BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
15 Jan 2025 04:13 PM IST
| BANKNIFTY 30JAN2025 58000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 2.26
Theta: -2.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Jan | 48751.70 | 9.3 | -1.95 | 34.37 | 59,573 | 4,473 | 45,050 | |||
| 14 Jan | 48729.15 | 11.25 | -3.65 | 33.63 | 67,560 | -3,508 | 40,570 | |||
| 13 Jan | 48041.25 | 14.9 | 2.90 | 36.82 | 1,19,605 | -15,305 | 45,183 | |||
| 10 Jan | 48734.15 | 12 | 0.45 | 30.52 | 1,02,301 | 4,561 | 60,606 | |||
| 9 Jan | 49503.50 | 11.55 | 0.05 | 27.11 | 50,720 | -3,472 | 56,224 | |||
| 8 Jan | 49835.05 | 11.5 | 0.50 | 25.56 | 97,031 | 15,443 | 59,502 | |||
| 7 Jan | 50202.15 | 11 | -3.55 | 23.80 | 50,449 | -7,752 | 43,575 | |||
| 6 Jan | 49922.00 | 14.55 | 4.55 | 24.76 | 1,22,821 | 9,813 | 51,767 | |||
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| 3 Jan | 50988.80 | 10 | -1.65 | 19.34 | 70,936 | 7,387 | 42,242 | |||
| 2 Jan | 51605.55 | 11.65 | 17.61 | 47,935 | 1,926 | 34,744 | ||||
For Nifty Bank - strike price 58000 expiring on 30JAN2025
Delta for 58000 CE is 0.01
Historical price for 58000 CE is as follows
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 9.3, which was -1.95 lower than the previous day. The implied volatity was 34.37, the open interest changed by 4473 which increased total open position to 45050
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 11.25, which was -3.65 lower than the previous day. The implied volatity was 33.63, the open interest changed by -3508 which decreased total open position to 40570
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 14.9, which was 2.90 higher than the previous day. The implied volatity was 36.82, the open interest changed by -15305 which decreased total open position to 45183
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 12, which was 0.45 higher than the previous day. The implied volatity was 30.52, the open interest changed by 4561 which increased total open position to 60606
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 11.55, which was 0.05 higher than the previous day. The implied volatity was 27.11, the open interest changed by -3472 which decreased total open position to 56224
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 11.5, which was 0.50 higher than the previous day. The implied volatity was 25.56, the open interest changed by 15443 which increased total open position to 59502
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 11, which was -3.55 lower than the previous day. The implied volatity was 23.80, the open interest changed by -7752 which decreased total open position to 43575
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 14.55, which was 4.55 higher than the previous day. The implied volatity was 24.76, the open interest changed by 9813 which increased total open position to 51767
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 10, which was -1.65 lower than the previous day. The implied volatity was 19.34, the open interest changed by 7387 which increased total open position to 42242
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 11.65, which was lower than the previous day. The implied volatity was 17.61, the open interest changed by 1926 which increased total open position to 34744
| BANKNIFTY 30JAN2025 58000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.97
Vega: 6.62
Theta: 5.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Jan | 48751.70 | 9030 | -27.45 | 43.14 | 8 | 5 | 1,235 |
| 14 Jan | 48729.15 | 9057.45 | -810.70 | 54.55 | 86 | -61 | 1,230 |
| 13 Jan | 48041.25 | 9868.15 | 697.20 | 56.67 | 73 | -49 | 1,295 |
| 10 Jan | 48734.15 | 9170.95 | 895.95 | 53.26 | 29 | -20 | 1,347 |
| 9 Jan | 49503.50 | 8275 | 445.00 | 42.11 | 8 | 6 | 1,366 |
| 8 Jan | 49835.05 | 7830 | 274.25 | 25.39 | 63 | -27 | 1,331 |
| 7 Jan | 50202.15 | 7555.75 | -194.25 | 33.75 | 52 | 14 | 1,352 |
| 6 Jan | 49922.00 | 7750 | 1024.35 | 33.33 | 44 | -14 | 1,330 |
| 3 Jan | 50988.80 | 6725.65 | 586.30 | 29.53 | 6 | -1 | 1,343 |
| 2 Jan | 51605.55 | 6139.35 | 29.53 | 29 | 1 | 1,346 | |
For Nifty Bank - strike price 58000 expiring on 30JAN2025
Delta for 58000 PE is -0.97
Historical price for 58000 PE is as follows
On 15 Jan BANKNIFTY was trading at 48751.70. The strike last trading price was 9030, which was -27.45 lower than the previous day. The implied volatity was 43.14, the open interest changed by 5 which increased total open position to 1235
On 14 Jan BANKNIFTY was trading at 48729.15. The strike last trading price was 9057.45, which was -810.70 lower than the previous day. The implied volatity was 54.55, the open interest changed by -61 which decreased total open position to 1230
On 13 Jan BANKNIFTY was trading at 48041.25. The strike last trading price was 9868.15, which was 697.20 higher than the previous day. The implied volatity was 56.67, the open interest changed by -49 which decreased total open position to 1295
On 10 Jan BANKNIFTY was trading at 48734.15. The strike last trading price was 9170.95, which was 895.95 higher than the previous day. The implied volatity was 53.26, the open interest changed by -20 which decreased total open position to 1347
On 9 Jan BANKNIFTY was trading at 49503.50. The strike last trading price was 8275, which was 445.00 higher than the previous day. The implied volatity was 42.11, the open interest changed by 6 which increased total open position to 1366
On 8 Jan BANKNIFTY was trading at 49835.05. The strike last trading price was 7830, which was 274.25 higher than the previous day. The implied volatity was 25.39, the open interest changed by -27 which decreased total open position to 1331
On 7 Jan BANKNIFTY was trading at 50202.15. The strike last trading price was 7555.75, which was -194.25 lower than the previous day. The implied volatity was 33.75, the open interest changed by 14 which increased total open position to 1352
On 6 Jan BANKNIFTY was trading at 49922.00. The strike last trading price was 7750, which was 1024.35 higher than the previous day. The implied volatity was 33.33, the open interest changed by -14 which decreased total open position to 1330
On 3 Jan BANKNIFTY was trading at 50988.80. The strike last trading price was 6725.65, which was 586.30 higher than the previous day. The implied volatity was 29.53, the open interest changed by -1 which decreased total open position to 1343
On 2 Jan BANKNIFTY was trading at 51605.55. The strike last trading price was 6139.35, which was lower than the previous day. The implied volatity was 29.53, the open interest changed by 1 which increased total open position to 1346
