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BANKNIFTY
Nifty Bank

51170.7 -62.30 (-0.12%)

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Historical option data for BANKNIFTY

26 Dec 2024 04:13 PM IST
BANKNIFTY 29JAN2025 57000 CE
Delta: 0.02
Vega: 8.68
Theta: -2.36
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 21.6 -4.90 15.93 69,958 5,758 20,350
24 Dec 51233.00 26.5 -1.70 15.69 25,109 2,952 14,602
23 Dec 51317.60 28.2 -11.35 15.58 14,863 697 11,703
20 Dec 50759.20 39.55 -11.50 16.97 19,149 -4,131 11,014
19 Dec 51575.70 51.05 -38.40 15.46 52,131 -9,449 16,168
18 Dec 52139.55 89.45 -14.30 15.36 40,564 -976 25,690
17 Dec 52834.80 103.75 -43.10 13.90 25,424 1,190 26,694
16 Dec 53581.35 146.85 -7.95 12.75 29,760 6,205 25,506
13 Dec 53583.80 154.8 -1.05 11.96 34,784 3,695 19,237
12 Dec 53216.45 155.85 -14.10 13.09 9,928 705 15,585
11 Dec 53391.35 169.95 -28.50 12.72 7,995 1,548 14,899
10 Dec 53577.70 198.45 13.45 12.46 7,708 410 13,337
9 Dec 53407.75 185 -14.45 12.64 7,746 53 13,017
6 Dec 53509.50 199.45 -0.50 12.20 19,302 1,937 12,978
5 Dec 53603.55 199.95 40.30 11.71 23,518 896 11,095
4 Dec 53266.90 159.65 51.15 11.84 26,366 4,562 10,260
3 Dec 52695.75 108.5 28.50 12.02 8,648 1,241 5,801
2 Dec 52109.00 80 5.00 12.39 3,610 788 4,995
29 Nov 52055.60 75 -17.55 12.04 2,737 364 4,078
28 Nov 51906.85 92.55 2.95 12.62 8,873 1,309 3,716
27 Nov 52301.80 89.6 -0.45 11.60 1,876 408 2,466
26 Nov 52191.50 90.05 -4.80 11.77 2,200 1,207 2,064
25 Nov 52207.50 94.85 33.25 11.77 1,757 587 856
22 Nov 51135.40 61.6 3.70 12.77 325 104 373
21 Nov 50372.90 57.9 -6.10 13.91 250 106 282
19 Nov 50626.50 64 -5.00 13.85 57 30 174
18 Nov 50363.80 69 -12.45 14.19 46 10 143
14 Nov 50179.55 81.45 -3.60 14.54 55 -5 133
13 Nov 50088.35 85.05 -30.45 14.35 239 -45 143
12 Nov 51157.80 115.5 -17.20 13.33 209 51 188
11 Nov 51876.75 132.7 -14.15 12.05 138 44 135
8 Nov 51561.20 146.85 -58.15 12.74 57 12 93
7 Nov 51916.50 205 -38.35 12.95 37 9 81
6 Nov 52317.40 243.35 -7.25 12.26 50 32 73
5 Nov 52207.25 250.6 -479.30 13.00 42 40 40
4 Nov 51215.25 729.9 0.00 3.78 0 0 0
1 Nov 51673.90 729.9 0.00 3.32 0 0 0
31 Oct 51559.20 729.90 - 0 0 0


For Nifty Bank - strike price 57000 expiring on 29JAN2025

Delta for 57000 CE is 0.02

Historical price for 57000 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 21.6, which was -4.90 lower than the previous day. The implied volatity was 15.93, the open interest changed by 5758 which increased total open position to 20350


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 26.5, which was -1.70 lower than the previous day. The implied volatity was 15.69, the open interest changed by 2952 which increased total open position to 14602


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 28.2, which was -11.35 lower than the previous day. The implied volatity was 15.58, the open interest changed by 697 which increased total open position to 11703


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 39.55, which was -11.50 lower than the previous day. The implied volatity was 16.97, the open interest changed by -4131 which decreased total open position to 11014


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 51.05, which was -38.40 lower than the previous day. The implied volatity was 15.46, the open interest changed by -9449 which decreased total open position to 16168


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 89.45, which was -14.30 lower than the previous day. The implied volatity was 15.36, the open interest changed by -976 which decreased total open position to 25690


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 103.75, which was -43.10 lower than the previous day. The implied volatity was 13.90, the open interest changed by 1190 which increased total open position to 26694


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 146.85, which was -7.95 lower than the previous day. The implied volatity was 12.75, the open interest changed by 6205 which increased total open position to 25506


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 154.8, which was -1.05 lower than the previous day. The implied volatity was 11.96, the open interest changed by 3695 which increased total open position to 19237


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 155.85, which was -14.10 lower than the previous day. The implied volatity was 13.09, the open interest changed by 705 which increased total open position to 15585


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 169.95, which was -28.50 lower than the previous day. The implied volatity was 12.72, the open interest changed by 1548 which increased total open position to 14899


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 198.45, which was 13.45 higher than the previous day. The implied volatity was 12.46, the open interest changed by 410 which increased total open position to 13337


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 185, which was -14.45 lower than the previous day. The implied volatity was 12.64, the open interest changed by 53 which increased total open position to 13017


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 199.45, which was -0.50 lower than the previous day. The implied volatity was 12.20, the open interest changed by 1937 which increased total open position to 12978


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 199.95, which was 40.30 higher than the previous day. The implied volatity was 11.71, the open interest changed by 896 which increased total open position to 11095


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 159.65, which was 51.15 higher than the previous day. The implied volatity was 11.84, the open interest changed by 4562 which increased total open position to 10260


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 108.5, which was 28.50 higher than the previous day. The implied volatity was 12.02, the open interest changed by 1241 which increased total open position to 5801


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 80, which was 5.00 higher than the previous day. The implied volatity was 12.39, the open interest changed by 788 which increased total open position to 4995


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 75, which was -17.55 lower than the previous day. The implied volatity was 12.04, the open interest changed by 364 which increased total open position to 4078


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 92.55, which was 2.95 higher than the previous day. The implied volatity was 12.62, the open interest changed by 1309 which increased total open position to 3716


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 89.6, which was -0.45 lower than the previous day. The implied volatity was 11.60, the open interest changed by 408 which increased total open position to 2466


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 90.05, which was -4.80 lower than the previous day. The implied volatity was 11.77, the open interest changed by 1207 which increased total open position to 2064


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 94.85, which was 33.25 higher than the previous day. The implied volatity was 11.77, the open interest changed by 587 which increased total open position to 856


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 61.6, which was 3.70 higher than the previous day. The implied volatity was 12.77, the open interest changed by 104 which increased total open position to 373


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 57.9, which was -6.10 lower than the previous day. The implied volatity was 13.91, the open interest changed by 106 which increased total open position to 282


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 64, which was -5.00 lower than the previous day. The implied volatity was 13.85, the open interest changed by 30 which increased total open position to 174


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 69, which was -12.45 lower than the previous day. The implied volatity was 14.19, the open interest changed by 10 which increased total open position to 143


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 81.45, which was -3.60 lower than the previous day. The implied volatity was 14.54, the open interest changed by -5 which decreased total open position to 133


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 85.05, which was -30.45 lower than the previous day. The implied volatity was 14.35, the open interest changed by -45 which decreased total open position to 143


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 115.5, which was -17.20 lower than the previous day. The implied volatity was 13.33, the open interest changed by 51 which increased total open position to 188


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 132.7, which was -14.15 lower than the previous day. The implied volatity was 12.05, the open interest changed by 44 which increased total open position to 135


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 146.85, which was -58.15 lower than the previous day. The implied volatity was 12.74, the open interest changed by 12 which increased total open position to 93


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 205, which was -38.35 lower than the previous day. The implied volatity was 12.95, the open interest changed by 9 which increased total open position to 81


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 243.35, which was -7.25 lower than the previous day. The implied volatity was 12.26, the open interest changed by 32 which increased total open position to 73


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 250.6, which was -479.30 lower than the previous day. The implied volatity was 13.00, the open interest changed by 40 which increased total open position to 40


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 729.9, which was 0.00 lower than the previous day. The implied volatity was 3.78, 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 729.9, which was 0.00 lower than the previous day. The implied volatity was 3.32, 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 729.90, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 57000 PE
Delta: -0.92
Vega: 22.25
Theta: 7.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 5370.95 201.10 21.80 145 98 1,007
24 Dec 51233.00 5169.85 -15.15 14.79 431 373 909
23 Dec 51317.60 5185 -486.75 18.26 197 169 533
20 Dec 50759.20 5671.75 910.65 22.71 89 58 362
19 Dec 51575.70 4761.1 511.10 11.65 173 31 304
18 Dec 52139.55 4250 625.00 16.05 64 9 273
17 Dec 52834.80 3625 579.80 13.05 72 5 264
16 Dec 53581.35 3045.2 -45.15 14.45 40 15 259
13 Dec 53583.80 3090.35 -229.80 17.60 98 13 208
12 Dec 53216.45 3320.15 119.80 16.03 24 2 195
11 Dec 53391.35 3200.35 158.60 16.40 37 -1 192
10 Dec 53577.70 3041.75 -158.25 16.68 10 6 192
9 Dec 53407.75 3200 173.10 16.89 247 131 186
6 Dec 53509.50 3026.9 -26.15 15.10 20 4 55
5 Dec 53603.55 3053.05 -231.55 16.95 26 11 50
4 Dec 53266.90 3284.6 -715.40 16.13 29 22 37
3 Dec 52695.75 4000 -300.00 20.51 2 1 14
2 Dec 52109.00 4300 -78.90 18.22 3 -1 11
29 Nov 52055.60 4378.9 0.00 0.00 0 0 12
28 Nov 51906.85 4378.9 369.90 17.79 5 0 7
27 Nov 52301.80 4009 -888.20 16.01 7 3 3
26 Nov 52191.50 4897.2 0.00 - 0 0 0
25 Nov 52207.50 4897.2 0.00 - 0 0 0
22 Nov 51135.40 4897.2 0.00 - 0 0 0
21 Nov 50372.90 4897.2 0.00 - 0 0 0
19 Nov 50626.50 4897.2 0.00 - 0 0 0
18 Nov 50363.80 4897.2 0.00 - 0 0 0
14 Nov 50179.55 4897.2 0.00 - 0 0 0
13 Nov 50088.35 4897.2 0.00 - 0 0 0
12 Nov 51157.80 4897.2 0.00 - 0 0 0
11 Nov 51876.75 4897.2 0.00 - 0 0 0
8 Nov 51561.20 4897.2 0.00 - 0 0 0
7 Nov 51916.50 4897.2 0.00 - 0 0 0
6 Nov 52317.40 4897.2 0.00 - 0 0 0
5 Nov 52207.25 4897.2 4897.20 - 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 57000 expiring on 29JAN2025

Delta for 57000 PE is -0.92

Historical price for 57000 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 5370.95, which was 201.10 higher than the previous day. The implied volatity was 21.80, the open interest changed by 98 which increased total open position to 1007


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 5169.85, which was -15.15 lower than the previous day. The implied volatity was 14.79, the open interest changed by 373 which increased total open position to 909


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 5185, which was -486.75 lower than the previous day. The implied volatity was 18.26, the open interest changed by 169 which increased total open position to 533


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 5671.75, which was 910.65 higher than the previous day. The implied volatity was 22.71, the open interest changed by 58 which increased total open position to 362


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 4761.1, which was 511.10 higher than the previous day. The implied volatity was 11.65, the open interest changed by 31 which increased total open position to 304


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 4250, which was 625.00 higher than the previous day. The implied volatity was 16.05, the open interest changed by 9 which increased total open position to 273


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 3625, which was 579.80 higher than the previous day. The implied volatity was 13.05, the open interest changed by 5 which increased total open position to 264


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3045.2, which was -45.15 lower than the previous day. The implied volatity was 14.45, the open interest changed by 15 which increased total open position to 259


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 3090.35, which was -229.80 lower than the previous day. The implied volatity was 17.60, the open interest changed by 13 which increased total open position to 208


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3320.15, which was 119.80 higher than the previous day. The implied volatity was 16.03, the open interest changed by 2 which increased total open position to 195


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 3200.35, which was 158.60 higher than the previous day. The implied volatity was 16.40, the open interest changed by -1 which decreased total open position to 192


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3041.75, which was -158.25 lower than the previous day. The implied volatity was 16.68, the open interest changed by 6 which increased total open position to 192


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3200, which was 173.10 higher than the previous day. The implied volatity was 16.89, the open interest changed by 131 which increased total open position to 186


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3026.9, which was -26.15 lower than the previous day. The implied volatity was 15.10, the open interest changed by 4 which increased total open position to 55


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3053.05, which was -231.55 lower than the previous day. The implied volatity was 16.95, the open interest changed by 11 which increased total open position to 50


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3284.6, which was -715.40 lower than the previous day. The implied volatity was 16.13, the open interest changed by 22 which increased total open position to 37


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 4000, which was -300.00 lower than the previous day. The implied volatity was 20.51, the open interest changed by 1 which increased total open position to 14


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 4300, which was -78.90 lower than the previous day. The implied volatity was 18.22, the open interest changed by -1 which decreased total open position to 11


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 4378.9, 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 12


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 4378.9, which was 369.90 higher than the previous day. The implied volatity was 17.79, the open interest changed by 0 which decreased total open position to 7


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 4009, which was -888.20 lower than the previous day. The implied volatity was 16.01, the open interest changed by 3 which increased total open position to 3


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 4897.2, 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 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 4897.2, 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 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 4897.2, 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 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 4897.2, 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 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 4897.2, 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 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 4897.2, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 4897.2, 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 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 4897.2, 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 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 4897.2, 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 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 4897.2, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 4897.2, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 4897.2, 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 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 4897.2, 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 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 4897.2, which was 4897.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 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