BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
23 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 56500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.91
Theta: -2.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 48589.00 | 3.95 | -1.65 | 40.87 | 23,449 | 544 | 18,185 | |||
| 22 Jan | 48724.40 | 5.6 | -1.00 | 38.81 | 33,365 | -1,415 | 17,681 | |||
| 21 Jan | 48570.90 | 6.6 | -1.60 | 37.89 | 23,520 | -331 | 19,107 | |||
| 20 Jan | 49350.80 | 8.2 | -0.50 | 33.56 | 33,640 | -3,263 | 19,528 | |||
| 17 Jan | 48540.60 | 8.7 | -1.05 | 32.65 | 32,975 | -1,635 | 22,845 | |||
| 16 Jan | 49278.70 | 9.75 | -2.35 | 28.59 | 50,932 | -1,746 | 24,367 | |||
| 15 Jan | 48751.70 | 12.1 | -1.55 | 30.68 | 40,744 | 742 | 26,134 | |||
| 14 Jan | 48729.15 | 13.65 | -3.10 | 29.75 | 41,218 | -1,873 | 25,440 | |||
| 13 Jan | 48041.25 | 16.75 | 1.75 | 32.77 | 66,101 | 1,117 | 27,521 | |||
| 10 Jan | 48734.15 | 15 | 2.30 | 27.12 | 1,21,452 | -1,183 | 26,522 | |||
| 9 Jan | 49503.50 | 12.7 | -1.45 | 23.32 | 52,616 | 3,780 | 27,708 | |||
| 8 Jan | 49835.05 | 14.15 | -0.15 | 22.16 | 59,977 | 3,152 | 23,942 | |||
| 7 Jan | 50202.15 | 14.3 | -3.60 | 20.57 | 40,738 | -6,676 | 20,810 | |||
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| 6 Jan | 49922.00 | 17.9 | 4.20 | 21.44 | 81,680 | 2,429 | 27,583 | |||
| 3 Jan | 50988.80 | 13.7 | -5.90 | 16.41 | 48,277 | 3,668 | 23,065 | |||
| 2 Jan | 51605.55 | 19.6 | 15.05 | 47,277 | -902 | 19,416 | ||||
For Nifty Bank - strike price 56500 expiring on 30JAN2025
Delta for 56500 CE is 0.00
Historical price for 56500 CE is as follows
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 3.95, which was -1.65 lower than the previous day. The implied volatity was 40.87, the open interest changed by 544 which increased total open position to 18185
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 5.6, which was -1.00 lower than the previous day. The implied volatity was 38.81, the open interest changed by -1415 which decreased total open position to 17681
On 21 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 6.6, which was -1.60 lower than the previous day. The implied volatity was 37.89, the open interest changed by -331 which decreased total open position to 19107
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 8.2, which was -0.50 lower than the previous day. The implied volatity was 33.56, the open interest changed by -3263 which decreased total open position to 19528
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 8.7, which was -1.05 lower than the previous day. The implied volatity was 32.65, the open interest changed by -1635 which decreased total open position to 22845
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 9.75, which was -2.35 lower than the previous day. The implied volatity was 28.59, the open interest changed by -1746 which decreased total open position to 24367
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 12.1, which was -1.55 lower than the previous day. The implied volatity was 30.68, the open interest changed by 742 which increased total open position to 26134
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 13.65, which was -3.10 lower than the previous day. The implied volatity was 29.75, the open interest changed by -1873 which decreased total open position to 25440
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 16.75, which was 1.75 higher than the previous day. The implied volatity was 32.77, the open interest changed by 1117 which increased total open position to 27521
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 15, which was 2.30 higher than the previous day. The implied volatity was 27.12, the open interest changed by -1183 which decreased total open position to 26522
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 12.7, which was -1.45 lower than the previous day. The implied volatity was 23.32, the open interest changed by 3780 which increased total open position to 27708
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 14.15, which was -0.15 lower than the previous day. The implied volatity was 22.16, the open interest changed by 3152 which increased total open position to 23942
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 14.3, which was -3.60 lower than the previous day. The implied volatity was 20.57, the open interest changed by -6676 which decreased total open position to 20810
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 17.9, which was 4.20 higher than the previous day. The implied volatity was 21.44, the open interest changed by 2429 which increased total open position to 27583
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 13.7, which was -5.90 lower than the previous day. The implied volatity was 16.41, the open interest changed by 3668 which increased total open position to 23065
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 19.6, which was lower than the previous day. The implied volatity was 15.05, the open interest changed by -902 which decreased total open position to 19416
| BANKNIFTY 30JAN2025 56500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 48589.00 | 7800 | -53.65 | - | 30 | -5 | 142 |
| 22 Jan | 48724.40 | 7853.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Jan | 48570.90 | 7853.65 | 0.00 | 59.21 | 4 | 0 | 147 |
| 20 Jan | 49350.80 | 7853.65 | 0.00 | 0.00 | 0 | 3 | 0 |
| 17 Jan | 48540.60 | 7853.65 | 903.65 | 48.65 | 4 | 0 | 144 |
| 16 Jan | 49278.70 | 6950 | -635.00 | 36.84 | 14 | -9 | 145 |
| 15 Jan | 48751.70 | 7585 | 0.00 | 0.00 | 0 | -8 | 0 |
| 14 Jan | 48729.15 | 7585 | 235.00 | 49.43 | 11 | -8 | 154 |
| 13 Jan | 48041.25 | 7350 | 0.00 | 0.00 | 0 | 2 | 0 |
| 10 Jan | 48734.15 | 7350 | 650.00 | - | 2 | 0 | 160 |
| 9 Jan | 49503.50 | 6700 | 58.70 | 31.23 | 19 | -2 | 158 |
| 8 Jan | 49835.05 | 6641.3 | 522.75 | 41.28 | 1 | 0 | 159 |
| 7 Jan | 50202.15 | 6118.55 | -256.45 | 32.00 | 33 | 3 | 159 |
| 6 Jan | 49922.00 | 6375 | 1133.00 | 34.48 | 8 | 3 | 155 |
| 3 Jan | 50988.80 | 5242 | 617.00 | 25.04 | 4 | -1 | 152 |
| 2 Jan | 51605.55 | 4625 | 23.33 | 5 | 153 | 153 | |
For Nifty Bank - strike price 56500 expiring on 30JAN2025
Delta for 56500 PE is -
Historical price for 56500 PE is as follows
On 23 Jan BANKNIFTY was trading at 48589.00. The strike last trading price was 7800, which was -53.65 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 142
On 22 Jan BANKNIFTY was trading at 48724.40. The strike last trading price was 7853.65, 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 Jan BANKNIFTY was trading at 48570.90. The strike last trading price was 7853.65, which was 0.00 lower than the previous day. The implied volatity was 59.21, the open interest changed by 0 which decreased total open position to 147
On 20 Jan BANKNIFTY was trading at 49350.80. The strike last trading price was 7853.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 17 Jan BANKNIFTY was trading at 48540.60. The strike last trading price was 7853.65, which was 903.65 higher than the previous day. The implied volatity was 48.65, the open interest changed by 0 which decreased total open position to 144
On 16 Jan BANKNIFTY was trading at 49278.70. The strike last trading price was 6950, which was -635.00 lower than the previous day. The implied volatity was 36.84, the open interest changed by -9 which decreased total open position to 145
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 7585, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 7585, which was 235.00 higher than the previous day. The implied volatity was 49.43, the open interest changed by -8 which decreased total open position to 154
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 7350, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 7350, which was 650.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 160
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 6700, which was 58.70 higher than the previous day. The implied volatity was 31.23, the open interest changed by -2 which decreased total open position to 158
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 6641.3, which was 522.75 higher than the previous day. The implied volatity was 41.28, the open interest changed by 0 which decreased total open position to 159
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 6118.55, which was -256.45 lower than the previous day. The implied volatity was 32.00, the open interest changed by 3 which increased total open position to 159
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 6375, which was 1133.00 higher than the previous day. The implied volatity was 34.48, the open interest changed by 3 which increased total open position to 155
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 5242, which was 617.00 higher than the previous day. The implied volatity was 25.04, the open interest changed by -1 which decreased total open position to 152
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 4625, which was lower than the previous day. The implied volatity was 23.33, the open interest changed by 153 which increased total open position to 153
