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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 55500 CE
Delta: 0.05
Vega: 17.35
Theta: -4.42
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 51.4 1.70 14.36 58,067 4,014 17,117
24 Dec 51233.00 49.7 -6.80 13.52 28,334 2,155 13,071
23 Dec 51317.60 56.5 -17.15 13.63 19,196 472 10,896
20 Dec 50759.20 73.65 -53.55 15.13 15,440 -731 10,472
19 Dec 51575.70 127.2 -100.45 14.50 21,173 1,077 11,336
18 Dec 52139.55 227.65 -82.40 14.79 24,303 -2,110 10,450
17 Dec 52834.80 310.05 -136.90 13.95 15,275 3,711 12,583
16 Dec 53581.35 446.95 -7.55 13.01 10,660 1,258 8,956
13 Dec 53583.80 454.5 32.50 11.88 17,013 2,050 7,847
12 Dec 53216.45 422 -35.25 12.98 3,199 -162 5,815
11 Dec 53391.35 457.25 -77.70 12.59 4,224 934 5,984
10 Dec 53577.70 534.95 52.80 12.55 3,615 248 5,152
9 Dec 53407.75 482.15 -35.85 12.47 3,769 -665 4,908
6 Dec 53509.50 518 -10.05 12.09 6,482 115 5,636
5 Dec 53603.55 528.05 79.50 11.56 6,821 403 5,529
4 Dec 53266.90 448.55 130.60 11.90 9,731 426 5,115
3 Dec 52695.75 317.95 81.70 12.00 7,719 1,168 4,694
2 Dec 52109.00 236.25 11.25 12.30 5,355 199 3,562
29 Nov 52055.60 225 -11.65 11.96 4,210 930 3,337
28 Nov 51906.85 236.65 -15.60 12.19 5,823 888 2,418
27 Nov 52301.80 252.25 7.70 11.30 2,266 419 1,577
26 Nov 52191.50 244.55 -9.10 11.41 1,268 317 1,159
25 Nov 52207.50 253.65 103.45 11.39 1,252 308 843
22 Nov 51135.40 150.2 24.90 12.20 725 98 633
21 Nov 50372.90 125.3 -7.95 13.14 244 99 524
19 Nov 50626.50 133.25 -0.30 13.00 87 14 427
18 Nov 50363.80 133.55 1.00 13.24 60 17 411
14 Nov 50179.55 132.55 -46.45 13.05 425 139 394
13 Nov 50088.35 179 -67.20 13.83 367 -141 255
12 Nov 51157.80 246.2 -86.80 12.80 296 0 386
11 Nov 51876.75 333 12.15 12.05 272 202 366
8 Nov 51561.20 320.85 -114.90 12.38 84 30 167
7 Nov 51916.50 435.75 -101.10 12.74 32 21 138
6 Nov 52317.40 536.85 14.80 12.26 25 7 117
5 Nov 52207.25 522.05 -576.75 12.90 111 107 107
4 Nov 51215.25 1098.8 0.00 2.59 0 0 0
1 Nov 51673.90 1098.8 0.00 2.29 0 0 0
31 Oct 51559.20 1098.80 - 0 0 0


For Nifty Bank - strike price 55500 expiring on 29JAN2025

Delta for 55500 CE is 0.05

Historical price for 55500 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 51.4, which was 1.70 higher than the previous day. The implied volatity was 14.36, the open interest changed by 4014 which increased total open position to 17117


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 49.7, which was -6.80 lower than the previous day. The implied volatity was 13.52, the open interest changed by 2155 which increased total open position to 13071


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 56.5, which was -17.15 lower than the previous day. The implied volatity was 13.63, the open interest changed by 472 which increased total open position to 10896


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 73.65, which was -53.55 lower than the previous day. The implied volatity was 15.13, the open interest changed by -731 which decreased total open position to 10472


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 127.2, which was -100.45 lower than the previous day. The implied volatity was 14.50, the open interest changed by 1077 which increased total open position to 11336


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 227.65, which was -82.40 lower than the previous day. The implied volatity was 14.79, the open interest changed by -2110 which decreased total open position to 10450


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 310.05, which was -136.90 lower than the previous day. The implied volatity was 13.95, the open interest changed by 3711 which increased total open position to 12583


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 446.95, which was -7.55 lower than the previous day. The implied volatity was 13.01, the open interest changed by 1258 which increased total open position to 8956


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 454.5, which was 32.50 higher than the previous day. The implied volatity was 11.88, the open interest changed by 2050 which increased total open position to 7847


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 422, which was -35.25 lower than the previous day. The implied volatity was 12.98, the open interest changed by -162 which decreased total open position to 5815


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 457.25, which was -77.70 lower than the previous day. The implied volatity was 12.59, the open interest changed by 934 which increased total open position to 5984


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 534.95, which was 52.80 higher than the previous day. The implied volatity was 12.55, the open interest changed by 248 which increased total open position to 5152


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 482.15, which was -35.85 lower than the previous day. The implied volatity was 12.47, the open interest changed by -665 which decreased total open position to 4908


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 518, which was -10.05 lower than the previous day. The implied volatity was 12.09, the open interest changed by 115 which increased total open position to 5636


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 528.05, which was 79.50 higher than the previous day. The implied volatity was 11.56, the open interest changed by 403 which increased total open position to 5529


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 448.55, which was 130.60 higher than the previous day. The implied volatity was 11.90, the open interest changed by 426 which increased total open position to 5115


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 317.95, which was 81.70 higher than the previous day. The implied volatity was 12.00, the open interest changed by 1168 which increased total open position to 4694


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 236.25, which was 11.25 higher than the previous day. The implied volatity was 12.30, the open interest changed by 199 which increased total open position to 3562


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 225, which was -11.65 lower than the previous day. The implied volatity was 11.96, the open interest changed by 930 which increased total open position to 3337


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 236.65, which was -15.60 lower than the previous day. The implied volatity was 12.19, the open interest changed by 888 which increased total open position to 2418


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 252.25, which was 7.70 higher than the previous day. The implied volatity was 11.30, the open interest changed by 419 which increased total open position to 1577


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 244.55, which was -9.10 lower than the previous day. The implied volatity was 11.41, the open interest changed by 317 which increased total open position to 1159


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 253.65, which was 103.45 higher than the previous day. The implied volatity was 11.39, the open interest changed by 308 which increased total open position to 843


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 150.2, which was 24.90 higher than the previous day. The implied volatity was 12.20, the open interest changed by 98 which increased total open position to 633


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 125.3, which was -7.95 lower than the previous day. The implied volatity was 13.14, the open interest changed by 99 which increased total open position to 524


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 133.25, which was -0.30 lower than the previous day. The implied volatity was 13.00, the open interest changed by 14 which increased total open position to 427


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 133.55, which was 1.00 higher than the previous day. The implied volatity was 13.24, the open interest changed by 17 which increased total open position to 411


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 132.55, which was -46.45 lower than the previous day. The implied volatity was 13.05, the open interest changed by 139 which increased total open position to 394


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 179, which was -67.20 lower than the previous day. The implied volatity was 13.83, the open interest changed by -141 which decreased total open position to 255


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 246.2, which was -86.80 lower than the previous day. The implied volatity was 12.80, the open interest changed by 0 which decreased total open position to 386


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 333, which was 12.15 higher than the previous day. The implied volatity was 12.05, the open interest changed by 202 which increased total open position to 366


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 320.85, which was -114.90 lower than the previous day. The implied volatity was 12.38, the open interest changed by 30 which increased total open position to 167


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 435.75, which was -101.10 lower than the previous day. The implied volatity was 12.74, the open interest changed by 21 which increased total open position to 138


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 536.85, which was 14.80 higher than the previous day. The implied volatity was 12.26, the open interest changed by 7 which increased total open position to 117


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 522.05, which was -576.75 lower than the previous day. The implied volatity was 12.90, the open interest changed by 107 which increased total open position to 107


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1098.8, which was 0.00 lower than the previous day. The implied volatity was 2.59, 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 1098.8, which was 0.00 lower than the previous day. The implied volatity was 2.29, 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 1098.80, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 55500 PE
Delta: -0.90
Vega: 28.29
Theta: 6.10
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 3910.35 208.00 18.12 1,970 123 2,208
24 Dec 51233.00 3702.35 -56.75 13.28 1,734 1,474 2,085
23 Dec 51317.60 3759.1 -483.00 16.48 105 36 612
20 Dec 50759.20 4242.1 842.10 19.87 411 156 576
19 Dec 51575.70 3400 506.25 14.62 21 -11 420
18 Dec 52139.55 2893.75 484.75 14.94 165 53 386
17 Dec 52834.80 2409 521.15 14.63 315 -67 334
16 Dec 53581.35 1887.85 -0.55 14.47 458 18 396
13 Dec 53583.80 1888.4 -170.50 15.71 509 -168 373
12 Dec 53216.45 2058.9 57.10 14.30 359 -187 545
11 Dec 53391.35 2001.8 78.45 15.13 204 101 734
10 Dec 53577.70 1923.35 -106.85 15.97 575 94 585
9 Dec 53407.75 2030.2 110.25 15.75 634 80 491
6 Dec 53509.50 1919.95 -15.80 14.87 491 120 417
5 Dec 53603.55 1935.75 -98.60 15.96 315 271 297
4 Dec 53266.90 2034.35 -1115.65 14.15 16 3 27
3 Dec 52695.75 3150 0.00 0.00 0 1 0
2 Dec 52109.00 3150 700.00 18.79 2 1 24
29 Nov 52055.60 2450 0.00 0.00 0 0 23
28 Nov 51906.85 2450 -310.15 - 4 0 20
27 Nov 52301.80 2760.15 -130.00 15.24 3 -1 20
26 Nov 52191.50 2890.15 -27.65 15.85 9 2 23
25 Nov 52207.50 2917.8 -231.25 16.44 21 5 15
22 Nov 51135.40 3149.05 0.00 0.00 0 0 0
21 Nov 50372.90 3149.05 0.00 0.00 0 0 0
19 Nov 50626.50 3149.05 0.00 0.00 0 0 0
18 Nov 50363.80 3149.05 0.00 0.00 0 0 0
14 Nov 50179.55 3149.05 0.00 0.00 0 0 0
13 Nov 50088.35 3149.05 0.00 0.00 0 0 0
12 Nov 51157.80 3149.05 0.00 0.00 0 0 0
11 Nov 51876.75 3149.05 0.00 0.00 0 10 0
8 Nov 51561.20 3149.05 -644.00 13.58 10 8 8
7 Nov 51916.50 3793.05 0.00 - 0 0 0
6 Nov 52317.40 3793.05 0.00 - 0 0 0
5 Nov 52207.25 3793.05 3793.05 - 0 0 0
4 Nov 51215.25 0 0.00 - 0 0 0
1 Nov 51673.90 0 0.00 - 0 0 0
31 Oct 51559.20 0.00 - 0 0 0


For Nifty Bank - strike price 55500 expiring on 29JAN2025

Delta for 55500 PE is -0.90

Historical price for 55500 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 3910.35, which was 208.00 higher than the previous day. The implied volatity was 18.12, the open interest changed by 123 which increased total open position to 2208


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 3702.35, which was -56.75 lower than the previous day. The implied volatity was 13.28, the open interest changed by 1474 which increased total open position to 2085


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 3759.1, which was -483.00 lower than the previous day. The implied volatity was 16.48, the open interest changed by 36 which increased total open position to 612


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 4242.1, which was 842.10 higher than the previous day. The implied volatity was 19.87, the open interest changed by 156 which increased total open position to 576


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3400, which was 506.25 higher than the previous day. The implied volatity was 14.62, the open interest changed by -11 which decreased total open position to 420


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2893.75, which was 484.75 higher than the previous day. The implied volatity was 14.94, the open interest changed by 53 which increased total open position to 386


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2409, which was 521.15 higher than the previous day. The implied volatity was 14.63, the open interest changed by -67 which decreased total open position to 334


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 1887.85, which was -0.55 lower than the previous day. The implied volatity was 14.47, the open interest changed by 18 which increased total open position to 396


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 1888.4, which was -170.50 lower than the previous day. The implied volatity was 15.71, the open interest changed by -168 which decreased total open position to 373


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2058.9, which was 57.10 higher than the previous day. The implied volatity was 14.30, the open interest changed by -187 which decreased total open position to 545


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2001.8, which was 78.45 higher than the previous day. The implied volatity was 15.13, the open interest changed by 101 which increased total open position to 734


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 1923.35, which was -106.85 lower than the previous day. The implied volatity was 15.97, the open interest changed by 94 which increased total open position to 585


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2030.2, which was 110.25 higher than the previous day. The implied volatity was 15.75, the open interest changed by 80 which increased total open position to 491


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 1919.95, which was -15.80 lower than the previous day. The implied volatity was 14.87, the open interest changed by 120 which increased total open position to 417


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 1935.75, which was -98.60 lower than the previous day. The implied volatity was 15.96, the open interest changed by 271 which increased total open position to 297


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2034.35, which was -1115.65 lower than the previous day. The implied volatity was 14.15, the open interest changed by 3 which increased total open position to 27


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 3150, 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 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 3150, which was 700.00 higher than the previous day. The implied volatity was 18.79, the open interest changed by 1 which increased total open position to 24


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2450, 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 23


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2450, which was -310.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2760.15, which was -130.00 lower than the previous day. The implied volatity was 15.24, the open interest changed by -1 which decreased total open position to 20


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2890.15, which was -27.65 lower than the previous day. The implied volatity was 15.85, the open interest changed by 2 which increased total open position to 23


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2917.8, which was -231.25 lower than the previous day. The implied volatity was 16.44, the open interest changed by 5 which increased total open position to 15


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 3149.05, 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 3149.05, 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 3149.05, 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 3149.05, 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 3149.05, 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 3149.05, 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 3149.05, 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 3149.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 3149.05, which was -644.00 lower than the previous day. The implied volatity was 13.58, the open interest changed by 8 which increased total open position to 8


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 3793.05, 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 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 3793.05, 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 3793.05, which was 3793.05 higher than the previous day. The implied volatity was -, 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 -, 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 -, 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