BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
BANKNIFTY 29JAN2025 55600 CE | ||||||||||
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Delta: 0.05
Vega: 17.07
Theta: -4.41
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 51170.70 | 51.1 | 11.00 | 14.63 | 13,591 | 1,057 | 2,626 | |||
24 Dec | 51233.00 | 40.1 | -13.70 | 13.25 | 3,529 | 744 | 1,591 | |||
23 Dec | 51317.60 | 53.8 | -17.55 | 13.76 | 572 | 85 | 861 | |||
20 Dec | 50759.20 | 71.35 | -48.10 | 15.30 | 975 | -234 | 775 | |||
19 Dec | 51575.70 | 119.45 | -95.55 | 14.56 | 1,010 | 402 | 1,020 | |||
18 Dec | 52139.55 | 215 | -86.30 | 14.84 | 1,215 | -75 | 622 | |||
17 Dec | 52834.80 | 301.3 | -119.05 | 14.17 | 985 | 269 | 693 | |||
16 Dec | 53581.35 | 420.35 | 1.85 | 13.01 | 647 | 216 | 424 | |||
13 Dec | 53583.80 | 418.5 | 23.65 | 11.75 | 1,629 | -309 | 219 | |||
12 Dec | 53216.45 | 394.85 | -37.50 | 12.98 | 206 | -21 | 525 | |||
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11 Dec | 53391.35 | 432.35 | -37.80 | 12.63 | 177 | -68 | 549 | |||
10 Dec | 53577.70 | 470.15 | 18.65 | 12.03 | 62 | 10 | 618 | |||
9 Dec | 53407.75 | 451.5 | -35.35 | 12.42 | 314 | 70 | 607 | |||
6 Dec | 53509.50 | 486.85 | -8.80 | 12.07 | 582 | 53 | 536 | |||
5 Dec | 53603.55 | 495.65 | -574.65 | 11.53 | 825 | 481 | 481 | |||
4 Dec | 53266.90 | 1070.3 | 1070.30 | 1.68 | 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 55600 expiring on 29JAN2025
Delta for 55600 CE is 0.05
Historical price for 55600 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 51.1, which was 11.00 higher than the previous day. The implied volatity was 14.63, the open interest changed by 1057 which increased total open position to 2626
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 40.1, which was -13.70 lower than the previous day. The implied volatity was 13.25, the open interest changed by 744 which increased total open position to 1591
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 53.8, which was -17.55 lower than the previous day. The implied volatity was 13.76, the open interest changed by 85 which increased total open position to 861
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 71.35, which was -48.10 lower than the previous day. The implied volatity was 15.30, the open interest changed by -234 which decreased total open position to 775
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 119.45, which was -95.55 lower than the previous day. The implied volatity was 14.56, the open interest changed by 402 which increased total open position to 1020
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 215, which was -86.30 lower than the previous day. The implied volatity was 14.84, the open interest changed by -75 which decreased total open position to 622
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 301.3, which was -119.05 lower than the previous day. The implied volatity was 14.17, the open interest changed by 269 which increased total open position to 693
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 420.35, which was 1.85 higher than the previous day. The implied volatity was 13.01, the open interest changed by 216 which increased total open position to 424
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 418.5, which was 23.65 higher than the previous day. The implied volatity was 11.75, the open interest changed by -309 which decreased total open position to 219
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 394.85, which was -37.50 lower than the previous day. The implied volatity was 12.98, the open interest changed by -21 which decreased total open position to 525
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 432.35, which was -37.80 lower than the previous day. The implied volatity was 12.63, the open interest changed by -68 which decreased total open position to 549
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 470.15, which was 18.65 higher than the previous day. The implied volatity was 12.03, the open interest changed by 10 which increased total open position to 618
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 451.5, which was -35.35 lower than the previous day. The implied volatity was 12.42, the open interest changed by 70 which increased total open position to 607
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 486.85, which was -8.80 lower than the previous day. The implied volatity was 12.07, the open interest changed by 53 which increased total open position to 536
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 495.65, which was -574.65 lower than the previous day. The implied volatity was 11.53, the open interest changed by 481 which increased total open position to 481
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1070.3, which was 1070.30 higher than the previous day. The implied volatity was 1.68, 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 55600 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 | 3902.05 | 0.00 | 0.00 | 0 | 431 | 0 |
24 Dec | 51233.00 | 3902.05 | 1854.55 | 17.81 | 451 | 432 | 459 |
23 Dec | 51317.60 | 2047.5 | 0.00 | 0.00 | 0 | 0 | 0 |
20 Dec | 50759.20 | 2047.5 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Dec | 51575.70 | 2047.5 | 0.00 | 0.00 | 0 | 0 | 0 |
18 Dec | 52139.55 | 2047.5 | 0.00 | 0.00 | 0 | 0 | 0 |
17 Dec | 52834.80 | 2047.5 | 0.00 | 0.00 | 0 | 0 | 0 |
16 Dec | 53581.35 | 2047.5 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Dec | 53583.80 | 2047.5 | 0.00 | 0.00 | 0 | 0 | 0 |
12 Dec | 53216.45 | 2047.5 | 0.00 | 0.00 | 0 | 0 | 0 |
11 Dec | 53391.35 | 2047.5 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Dec | 53577.70 | 2047.5 | 0.00 | 0.00 | 0 | 27 | 0 |
9 Dec | 53407.75 | 2047.5 | -1815.25 | 15.07 | 27 | 23 | 23 |
6 Dec | 53509.50 | 3862.75 | 0.00 | - | 0 | 0 | 0 |
5 Dec | 53603.55 | 3862.75 | 0.00 | - | 0 | 0 | 0 |
4 Dec | 53266.90 | 3862.75 | 3862.75 | - | 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 55600 expiring on 29JAN2025
Delta for 55600 PE is 0.00
Historical price for 55600 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 3902.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 431 which increased total open position to 0
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 3902.05, which was 1854.55 higher than the previous day. The implied volatity was 17.81, the open interest changed by 432 which increased total open position to 459
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 2047.5, 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 2047.5, 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 2047.5, 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 2047.5, 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 2047.5, 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 2047.5, 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 2047.5, 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 2047.5, 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 2047.5, 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 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2047.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 27 which increased total open position to 0
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2047.5, which was -1815.25 lower than the previous day. The implied volatity was 15.07, the open interest changed by 23 which increased total open position to 23
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3862.75, 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 3862.75, 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 3862.75, which was 3862.75 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