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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 55200 CE
Delta: 0.07
Vega: 20.20
Theta: -5.11
Gamma: 0.00
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
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
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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