BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
| BANKNIFTY 29JAN2025 55700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 16.12
Theta: -4.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 51170.70 | 47.15 | 4.50 | 14.68 | 15,815 | 482 | 2,337 | |||
| 24 Dec | 51233.00 | 42.65 | -10.55 | 13.65 | 3,747 | 1,191 | 1,866 | |||
| 23 Dec | 51317.60 | 53.2 | -10.70 | 14.01 | 559 | 64 | 695 | |||
| 20 Dec | 50759.20 | 63.9 | -49.35 | 15.18 | 1,427 | -332 | 644 | |||
| 19 Dec | 51575.70 | 113.25 | -88.00 | 14.65 | 1,134 | 218 | 978 | |||
| 18 Dec | 52139.55 | 201.25 | -78.15 | 14.85 | 1,681 | 275 | 780 | |||
| 17 Dec | 52834.80 | 279.4 | -115.60 | 14.11 | 497 | -6 | 507 | |||
| 16 Dec | 53581.35 | 395 | 5.05 | 13.03 | 397 | 182 | 524 | |||
| 13 Dec | 53583.80 | 389.95 | 20.60 | 11.74 | 495 | -118 | 342 | |||
| 12 Dec | 53216.45 | 369.35 | -38.40 | 12.96 | 228 | -71 | 460 | |||
| 11 Dec | 53391.35 | 407.75 | -61.20 | 12.65 | 10 | -3 | 535 | |||
| 10 Dec | 53577.70 | 468.95 | 42.60 | 12.46 | 28 | 16 | 537 | |||
| 9 Dec | 53407.75 | 426.35 | -34.10 | 12.44 | 118 | 54 | 520 | |||
| 6 Dec | 53509.50 | 460.45 | -3.75 | 12.13 | 463 | 83 | 466 | |||
| 5 Dec | 53603.55 | 464.2 | -578.15 | 11.51 | 955 | 377 | 377 | |||
| 4 Dec | 53266.90 | 1042.35 | 1042.35 | 1.81 | 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 | |||
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| 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 55700 expiring on 29JAN2025
Delta for 55700 CE is 0.05
Historical price for 55700 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 47.15, which was 4.50 higher than the previous day. The implied volatity was 14.68, the open interest changed by 482 which increased total open position to 2337
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 42.65, which was -10.55 lower than the previous day. The implied volatity was 13.65, the open interest changed by 1191 which increased total open position to 1866
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 53.2, which was -10.70 lower than the previous day. The implied volatity was 14.01, the open interest changed by 64 which increased total open position to 695
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 63.9, which was -49.35 lower than the previous day. The implied volatity was 15.18, the open interest changed by -332 which decreased total open position to 644
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 113.25, which was -88.00 lower than the previous day. The implied volatity was 14.65, the open interest changed by 218 which increased total open position to 978
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 201.25, which was -78.15 lower than the previous day. The implied volatity was 14.85, the open interest changed by 275 which increased total open position to 780
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 279.4, which was -115.60 lower than the previous day. The implied volatity was 14.11, the open interest changed by -6 which decreased total open position to 507
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 395, which was 5.05 higher than the previous day. The implied volatity was 13.03, the open interest changed by 182 which increased total open position to 524
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 389.95, which was 20.60 higher than the previous day. The implied volatity was 11.74, the open interest changed by -118 which decreased total open position to 342
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 369.35, which was -38.40 lower than the previous day. The implied volatity was 12.96, the open interest changed by -71 which decreased total open position to 460
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 407.75, which was -61.20 lower than the previous day. The implied volatity was 12.65, the open interest changed by -3 which decreased total open position to 535
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 468.95, which was 42.60 higher than the previous day. The implied volatity was 12.46, the open interest changed by 16 which increased total open position to 537
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 426.35, which was -34.10 lower than the previous day. The implied volatity was 12.44, the open interest changed by 54 which increased total open position to 520
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 460.45, which was -3.75 lower than the previous day. The implied volatity was 12.13, the open interest changed by 83 which increased total open position to 466
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 464.2, which was -578.15 lower than the previous day. The implied volatity was 11.51, the open interest changed by 377 which increased total open position to 377
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 1042.35, which was 1042.35 higher than the previous day. The implied volatity was 1.81, 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 55700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 51170.70 | 3933 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 51233.00 | 3933 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 51317.60 | 3933 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 50759.20 | 3933 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 51575.70 | 3933 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 52139.55 | 3933 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 52834.80 | 3933 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 53581.35 | 3933 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 53583.80 | 3933 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 53216.45 | 3933 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 53391.35 | 3933 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 53577.70 | 3933 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 53407.75 | 3933 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 53509.50 | 3933 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 53603.55 | 3933 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 53266.90 | 3933 | 3933.00 | - | 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 55700 expiring on 29JAN2025
Delta for 55700 PE is -
Historical price for 55700 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 3933, 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 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 3933, 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 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 3933, 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 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3933, 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 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3933, 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 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3933, 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 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 3933, 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 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3933, 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 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 3933, 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 3933, 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 3933, 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 3933, 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 3933, 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 3933, 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 3933, 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 3933, which was 3933.00 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
