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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 58500 CE
Delta: 0.02
Vega: 6.06
Theta: -1.86
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 15.6 -5.10 18.53 21,146 476 4,293
24 Dec 51233.00 20.7 1.75 18.46 11,191 2,086 3,856
23 Dec 51317.60 18.95 -11.20 17.92 2,041 15 1,775
20 Dec 50759.20 30.15 -3.65 19.52 2,266 137 1,756
19 Dec 51575.70 33.8 -13.70 17.70 2,102 58 1,653
18 Dec 52139.55 47.5 5.85 16.95 815 188 1,595
17 Dec 52834.80 41.65 -11.85 14.84 2,110 -279 1,416
16 Dec 53581.35 53.5 -4.50 13.50 1,330 352 1,693
13 Dec 53583.80 58 -4.35 12.82 3,256 610 1,353
12 Dec 53216.45 62.35 -7.00 13.88 485 -30 743
11 Dec 53391.35 69.35 -7.20 13.57 736 -40 773
10 Dec 53577.70 76.55 1.20 13.12 299 33 813
9 Dec 53407.75 75.35 0.05 13.40 585 58 782
6 Dec 53509.50 75.3 -5.20 12.73 2,142 -64 729
5 Dec 53603.55 80.5 13.45 12.49 2,129 224 796
4 Dec 53266.90 67.05 19.60 12.74 890 299 575
3 Dec 52695.75 47.45 12.05 13.00 307 151 279
2 Dec 52109.00 35.4 -7.60 13.42 177 63 129
29 Nov 52055.60 43 -5.00 13.64 18 -3 66
28 Nov 51906.85 48 -5.80 13.89 33 9 69
27 Nov 52301.80 53.8 0.00 0.00 0 -3 0
26 Nov 52191.50 53.8 -0.15 13.48 9 -4 59
25 Nov 52207.50 53.95 22.95 13.32 62 23 62
22 Nov 51135.40 31 -2.55 13.85 50 1 40
21 Nov 50372.90 33.55 -31.40 15.17 14 10 40
19 Nov 50626.50 64.95 0.00 0.00 0 2 0
18 Nov 50363.80 64.95 0.70 16.75 2 1 29
14 Nov 50179.55 64.25 -4.00 16.51 5 0 27
13 Nov 50088.35 68.25 -36.80 16.36 30 1 14
12 Nov 51157.80 105.05 -153.90 15.90 4 1 12
11 Nov 51876.75 258.95 0.00 0.00 0 0 0
8 Nov 51561.20 258.95 0.00 0.00 0 0 0
7 Nov 51916.50 258.95 0.00 0.00 0 3 0
6 Nov 52317.40 258.95 142.15 15.85 3 1 9
5 Nov 52207.25 116.8 -351.85 13.19 8 7 7
4 Nov 51215.25 468.65 0.00 5.02 0 0 0
1 Nov 51673.90 468.65 0.00 4.54 0 0 0
31 Oct 51559.20 468.65 - 0 0 0


For Nifty Bank - strike price 58500 expiring on 29JAN2025

Delta for 58500 CE is 0.02

Historical price for 58500 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 15.6, which was -5.10 lower than the previous day. The implied volatity was 18.53, the open interest changed by 476 which increased total open position to 4293


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 20.7, which was 1.75 higher than the previous day. The implied volatity was 18.46, the open interest changed by 2086 which increased total open position to 3856


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 18.95, which was -11.20 lower than the previous day. The implied volatity was 17.92, the open interest changed by 15 which increased total open position to 1775


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 30.15, which was -3.65 lower than the previous day. The implied volatity was 19.52, the open interest changed by 137 which increased total open position to 1756


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 33.8, which was -13.70 lower than the previous day. The implied volatity was 17.70, the open interest changed by 58 which increased total open position to 1653


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 47.5, which was 5.85 higher than the previous day. The implied volatity was 16.95, the open interest changed by 188 which increased total open position to 1595


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 41.65, which was -11.85 lower than the previous day. The implied volatity was 14.84, the open interest changed by -279 which decreased total open position to 1416


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 53.5, which was -4.50 lower than the previous day. The implied volatity was 13.50, the open interest changed by 352 which increased total open position to 1693


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 58, which was -4.35 lower than the previous day. The implied volatity was 12.82, the open interest changed by 610 which increased total open position to 1353


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 62.35, which was -7.00 lower than the previous day. The implied volatity was 13.88, the open interest changed by -30 which decreased total open position to 743


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 69.35, which was -7.20 lower than the previous day. The implied volatity was 13.57, the open interest changed by -40 which decreased total open position to 773


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 76.55, which was 1.20 higher than the previous day. The implied volatity was 13.12, the open interest changed by 33 which increased total open position to 813


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 75.35, which was 0.05 higher than the previous day. The implied volatity was 13.40, the open interest changed by 58 which increased total open position to 782


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 75.3, which was -5.20 lower than the previous day. The implied volatity was 12.73, the open interest changed by -64 which decreased total open position to 729


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 80.5, which was 13.45 higher than the previous day. The implied volatity was 12.49, the open interest changed by 224 which increased total open position to 796


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 67.05, which was 19.60 higher than the previous day. The implied volatity was 12.74, the open interest changed by 299 which increased total open position to 575


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 47.45, which was 12.05 higher than the previous day. The implied volatity was 13.00, the open interest changed by 151 which increased total open position to 279


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 35.4, which was -7.60 lower than the previous day. The implied volatity was 13.42, the open interest changed by 63 which increased total open position to 129


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 43, which was -5.00 lower than the previous day. The implied volatity was 13.64, the open interest changed by -3 which decreased total open position to 66


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 48, which was -5.80 lower than the previous day. The implied volatity was 13.89, the open interest changed by 9 which increased total open position to 69


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 53.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 53.8, which was -0.15 lower than the previous day. The implied volatity was 13.48, the open interest changed by -4 which decreased total open position to 59


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 53.95, which was 22.95 higher than the previous day. The implied volatity was 13.32, the open interest changed by 23 which increased total open position to 62


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 31, which was -2.55 lower than the previous day. The implied volatity was 13.85, the open interest changed by 1 which increased total open position to 40


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 33.55, which was -31.40 lower than the previous day. The implied volatity was 15.17, the open interest changed by 10 which increased total open position to 40


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 64.95, 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 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 64.95, which was 0.70 higher than the previous day. The implied volatity was 16.75, the open interest changed by 1 which increased total open position to 29


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 64.25, which was -4.00 lower than the previous day. The implied volatity was 16.51, the open interest changed by 0 which decreased total open position to 27


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 68.25, which was -36.80 lower than the previous day. The implied volatity was 16.36, the open interest changed by 1 which increased total open position to 14


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 105.05, which was -153.90 lower than the previous day. The implied volatity was 15.90, the open interest changed by 1 which increased total open position to 12


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 258.95, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 258.95, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 258.95, 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 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 258.95, which was 142.15 higher than the previous day. The implied volatity was 15.85, the open interest changed by 1 which increased total open position to 9


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 116.8, which was -351.85 lower than the previous day. The implied volatity was 13.19, the open interest changed by 7 which increased total open position to 7


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 468.65, which was 0.00 lower than the previous day. The implied volatity was 5.02, 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 468.65, which was 0.00 lower than the previous day. The implied volatity was 4.54, 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 468.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 58500 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 5500 0.00 0.00 0 0 0
24 Dec 51233.00 5500 0.00 0.00 0 0 0
23 Dec 51317.60 5500 0.00 0.00 0 0 0
20 Dec 50759.20 5500 0.00 0.00 0 0 0
19 Dec 51575.70 5500 0.00 0.00 0 0 0
18 Dec 52139.55 5500 0.00 0.00 0 0 0
17 Dec 52834.80 5500 0.00 0.00 0 0 0
16 Dec 53581.35 5500 0.00 0.00 0 0 0
13 Dec 53583.80 5500 1000.00 37.63 1 0 1
12 Dec 53216.45 4500 0.00 0.00 0 0 0
11 Dec 53391.35 4500 182.00 16.94 1 0 1
10 Dec 53577.70 4318 0.00 0.00 0 0 0
9 Dec 53407.75 4318 0.00 0.00 0 1 0
6 Dec 53509.50 4318 -1790.95 15.24 1 0 0
5 Dec 53603.55 6108.95 0.00 - 0 0 0
4 Dec 53266.90 6108.95 0.00 - 0 0 0
3 Dec 52695.75 6108.95 0.00 - 0 0 0
2 Dec 52109.00 6108.95 0.00 - 0 0 0
29 Nov 52055.60 6108.95 0.00 - 0 0 0
28 Nov 51906.85 6108.95 0.00 - 0 0 0
27 Nov 52301.80 6108.95 0.00 - 0 0 0
26 Nov 52191.50 6108.95 0.00 - 0 0 0
25 Nov 52207.50 6108.95 0.00 - 0 0 0
22 Nov 51135.40 6108.95 0.00 - 0 0 0
21 Nov 50372.90 6108.95 0.00 - 0 0 0
19 Nov 50626.50 6108.95 0.00 - 0 0 0
18 Nov 50363.80 6108.95 0.00 - 0 0 0
14 Nov 50179.55 6108.95 0.00 - 0 0 0
13 Nov 50088.35 6108.95 0.00 - 0 0 0
12 Nov 51157.80 6108.95 0.00 - 0 0 0
11 Nov 51876.75 6108.95 0.00 - 0 0 0
8 Nov 51561.20 6108.95 0.00 - 0 0 0
7 Nov 51916.50 6108.95 0.00 - 0 0 0
6 Nov 52317.40 6108.95 0.00 - 0 0 0
5 Nov 52207.25 6108.95 6108.95 - 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 58500 expiring on 29JAN2025

Delta for 58500 PE is 0.00

Historical price for 58500 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 5500, 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 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 5500, 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 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 5500, 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 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 5500, 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 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 5500, 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 5500, 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 5500, 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 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 5500, 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 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 5500, which was 1000.00 higher than the previous day. The implied volatity was 37.63, the open interest changed by 0 which decreased total open position to 1


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 4500, 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 4500, which was 182.00 higher than the previous day. The implied volatity was 16.94, the open interest changed by 0 which decreased total open position to 1


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 4318, 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 4318, 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 4318, which was -1790.95 lower than the previous day. The implied volatity was 15.24, the open interest changed by 0 which decreased total open position to 0


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 6108.95, 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 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 6108.95, 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 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 6108.95, 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 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 6108.95, 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 6108.95, 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 6108.95, 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 6108.95, 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 6108.95, 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 6108.95, 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 6108.95, 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 6108.95, 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 6108.95, 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 6108.95, 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 6108.95, 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 6108.95, 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 6108.95, 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 6108.95, 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 6108.95, 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 6108.95, 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 6108.95, 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 6108.95, which was 6108.95 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