BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
BANKNIFTY 29JAN2025 59000 CE | ||||||||||
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Delta: 0.01
Vega: 5.39
Theta: -1.72
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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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