BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
| BANKNIFTY 29JAN2025 60500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 4.56
Theta: -1.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 51170.70 | 12.9 | -4.40 | 22.21 | 42,466 | -3,664 | 8,153 | |||
| 24 Dec | 51233.00 | 17.3 | 3.35 | 22.15 | 29,854 | 10,952 | 11,750 | |||
| 23 Dec | 51317.60 | 13.95 | -7.25 | 21.18 | 1,638 | 259 | 793 | |||
| 20 Dec | 50759.20 | 21.2 | -2.75 | 22.51 | 555 | -37 | 533 | |||
| 19 Dec | 51575.70 | 23.95 | -11.05 | 20.81 | 825 | 193 | 570 | |||
| 18 Dec | 52139.55 | 35 | 7.00 | 20.33 | 199 | 18 | 380 | |||
| 17 Dec | 52834.80 | 28 | -0.95 | 17.99 | 50 | -4 | 367 | |||
| 16 Dec | 53581.35 | 28.95 | -4.50 | 16.21 | 267 | 34 | 377 | |||
| 13 Dec | 53583.80 | 33.45 | -2.55 | 15.67 | 263 | 9 | 344 | |||
| 12 Dec | 53216.45 | 36 | 4.40 | 16.57 | 152 | 16 | 275 | |||
| 11 Dec | 53391.35 | 31.6 | 0.85 | 15.64 | 340 | 224 | 261 | |||
| 10 Dec | 53577.70 | 30.75 | -1.40 | 14.93 | 57 | 27 | 38 | |||
| 9 Dec | 53407.75 | 32.15 | -214.55 | 15.24 | 24 | 12 | 12 | |||
| 6 Dec | 53509.50 | 246.7 | 0.00 | 6.02 | 0 | 0 | 0 | |||
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| 5 Dec | 53603.55 | 246.7 | 5.90 | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 60500 expiring on 29JAN2025
Delta for 60500 CE is 0.01
Historical price for 60500 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 12.9, which was -4.40 lower than the previous day. The implied volatity was 22.21, the open interest changed by -3664 which decreased total open position to 8153
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 17.3, which was 3.35 higher than the previous day. The implied volatity was 22.15, the open interest changed by 10952 which increased total open position to 11750
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 13.95, which was -7.25 lower than the previous day. The implied volatity was 21.18, the open interest changed by 259 which increased total open position to 793
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 21.2, which was -2.75 lower than the previous day. The implied volatity was 22.51, the open interest changed by -37 which decreased total open position to 533
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 23.95, which was -11.05 lower than the previous day. The implied volatity was 20.81, the open interest changed by 193 which increased total open position to 570
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 35, which was 7.00 higher than the previous day. The implied volatity was 20.33, the open interest changed by 18 which increased total open position to 380
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 28, which was -0.95 lower than the previous day. The implied volatity was 17.99, the open interest changed by -4 which decreased total open position to 367
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 28.95, which was -4.50 lower than the previous day. The implied volatity was 16.21, the open interest changed by 34 which increased total open position to 377
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 33.45, which was -2.55 lower than the previous day. The implied volatity was 15.67, the open interest changed by 9 which increased total open position to 344
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 36, which was 4.40 higher than the previous day. The implied volatity was 16.57, the open interest changed by 16 which increased total open position to 275
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 31.6, which was 0.85 higher than the previous day. The implied volatity was 15.64, the open interest changed by 224 which increased total open position to 261
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 30.75, which was -1.40 lower than the previous day. The implied volatity was 14.93, the open interest changed by 27 which increased total open position to 38
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 32.15, which was -214.55 lower than the previous day. The implied volatity was 15.24, the open interest changed by 12 which increased total open position to 12
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 246.7, which was 0.00 lower than the previous day. The implied volatity was 6.02, 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 246.7, which was lower than the previous day. The implied volatity was 5.90, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 29JAN2025 60500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 51170.70 | 7851.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 51233.00 | 7851.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 51317.60 | 7851.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 50759.20 | 7851.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 51575.70 | 7851.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 52139.55 | 7851.05 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 52834.80 | 7851.05 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 53581.35 | 7851.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 53583.80 | 7851.05 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 53216.45 | 7851.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 53391.35 | 7851.05 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 53577.70 | 7851.05 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 53407.75 | 7851.05 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 53509.50 | 7851.05 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 53603.55 | 7851.05 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 60500 expiring on 29JAN2025
Delta for 60500 PE is -
Historical price for 60500 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 7851.05, 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 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 7851.05, 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 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 7851.05, 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 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 7851.05, 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 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 7851.05, 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 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 7851.05, 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 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 7851.05, 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 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 7851.05, 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 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 7851.05, 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 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 7851.05, 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 7851.05, 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 7851.05, 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 7851.05, 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 7851.05, 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 7851.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
