BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
26 Dec 2024 04:13 PM IST
| BANKNIFTY 29JAN2025 61000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 4.21
Theta: -1.56
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 51170.70 | 12.1 | -4.40 | 23.02 | 1,55,634 | 11,936 | 49,049 | |||
| 24 Dec | 51233.00 | 16.5 | 4.05 | 23.01 | 71,187 | 30,577 | 36,572 | |||
| 23 Dec | 51317.60 | 12.45 | -6.75 | 21.87 | 7,049 | 2,353 | 6,012 | |||
| 20 Dec | 50759.20 | 19.2 | -0.95 | 23.14 | 2,572 | -61 | 3,659 | |||
| 19 Dec | 51575.70 | 20.15 | -16.85 | 21.28 | 4,915 | 711 | 3,720 | |||
| 18 Dec | 52139.55 | 37 | 9.55 | 21.51 | 3,551 | 733 | 3,009 | |||
| 17 Dec | 52834.80 | 27.45 | -0.55 | 18.91 | 1,667 | 194 | 2,276 | |||
| 16 Dec | 53581.35 | 28 | -1.30 | 17.07 | 851 | 180 | 2,082 | |||
| 13 Dec | 53583.80 | 29.3 | -1.05 | 16.28 | 1,534 | 176 | 2,055 | |||
| 12 Dec | 53216.45 | 30.35 | -0.65 | 17.08 | 732 | 221 | 1,879 | |||
| 11 Dec | 53391.35 | 31 | 1.10 | 16.54 | 2,049 | 880 | 1,669 | |||
|
|
||||||||||
| 10 Dec | 53577.70 | 29.9 | -2.05 | 15.82 | 804 | 206 | 807 | |||
| 9 Dec | 53407.75 | 31.95 | 0.35 | 16.16 | 374 | 140 | 601 | |||
| 6 Dec | 53509.50 | 31.6 | -0.95 | 15.46 | 566 | 384 | 441 | |||
| 5 Dec | 53603.55 | 32.55 | 15.10 | 114 | 57 | 57 | ||||
For Nifty Bank - strike price 61000 expiring on 29JAN2025
Delta for 61000 CE is 0.01
Historical price for 61000 CE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 12.1, which was -4.40 lower than the previous day. The implied volatity was 23.02, the open interest changed by 11936 which increased total open position to 49049
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 16.5, which was 4.05 higher than the previous day. The implied volatity was 23.01, the open interest changed by 30577 which increased total open position to 36572
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 12.45, which was -6.75 lower than the previous day. The implied volatity was 21.87, the open interest changed by 2353 which increased total open position to 6012
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 19.2, which was -0.95 lower than the previous day. The implied volatity was 23.14, the open interest changed by -61 which decreased total open position to 3659
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 20.15, which was -16.85 lower than the previous day. The implied volatity was 21.28, the open interest changed by 711 which increased total open position to 3720
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 37, which was 9.55 higher than the previous day. The implied volatity was 21.51, the open interest changed by 733 which increased total open position to 3009
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 27.45, which was -0.55 lower than the previous day. The implied volatity was 18.91, the open interest changed by 194 which increased total open position to 2276
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 28, which was -1.30 lower than the previous day. The implied volatity was 17.07, the open interest changed by 180 which increased total open position to 2082
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 29.3, which was -1.05 lower than the previous day. The implied volatity was 16.28, the open interest changed by 176 which increased total open position to 2055
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 30.35, which was -0.65 lower than the previous day. The implied volatity was 17.08, the open interest changed by 221 which increased total open position to 1879
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 31, which was 1.10 higher than the previous day. The implied volatity was 16.54, the open interest changed by 880 which increased total open position to 1669
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 29.9, which was -2.05 lower than the previous day. The implied volatity was 15.82, the open interest changed by 206 which increased total open position to 807
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 31.95, which was 0.35 higher than the previous day. The implied volatity was 16.16, the open interest changed by 140 which increased total open position to 601
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 31.6, which was -0.95 lower than the previous day. The implied volatity was 15.46, the open interest changed by 384 which increased total open position to 441
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 32.55, which was lower than the previous day. The implied volatity was 15.10, the open interest changed by 57 which increased total open position to 57
| BANKNIFTY 29JAN2025 61000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.96
Vega: 12.19
Theta: 10.82
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 51170.70 | 9283.7 | 171.40 | 29.30 | 43 | 15 | 194 |
| 24 Dec | 51233.00 | 9112.3 | 9.00 | - | 144 | 131 | 173 |
| 23 Dec | 51317.60 | 9103.3 | 799.65 | 24.01 | 43 | 41 | 41 |
| 20 Dec | 50759.20 | 8303.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 51575.70 | 8303.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 52139.55 | 8303.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 52834.80 | 8303.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 53581.35 | 8303.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 53583.80 | 8303.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 53216.45 | 8303.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 53391.35 | 8303.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 53577.70 | 8303.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 53407.75 | 8303.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 53509.50 | 8303.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 53603.55 | 8303.65 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 61000 expiring on 29JAN2025
Delta for 61000 PE is -0.96
Historical price for 61000 PE is as follows
On 26 Dec BANKNIFTY was trading at 51170.70. The strike last trading price was 9283.7, which was 171.40 higher than the previous day. The implied volatity was 29.30, the open interest changed by 15 which increased total open position to 194
On 24 Dec BANKNIFTY was trading at 51233.00. The strike last trading price was 9112.3, which was 9.00 higher than the previous day. The implied volatity was -, the open interest changed by 131 which increased total open position to 173
On 23 Dec BANKNIFTY was trading at 51317.60. The strike last trading price was 9103.3, which was 799.65 higher than the previous day. The implied volatity was 24.01, the open interest changed by 41 which increased total open position to 41
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 8303.65, 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 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 8303.65, 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 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 8303.65, 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 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 8303.65, 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 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 8303.65, 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 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 8303.65, 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 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 8303.65, 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 8303.65, 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 8303.65, 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 8303.65, 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 8303.65, 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 8303.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
