BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 55900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.72
Theta: -2.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 48367.80 | 3.1 | -1.6 | 41.69 | 2,455 | 99 | 7,831 | |||
| 23 Jan | 48589.00 | 4.75 | -2.45 | 39.03 | 9,827 | -485 | 7,731 | |||
| 22 Jan | 48724.40 | 7.2 | -1.10 | 37.37 | 17,459 | 178 | 8,008 | |||
| 21 Jan | 48570.90 | 8.3 | -0.45 | 36.47 | 7,168 | 428 | 7,846 | |||
| 20 Jan | 49350.80 | 8.75 | -1.20 | 31.48 | 19,776 | -1,582 | 7,184 | |||
| 17 Jan | 48540.60 | 9.95 | -0.50 | 31.11 | 17,656 | 2,881 | 8,817 | |||
| 16 Jan | 49278.70 | 10.45 | -3.15 | 26.80 | 10,332 | 626 | 5,938 | |||
| 15 Jan | 48751.70 | 13.6 | -2.80 | 29.16 | 5,106 | 440 | 5,329 | |||
| 14 Jan | 48729.15 | 16.4 | -2.85 | 28.51 | 3,215 | 175 | 4,918 | |||
| 13 Jan | 48041.25 | 19.25 | 1.00 | 31.47 | 5,549 | -741 | 4,767 | |||
| 10 Jan | 48734.15 | 18.25 | 2.20 | 26.10 | 8,601 | 1,203 | 5,396 | |||
| 9 Jan | 49503.50 | 16.05 | -1.65 | 22.32 | 7,632 | -488 | 4,176 | |||
| 8 Jan | 49835.05 | 17.7 | -2.10 | 21.11 | 8,460 | 215 | 4,655 | |||
| 7 Jan | 50202.15 | 19.8 | -1.80 | 19.80 | 9,438 | -523 | 4,490 | |||
| 6 Jan | 49922.00 | 21.6 | 2.15 | 20.33 | 22,960 | 1,463 | 5,057 | |||
| 3 Jan | 50988.80 | 19.45 | -12.55 | 15.65 | 14,230 | 970 | 3,573 | |||
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| 2 Jan | 51605.55 | 32 | 14.60 | 10,821 | -420 | 2,669 | ||||
For Nifty Bank - strike price 55900 expiring on 30JAN2025
Delta for 55900 CE is 0.00
Historical price for 55900 CE is as follows
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 3.1, which was -1.6 lower than the previous day. The implied volatity was 41.69, the open interest changed by 99 which increased total open position to 7831
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 4.75, which was -2.45 lower than the previous day. The implied volatity was 39.03, the open interest changed by -485 which decreased total open position to 7731
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 7.2, which was -1.10 lower than the previous day. The implied volatity was 37.37, the open interest changed by 178 which increased total open position to 8008
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 8.3, which was -0.45 lower than the previous day. The implied volatity was 36.47, the open interest changed by 428 which increased total open position to 7846
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 8.75, which was -1.20 lower than the previous day. The implied volatity was 31.48, the open interest changed by -1582 which decreased total open position to 7184
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 9.95, which was -0.50 lower than the previous day. The implied volatity was 31.11, the open interest changed by 2881 which increased total open position to 8817
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 10.45, which was -3.15 lower than the previous day. The implied volatity was 26.80, the open interest changed by 626 which increased total open position to 5938
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 13.6, which was -2.80 lower than the previous day. The implied volatity was 29.16, the open interest changed by 440 which increased total open position to 5329
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 16.4, which was -2.85 lower than the previous day. The implied volatity was 28.51, the open interest changed by 175 which increased total open position to 4918
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 19.25, which was 1.00 higher than the previous day. The implied volatity was 31.47, the open interest changed by -741 which decreased total open position to 4767
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 18.25, which was 2.20 higher than the previous day. The implied volatity was 26.10, the open interest changed by 1203 which increased total open position to 5396
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 16.05, which was -1.65 lower than the previous day. The implied volatity was 22.32, the open interest changed by -488 which decreased total open position to 4176
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 17.7, which was -2.10 lower than the previous day. The implied volatity was 21.11, the open interest changed by 215 which increased total open position to 4655
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 19.8, which was -1.80 lower than the previous day. The implied volatity was 19.80, the open interest changed by -523 which decreased total open position to 4490
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 21.6, which was 2.15 higher than the previous day. The implied volatity was 20.33, the open interest changed by 1463 which increased total open position to 5057
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 19.45, which was -12.55 lower than the previous day. The implied volatity was 15.65, the open interest changed by 970 which increased total open position to 3573
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 32, which was lower than the previous day. The implied volatity was 14.60, the open interest changed by -420 which decreased total open position to 2669
| BANKNIFTY 30JAN2025 55900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 48367.80 | 4075.2 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 48589.00 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Jan | 48724.40 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Jan | 48570.90 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 20 Jan | 49350.80 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 17 Jan | 48540.60 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 16 Jan | 49278.70 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 15 Jan | 48751.70 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 48729.15 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 48041.25 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 48734.15 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 49503.50 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 49835.05 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 50202.15 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 49922.00 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 50988.80 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 2 Jan | 51605.55 | 4075.2 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 55900 expiring on 30JAN2025
Delta for 55900 PE is -
Historical price for 55900 PE is as follows
On 24 Jan BANKNIFTY was trading at 48367.80. The strike last trading price was 4075.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 4075.2, 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 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 4075.2, 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 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 4075.2, 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 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 4075.2, 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 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 4075.2, 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 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 4075.2, 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 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 4075.2, 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 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 4075.2, 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 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 4075.2, 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 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 4075.2, 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 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 4075.2, 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 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 4075.2, 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 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 4075.2, 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 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 4075.2, 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 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 4075.2, 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 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 4075.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
