BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
BANKNIFTY 29JAN2025 59500 CE | ||||||||||
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Delta: 0.01
Vega: 5.03
Theta: -1.67
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 51170.70 | 13.4 | -5.35 | 20.26 | 30,845 | -1,595 | 4,276 | |||
24 Dec | 51233.00 | 18.75 | 4.15 | 20.33 | 17,649 | 4,255 | 5,887 | |||
23 Dec | 51317.60 | 14.6 | -10.55 | 19.32 | 1,799 | 437 | 1,636 | |||
20 Dec | 50759.20 | 25.15 | -2.70 | 21.05 | 1,595 | 287 | 1,198 | |||
19 Dec | 51575.70 | 27.85 | -13.15 | 19.26 | 563 | 32 | 911 | |||
18 Dec | 52139.55 | 41 | 7.00 | 18.71 | 259 | 4 | 883 | |||
17 Dec | 52834.80 | 34 | -4.00 | 16.47 | 364 | 33 | 879 | |||
16 Dec | 53581.35 | 38 | -1.40 | 14.77 | 403 | 148 | 866 | |||
13 Dec | 53583.80 | 39.4 | -3.60 | 14.03 | 442 | 28 | 718 | |||
12 Dec | 53216.45 | 43 | -4.80 | 15.02 | 183 | 61 | 686 | |||
11 Dec | 53391.35 | 47.8 | -1.20 | 14.73 | 238 | -82 | 625 | |||
10 Dec | 53577.70 | 49 | 2.85 | 14.10 | 146 | 38 | 705 | |||
9 Dec | 53407.75 | 46.15 | -1.35 | 14.19 | 254 | 131 | 673 | |||
6 Dec | 53509.50 | 47.5 | -3.15 | 13.64 | 702 | -4 | 543 | |||
5 Dec | 53603.55 | 50.65 | 7.65 | 13.39 | 383 | -76 | 546 | |||
4 Dec | 53266.90 | 43 | 12.05 | 13.63 | 711 | 328 | 621 | |||
3 Dec | 52695.75 | 30.95 | 0.70 | 13.89 | 194 | -29 | 287 | |||
2 Dec | 52109.00 | 30.25 | -7.65 | 14.88 | 140 | 33 | 328 | |||
29 Nov | 52055.60 | 37.9 | 0.85 | 15.17 | 56 | 19 | 294 | |||
28 Nov | 51906.85 | 37.05 | -5.75 | 15.07 | 212 | -40 | 283 | |||
27 Nov | 52301.80 | 42.8 | 0.80 | 14.59 | 81 | 10 | 323 | |||
26 Nov | 52191.50 | 42 | 1.40 | 14.65 | 9 | 0 | 312 | |||
25 Nov | 52207.50 | 40.6 | 7.65 | 14.39 | 177 | 90 | 314 | |||
22 Nov | 51135.40 | 32.95 | 1.30 | 15.65 | 53 | 5 | 229 | |||
21 Nov | 50372.90 | 31.65 | -3.35 | 16.66 | 19 | 1 | 224 | |||
19 Nov | 50626.50 | 35 | -7.00 | 16.55 | 36 | 9 | 228 | |||
18 Nov | 50363.80 | 42 | -4.25 | 17.14 | 40 | 4 | 219 | |||
14 Nov | 50179.55 | 46.25 | 0.70 | 17.13 | 43 | 36 | 224 | |||
13 Nov | 50088.35 | 45.55 | -5.35 | 16.81 | 92 | -7 | 194 | |||
12 Nov | 51157.80 | 50.9 | -9.80 | 15.38 | 100 | 1 | 203 | |||
11 Nov | 51876.75 | 60.7 | -6.30 | 14.43 | 83 | 14 | 200 | |||
8 Nov | 51561.20 | 67 | -13.15 | 14.89 | 72 | 24 | 187 | |||
7 Nov | 51916.50 | 80.15 | -17.90 | 14.57 | 250 | -30 | 164 | |||
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6 Nov | 52317.40 | 98.05 | -14.90 | 14.06 | 320 | 114 | 197 | |||
5 Nov | 52207.25 | 112.95 | 18.45 | 14.98 | 52 | 17 | 82 | |||
4 Nov | 51215.25 | 94.5 | -19.05 | 16.03 | 47 | 25 | 65 | |||
1 Nov | 51673.90 | 113.55 | 10.55 | 15.48 | 16 | 13 | 39 | |||
31 Oct | 51559.20 | 103.00 | - | 45 | 25 | 25 |
For Nifty Bank - strike price 59500 expiring on 29JAN2025
Delta for 59500 CE is 0.01
Historical price for 59500 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 13.4, which was -5.35 lower than the previous day. The implied volatity was 20.26, the open interest changed by -1595 which decreased total open position to 4276
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 18.75, which was 4.15 higher than the previous day. The implied volatity was 20.33, the open interest changed by 4255 which increased total open position to 5887
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 14.6, which was -10.55 lower than the previous day. The implied volatity was 19.32, the open interest changed by 437 which increased total open position to 1636
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 25.15, which was -2.70 lower than the previous day. The implied volatity was 21.05, the open interest changed by 287 which increased total open position to 1198
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 27.85, which was -13.15 lower than the previous day. The implied volatity was 19.26, the open interest changed by 32 which increased total open position to 911
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 41, which was 7.00 higher than the previous day. The implied volatity was 18.71, the open interest changed by 4 which increased total open position to 883
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 34, which was -4.00 lower than the previous day. The implied volatity was 16.47, the open interest changed by 33 which increased total open position to 879
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 38, which was -1.40 lower than the previous day. The implied volatity was 14.77, the open interest changed by 148 which increased total open position to 866
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 39.4, which was -3.60 lower than the previous day. The implied volatity was 14.03, the open interest changed by 28 which increased total open position to 718
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 43, which was -4.80 lower than the previous day. The implied volatity was 15.02, the open interest changed by 61 which increased total open position to 686
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 47.8, which was -1.20 lower than the previous day. The implied volatity was 14.73, the open interest changed by -82 which decreased total open position to 625
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 49, which was 2.85 higher than the previous day. The implied volatity was 14.10, the open interest changed by 38 which increased total open position to 705
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 46.15, which was -1.35 lower than the previous day. The implied volatity was 14.19, the open interest changed by 131 which increased total open position to 673
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 47.5, which was -3.15 lower than the previous day. The implied volatity was 13.64, the open interest changed by -4 which decreased total open position to 543
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 50.65, which was 7.65 higher than the previous day. The implied volatity was 13.39, the open interest changed by -76 which decreased total open position to 546
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 43, which was 12.05 higher than the previous day. The implied volatity was 13.63, the open interest changed by 328 which increased total open position to 621
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 30.95, which was 0.70 higher than the previous day. The implied volatity was 13.89, the open interest changed by -29 which decreased total open position to 287
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 30.25, which was -7.65 lower than the previous day. The implied volatity was 14.88, the open interest changed by 33 which increased total open position to 328
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 37.9, which was 0.85 higher than the previous day. The implied volatity was 15.17, the open interest changed by 19 which increased total open position to 294
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 37.05, which was -5.75 lower than the previous day. The implied volatity was 15.07, the open interest changed by -40 which decreased total open position to 283
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 42.8, which was 0.80 higher than the previous day. The implied volatity was 14.59, the open interest changed by 10 which increased total open position to 323
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 42, which was 1.40 higher than the previous day. The implied volatity was 14.65, the open interest changed by 0 which decreased total open position to 312
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 40.6, which was 7.65 higher than the previous day. The implied volatity was 14.39, the open interest changed by 90 which increased total open position to 314
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 32.95, which was 1.30 higher than the previous day. The implied volatity was 15.65, the open interest changed by 5 which increased total open position to 229
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 31.65, which was -3.35 lower than the previous day. The implied volatity was 16.66, the open interest changed by 1 which increased total open position to 224
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 35, which was -7.00 lower than the previous day. The implied volatity was 16.55, the open interest changed by 9 which increased total open position to 228
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 42, which was -4.25 lower than the previous day. The implied volatity was 17.14, the open interest changed by 4 which increased total open position to 219
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 46.25, which was 0.70 higher than the previous day. The implied volatity was 17.13, the open interest changed by 36 which increased total open position to 224
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 45.55, which was -5.35 lower than the previous day. The implied volatity was 16.81, the open interest changed by -7 which decreased total open position to 194
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 50.9, which was -9.80 lower than the previous day. The implied volatity was 15.38, the open interest changed by 1 which increased total open position to 203
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 60.7, which was -6.30 lower than the previous day. The implied volatity was 14.43, the open interest changed by 14 which increased total open position to 200
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 67, which was -13.15 lower than the previous day. The implied volatity was 14.89, the open interest changed by 24 which increased total open position to 187
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 80.15, which was -17.90 lower than the previous day. The implied volatity was 14.57, the open interest changed by -30 which decreased total open position to 164
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 98.05, which was -14.90 lower than the previous day. The implied volatity was 14.06, the open interest changed by 114 which increased total open position to 197
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 112.95, which was 18.45 higher than the previous day. The implied volatity was 14.98, the open interest changed by 17 which increased total open position to 82
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 94.5, which was -19.05 lower than the previous day. The implied volatity was 16.03, the open interest changed by 25 which increased total open position to 65
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 113.55, which was 10.55 higher than the previous day. The implied volatity was 15.48, the open interest changed by 13 which increased total open position to 39
On 31 Oct BANKNIFTY was trading at 51559.20. The strike last trading price was 103.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
BANKNIFTY 29JAN2025 59500 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 | 6658.95 | 0.00 | 0.00 | 0 | 0 | 0 |
24 Dec | 51233.00 | 6658.95 | 0.00 | 0.00 | 0 | 0 | 0 |
23 Dec | 51317.60 | 6658.95 | 0.00 | 0.00 | 0 | 0 | 0 |
20 Dec | 50759.20 | 6658.95 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Dec | 51575.70 | 6658.95 | 0.00 | 0.00 | 0 | 0 | 0 |
18 Dec | 52139.55 | 6658.95 | 0.00 | 0.00 | 0 | 0 | 0 |
17 Dec | 52834.80 | 6658.95 | 0.00 | 0.00 | 0 | 0 | 0 |
16 Dec | 53581.35 | 6658.95 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Dec | 53583.80 | 6658.95 | 0.00 | 0.00 | 0 | 0 | 0 |
12 Dec | 53216.45 | 6658.95 | 0.00 | 0.00 | 0 | 0 | 0 |
11 Dec | 53391.35 | 6658.95 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Dec | 53577.70 | 6658.95 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Dec | 53407.75 | 6658.95 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Dec | 53509.50 | 6658.95 | 0.00 | 0.00 | 0 | 0 | 0 |
5 Dec | 53603.55 | 6658.95 | 0.00 | 0.00 | 0 | 0 | 0 |
4 Dec | 53266.90 | 6658.95 | 0.00 | 0.00 | 0 | 0 | 0 |
3 Dec | 52695.75 | 6658.95 | 0.00 | 0.00 | 0 | 0 | 0 |
2 Dec | 52109.00 | 6658.95 | 0.00 | 0.00 | 0 | 1 | 0 |
29 Nov | 52055.60 | 6658.95 | -305.85 | 19.85 | 1 | 0 | 0 |
28 Nov | 51906.85 | 6964.8 | 0.00 | - | 0 | 0 | 0 |
27 Nov | 52301.80 | 6964.8 | 0.00 | - | 0 | 0 | 0 |
26 Nov | 52191.50 | 6964.8 | 0.00 | - | 0 | 0 | 0 |
25 Nov | 52207.50 | 6964.8 | 0.00 | - | 0 | 0 | 0 |
22 Nov | 51135.40 | 6964.8 | 0.00 | - | 0 | 0 | 0 |
21 Nov | 50372.90 | 6964.8 | 0.00 | - | 0 | 0 | 0 |
19 Nov | 50626.50 | 6964.8 | 0.00 | - | 0 | 0 | 0 |
18 Nov | 50363.80 | 6964.8 | 0.00 | - | 0 | 0 | 0 |
14 Nov | 50179.55 | 6964.8 | 0.00 | - | 0 | 0 | 0 |
13 Nov | 50088.35 | 6964.8 | 0.00 | - | 0 | 0 | 0 |
12 Nov | 51157.80 | 6964.8 | 0.00 | - | 0 | 0 | 0 |
11 Nov | 51876.75 | 6964.8 | 0.00 | - | 0 | 0 | 0 |
8 Nov | 51561.20 | 6964.8 | 0.00 | - | 0 | 0 | 0 |
7 Nov | 51916.50 | 6964.8 | 0.00 | - | 0 | 0 | 0 |
6 Nov | 52317.40 | 6964.8 | 0.00 | - | 0 | 0 | 0 |
5 Nov | 52207.25 | 6964.8 | 6964.80 | - | 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 59500 expiring on 29JAN2025
Delta for 59500 PE is 0.00
Historical price for 59500 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 6658.95, 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 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 6658.95, 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 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 6658.95, 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 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 6658.95, 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 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 6658.95, 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 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 6658.95, 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 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 6658.95, 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 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 6658.95, 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 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 6658.95, 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 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 6658.95, 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 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 6658.95, 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 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 6658.95, 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 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 6658.95, 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 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 6658.95, 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 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 6658.95, 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 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 6658.95, 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 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 6658.95, 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 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 6658.95, 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 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 6658.95, which was -305.85 lower than the previous day. The implied volatity was 19.85, 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 6964.8, 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 6964.8, 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 6964.8, 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 6964.8, 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 6964.8, 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 6964.8, 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 6964.8, 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 6964.8, 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 6964.8, 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 6964.8, 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 6964.8, 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 6964.8, 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 6964.8, 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 6964.8, 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 6964.8, 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 6964.8, which was 6964.80 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