BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
23 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 55500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.15
Theta: -3.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 48589.00 | 4.8 | -1.60 | 37.29 | 41,328 | -791 | 26,847 | |||
| 22 Jan | 48724.40 | 6.4 | -2.60 | 35.12 | 41,902 | -3,299 | 27,663 | |||
| 21 Jan | 48570.90 | 9 | 0.00 | 35.15 | 44,320 | -1,105 | 31,017 | |||
| 20 Jan | 49350.80 | 9 | -1.50 | 29.96 | 59,739 | 1,856 | 32,241 | |||
| 17 Jan | 48540.60 | 10.5 | -0.85 | 29.91 | 63,413 | 199 | 30,376 | |||
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| 16 Jan | 49278.70 | 11.35 | -2.85 | 25.69 | 55,560 | 276 | 29,898 | |||
| 15 Jan | 48751.70 | 14.2 | -2.50 | 27.96 | 40,048 | -4,036 | 29,800 | |||
| 14 Jan | 48729.15 | 16.7 | -3.05 | 27.23 | 53,843 | -1,873 | 34,037 | |||
| 13 Jan | 48041.25 | 19.75 | 3.30 | 30.27 | 70,145 | -3,728 | 36,011 | |||
| 10 Jan | 48734.15 | 16.45 | -0.45 | 24.51 | 1,34,715 | 4,896 | 40,137 | |||
| 9 Jan | 49503.50 | 16.9 | -2.20 | 21.29 | 56,420 | 12 | 35,696 | |||
| 8 Jan | 49835.05 | 19.1 | -1.95 | 20.17 | 58,108 | -1,607 | 35,896 | |||
| 7 Jan | 50202.15 | 21.05 | -4.10 | 18.82 | 53,044 | -1,654 | 37,529 | |||
| 6 Jan | 49922.00 | 25.15 | -2.80 | 19.64 | 1,96,471 | 721 | 39,367 | |||
| 3 Jan | 50988.80 | 27.95 | -16.45 | 15.45 | 1,06,248 | 7,959 | 38,757 | |||
| 2 Jan | 51605.55 | 44.4 | 14.30 | 75,077 | -2,498 | 30,797 | ||||
For Nifty Bank - strike price 55500 expiring on 30JAN2025
Delta for 55500 CE is 0.01
Historical price for 55500 CE is as follows
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 4.8, which was -1.60 lower than the previous day. The implied volatity was 37.29, the open interest changed by -791 which decreased total open position to 26847
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 6.4, which was -2.60 lower than the previous day. The implied volatity was 35.12, the open interest changed by -3299 which decreased total open position to 27663
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 35.15, the open interest changed by -1105 which decreased total open position to 31017
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 9, which was -1.50 lower than the previous day. The implied volatity was 29.96, the open interest changed by 1856 which increased total open position to 32241
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 10.5, which was -0.85 lower than the previous day. The implied volatity was 29.91, the open interest changed by 199 which increased total open position to 30376
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 11.35, which was -2.85 lower than the previous day. The implied volatity was 25.69, the open interest changed by 276 which increased total open position to 29898
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 14.2, which was -2.50 lower than the previous day. The implied volatity was 27.96, the open interest changed by -4036 which decreased total open position to 29800
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 16.7, which was -3.05 lower than the previous day. The implied volatity was 27.23, the open interest changed by -1873 which decreased total open position to 34037
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 19.75, which was 3.30 higher than the previous day. The implied volatity was 30.27, the open interest changed by -3728 which decreased total open position to 36011
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 16.45, which was -0.45 lower than the previous day. The implied volatity was 24.51, the open interest changed by 4896 which increased total open position to 40137
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 16.9, which was -2.20 lower than the previous day. The implied volatity was 21.29, the open interest changed by 12 which increased total open position to 35696
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 19.1, which was -1.95 lower than the previous day. The implied volatity was 20.17, the open interest changed by -1607 which decreased total open position to 35896
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 21.05, which was -4.10 lower than the previous day. The implied volatity was 18.82, the open interest changed by -1654 which decreased total open position to 37529
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 25.15, which was -2.80 lower than the previous day. The implied volatity was 19.64, the open interest changed by 721 which increased total open position to 39367
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 27.95, which was -16.45 lower than the previous day. The implied volatity was 15.45, the open interest changed by 7959 which increased total open position to 38757
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 44.4, which was lower than the previous day. The implied volatity was 14.30, the open interest changed by -2498 which decreased total open position to 30797
| BANKNIFTY 30JAN2025 55500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 48589.00 | 6801 | 201.00 | - | 12 | -6 | 1,481 |
| 22 Jan | 48724.40 | 6600 | -113.40 | - | 29 | -8 | 1,487 |
| 21 Jan | 48570.90 | 6713.4 | 830.00 | - | 10 | -4 | 1,495 |
| 20 Jan | 49350.80 | 5883.4 | -870.40 | - | 31 | -19 | 1,503 |
| 17 Jan | 48540.60 | 6753.8 | 732.40 | - | 17 | -2 | 1,531 |
| 16 Jan | 49278.70 | 6021.4 | -578.60 | 38.80 | 763 | -425 | 1,535 |
| 15 Jan | 48751.70 | 6600 | 107.30 | 39.57 | 50 | -3 | 1,959 |
| 14 Jan | 48729.15 | 6492.7 | -780.05 | 38.66 | 164 | -138 | 1,965 |
| 13 Jan | 48041.25 | 7272.75 | 672.55 | 38.39 | 25 | -19 | 2,105 |
| 10 Jan | 48734.15 | 6600.2 | 769.20 | 38.18 | 8 | -1 | 2,124 |
| 9 Jan | 49503.50 | 5831 | 459.45 | 34.74 | 11 | -7 | 2,126 |
| 8 Jan | 49835.05 | 5371.55 | 280.65 | 22.52 | 20 | 4 | 2,131 |
| 7 Jan | 50202.15 | 5090.9 | -277.75 | 26.20 | 5 | -1 | 2,128 |
| 6 Jan | 49922.00 | 5368.65 | 1168.65 | 30.06 | 32 | -6 | 2,129 |
| 3 Jan | 50988.80 | 4200 | 600.00 | 18.96 | 12 | -1 | 2,136 |
| 2 Jan | 51605.55 | 3600 | 18.45 | 26 | -23 | 2,138 | |
For Nifty Bank - strike price 55500 expiring on 30JAN2025
Delta for 55500 PE is -
Historical price for 55500 PE is as follows
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 6801, which was 201.00 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 1481
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 6600, which was -113.40 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 1487
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 6713.4, which was 830.00 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 1495
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 5883.4, which was -870.40 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 1503
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 6753.8, which was 732.40 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 1531
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 6021.4, which was -578.60 lower than the previous day. The implied volatity was 38.80, the open interest changed by -425 which decreased total open position to 1535
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 6600, which was 107.30 higher than the previous day. The implied volatity was 39.57, the open interest changed by -3 which decreased total open position to 1959
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 6492.7, which was -780.05 lower than the previous day. The implied volatity was 38.66, the open interest changed by -138 which decreased total open position to 1965
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 7272.75, which was 672.55 higher than the previous day. The implied volatity was 38.39, the open interest changed by -19 which decreased total open position to 2105
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 6600.2, which was 769.20 higher than the previous day. The implied volatity was 38.18, the open interest changed by -1 which decreased total open position to 2124
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 5831, which was 459.45 higher than the previous day. The implied volatity was 34.74, the open interest changed by -7 which decreased total open position to 2126
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 5371.55, which was 280.65 higher than the previous day. The implied volatity was 22.52, the open interest changed by 4 which increased total open position to 2131
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 5090.9, which was -277.75 lower than the previous day. The implied volatity was 26.20, the open interest changed by -1 which decreased total open position to 2128
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 5368.65, which was 1168.65 higher than the previous day. The implied volatity was 30.06, the open interest changed by -6 which decreased total open position to 2129
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 4200, which was 600.00 higher than the previous day. The implied volatity was 18.96, the open interest changed by -1 which decreased total open position to 2136
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 3600, which was lower than the previous day. The implied volatity was 18.45, the open interest changed by -23 which decreased total open position to 2138
