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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 57500 CE
Delta: 0.02
Vega: 7.78
Theta: -2.22
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 19.75 -2.85 16.88 29,020 3,065 7,537
24 Dec 51233.00 22.6 -0.95 16.45 8,513 384 4,461
23 Dec 51317.60 23.55 -11.50 16.28 3,751 -135 4,077
20 Dec 50759.20 35.05 -7.15 17.76 5,227 -814 4,224
19 Dec 51575.70 42.2 -29.45 16.09 15,660 -2,332 5,371
18 Dec 52139.55 71.65 -0.85 15.89 14,243 303 7,931
17 Dec 52834.80 72.5 -26.80 14.05 13,841 -2,440 7,524
16 Dec 53581.35 99.3 -6.10 12.81 16,558 4,565 9,964
13 Dec 53583.80 105.4 -1.95 12.06 10,590 3,699 5,406
12 Dec 53216.45 107.35 -13.40 13.13 2,483 78 1,710
11 Dec 53391.35 120.75 -17.60 12.85 1,961 62 1,664
10 Dec 53577.70 138.35 3.95 12.53 1,657 18 1,571
9 Dec 53407.75 134.4 -9.00 12.80 2,156 78 1,918
6 Dec 53509.50 143.4 -3.75 12.34 11,301 -1,340 1,848
5 Dec 53603.55 147.15 30.25 11.94 9,775 1,194 3,177
4 Dec 53266.90 116.9 35.70 12.07 3,448 1,684 1,985
3 Dec 52695.75 81.2 26.05 12.29 286 199 301
2 Dec 52109.00 55.15 -8.95 12.51 42 5 105
29 Nov 52055.60 64.1 -14.30 12.68 62 -12 100
28 Nov 51906.85 78.4 3.95 13.19 74 64 111
27 Nov 52301.80 74.45 -68.50 12.17 57 36 48
26 Nov 52191.50 142.95 4.95 14.37 2 1 11
25 Nov 52207.50 138 82.40 14.14 3 3 9
22 Nov 51135.40 55.6 2.65 13.49 3 0 6
21 Nov 50372.90 52.95 -2.00 14.61 4 2 6
19 Nov 50626.50 54.95 -66.45 14.36 7 1 3
18 Nov 50363.80 121.4 0.00 0.00 0 2 0
14 Nov 50179.55 121.4 -510.60 16.79 2 1 1
13 Nov 50088.35 632 0.00 4.97 0 0 0
12 Nov 51157.80 632 0.00 4.55 0 0 0
11 Nov 51876.75 632 0.00 3.86 0 0 0
8 Nov 51561.20 632 0.00 4.02 0 0 0
7 Nov 51916.50 632 0.00 3.70 0 0 0
6 Nov 52317.40 632 0.00 3.28 0 0 0
5 Nov 52207.25 632 0.00 3.40 0 0 0
4 Nov 51215.25 632 0.00 4.09 0 0 0
1 Nov 51673.90 632 0.00 3.84 0 0 0
31 Oct 51559.20 632.00 - 0 0 0


For Nifty Bank - strike price 57500 expiring on 29JAN2025

Delta for 57500 CE is 0.02

Historical price for 57500 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 19.75, which was -2.85 lower than the previous day. The implied volatity was 16.88, the open interest changed by 3065 which increased total open position to 7537


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 22.6, which was -0.95 lower than the previous day. The implied volatity was 16.45, the open interest changed by 384 which increased total open position to 4461


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 23.55, which was -11.50 lower than the previous day. The implied volatity was 16.28, the open interest changed by -135 which decreased total open position to 4077


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 35.05, which was -7.15 lower than the previous day. The implied volatity was 17.76, the open interest changed by -814 which decreased total open position to 4224


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 42.2, which was -29.45 lower than the previous day. The implied volatity was 16.09, the open interest changed by -2332 which decreased total open position to 5371


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 71.65, which was -0.85 lower than the previous day. The implied volatity was 15.89, the open interest changed by 303 which increased total open position to 7931


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 72.5, which was -26.80 lower than the previous day. The implied volatity was 14.05, the open interest changed by -2440 which decreased total open position to 7524


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 99.3, which was -6.10 lower than the previous day. The implied volatity was 12.81, the open interest changed by 4565 which increased total open position to 9964


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 105.4, which was -1.95 lower than the previous day. The implied volatity was 12.06, the open interest changed by 3699 which increased total open position to 5406


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 107.35, which was -13.40 lower than the previous day. The implied volatity was 13.13, the open interest changed by 78 which increased total open position to 1710


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 120.75, which was -17.60 lower than the previous day. The implied volatity was 12.85, the open interest changed by 62 which increased total open position to 1664


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 138.35, which was 3.95 higher than the previous day. The implied volatity was 12.53, the open interest changed by 18 which increased total open position to 1571


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 134.4, which was -9.00 lower than the previous day. The implied volatity was 12.80, the open interest changed by 78 which increased total open position to 1918


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 143.4, which was -3.75 lower than the previous day. The implied volatity was 12.34, the open interest changed by -1340 which decreased total open position to 1848


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 147.15, which was 30.25 higher than the previous day. The implied volatity was 11.94, the open interest changed by 1194 which increased total open position to 3177


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 116.9, which was 35.70 higher than the previous day. The implied volatity was 12.07, the open interest changed by 1684 which increased total open position to 1985


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 81.2, which was 26.05 higher than the previous day. The implied volatity was 12.29, the open interest changed by 199 which increased total open position to 301


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 55.15, which was -8.95 lower than the previous day. The implied volatity was 12.51, the open interest changed by 5 which increased total open position to 105


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 64.1, which was -14.30 lower than the previous day. The implied volatity was 12.68, the open interest changed by -12 which decreased total open position to 100


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 78.4, which was 3.95 higher than the previous day. The implied volatity was 13.19, the open interest changed by 64 which increased total open position to 111


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 74.45, which was -68.50 lower than the previous day. The implied volatity was 12.17, the open interest changed by 36 which increased total open position to 48


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 142.95, which was 4.95 higher than the previous day. The implied volatity was 14.37, the open interest changed by 1 which increased total open position to 11


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 138, which was 82.40 higher than the previous day. The implied volatity was 14.14, the open interest changed by 3 which increased total open position to 9


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 55.6, which was 2.65 higher than the previous day. The implied volatity was 13.49, the open interest changed by 0 which decreased total open position to 6


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 52.95, which was -2.00 lower than the previous day. The implied volatity was 14.61, the open interest changed by 2 which increased total open position to 6


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 54.95, which was -66.45 lower than the previous day. The implied volatity was 14.36, the open interest changed by 1 which increased total open position to 3


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 121.4, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 121.4, which was -510.60 lower than the previous day. The implied volatity was 16.79, the open interest changed by 1 which increased total open position to 1


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 632, which was 0.00 lower than the previous day. The implied volatity was 4.97, 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 632, which was 0.00 lower than the previous day. The implied volatity was 4.55, 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 632, which was 0.00 lower than the previous day. The implied volatity was 3.86, 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 632, which was 0.00 lower than the previous day. The implied volatity was 4.02, 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 632, which was 0.00 lower than the previous day. The implied volatity was 3.70, 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 632, which was 0.00 lower than the previous day. The implied volatity was 3.28, 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 632, which was 0.00 lower than the previous day. The implied volatity was 3.40, 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 632, which was 0.00 lower than the previous day. The implied volatity was 4.09, 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 632, which was 0.00 lower than the previous day. The implied volatity was 3.84, 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 632.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 57500 PE
Delta: -0.94
Vega: 17.42
Theta: 9.37
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 5830.3 80.30 21.41 27 1 30
24 Dec 51233.00 5750 -147.50 22.26 1 0 28
23 Dec 51317.60 5897.5 463.65 27.83 7 0 24
20 Dec 50759.20 5433.85 1329.65 - 7 0 28
19 Dec 51575.70 4104.2 0.00 0.00 0 0 0
18 Dec 52139.55 4104.2 0.00 0.00 0 0 0
17 Dec 52834.80 4104.2 479.20 13.72 3 0 28
16 Dec 53581.35 3625 0.00 0.00 0 -1 0
13 Dec 53583.80 3625 -18.60 20.14 4 -1 28
12 Dec 53216.45 3643.6 0.00 0.00 0 0 0
11 Dec 53391.35 3643.6 0.00 0.00 0 0 0
10 Dec 53577.70 3643.6 0.00 0.00 0 0 0
9 Dec 53407.75 3643.6 0.00 0.00 0 1 0
6 Dec 53509.50 3643.6 143.60 18.77 2 0 28
5 Dec 53603.55 3500 -772.20 17.93 4 1 27
4 Dec 53266.90 4272.2 0.00 0.00 0 26 0
3 Dec 52695.75 4272.2 -1018.10 18.21 26 0 0
2 Dec 52109.00 5290.3 0.00 - 0 0 0
29 Nov 52055.60 5290.3 0.00 - 0 0 0
28 Nov 51906.85 5290.3 0.00 - 0 0 0
27 Nov 52301.80 5290.3 0.00 - 0 0 0
26 Nov 52191.50 5290.3 0.00 - 0 0 0
25 Nov 52207.50 5290.3 0.00 - 0 0 0
22 Nov 51135.40 5290.3 0.00 - 0 0 0
21 Nov 50372.90 5290.3 0.00 - 0 0 0
19 Nov 50626.50 5290.3 0.00 - 0 0 0
18 Nov 50363.80 5290.3 0.00 - 0 0 0
14 Nov 50179.55 5290.3 0.00 - 0 0 0
13 Nov 50088.35 5290.3 0.00 - 0 0 0
12 Nov 51157.80 5290.3 0.00 - 0 0 0
11 Nov 51876.75 5290.3 0.00 - 0 0 0
8 Nov 51561.20 5290.3 0.00 - 0 0 0
7 Nov 51916.50 5290.3 0.00 - 0 0 0
6 Nov 52317.40 5290.3 0.00 - 0 0 0
5 Nov 52207.25 5290.3 5290.30 - 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 57500 expiring on 29JAN2025

Delta for 57500 PE is -0.94

Historical price for 57500 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 5830.3, which was 80.30 higher than the previous day. The implied volatity was 21.41, the open interest changed by 1 which increased total open position to 30


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 5750, which was -147.50 lower than the previous day. The implied volatity was 22.26, the open interest changed by 0 which decreased total open position to 28


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 5897.5, which was 463.65 higher than the previous day. The implied volatity was 27.83, the open interest changed by 0 which decreased total open position to 24


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 5433.85, which was 1329.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 4104.2, 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 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 4104.2, 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 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 4104.2, which was 479.20 higher than the previous day. The implied volatity was 13.72, the open interest changed by 0 which decreased total open position to 28


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3625, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 3625, which was -18.60 lower than the previous day. The implied volatity was 20.14, the open interest changed by -1 which decreased total open position to 28


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3643.6, 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 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 3643.6, 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 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3643.6, 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 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3643.6, 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 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3643.6, which was 143.60 higher than the previous day. The implied volatity was 18.77, the open interest changed by 0 which decreased total open position to 28


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3500, which was -772.20 lower than the previous day. The implied volatity was 17.93, the open interest changed by 1 which increased total open position to 27


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 4272.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 26 which increased total open position to 0


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 4272.2, which was -1018.10 lower than the previous day. The implied volatity was 18.21, the open interest changed by 0 which decreased total open position to 0


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 5290.3, 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 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 5290.3, 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 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 5290.3, 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 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 5290.3, 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 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 5290.3, 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 5290.3, 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 5290.3, 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 5290.3, 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 5290.3, 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 5290.3, 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 5290.3, 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 5290.3, 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 5290.3, 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 5290.3, 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 5290.3, 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 5290.3, 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 5290.3, 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 5290.3, which was 5290.30 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