BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
| BANKNIFTY 29JAN2025 55900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 14.28
Theta: -3.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 51170.70 | 40 | 1.30 | 14.82 | 13,130 | 415 | 1,764 | |||
| 24 Dec | 51233.00 | 38.7 | -8.00 | 13.92 | 3,499 | 800 | 1,403 | |||
| 23 Dec | 51317.60 | 46.7 | -12.05 | 14.17 | 468 | 25 | 605 | |||
| 20 Dec | 50759.20 | 58.75 | -39.20 | 15.43 | 713 | -108 | 585 | |||
| 19 Dec | 51575.70 | 97.95 | -78.50 | 14.69 | 688 | 251 | 690 | |||
| 18 Dec | 52139.55 | 176.45 | -63.55 | 14.88 | 838 | -240 | 441 | |||
| 17 Dec | 52834.80 | 240 | -98.00 | 14.03 | 707 | 150 | 680 | |||
| 16 Dec | 53581.35 | 338 | -1.45 | 12.88 | 703 | -24 | 530 | |||
| 13 Dec | 53583.80 | 339.45 | 10.80 | 11.74 | 2,094 | -205 | 497 | |||
| 12 Dec | 53216.45 | 328.65 | -40.20 | 13.02 | 482 | -79 | 703 | |||
| 11 Dec | 53391.35 | 368.85 | -33.10 | 12.81 | 6 | 0 | 781 | |||
| 10 Dec | 53577.70 | 401.95 | 27.05 | 12.24 | 152 | 30 | 784 | |||
| 9 Dec | 53407.75 | 374.9 | -27.80 | 12.42 | 560 | 498 | 761 | |||
| 6 Dec | 53509.50 | 402.7 | -585.45 | 12.03 | 529 | 257 | 257 | |||
| 5 Dec | 53603.55 | 988.15 | 988.15 | 1.64 | 0 | 0 | 0 | |||
| 4 Dec | 53266.90 | 0 | 0.00 | 0.00 | 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 | |||
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| 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 55900 expiring on 29JAN2025
Delta for 55900 CE is 0.04
Historical price for 55900 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 40, which was 1.30 higher than the previous day. The implied volatity was 14.82, the open interest changed by 415 which increased total open position to 1764
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 38.7, which was -8.00 lower than the previous day. The implied volatity was 13.92, the open interest changed by 800 which increased total open position to 1403
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 46.7, which was -12.05 lower than the previous day. The implied volatity was 14.17, the open interest changed by 25 which increased total open position to 605
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 58.75, which was -39.20 lower than the previous day. The implied volatity was 15.43, the open interest changed by -108 which decreased total open position to 585
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 97.95, which was -78.50 lower than the previous day. The implied volatity was 14.69, the open interest changed by 251 which increased total open position to 690
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 176.45, which was -63.55 lower than the previous day. The implied volatity was 14.88, the open interest changed by -240 which decreased total open position to 441
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 240, which was -98.00 lower than the previous day. The implied volatity was 14.03, the open interest changed by 150 which increased total open position to 680
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 338, which was -1.45 lower than the previous day. The implied volatity was 12.88, the open interest changed by -24 which decreased total open position to 530
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 339.45, which was 10.80 higher than the previous day. The implied volatity was 11.74, the open interest changed by -205 which decreased total open position to 497
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 328.65, which was -40.20 lower than the previous day. The implied volatity was 13.02, the open interest changed by -79 which decreased total open position to 703
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 368.85, which was -33.10 lower than the previous day. The implied volatity was 12.81, the open interest changed by 0 which decreased total open position to 781
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 401.95, which was 27.05 higher than the previous day. The implied volatity was 12.24, the open interest changed by 30 which increased total open position to 784
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 374.9, which was -27.80 lower than the previous day. The implied volatity was 12.42, the open interest changed by 498 which increased total open position to 761
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 402.7, which was -585.45 lower than the previous day. The implied volatity was 12.03, the open interest changed by 257 which increased total open position to 257
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 988.15, which was 988.15 higher than the previous day. The implied volatity was 1.64, 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 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 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 55900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 51170.70 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 51233.00 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 51317.60 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 50759.20 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 51575.70 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 52139.55 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 52834.80 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 53581.35 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 53583.80 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 53216.45 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 53391.35 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 53577.70 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 53407.75 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 53509.50 | 4075.2 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 53603.55 | 4075.2 | 4075.20 | - | 0 | 0 | 0 |
| 4 Dec | 53266.90 | 0 | 0.00 | 0.00 | 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 55900 expiring on 29JAN2025
Delta for 55900 PE is -
Historical price for 55900 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. 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 24 Dec BANKNIFTY was trading at 51233.00. 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 23 Dec BANKNIFTY was trading at 51317.60. 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 20 Dec BANKNIFTY was trading at 50759.20. 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 19 Dec BANKNIFTY was trading at 51575.70. 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 18 Dec BANKNIFTY was trading at 52139.55. 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 Dec BANKNIFTY was trading at 52834.80. 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 16 Dec BANKNIFTY was trading at 53581.35. 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 Dec BANKNIFTY was trading at 53583.80. 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 12 Dec BANKNIFTY was trading at 53216.45. 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 11 Dec BANKNIFTY was trading at 53391.35. 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 Dec BANKNIFTY was trading at 53577.70. 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 9 Dec BANKNIFTY was trading at 53407.75. 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 Dec BANKNIFTY was trading at 53509.50. 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 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 4075.2, which was 4075.20 higher 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 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 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
