BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
15 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 56400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 3.21
Theta: -3.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Jan | 48751.70 | 12.95 | -1.65 | 30.62 | 3,201 | -28 | 4,506 | |||
| 14 Jan | 48729.15 | 14.6 | -2.40 | 29.69 | 6,629 | 255 | 4,532 | |||
| 13 Jan | 48041.25 | 17 | 2.05 | 32.52 | 4,500 | -894 | 4,278 | |||
| 10 Jan | 48734.15 | 14.95 | 1.85 | 26.82 | 10,426 | 66 | 5,260 | |||
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| 9 Jan | 49503.50 | 13.1 | -1.55 | 23.13 | 4,859 | -11 | 5,216 | |||
| 8 Jan | 49835.05 | 14.65 | -0.60 | 21.98 | 5,482 | -305 | 5,220 | |||
| 7 Jan | 50202.15 | 15.25 | -3.55 | 20.47 | 5,327 | 70 | 5,520 | |||
| 6 Jan | 49922.00 | 18.8 | 3.70 | 21.31 | 15,507 | 486 | 5,472 | |||
| 3 Jan | 50988.80 | 15.1 | -6.50 | 16.36 | 17,666 | 1,905 | 4,993 | |||
| 2 Jan | 51605.55 | 21.6 | 15.02 | 7,695 | 183 | 3,082 | ||||
For Nifty Bank - strike price 56400 expiring on 30JAN2025
Delta for 56400 CE is 0.01
Historical price for 56400 CE is as follows
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 12.95, which was -1.65 lower than the previous day. The implied volatity was 30.62, the open interest changed by -28 which decreased total open position to 4506
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 14.6, which was -2.40 lower than the previous day. The implied volatity was 29.69, the open interest changed by 255 which increased total open position to 4532
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 17, which was 2.05 higher than the previous day. The implied volatity was 32.52, the open interest changed by -894 which decreased total open position to 4278
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 14.95, which was 1.85 higher than the previous day. The implied volatity was 26.82, the open interest changed by 66 which increased total open position to 5260
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 13.1, which was -1.55 lower than the previous day. The implied volatity was 23.13, the open interest changed by -11 which decreased total open position to 5216
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 14.65, which was -0.60 lower than the previous day. The implied volatity was 21.98, the open interest changed by -305 which decreased total open position to 5220
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 15.25, which was -3.55 lower than the previous day. The implied volatity was 20.47, the open interest changed by 70 which increased total open position to 5520
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 18.8, which was 3.70 higher than the previous day. The implied volatity was 21.31, the open interest changed by 486 which increased total open position to 5472
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 15.1, which was -6.50 lower than the previous day. The implied volatity was 16.36, the open interest changed by 1905 which increased total open position to 4993
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 21.6, which was lower than the previous day. The implied volatity was 15.02, the open interest changed by 183 which increased total open position to 3082
| BANKNIFTY 30JAN2025 56400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Jan | 48751.70 | 2569.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 48729.15 | 2569.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Jan | 48041.25 | 2569.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Jan | 48734.15 | 2569.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Jan | 49503.50 | 2569.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Jan | 49835.05 | 2569.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Jan | 50202.15 | 2569.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 49922.00 | 2569.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Jan | 50988.80 | 2569.05 | 0.00 | 0.00 | 0 | 10 | 0 |
| 2 Jan | 51605.55 | 2569.05 | 0.00 | 0 | 0 | 0 | |
For Nifty Bank - strike price 56400 expiring on 30JAN2025
Delta for 56400 PE is 0.00
Historical price for 56400 PE is as follows
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 2569.05, 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 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 2569.05, 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 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 2569.05, 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 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 2569.05, 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 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 2569.05, 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 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 2569.05, 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 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 2569.05, 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 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 2569.05, 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 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 2569.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 2569.05, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
