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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 55400 CE
Delta: 0.06
Vega: 18.63
Theta: -4.77
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 57.25 3.00 14.40 14,427 1,434 2,905
24 Dec 51233.00 54.25 -7.40 13.48 3,081 542 1,456
23 Dec 51317.60 61.65 -14.25 13.60 666 261 920
20 Dec 50759.20 75.9 -62.00 14.92 855 -237 664
19 Dec 51575.70 137.9 -106.60 14.52 686 271 889
18 Dec 52139.55 244.5 -100.75 14.81 1,860 7 622
17 Dec 52834.80 345.25 -133.95 14.22 771 153 606
16 Dec 53581.35 479.2 -2.40 13.06 1,162 93 456
13 Dec 53583.80 481.6 33.00 11.84 1,282 71 365
12 Dec 53216.45 448.6 -41.05 12.98 273 62 294
11 Dec 53391.35 489.65 -55.35 12.63 38 10 233
10 Dec 53577.70 545 31.25 12.22 7 0 223
9 Dec 53407.75 513.75 -36.25 12.50 183 -41 223
6 Dec 53509.50 550 -12.40 12.13 818 -252 269
5 Dec 53603.55 562.4 -565.55 11.59 1,027 526 526
4 Dec 53266.90 1127.95 1127.95 1.49 0 0 0
3 Dec 52695.75 0 0.00 0.00 0 0 0
2 Dec 52109.00 0 0.00 0.00 0 0 0
29 Nov 52055.60 0 0.00 0.00 0 0 0
28 Nov 51906.85 0 0.00 0.00 0 0 0
27 Nov 52301.80 0 0.00 0.00 0 0 0
26 Nov 52191.50 0 0.00 0.00 0 0 0
25 Nov 52207.50 0 0.00 0.00 0 0 0
22 Nov 51135.40 0 0.00 0.00 0 0 0
21 Nov 50372.90 0 0.00 0.00 0 0 0
19 Nov 50626.50 0 0.00 0.00 0 0 0
18 Nov 50363.80 0 0.00 0.00 0 0 0
14 Nov 50179.55 0 0.00 0.00 0 0 0
13 Nov 50088.35 0 0.00 0.00 0 0 0
12 Nov 51157.80 0 0.00 0.00 0 0 0
11 Nov 51876.75 0 0.00 0.00 0 0 0
8 Nov 51561.20 0 0.00 0.00 0 0 0
7 Nov 51916.50 0 0.00 0.00 0 0 0
6 Nov 52317.40 0 0.00 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 55400 expiring on 29JAN2025

Delta for 55400 CE is 0.06

Historical price for 55400 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 57.25, which was 3.00 higher than the previous day. The implied volatity was 14.40, the open interest changed by 1434 which increased total open position to 2905


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 54.25, which was -7.40 lower than the previous day. The implied volatity was 13.48, the open interest changed by 542 which increased total open position to 1456


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 61.65, which was -14.25 lower than the previous day. The implied volatity was 13.60, the open interest changed by 261 which increased total open position to 920


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 75.9, which was -62.00 lower than the previous day. The implied volatity was 14.92, the open interest changed by -237 which decreased total open position to 664


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 137.9, which was -106.60 lower than the previous day. The implied volatity was 14.52, the open interest changed by 271 which increased total open position to 889


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 244.5, which was -100.75 lower than the previous day. The implied volatity was 14.81, the open interest changed by 7 which increased total open position to 622


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 345.25, which was -133.95 lower than the previous day. The implied volatity was 14.22, the open interest changed by 153 which increased total open position to 606


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 479.2, which was -2.40 lower than the previous day. The implied volatity was 13.06, the open interest changed by 93 which increased total open position to 456


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 481.6, which was 33.00 higher than the previous day. The implied volatity was 11.84, the open interest changed by 71 which increased total open position to 365


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 448.6, which was -41.05 lower than the previous day. The implied volatity was 12.98, the open interest changed by 62 which increased total open position to 294


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 489.65, which was -55.35 lower than the previous day. The implied volatity was 12.63, the open interest changed by 10 which increased total open position to 233


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 545, which was 31.25 higher than the previous day. The implied volatity was 12.22, the open interest changed by 0 which decreased total open position to 223


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 513.75, which was -36.25 lower than the previous day. The implied volatity was 12.50, the open interest changed by -41 which decreased total open position to 223


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 550, which was -12.40 lower than the previous day. The implied volatity was 12.13, the open interest changed by -252 which decreased total open position to 269


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 562.4, which was -565.55 lower than the previous day. The implied volatity was 11.59, the open interest changed by 526 which increased total open position to 526


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1127.95, which was 1127.95 higher than the previous day. The implied volatity was 1.49, 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 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 2 Dec BANKNIFTY was trading at 52109.00. 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 29 Nov BANKNIFTY was trading at 52055.60. 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 28 Nov BANKNIFTY was trading at 51906.85. 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 27 Nov BANKNIFTY was trading at 52301.80. 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 26 Nov BANKNIFTY was trading at 52191.50. 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 25 Nov BANKNIFTY was trading at 52207.50. 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 22 Nov BANKNIFTY was trading at 51135.40. 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 21 Nov BANKNIFTY was trading at 50372.90. 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 19 Nov BANKNIFTY was trading at 50626.50. 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 18 Nov BANKNIFTY was trading at 50363.80. 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 14 Nov BANKNIFTY was trading at 50179.55. 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 13 Nov BANKNIFTY was trading at 50088.35. 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 12 Nov BANKNIFTY was trading at 51157.80. 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 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 55400 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 1891.4 0.00 0.00 0 0 0
24 Dec 51233.00 1891.4 0.00 0.00 0 0 0
23 Dec 51317.60 1891.4 0.00 0.00 0 0 0
20 Dec 50759.20 1891.4 0.00 0.00 0 0 0
19 Dec 51575.70 1891.4 0.00 0.00 0 0 0
18 Dec 52139.55 1891.4 0.00 0.00 0 0 0
17 Dec 52834.80 1891.4 0.00 0.00 0 0 0
16 Dec 53581.35 1891.4 0.00 0.00 0 0 0
13 Dec 53583.80 1891.4 0.00 0.00 0 0 0
12 Dec 53216.45 1891.4 0.00 0.00 0 0 0
11 Dec 53391.35 1891.4 -1832.60 14.53 6 3 3
10 Dec 53577.70 3724 0.00 - 0 0 0
9 Dec 53407.75 3724 0.00 - 0 0 0
6 Dec 53509.50 3724 0.00 - 0 0 0
5 Dec 53603.55 3724 0.00 - 0 0 0
4 Dec 53266.90 3724 3724.00 - 0 0 0
3 Dec 52695.75 0 0.00 0.00 0 0 0
2 Dec 52109.00 0 0.00 0.00 0 0 0
29 Nov 52055.60 0 0.00 0.00 0 0 0
28 Nov 51906.85 0 0.00 0.00 0 0 0
27 Nov 52301.80 0 0.00 0.00 0 0 0
26 Nov 52191.50 0 0.00 0.00 0 0 0
25 Nov 52207.50 0 0.00 0.00 0 0 0
22 Nov 51135.40 0 0.00 0.00 0 0 0
21 Nov 50372.90 0 0.00 0.00 0 0 0
19 Nov 50626.50 0 0.00 0.00 0 0 0
18 Nov 50363.80 0 0.00 0.00 0 0 0
14 Nov 50179.55 0 0.00 0.00 0 0 0
13 Nov 50088.35 0 0.00 0.00 0 0 0
12 Nov 51157.80 0 0.00 0.00 0 0 0
11 Nov 51876.75 0 0.00 0.00 0 0 0
8 Nov 51561.20 0 0.00 0.00 0 0 0
7 Nov 51916.50 0 0.00 0.00 0 0 0
6 Nov 52317.40 0 0.00 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 55400 expiring on 29JAN2025

Delta for 55400 PE is 0.00

Historical price for 55400 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 1891.4, 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 1891.4, 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 1891.4, 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 1891.4, 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 1891.4, 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 1891.4, 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 1891.4, 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 1891.4, 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 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1891.4, 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 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 1891.4, 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 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 1891.4, which was -1832.60 lower than the previous day. The implied volatity was 14.53, the open interest changed by 3 which increased total open position to 3


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3724, 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 3724, 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 3724, 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 3724, 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 3724, which was 3724.00 higher 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 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 2 Dec BANKNIFTY was trading at 52109.00. 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 29 Nov BANKNIFTY was trading at 52055.60. 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 28 Nov BANKNIFTY was trading at 51906.85. 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 27 Nov BANKNIFTY was trading at 52301.80. 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 26 Nov BANKNIFTY was trading at 52191.50. 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 25 Nov BANKNIFTY was trading at 52207.50. 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 22 Nov BANKNIFTY was trading at 51135.40. 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 21 Nov BANKNIFTY was trading at 50372.90. 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 19 Nov BANKNIFTY was trading at 50626.50. 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 18 Nov BANKNIFTY was trading at 50363.80. 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 14 Nov BANKNIFTY was trading at 50179.55. 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 13 Nov BANKNIFTY was trading at 50088.35. 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 12 Nov BANKNIFTY was trading at 51157.80. 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 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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