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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 59000 CE
Delta: 0.01
Vega: 5.39
Theta: -1.72
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 51170.70 13.95 -5.60 19.32 55,889 2,302 15,248
24 Dec 51233.00 19.55 1.60 19.39 34,401 9,680 12,832
23 Dec 51317.60 17.95 -8.20 18.84 4,539 22 3,146
20 Dec 50759.20 26.15 -3.50 20.14 5,162 -204 3,124
19 Dec 51575.70 29.65 -12.65 18.40 3,437 534 3,355
18 Dec 52139.55 42.3 2.45 17.72 2,565 126 2,799
17 Dec 52834.80 39.85 -6.60 15.83 3,567 388 2,673
16 Dec 53581.35 46.45 -1.45 14.23 1,851 181 2,297
13 Dec 53583.80 47.9 -1.35 13.45 2,599 367 2,129
12 Dec 53216.45 49.25 -3.50 14.33 1,244 245 1,762
11 Dec 53391.35 52.75 -7.25 13.93 1,690 23 1,517
10 Dec 53577.70 60 0.95 13.58 654 155 1,490
9 Dec 53407.75 59.05 0.05 13.83 3,625 372 1,345
6 Dec 53509.50 59 -5.15 13.19 2,310 -281 978
5 Dec 53603.55 64.15 10.45 12.95 3,132 262 1,259
4 Dec 53266.90 53.7 16.50 13.20 1,306 445 1,008
3 Dec 52695.75 37.2 2.20 13.35 535 140 555
2 Dec 52109.00 35 -1.60 14.30 174 88 413
29 Nov 52055.60 36.6 -8.95 14.16 393 16 331
28 Nov 51906.85 45.55 -1.80 14.64 784 55 309
27 Nov 52301.80 47.35 6.85 13.94 129 35 253
26 Nov 52191.50 40.5 -4.65 13.66 78 25 218
25 Nov 52207.50 45.15 7.90 13.77 35 60 191
22 Nov 51135.40 37.25 3.50 15.11 55 37 168
21 Nov 50372.90 33.75 -5.20 16.01 46 19 130
19 Nov 50626.50 38.95 -5.00 16.03 44 9 111
18 Nov 50363.80 43.95 -3.60 16.45 40 19 101
14 Nov 50179.55 47.55 -1.45 16.45 15 0 82
13 Nov 50088.35 49 -5.50 16.22 56 -1 82
12 Nov 51157.80 54.5 -7.65 14.75 25 2 85
11 Nov 51876.75 62.15 -21.85 13.62 88 14 83
8 Nov 51561.20 84 -11.95 14.71 22 -2 68
7 Nov 51916.50 95.95 -6.80 14.25 21 -4 71
6 Nov 52317.40 102.75 -12.25 13.31 47 32 78
5 Nov 52207.25 115 -286.35 14.04 61 46 46
4 Nov 51215.25 401.35 0.00 5.31 0 0 0
1 Nov 51673.90 401.35 0.00 4.77 0 0 0
31 Oct 51559.20 401.35 - 0 0 0


For Nifty Bank - strike price 59000 expiring on 29JAN2025

Delta for 59000 CE is 0.01

Historical price for 59000 CE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 13.95, which was -5.60 lower than the previous day. The implied volatity was 19.32, the open interest changed by 2302 which increased total open position to 15248


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 19.55, which was 1.60 higher than the previous day. The implied volatity was 19.39, the open interest changed by 9680 which increased total open position to 12832


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 17.95, which was -8.20 lower than the previous day. The implied volatity was 18.84, the open interest changed by 22 which increased total open position to 3146


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 26.15, which was -3.50 lower than the previous day. The implied volatity was 20.14, the open interest changed by -204 which decreased total open position to 3124


On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 29.65, which was -12.65 lower than the previous day. The implied volatity was 18.40, the open interest changed by 534 which increased total open position to 3355


On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 42.3, which was 2.45 higher than the previous day. The implied volatity was 17.72, the open interest changed by 126 which increased total open position to 2799


On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 39.85, which was -6.60 lower than the previous day. The implied volatity was 15.83, the open interest changed by 388 which increased total open position to 2673


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 46.45, which was -1.45 lower than the previous day. The implied volatity was 14.23, the open interest changed by 181 which increased total open position to 2297


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 47.9, which was -1.35 lower than the previous day. The implied volatity was 13.45, the open interest changed by 367 which increased total open position to 2129


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 49.25, which was -3.50 lower than the previous day. The implied volatity was 14.33, the open interest changed by 245 which increased total open position to 1762


On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 52.75, which was -7.25 lower than the previous day. The implied volatity was 13.93, the open interest changed by 23 which increased total open position to 1517


On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 60, which was 0.95 higher than the previous day. The implied volatity was 13.58, the open interest changed by 155 which increased total open position to 1490


On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 59.05, which was 0.05 higher than the previous day. The implied volatity was 13.83, the open interest changed by 372 which increased total open position to 1345


On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 59, which was -5.15 lower than the previous day. The implied volatity was 13.19, the open interest changed by -281 which decreased total open position to 978


On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 64.15, which was 10.45 higher than the previous day. The implied volatity was 12.95, the open interest changed by 262 which increased total open position to 1259


On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 53.7, which was 16.50 higher than the previous day. The implied volatity was 13.20, the open interest changed by 445 which increased total open position to 1008


On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 37.2, which was 2.20 higher than the previous day. The implied volatity was 13.35, the open interest changed by 140 which increased total open position to 555


On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 35, which was -1.60 lower than the previous day. The implied volatity was 14.30, the open interest changed by 88 which increased total open position to 413


On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 36.6, which was -8.95 lower than the previous day. The implied volatity was 14.16, the open interest changed by 16 which increased total open position to 331


On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 45.55, which was -1.80 lower than the previous day. The implied volatity was 14.64, the open interest changed by 55 which increased total open position to 309


On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 47.35, which was 6.85 higher than the previous day. The implied volatity was 13.94, the open interest changed by 35 which increased total open position to 253


On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 40.5, which was -4.65 lower than the previous day. The implied volatity was 13.66, the open interest changed by 25 which increased total open position to 218


On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 45.15, which was 7.90 higher than the previous day. The implied volatity was 13.77, the open interest changed by 60 which increased total open position to 191


On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 37.25, which was 3.50 higher than the previous day. The implied volatity was 15.11, the open interest changed by 37 which increased total open position to 168


On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 33.75, which was -5.20 lower than the previous day. The implied volatity was 16.01, the open interest changed by 19 which increased total open position to 130


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 38.95, which was -5.00 lower than the previous day. The implied volatity was 16.03, the open interest changed by 9 which increased total open position to 111


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 43.95, which was -3.60 lower than the previous day. The implied volatity was 16.45, the open interest changed by 19 which increased total open position to 101


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 47.55, which was -1.45 lower than the previous day. The implied volatity was 16.45, the open interest changed by 0 which decreased total open position to 82


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 49, which was -5.50 lower than the previous day. The implied volatity was 16.22, the open interest changed by -1 which decreased total open position to 82


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 54.5, which was -7.65 lower than the previous day. The implied volatity was 14.75, the open interest changed by 2 which increased total open position to 85


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 62.15, which was -21.85 lower than the previous day. The implied volatity was 13.62, the open interest changed by 14 which increased total open position to 83


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 84, which was -11.95 lower than the previous day. The implied volatity was 14.71, the open interest changed by -2 which decreased total open position to 68


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 95.95, which was -6.80 lower than the previous day. The implied volatity was 14.25, the open interest changed by -4 which decreased total open position to 71


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 102.75, which was -12.25 lower than the previous day. The implied volatity was 13.31, the open interest changed by 32 which increased total open position to 78


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 115, which was -286.35 lower than the previous day. The implied volatity was 14.04, the open interest changed by 46 which increased total open position to 46


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 401.35, which was 0.00 lower than the previous day. The implied volatity was 5.31, 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 401.35, which was 0.00 lower than the previous day. The implied volatity was 4.77, 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 401.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 29JAN2025 59000 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 7260 0.00 0.00 0 5 0
24 Dec 51233.00 7260 110.00 27.53 5 4 8
23 Dec 51317.60 7150 1750.00 22.28 4 1 2
20 Dec 50759.20 5400 0.00 0.00 0 0 0
19 Dec 51575.70 5400 0.00 0.00 0 0 0
18 Dec 52139.55 5400 0.00 0.00 0 -1 0
17 Dec 52834.80 5400 415.60 - 3 -1 1
16 Dec 53581.35 4984.4 -115.60 19.44 1 0 1
13 Dec 53583.80 5100 -1432.65 25.17 1 0 0
12 Dec 53216.45 6532.65 0.00 - 0 0 0
11 Dec 53391.35 6532.65 0.00 - 0 0 0
10 Dec 53577.70 6532.65 0.00 - 0 0 0
9 Dec 53407.75 6532.65 0.00 - 0 0 0
6 Dec 53509.50 6532.65 0.00 - 0 0 0
5 Dec 53603.55 6532.65 0.00 - 0 0 0
4 Dec 53266.90 6532.65 0.00 - 0 0 0
3 Dec 52695.75 6532.65 0.00 - 0 0 0
2 Dec 52109.00 6532.65 0.00 - 0 0 0
29 Nov 52055.60 6532.65 0.00 - 0 0 0
28 Nov 51906.85 6532.65 0.00 - 0 0 0
27 Nov 52301.80 6532.65 0.00 - 0 0 0
26 Nov 52191.50 6532.65 0.00 - 0 0 0
25 Nov 52207.50 6532.65 0.00 - 0 0 0
22 Nov 51135.40 6532.65 0.00 - 0 0 0
21 Nov 50372.90 6532.65 0.00 - 0 0 0
19 Nov 50626.50 6532.65 0.00 - 0 0 0
18 Nov 50363.80 6532.65 0.00 - 0 0 0
14 Nov 50179.55 6532.65 0.00 - 0 0 0
13 Nov 50088.35 6532.65 0.00 - 0 0 0
12 Nov 51157.80 6532.65 0.00 - 0 0 0
11 Nov 51876.75 6532.65 0.00 - 0 0 0
8 Nov 51561.20 6532.65 0.00 - 0 0 0
7 Nov 51916.50 6532.65 0.00 - 0 0 0
6 Nov 52317.40 6532.65 0.00 - 0 0 0
5 Nov 52207.25 6532.65 6532.65 - 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 59000 expiring on 29JAN2025

Delta for 59000 PE is 0.00

Historical price for 59000 PE is as follows

On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 7260, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 7260, which was 110.00 higher than the previous day. The implied volatity was 27.53, the open interest changed by 4 which increased total open position to 8


On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 7150, which was 1750.00 higher than the previous day. The implied volatity was 22.28, the open interest changed by 1 which increased total open position to 2


On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 5400, 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 5400, 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 5400, 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 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 5400, which was 415.60 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1


On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 4984.4, which was -115.60 lower than the previous day. The implied volatity was 19.44, the open interest changed by 0 which decreased total open position to 1


On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 5100, which was -1432.65 lower than the previous day. The implied volatity was 25.17, the open interest changed by 0 which decreased total open position to 0


On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 6532.65, 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 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 6532.65, 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 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 6532.65, 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 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 6532.65, 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 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 6532.65, 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 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 6532.65, 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 6532.65, 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 6532.65, 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 6532.65, 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 6532.65, 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 6532.65, 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 6532.65, 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 6532.65, 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 6532.65, 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 6532.65, 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 6532.65, 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 6532.65, 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 6532.65, 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 6532.65, 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 6532.65, 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 6532.65, 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 6532.65, 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 6532.65, 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 6532.65, 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 6532.65, 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 6532.65, which was 6532.65 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