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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 58000 CE
Delta: 0.02
Vega: 6.66
Theta: -1.96
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 16.8 -4.70 17.61 44,562 2,917 16,880
24 Dec 51233.00 21.5 0.25 17.46 23,903 1,991 13,947
23 Dec 51317.60 21.25 -11.25 17.13 11,550 85 11,955
20 Dec 50759.20 32.5 -2.65 18.66 9,765 -166 11,849
19 Dec 51575.70 35.15 -23.45 16.71 11,612 781 12,615
18 Dec 52139.55 58.6 1.00 16.45 10,107 1,278 11,898
17 Dec 52834.80 57.6 -15.65 14.59 9,723 495 10,678
16 Dec 53581.35 73.25 -6.75 13.18 9,739 1,680 10,172
13 Dec 53583.80 80 -3.00 12.50 19,204 -20 8,543
12 Dec 53216.45 83 -4.00 13.55 5,214 -512 8,588
11 Dec 53391.35 87 -14.60 13.06 5,057 832 9,130
10 Dec 53577.70 101.6 2.70 12.83 6,241 423 8,293
9 Dec 53407.75 98.9 -5.05 13.06 10,363 155 7,896
6 Dec 53509.50 103.95 -3.35 12.53 41,186 4,330 7,739
5 Dec 53603.55 107.3 21.30 12.18 13,934 36 3,470
4 Dec 53266.90 86 24.55 12.33 5,719 2,216 3,456
3 Dec 52695.75 61.45 15.30 12.68 1,011 443 1,238
2 Dec 52109.00 46.15 -3.85 13.06 428 2 797
29 Nov 52055.60 50 -9.90 13.05 419 -2 805
28 Nov 51906.85 59.9 -5.80 13.50 2,388 222 819
27 Nov 52301.80 65.7 5.65 12.87 518 263 563
26 Nov 52191.50 60.05 -2.55 12.77 94 68 303
25 Nov 52207.50 62.6 13.85 12.74 294 196 234
22 Nov 51135.40 48.75 7.65 14.07 97 41 79
21 Nov 50372.90 41.1 -8.80 14.84 61 15 38
19 Nov 50626.50 49.9 3.75 14.99 37 10 25
18 Nov 50363.80 46.15 -14.85 14.91 16 1 15
14 Nov 50179.55 61 -179.00 15.42 18 11 12
13 Nov 50088.35 240 0.00 0.00 0 1 0
12 Nov 51157.80 240 -305.25 18.40 1 0 0
11 Nov 51876.75 545.25 0.00 4.16 0 0 0
8 Nov 51561.20 545.25 0.00 4.37 0 0 0
7 Nov 51916.50 545.25 0.00 4.08 0 0 0
6 Nov 52317.40 545.25 0.00 3.68 0 0 0
5 Nov 52207.25 545.25 0.00 3.88 0 0 0
4 Nov 51215.25 545.25 0.00 4.46 0 0 0
1 Nov 51673.90 545.25 0.00 4.21 0 0 0
31 Oct 51559.20 545.25 - 0 0 0


For Nifty Bank - strike price 58000 expiring on 29JAN2025

Delta for 58000 CE is 0.02

Historical price for 58000 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 16.8, which was -4.70 lower than the previous day. The implied volatity was 17.61, the open interest changed by 2917 which increased total open position to 16880


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 21.5, which was 0.25 higher than the previous day. The implied volatity was 17.46, the open interest changed by 1991 which increased total open position to 13947


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 21.25, which was -11.25 lower than the previous day. The implied volatity was 17.13, the open interest changed by 85 which increased total open position to 11955


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 32.5, which was -2.65 lower than the previous day. The implied volatity was 18.66, the open interest changed by -166 which decreased total open position to 11849


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 35.15, which was -23.45 lower than the previous day. The implied volatity was 16.71, the open interest changed by 781 which increased total open position to 12615


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 58.6, which was 1.00 higher than the previous day. The implied volatity was 16.45, the open interest changed by 1278 which increased total open position to 11898


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 57.6, which was -15.65 lower than the previous day. The implied volatity was 14.59, the open interest changed by 495 which increased total open position to 10678


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 73.25, which was -6.75 lower than the previous day. The implied volatity was 13.18, the open interest changed by 1680 which increased total open position to 10172


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 80, which was -3.00 lower than the previous day. The implied volatity was 12.50, the open interest changed by -20 which decreased total open position to 8543


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 83, which was -4.00 lower than the previous day. The implied volatity was 13.55, the open interest changed by -512 which decreased total open position to 8588


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 87, which was -14.60 lower than the previous day. The implied volatity was 13.06, the open interest changed by 832 which increased total open position to 9130


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 101.6, which was 2.70 higher than the previous day. The implied volatity was 12.83, the open interest changed by 423 which increased total open position to 8293


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 98.9, which was -5.05 lower than the previous day. The implied volatity was 13.06, the open interest changed by 155 which increased total open position to 7896


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 103.95, which was -3.35 lower than the previous day. The implied volatity was 12.53, the open interest changed by 4330 which increased total open position to 7739


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 107.3, which was 21.30 higher than the previous day. The implied volatity was 12.18, the open interest changed by 36 which increased total open position to 3470


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 86, which was 24.55 higher than the previous day. The implied volatity was 12.33, the open interest changed by 2216 which increased total open position to 3456


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 61.45, which was 15.30 higher than the previous day. The implied volatity was 12.68, the open interest changed by 443 which increased total open position to 1238


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 46.15, which was -3.85 lower than the previous day. The implied volatity was 13.06, the open interest changed by 2 which increased total open position to 797


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 50, which was -9.90 lower than the previous day. The implied volatity was 13.05, the open interest changed by -2 which decreased total open position to 805


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 59.9, which was -5.80 lower than the previous day. The implied volatity was 13.50, the open interest changed by 222 which increased total open position to 819


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 65.7, which was 5.65 higher than the previous day. The implied volatity was 12.87, the open interest changed by 263 which increased total open position to 563


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 60.05, which was -2.55 lower than the previous day. The implied volatity was 12.77, the open interest changed by 68 which increased total open position to 303


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 62.6, which was 13.85 higher than the previous day. The implied volatity was 12.74, the open interest changed by 196 which increased total open position to 234


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 48.75, which was 7.65 higher than the previous day. The implied volatity was 14.07, the open interest changed by 41 which increased total open position to 79


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 41.1, which was -8.80 lower than the previous day. The implied volatity was 14.84, the open interest changed by 15 which increased total open position to 38


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 49.9, which was 3.75 higher than the previous day. The implied volatity was 14.99, the open interest changed by 10 which increased total open position to 25


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 46.15, which was -14.85 lower than the previous day. The implied volatity was 14.91, the open interest changed by 1 which increased total open position to 15


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 61, which was -179.00 lower than the previous day. The implied volatity was 15.42, the open interest changed by 11 which increased total open position to 12


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 240, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 240, which was -305.25 lower than the previous day. The implied volatity was 18.40, 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 545.25, which was 0.00 lower than the previous day. The implied volatity was 4.16, 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 545.25, which was 0.00 lower than the previous day. The implied volatity was 4.37, 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 545.25, which was 0.00 lower than the previous day. The implied volatity was 4.08, 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 545.25, which was 0.00 lower than the previous day. The implied volatity was 3.68, 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 545.25, which was 0.00 lower than the previous day. The implied volatity was 3.88, 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 545.25, which was 0.00 lower than the previous day. The implied volatity was 4.46, 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 545.25, which was 0.00 lower than the previous day. The implied volatity was 4.21, 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 545.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 58000 PE
Delta: -0.94
Vega: 18.68
Theta: 8.40
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 6342.95 195.85 23.74 189 46 1,301
24 Dec 51233.00 6147.1 -18.45 16.53 434 349 1,255
23 Dec 51317.60 6165.55 -500.00 20.26 529 519 906
20 Dec 50759.20 6665.55 907.55 25.28 23 14 385
19 Dec 51575.70 5758 536.60 14.88 45 9 367
18 Dec 52139.55 5221.4 921.40 18.01 293 194 358
17 Dec 52834.80 4300 329.30 - 12 4 167
16 Dec 53581.35 3970.7 -39.30 15.94 77 -30 163
13 Dec 53583.80 4010 -256.65 19.85 99 29 153
12 Dec 53216.45 4266.65 130.15 18.22 15 5 124
11 Dec 53391.35 4136.5 191.50 18.58 19 -2 119
10 Dec 53577.70 3945 45.00 18.46 20 6 120
9 Dec 53407.75 3900 -33.65 13.86 29 0 94
6 Dec 53509.50 3933.65 -16.35 16.68 60 -5 94
5 Dec 53603.55 3950 -325.20 18.77 30 5 98
4 Dec 53266.90 4275.2 -360.50 19.28 39 24 94
3 Dec 52695.75 4635.7 -508.25 16.91 23 20 70
2 Dec 52109.00 5143.95 -91.05 17.68 2 1 51
29 Nov 52055.60 5235 49.20 18.49 16 12 48
28 Nov 51906.85 5185.8 185.80 16.42 19 10 28
27 Nov 52301.80 5000 -1667.35 18.76 2 0 16
26 Nov 52191.50 6667.35 0.00 0.00 0 0 0
25 Nov 52207.50 6667.35 0.00 0.00 0 16 0
22 Nov 51135.40 6667.35 0.00 0.00 0 16 0
21 Nov 50372.90 6667.35 972.80 20.70 16 0 0
19 Nov 50626.50 5694.55 0.00 - 0 0 0
18 Nov 50363.80 5694.55 0.00 - 0 0 0
14 Nov 50179.55 5694.55 0.00 - 0 0 0
13 Nov 50088.35 5694.55 0.00 - 0 0 0
12 Nov 51157.80 5694.55 0.00 - 0 0 0
11 Nov 51876.75 5694.55 0.00 - 0 0 0
8 Nov 51561.20 5694.55 0.00 - 0 0 0
7 Nov 51916.50 5694.55 0.00 - 0 0 0
6 Nov 52317.40 5694.55 0.00 - 0 0 0
5 Nov 52207.25 5694.55 5694.55 - 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 58000 expiring on 29JAN2025

Delta for 58000 PE is -0.94

Historical price for 58000 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 6342.95, which was 195.85 higher than the previous day. The implied volatity was 23.74, the open interest changed by 46 which increased total open position to 1301


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 6147.1, which was -18.45 lower than the previous day. The implied volatity was 16.53, the open interest changed by 349 which increased total open position to 1255


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 6165.55, which was -500.00 lower than the previous day. The implied volatity was 20.26, the open interest changed by 519 which increased total open position to 906


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 6665.55, which was 907.55 higher than the previous day. The implied volatity was 25.28, the open interest changed by 14 which increased total open position to 385


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 5758, which was 536.60 higher than the previous day. The implied volatity was 14.88, the open interest changed by 9 which increased total open position to 367


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 5221.4, which was 921.40 higher than the previous day. The implied volatity was 18.01, the open interest changed by 194 which increased total open position to 358


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 4300, which was 329.30 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 167


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3970.7, which was -39.30 lower than the previous day. The implied volatity was 15.94, the open interest changed by -30 which decreased total open position to 163


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 4010, which was -256.65 lower than the previous day. The implied volatity was 19.85, the open interest changed by 29 which increased total open position to 153


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 4266.65, which was 130.15 higher than the previous day. The implied volatity was 18.22, the open interest changed by 5 which increased total open position to 124


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 4136.5, which was 191.50 higher than the previous day. The implied volatity was 18.58, the open interest changed by -2 which decreased total open position to 119


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3945, which was 45.00 higher than the previous day. The implied volatity was 18.46, the open interest changed by 6 which increased total open position to 120


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3900, which was -33.65 lower than the previous day. The implied volatity was 13.86, the open interest changed by 0 which decreased total open position to 94


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3933.65, which was -16.35 lower than the previous day. The implied volatity was 16.68, the open interest changed by -5 which decreased total open position to 94


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3950, which was -325.20 lower than the previous day. The implied volatity was 18.77, the open interest changed by 5 which increased total open position to 98


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 4275.2, which was -360.50 lower than the previous day. The implied volatity was 19.28, the open interest changed by 24 which increased total open position to 94


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 4635.7, which was -508.25 lower than the previous day. The implied volatity was 16.91, the open interest changed by 20 which increased total open position to 70


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 5143.95, which was -91.05 lower than the previous day. The implied volatity was 17.68, the open interest changed by 1 which increased total open position to 51


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 5235, which was 49.20 higher than the previous day. The implied volatity was 18.49, the open interest changed by 12 which increased total open position to 48


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 5185.8, which was 185.80 higher than the previous day. The implied volatity was 16.42, the open interest changed by 10 which increased total open position to 28


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 5000, which was -1667.35 lower than the previous day. The implied volatity was 18.76, the open interest changed by 0 which decreased total open position to 16


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 6667.35, 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 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 6667.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 6667.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 6667.35, which was 972.80 higher than the previous day. The implied volatity was 20.70, 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 5694.55, 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 5694.55, 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 5694.55, 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 5694.55, 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 5694.55, 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 5694.55, 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 5694.55, 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 5694.55, 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 5694.55, 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 5694.55, which was 5694.55 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