`
[--[65.84.65.76]--]
BANKNIFTY
Nifty Bank

51170.7 -62.30 (-0.12%)

Back to Option Chain


Historical option data for BANKNIFTY

26 Dec 2024 04:13 PM IST
BANKNIFTY 29JAN2025 56000 CE
Delta: 0.04
Vega: 13.49
Theta: -3.49
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 36.8 0.30 14.80 1,03,726 7,481 44,168
24 Dec 51233.00 36.5 -5.50 14.03 58,412 12,963 36,779
23 Dec 51317.60 42 -15.80 14.15 47,539 -628 23,760
20 Dec 50759.20 57.8 -32.20 15.65 47,643 -8,909 24,553
19 Dec 51575.70 90 -76.40 14.68 74,390 7,235 33,460
18 Dec 52139.55 166.4 -52.50 14.93 50,199 2,305 26,335
17 Dec 52834.80 218.9 -99.05 13.91 39,998 3,750 24,231
16 Dec 53581.35 317.95 -2.10 12.92 28,149 4,640 20,566
13 Dec 53583.80 320.05 21.55 11.82 42,683 -369 15,938
12 Dec 53216.45 298.5 -33.15 12.84 12,286 1,799 16,308
11 Dec 53391.35 331.65 -52.35 12.57 10,860 -1,574 14,516
10 Dec 53577.70 384 27.90 12.35 10,954 993 16,104
9 Dec 53407.75 356.1 -34.80 12.50 14,592 -1,010 15,173
6 Dec 53509.50 390.9 -6.30 12.23 24,115 963 16,157
5 Dec 53603.55 397.2 73.75 11.71 26,395 3,020 15,183
4 Dec 53266.90 323.45 103.45 11.84 22,246 1,498 12,120
3 Dec 52695.75 220 54.65 11.88 10,383 349 10,903
2 Dec 52109.00 165.35 9.20 12.28 8,886 239 10,569
29 Nov 52055.60 156.15 -11.90 11.92 8,415 1,213 10,336
28 Nov 51906.85 168.05 -11.00 12.19 14,245 1,307 9,119
27 Nov 52301.80 179.05 5.05 11.36 6,413 520 7,973
26 Nov 52191.50 174 -8.45 11.46 6,800 2,258 7,488
25 Nov 52207.50 182.45 69.70 11.45 9,197 3,245 5,205
22 Nov 51135.40 112.75 22.75 12.40 1,580 307 2,267
21 Nov 50372.90 90 -14.40 13.18 995 188 1,980
19 Nov 50626.50 104.4 3.40 13.31 1,706 395 1,911
18 Nov 50363.80 101 -6.00 13.34 296 109 1,517
14 Nov 50179.55 107 -21.45 13.40 492 -17 1,406
13 Nov 50088.35 128.45 -55.75 13.70 1,594 14 1,421
12 Nov 51157.80 184.2 -64.80 12.82 1,694 -16 1,407
11 Nov 51876.75 249 -0.35 12.04 930 467 1,424
8 Nov 51561.20 249.35 -55.65 12.51 853 -93 978
7 Nov 51916.50 305 -103.00 12.26 262 23 1,073
6 Nov 52317.40 408 10.70 12.13 284 177 1,050
5 Nov 52207.25 397.3 100.25 12.73 770 568 869
4 Nov 51215.25 297.05 -64.80 13.62 96 76 309
1 Nov 51673.90 361.85 -600.05 13.05 234 224 224
31 Oct 51559.20 961.90 - 0 0 0


For Nifty Bank - strike price 56000 expiring on 29JAN2025

Delta for 56000 CE is 0.04

Historical price for 56000 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 36.8, which was 0.30 higher than the previous day. The implied volatity was 14.80, the open interest changed by 7481 which increased total open position to 44168


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 36.5, which was -5.50 lower than the previous day. The implied volatity was 14.03, the open interest changed by 12963 which increased total open position to 36779


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 42, which was -15.80 lower than the previous day. The implied volatity was 14.15, the open interest changed by -628 which decreased total open position to 23760


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 57.8, which was -32.20 lower than the previous day. The implied volatity was 15.65, the open interest changed by -8909 which decreased total open position to 24553


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 90, which was -76.40 lower than the previous day. The implied volatity was 14.68, the open interest changed by 7235 which increased total open position to 33460


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 166.4, which was -52.50 lower than the previous day. The implied volatity was 14.93, the open interest changed by 2305 which increased total open position to 26335


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 218.9, which was -99.05 lower than the previous day. The implied volatity was 13.91, the open interest changed by 3750 which increased total open position to 24231


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 317.95, which was -2.10 lower than the previous day. The implied volatity was 12.92, the open interest changed by 4640 which increased total open position to 20566


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 320.05, which was 21.55 higher than the previous day. The implied volatity was 11.82, the open interest changed by -369 which decreased total open position to 15938


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 298.5, which was -33.15 lower than the previous day. The implied volatity was 12.84, the open interest changed by 1799 which increased total open position to 16308


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 331.65, which was -52.35 lower than the previous day. The implied volatity was 12.57, the open interest changed by -1574 which decreased total open position to 14516


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 384, which was 27.90 higher than the previous day. The implied volatity was 12.35, the open interest changed by 993 which increased total open position to 16104


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 356.1, which was -34.80 lower than the previous day. The implied volatity was 12.50, the open interest changed by -1010 which decreased total open position to 15173


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 390.9, which was -6.30 lower than the previous day. The implied volatity was 12.23, the open interest changed by 963 which increased total open position to 16157


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 397.2, which was 73.75 higher than the previous day. The implied volatity was 11.71, the open interest changed by 3020 which increased total open position to 15183


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 323.45, which was 103.45 higher than the previous day. The implied volatity was 11.84, the open interest changed by 1498 which increased total open position to 12120


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 220, which was 54.65 higher than the previous day. The implied volatity was 11.88, the open interest changed by 349 which increased total open position to 10903


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 165.35, which was 9.20 higher than the previous day. The implied volatity was 12.28, the open interest changed by 239 which increased total open position to 10569


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 156.15, which was -11.90 lower than the previous day. The implied volatity was 11.92, the open interest changed by 1213 which increased total open position to 10336


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 168.05, which was -11.00 lower than the previous day. The implied volatity was 12.19, the open interest changed by 1307 which increased total open position to 9119


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 179.05, which was 5.05 higher than the previous day. The implied volatity was 11.36, the open interest changed by 520 which increased total open position to 7973


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 174, which was -8.45 lower than the previous day. The implied volatity was 11.46, the open interest changed by 2258 which increased total open position to 7488


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 182.45, which was 69.70 higher than the previous day. The implied volatity was 11.45, the open interest changed by 3245 which increased total open position to 5205


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 112.75, which was 22.75 higher than the previous day. The implied volatity was 12.40, the open interest changed by 307 which increased total open position to 2267


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 90, which was -14.40 lower than the previous day. The implied volatity was 13.18, the open interest changed by 188 which increased total open position to 1980


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 104.4, which was 3.40 higher than the previous day. The implied volatity was 13.31, the open interest changed by 395 which increased total open position to 1911


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 101, which was -6.00 lower than the previous day. The implied volatity was 13.34, the open interest changed by 109 which increased total open position to 1517


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 107, which was -21.45 lower than the previous day. The implied volatity was 13.40, the open interest changed by -17 which decreased total open position to 1406


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 128.45, which was -55.75 lower than the previous day. The implied volatity was 13.70, the open interest changed by 14 which increased total open position to 1421


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 184.2, which was -64.80 lower than the previous day. The implied volatity was 12.82, the open interest changed by -16 which decreased total open position to 1407


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 249, which was -0.35 lower than the previous day. The implied volatity was 12.04, the open interest changed by 467 which increased total open position to 1424


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 249.35, which was -55.65 lower than the previous day. The implied volatity was 12.51, the open interest changed by -93 which decreased total open position to 978


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 305, which was -103.00 lower than the previous day. The implied volatity was 12.26, the open interest changed by 23 which increased total open position to 1073


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 408, which was 10.70 higher than the previous day. The implied volatity was 12.13, the open interest changed by 177 which increased total open position to 1050


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 397.3, which was 100.25 higher than the previous day. The implied volatity was 12.73, the open interest changed by 568 which increased total open position to 869


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 297.05, which was -64.80 lower than the previous day. The implied volatity was 13.62, the open interest changed by 76 which increased total open position to 309


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 361.85, which was -600.05 lower than the previous day. The implied volatity was 13.05, the open interest changed by 224 which increased total open position to 224


On 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 961.90, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 56000 PE
Delta: -0.91
Vega: 25.09
Theta: 6.97
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 4386.7 189.55 19.02 382 118 2,791
24 Dec 51233.00 4197.15 -23.10 14.61 1,985 1,905 2,668
23 Dec 51317.60 4220.25 -478.95 16.70 249 180 762
20 Dec 50759.20 4699.2 850.25 20.32 193 36 579
19 Dec 51575.70 3848.95 505.95 14.49 169 21 543
18 Dec 52139.55 3343 583.00 15.53 243 55 524
17 Dec 52834.80 2760 519.00 13.56 911 -181 470
16 Dec 53581.35 2241 -9.00 14.35 366 104 652
13 Dec 53583.80 2250 -190.00 16.09 492 166 540
12 Dec 53216.45 2440 90.00 14.51 461 -153 378
11 Dec 53391.35 2350 78.30 15.07 59 -5 530
10 Dec 53577.70 2271.7 -113.55 16.18 447 179 535
9 Dec 53407.75 2385.25 176.15 15.91 339 54 358
6 Dec 53509.50 2209.1 -59.10 14.16 195 -38 304
5 Dec 53603.55 2268.2 -224.40 16.03 483 122 338
4 Dec 53266.90 2492.6 -437.70 15.63 240 124 210
3 Dec 52695.75 2930.3 -419.70 16.57 83 24 85
2 Dec 52109.00 3350 -130.85 15.75 37 30 61
29 Nov 52055.60 3480.85 0.00 0.00 0 0 31
28 Nov 51906.85 3480.85 335.85 16.56 18 -4 28
27 Nov 52301.80 3145 -185.00 15.19 17 10 31
26 Nov 52191.50 3330 -36.80 16.65 11 6 20
25 Nov 52207.50 3366.8 -933.20 17.49 20 13 14
22 Nov 51135.40 4300 -150.00 18.77 2 0 1
21 Nov 50372.90 4450 0.00 0.00 0 1 0
19 Nov 50626.50 4450 302.85 8.52 1 0 0
18 Nov 50363.80 4147.15 0.00 - 0 0 0
14 Nov 50179.55 4147.15 0.00 - 0 0 0
13 Nov 50088.35 4147.15 0.00 - 0 0 0
12 Nov 51157.80 4147.15 0.00 - 0 0 0
11 Nov 51876.75 4147.15 0.00 - 0 0 0
8 Nov 51561.20 4147.15 0.00 - 0 0 0
7 Nov 51916.50 4147.15 0.00 - 0 0 0
6 Nov 52317.40 4147.15 0.00 - 0 0 0
5 Nov 52207.25 4147.15 4147.15 - 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 56000 expiring on 29JAN2025

Delta for 56000 PE is -0.91

Historical price for 56000 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 4386.7, which was 189.55 higher than the previous day. The implied volatity was 19.02, the open interest changed by 118 which increased total open position to 2791


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 4197.15, which was -23.10 lower than the previous day. The implied volatity was 14.61, the open interest changed by 1905 which increased total open position to 2668


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 4220.25, which was -478.95 lower than the previous day. The implied volatity was 16.70, the open interest changed by 180 which increased total open position to 762


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 4699.2, which was 850.25 higher than the previous day. The implied volatity was 20.32, the open interest changed by 36 which increased total open position to 579


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3848.95, which was 505.95 higher than the previous day. The implied volatity was 14.49, the open interest changed by 21 which increased total open position to 543


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3343, which was 583.00 higher than the previous day. The implied volatity was 15.53, the open interest changed by 55 which increased total open position to 524


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2760, which was 519.00 higher than the previous day. The implied volatity was 13.56, the open interest changed by -181 which decreased total open position to 470


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2241, which was -9.00 lower than the previous day. The implied volatity was 14.35, the open interest changed by 104 which increased total open position to 652


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2250, which was -190.00 lower than the previous day. The implied volatity was 16.09, the open interest changed by 166 which increased total open position to 540


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2440, which was 90.00 higher than the previous day. The implied volatity was 14.51, the open interest changed by -153 which decreased total open position to 378


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2350, which was 78.30 higher than the previous day. The implied volatity was 15.07, the open interest changed by -5 which decreased total open position to 530


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2271.7, which was -113.55 lower than the previous day. The implied volatity was 16.18, the open interest changed by 179 which increased total open position to 535


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2385.25, which was 176.15 higher than the previous day. The implied volatity was 15.91, the open interest changed by 54 which increased total open position to 358


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2209.1, which was -59.10 lower than the previous day. The implied volatity was 14.16, the open interest changed by -38 which decreased total open position to 304


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2268.2, which was -224.40 lower than the previous day. The implied volatity was 16.03, the open interest changed by 122 which increased total open position to 338


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2492.6, which was -437.70 lower than the previous day. The implied volatity was 15.63, the open interest changed by 124 which increased total open position to 210


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2930.3, which was -419.70 lower than the previous day. The implied volatity was 16.57, the open interest changed by 24 which increased total open position to 85


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 3350, which was -130.85 lower than the previous day. The implied volatity was 15.75, the open interest changed by 30 which increased total open position to 61


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 3480.85, 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 31


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 3480.85, which was 335.85 higher than the previous day. The implied volatity was 16.56, the open interest changed by -4 which decreased total open position to 28


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 3145, which was -185.00 lower than the previous day. The implied volatity was 15.19, the open interest changed by 10 which increased total open position to 31


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 3330, which was -36.80 lower than the previous day. The implied volatity was 16.65, the open interest changed by 6 which increased total open position to 20


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 3366.8, which was -933.20 lower than the previous day. The implied volatity was 17.49, the open interest changed by 13 which increased total open position to 14


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 4300, which was -150.00 lower than the previous day. The implied volatity was 18.77, the open interest changed by 0 which decreased total open position to 1


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 4450, 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 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 4450, which was 302.85 higher than the previous day. The implied volatity was 8.52, 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 4147.15, 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 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 4147.15, 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 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 4147.15, 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 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 4147.15, 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 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 4147.15, 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 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 4147.15, 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 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 4147.15, 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 4147.15, 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 4147.15, which was 4147.15 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