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 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 3574.25, 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 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 3574.25, which was 89.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 3484.9, 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
