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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 59500 CE
Delta: 0.01
Vega: 5.03
Theta: -1.67
Gamma: 0.00
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
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
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 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