BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
| BANKNIFTY 29JAN2025 60000 CE | ||||||||||
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Delta: 0.01
Vega: 4.70
Theta: -1.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 51170.70 | 12.8 | -4.95 | 21.17 | 74,011 | 3,917 | 28,650 | |||
| 24 Dec | 51233.00 | 17.75 | 3.80 | 21.21 | 47,158 | 17,040 | 24,469 | |||
| 23 Dec | 51317.60 | 13.95 | -8.55 | 20.20 | 9,432 | 2,222 | 7,391 | |||
| 20 Dec | 50759.20 | 22.5 | -4.00 | 21.71 | 5,269 | 297 | 5,170 | |||
| 19 Dec | 51575.70 | 26.5 | -15.40 | 20.13 | 4,463 | -84 | 4,882 | |||
| 18 Dec | 52139.55 | 41.9 | 10.45 | 19.85 | 3,301 | 187 | 4,833 | |||
| 17 Dec | 52834.80 | 31.45 | -2.10 | 17.30 | 2,238 | 459 | 4,646 | |||
| 16 Dec | 53581.35 | 33.55 | -2.20 | 15.55 | 1,509 | 174 | 4,188 | |||
| 13 Dec | 53583.80 | 35.75 | -1.20 | 14.82 | 3,251 | 820 | 4,078 | |||
| 12 Dec | 53216.45 | 36.95 | -0.70 | 15.64 | 2,027 | 210 | 3,259 | |||
| 11 Dec | 53391.35 | 37.65 | -3.85 | 15.11 | 1,599 | -30 | 3,055 | |||
| 10 Dec | 53577.70 | 41.5 | 0.65 | 14.68 | 1,333 | 21 | 3,086 | |||
| 9 Dec | 53407.75 | 40.85 | 0.85 | 14.90 | 2,424 | 225 | 3,068 | |||
| 6 Dec | 53509.50 | 40 | -2.35 | 14.17 | 3,240 | 180 | 2,838 | |||
| 5 Dec | 53603.55 | 42.35 | 8.75 | 13.90 | 4,200 | 230 | 2,658 | |||
| 4 Dec | 53266.90 | 33.6 | 7.40 | 13.98 | 2,769 | 762 | 2,442 | |||
| 3 Dec | 52695.75 | 26.2 | -1.55 | 14.41 | 1,353 | 150 | 1,686 | |||
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| 2 Dec | 52109.00 | 27.75 | -3.55 | 15.55 | 989 | 266 | 1,538 | |||
| 29 Nov | 52055.60 | 31.3 | -8.15 | 15.54 | 982 | 87 | 1,277 | |||
| 28 Nov | 51906.85 | 39.45 | -1.05 | 16.11 | 1,516 | 14 | 1,197 | |||
| 27 Nov | 52301.80 | 40.5 | -0.50 | 15.33 | 435 | 103 | 1,179 | |||
| 26 Nov | 52191.50 | 41 | 0.40 | 15.46 | 338 | 95 | 1,068 | |||
| 25 Nov | 52207.50 | 40.6 | 5.25 | 15.26 | 1,752 | 702 | 973 | |||
| 22 Nov | 51135.40 | 35.35 | 3.60 | 16.62 | 943 | 370 | 641 | |||
| 21 Nov | 50372.90 | 31.75 | -2.25 | 17.48 | 53 | 21 | 269 | |||
| 19 Nov | 50626.50 | 34 | -6.00 | 17.27 | 134 | 8 | 248 | |||
| 18 Nov | 50363.80 | 40 | -12.95 | 17.80 | 51 | 19 | 237 | |||
| 14 Nov | 50179.55 | 52.95 | 5.80 | 18.29 | 17 | 16 | 217 | |||
| 13 Nov | 50088.35 | 47.15 | 0.75 | 17.69 | 269 | 152 | 203 | |||
| 12 Nov | 51157.80 | 46.4 | 5.25 | 15.93 | 95 | 48 | 51 | |||
| 11 Nov | 51876.75 | 41.15 | 14.23 | 9 | 2 | 2 | ||||
For Nifty Bank - strike price 60000 expiring on 29JAN2025
Delta for 60000 CE is 0.01
Historical price for 60000 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 12.8, which was -4.95 lower than the previous day. The implied volatity was 21.17, the open interest changed by 3917 which increased total open position to 28650
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 17.75, which was 3.80 higher than the previous day. The implied volatity was 21.21, the open interest changed by 17040 which increased total open position to 24469
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 13.95, which was -8.55 lower than the previous day. The implied volatity was 20.20, the open interest changed by 2222 which increased total open position to 7391
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 22.5, which was -4.00 lower than the previous day. The implied volatity was 21.71, the open interest changed by 297 which increased total open position to 5170
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 26.5, which was -15.40 lower than the previous day. The implied volatity was 20.13, the open interest changed by -84 which decreased total open position to 4882
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 41.9, which was 10.45 higher than the previous day. The implied volatity was 19.85, the open interest changed by 187 which increased total open position to 4833
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 31.45, which was -2.10 lower than the previous day. The implied volatity was 17.30, the open interest changed by 459 which increased total open position to 4646
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 33.55, which was -2.20 lower than the previous day. The implied volatity was 15.55, the open interest changed by 174 which increased total open position to 4188
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 35.75, which was -1.20 lower than the previous day. The implied volatity was 14.82, the open interest changed by 820 which increased total open position to 4078
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 36.95, which was -0.70 lower than the previous day. The implied volatity was 15.64, the open interest changed by 210 which increased total open position to 3259
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 37.65, which was -3.85 lower than the previous day. The implied volatity was 15.11, the open interest changed by -30 which decreased total open position to 3055
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 41.5, which was 0.65 higher than the previous day. The implied volatity was 14.68, the open interest changed by 21 which increased total open position to 3086
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 40.85, which was 0.85 higher than the previous day. The implied volatity was 14.90, the open interest changed by 225 which increased total open position to 3068
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 40, which was -2.35 lower than the previous day. The implied volatity was 14.17, the open interest changed by 180 which increased total open position to 2838
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 42.35, which was 8.75 higher than the previous day. The implied volatity was 13.90, the open interest changed by 230 which increased total open position to 2658
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 33.6, which was 7.40 higher than the previous day. The implied volatity was 13.98, the open interest changed by 762 which increased total open position to 2442
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 26.2, which was -1.55 lower than the previous day. The implied volatity was 14.41, the open interest changed by 150 which increased total open position to 1686
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 27.75, which was -3.55 lower than the previous day. The implied volatity was 15.55, the open interest changed by 266 which increased total open position to 1538
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 31.3, which was -8.15 lower than the previous day. The implied volatity was 15.54, the open interest changed by 87 which increased total open position to 1277
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 39.45, which was -1.05 lower than the previous day. The implied volatity was 16.11, the open interest changed by 14 which increased total open position to 1197
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 40.5, which was -0.50 lower than the previous day. The implied volatity was 15.33, the open interest changed by 103 which increased total open position to 1179
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 41, which was 0.40 higher than the previous day. The implied volatity was 15.46, the open interest changed by 95 which increased total open position to 1068
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 40.6, which was 5.25 higher than the previous day. The implied volatity was 15.26, the open interest changed by 702 which increased total open position to 973
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 35.35, which was 3.60 higher than the previous day. The implied volatity was 16.62, the open interest changed by 370 which increased total open position to 641
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 31.75, which was -2.25 lower than the previous day. The implied volatity was 17.48, the open interest changed by 21 which increased total open position to 269
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 34, which was -6.00 lower than the previous day. The implied volatity was 17.27, the open interest changed by 8 which increased total open position to 248
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 40, which was -12.95 lower than the previous day. The implied volatity was 17.80, the open interest changed by 19 which increased total open position to 237
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 52.95, which was 5.80 higher than the previous day. The implied volatity was 18.29, the open interest changed by 16 which increased total open position to 217
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 47.15, which was 0.75 higher than the previous day. The implied volatity was 17.69, the open interest changed by 152 which increased total open position to 203
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 46.4, which was 5.25 higher than the previous day. The implied volatity was 15.93, the open interest changed by 48 which increased total open position to 51
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 41.15, which was lower than the previous day. The implied volatity was 14.23, the open interest changed by 2 which increased total open position to 2
| BANKNIFTY 29JAN2025 60000 PE | |||||||
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Delta: -0.96
Vega: 13.69
Theta: 10.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 51170.70 | 8299.35 | 199.85 | 27.39 | 535 | 386 | 3,808 |
| 24 Dec | 51233.00 | 8099.5 | -35.50 | - | 3,110 | 2,743 | 3,422 |
| 23 Dec | 51317.60 | 8135 | -458.00 | 24.19 | 309 | 268 | 678 |
| 20 Dec | 50759.20 | 8593 | 913.00 | 28.91 | 171 | 144 | 393 |
| 19 Dec | 51575.70 | 7680 | 470.00 | - | 74 | 73 | 248 |
| 18 Dec | 52139.55 | 7210 | 733.10 | 23.47 | 78 | 74 | 174 |
| 17 Dec | 52834.80 | 6476.9 | 676.90 | - | 81 | 75 | 98 |
| 16 Dec | 53581.35 | 5800 | -1006.75 | 12.77 | 6 | 5 | 22 |
| 13 Dec | 53583.80 | 6806.75 | 756.75 | 40.50 | 15 | 12 | 15 |
| 12 Dec | 53216.45 | 6050 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 53391.35 | 6050 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 53577.70 | 6050 | 0.00 | 0.00 | 0 | 2 | 0 |
| 9 Dec | 53407.75 | 6050 | -1091.90 | 23.53 | 5 | 2 | 3 |
| 6 Dec | 53509.50 | 7141.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 53603.55 | 7141.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 53266.90 | 7141.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 52695.75 | 7141.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 52109.00 | 7141.9 | 0.00 | 0.00 | 0 | 1 | 0 |
| 29 Nov | 52055.60 | 7141.9 | -262.60 | 21.41 | 1 | 0 | 0 |
| 28 Nov | 51906.85 | 7404.5 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 52301.80 | 7404.5 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 52191.50 | 7404.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 52207.50 | 7404.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 51135.40 | 7404.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 50372.90 | 7404.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 50626.50 | 7404.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 50363.80 | 7404.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 50179.55 | 7404.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 50088.35 | 7404.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 51157.80 | 7404.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 51876.75 | 7404.5 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 60000 expiring on 29JAN2025
Delta for 60000 PE is -0.96
Historical price for 60000 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 8299.35, which was 199.85 higher than the previous day. The implied volatity was 27.39, the open interest changed by 386 which increased total open position to 3808
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 8099.5, which was -35.50 lower than the previous day. The implied volatity was -, the open interest changed by 2743 which increased total open position to 3422
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 8135, which was -458.00 lower than the previous day. The implied volatity was 24.19, the open interest changed by 268 which increased total open position to 678
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 8593, which was 913.00 higher than the previous day. The implied volatity was 28.91, the open interest changed by 144 which increased total open position to 393
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 7680, which was 470.00 higher than the previous day. The implied volatity was -, the open interest changed by 73 which increased total open position to 248
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 7210, which was 733.10 higher than the previous day. The implied volatity was 23.47, the open interest changed by 74 which increased total open position to 174
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 6476.9, which was 676.90 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 98
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 5800, which was -1006.75 lower than the previous day. The implied volatity was 12.77, the open interest changed by 5 which increased total open position to 22
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 6806.75, which was 756.75 higher than the previous day. The implied volatity was 40.50, the open interest changed by 12 which increased total open position to 15
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 6050, 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 6050, 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 6050, 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 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 6050, which was -1091.90 lower than the previous day. The implied volatity was 23.53, the open interest changed by 2 which increased total open position to 3
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 7141.9, 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 7141.9, 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 7141.9, 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 7141.9, 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 7141.9, 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 7141.9, which was -262.60 lower than the previous day. The implied volatity was 21.41, 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 7404.5, 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 7404.5, 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 7404.5, 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 7404.5, 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 7404.5, 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 7404.5, 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 7404.5, 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 7404.5, 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 7404.5, 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 7404.5, 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 7404.5, 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 7404.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
