BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
BANKNIFTY 29JAN2025 55200 CE | ||||||||||
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Delta: 0.07
Vega: 20.20
Theta: -5.11
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 51170.70 | 63.4 | 8.80 | 14.12 | 18,688 | 928 | 5,076 | |||
24 Dec | 51233.00 | 54.6 | -17.10 | 12.93 | 3,846 | 1,173 | 4,149 | |||
23 Dec | 51317.60 | 71.7 | -3.45 | 13.48 | 1,108 | 276 | 2,955 | |||
20 Dec | 50759.20 | 75.15 | -82.65 | 14.36 | 1,072 | -290 | 2,684 | |||
19 Dec | 51575.70 | 157.8 | -120.95 | 14.46 | 1,715 | 470 | 2,995 | |||
18 Dec | 52139.55 | 278.75 | -110.05 | 14.81 | 2,459 | 155 | 2,525 | |||
17 Dec | 52834.80 | 388.8 | -164.90 | 14.19 | 3,154 | 1,359 | 2,356 | |||
16 Dec | 53581.35 | 553.7 | 7.80 | 13.25 | 504 | -54 | 997 | |||
13 Dec | 53583.80 | 545.9 | 35.80 | 11.83 | 1,815 | -215 | 1,023 | |||
12 Dec | 53216.45 | 510.1 | -37.85 | 13.05 | 560 | 50 | 1,237 | |||
11 Dec | 53391.35 | 547.95 | -72.55 | 12.60 | 608 | 113 | 1,187 | |||
10 Dec | 53577.70 | 620.5 | 47.15 | 12.36 | 627 | -105 | 1,079 | |||
9 Dec | 53407.75 | 573.35 | -43.45 | 12.45 | 294 | -11 | 1,184 | |||
6 Dec | 53509.50 | 616.8 | -9.25 | 12.10 | 809 | 203 | 1,202 | |||
5 Dec | 53603.55 | 626.05 | 102.50 | 11.49 | 2,741 | 574 | 988 | |||
4 Dec | 53266.90 | 523.55 | -664.45 | 11.72 | 509 | 414 | 414 | |||
3 Dec | 52695.75 | 1188 | 0.00 | 1.85 | 0 | 0 | 0 | |||
2 Dec | 52109.00 | 1188 | 0.00 | 2.35 | 0 | 0 | 0 | |||
29 Nov | 52055.60 | 1188 | 0.00 | 2.27 | 0 | 0 | 0 | |||
28 Nov | 51906.85 | 1188 | 0.00 | 2.35 | 0 | 0 | 0 | |||
27 Nov | 52301.80 | 1188 | 0.00 | 2.00 | 0 | 0 | 0 | |||
26 Nov | 52191.50 | 1188 | 0.00 | 2.14 | 0 | 0 | 0 | |||
25 Nov | 52207.50 | 1188 | 0.00 | 2.37 | 0 | 0 | 0 | |||
22 Nov | 51135.40 | 1188 | 0.00 | 3.01 | 0 | 0 | 0 | |||
21 Nov | 50372.90 | 1188 | 0.00 | 3.63 | 0 | 0 | 0 | |||
19 Nov | 50626.50 | 1188 | 0.00 | 3.51 | 0 | 0 | 0 | |||
18 Nov | 50363.80 | 1188 | 0.00 | 3.59 | 0 | 0 | 0 | |||
14 Nov | 50179.55 | 1188 | 0.00 | 3.56 | 0 | 0 | 0 | |||
13 Nov | 50088.35 | 1188 | 0.00 | 3.68 | 0 | 0 | 0 | |||
12 Nov | 51157.80 | 1188 | 1188.00 | 2.62 | 0 | 0 | 0 | |||
11 Nov | 51876.75 | 0 | 0.00 | 2.04 | 0 | 0 | 0 | |||
8 Nov | 51561.20 | 0 | 0.00 | 2.14 | 0 | 0 | 0 | |||
7 Nov | 51916.50 | 0 | 0.00 | 1.79 | 0 | 0 | 0 | |||
6 Nov | 52317.40 | 0 | 0.00 | 1.46 | 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 | |||
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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 55200 expiring on 29JAN2025
Delta for 55200 CE is 0.07
Historical price for 55200 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 63.4, which was 8.80 higher than the previous day. The implied volatity was 14.12, the open interest changed by 928 which increased total open position to 5076
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 54.6, which was -17.10 lower than the previous day. The implied volatity was 12.93, the open interest changed by 1173 which increased total open position to 4149
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 71.7, which was -3.45 lower than the previous day. The implied volatity was 13.48, the open interest changed by 276 which increased total open position to 2955
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 75.15, which was -82.65 lower than the previous day. The implied volatity was 14.36, the open interest changed by -290 which decreased total open position to 2684
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 157.8, which was -120.95 lower than the previous day. The implied volatity was 14.46, the open interest changed by 470 which increased total open position to 2995
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 278.75, which was -110.05 lower than the previous day. The implied volatity was 14.81, the open interest changed by 155 which increased total open position to 2525
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 388.8, which was -164.90 lower than the previous day. The implied volatity was 14.19, the open interest changed by 1359 which increased total open position to 2356
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 553.7, which was 7.80 higher than the previous day. The implied volatity was 13.25, the open interest changed by -54 which decreased total open position to 997
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 545.9, which was 35.80 higher than the previous day. The implied volatity was 11.83, the open interest changed by -215 which decreased total open position to 1023
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 510.1, which was -37.85 lower than the previous day. The implied volatity was 13.05, the open interest changed by 50 which increased total open position to 1237
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 547.95, which was -72.55 lower than the previous day. The implied volatity was 12.60, the open interest changed by 113 which increased total open position to 1187
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 620.5, which was 47.15 higher than the previous day. The implied volatity was 12.36, the open interest changed by -105 which decreased total open position to 1079
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 573.35, which was -43.45 lower than the previous day. The implied volatity was 12.45, the open interest changed by -11 which decreased total open position to 1184
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 616.8, which was -9.25 lower than the previous day. The implied volatity was 12.10, the open interest changed by 203 which increased total open position to 1202
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 626.05, which was 102.50 higher than the previous day. The implied volatity was 11.49, the open interest changed by 574 which increased total open position to 988
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 523.55, which was -664.45 lower than the previous day. The implied volatity was 11.72, the open interest changed by 414 which increased total open position to 414
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 1188, 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 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 1188, which was 0.00 lower than the previous day. The implied volatity was 2.35, 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 1188, 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 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 1188, which was 0.00 lower than the previous day. The implied volatity was 2.35, 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 1188, which was 0.00 lower than the previous day. The implied volatity was 2.00, 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 1188, which was 0.00 lower than the previous day. The implied volatity was 2.14, 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 1188, which was 0.00 lower than the previous day. The implied volatity was 2.37, 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 1188, which was 0.00 lower than the previous day. The implied volatity was 3.01, 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 1188, which was 0.00 lower than the previous day. The implied volatity was 3.63, 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 1188, which was 0.00 lower than the previous day. The implied volatity was 3.51, 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 1188, which was 0.00 lower than the previous day. The implied volatity was 3.59, 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 1188, which was 0.00 lower than the previous day. The implied volatity was 3.56, 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 1188, which was 0.00 lower than the previous day. The implied volatity was 3.68, 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 1188, which was 1188.00 higher than the previous day. The implied volatity was 2.62, 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 0, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.14, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.79, 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 1.46, 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 55200 PE | |||||||
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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 |
26 Dec | 51170.70 | 1729 | 0.00 | 0.00 | 0 | 0 | 0 |
24 Dec | 51233.00 | 1729 | 0.00 | 0.00 | 0 | 0 | 0 |
23 Dec | 51317.60 | 1729 | 0.00 | 0.00 | 0 | 0 | 0 |
20 Dec | 50759.20 | 1729 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Dec | 51575.70 | 1729 | 0.00 | 0.00 | 0 | 0 | 0 |
18 Dec | 52139.55 | 1729 | 0.00 | 0.00 | 0 | 0 | 0 |
17 Dec | 52834.80 | 1729 | 0.00 | 0.00 | 0 | 0 | 0 |
16 Dec | 53581.35 | 1729 | -1858.65 | 15.08 | 2 | 1 | 1 |
13 Dec | 53583.80 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
12 Dec | 53216.45 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 53391.35 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 53577.70 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 53407.75 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
6 Dec | 53509.50 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
5 Dec | 53603.55 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
4 Dec | 53266.90 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
3 Dec | 52695.75 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
2 Dec | 52109.00 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
29 Nov | 52055.60 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
28 Nov | 51906.85 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
27 Nov | 52301.80 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
26 Nov | 52191.50 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
25 Nov | 52207.50 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
22 Nov | 51135.40 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
21 Nov | 50372.90 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
19 Nov | 50626.50 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
18 Nov | 50363.80 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
14 Nov | 50179.55 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
13 Nov | 50088.35 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
12 Nov | 51157.80 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
11 Nov | 51876.75 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
8 Nov | 51561.20 | 3587.65 | 0.00 | - | 0 | 0 | 0 |
7 Nov | 51916.50 | 3587.65 | 3587.65 | - | 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 55200 expiring on 29JAN2025
Delta for 55200 PE is 0.00
Historical price for 55200 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1729, 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 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 1729, 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 1729, 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 1729, 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 1729, 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 1729, 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 1729, 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 1729, which was -1858.65 lower than the previous day. The implied volatity was 15.08, the open interest changed by 1 which increased total open position to 1
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 3587.65, 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 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3587.65, 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 3587.65, 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 3587.65, 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 3587.65, 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 3587.65, 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 3587.65, 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 3587.65, 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 3587.65, 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 3587.65, 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 3587.65, 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 3587.65, 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 3587.65, 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 3587.65, 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 3587.65, 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 3587.65, 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 3587.65, 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 3587.65, 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 3587.65, 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 3587.65, 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 3587.65, 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 3587.65, 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 3587.65, 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 3587.65, 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 3587.65, which was 3587.65 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