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

49922 -1066.80 (-2.09%)

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Historical option data for BANKNIFTY

06 Jan 2025 04:13 PM IST
BANKNIFTY 30JAN2025 56300 CE
Delta: 0.02
Vega: 5.94
Theta: -2.85
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 49922.00 18.3 3.15 20.95 26,405 2,873 9,016
3 Jan 50988.80 15.15 -7.50 16.12 13,870 1,702 6,152
2 Jan 51605.55 22.65 14.86 9,905 -560 4,455


For Nifty Bank - strike price 56300 expiring on 30JAN2025

Delta for 56300 CE is 0.02

Historical price for 56300 CE is as follows

On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 18.3, which was 3.15 higher than the previous day. The implied volatity was 20.95, the open interest changed by 2873 which increased total open position to 9016


On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 15.15, which was -7.50 lower than the previous day. The implied volatity was 16.12, the open interest changed by 1702 which increased total open position to 6152


On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 22.65, which was lower than the previous day. The implied volatity was 14.86, the open interest changed by -560 which decreased total open position to 4455


BANKNIFTY 30JAN2025 56300 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
6 Jan 49922.00 4368.75 0.00 - 0 0 0
3 Jan 50988.80 4368.75 0.00 - 0 0 0
2 Jan 51605.55 4368.75 - 0 0 0


For Nifty Bank - strike price 56300 expiring on 30JAN2025

Delta for 56300 PE is -

Historical price for 56300 PE is as follows

On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 4368.75, 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 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 4368.75, 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 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 4368.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0