BANKNIFTY
NIFTY BANK
Historical option data for BANKNIFTY
19 Apr 2024 02:24 PM IST
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Delta: nan
Gamma: -nan
Theta: nan
Vega: -nan
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 19 Apr | 47480.60 | 6028.00 | -72.00 | - | 165 | -90 | 5,535 | |||
| 18 Apr | 47069.45 | 6100.00 | -580.00 | 0.00 | 0 | -5,625 | 0 | |||
| 16 Apr | 47484.80 | 6100.00 | - | 15 | 5,610 | 5,610 | ||||
| 15 Apr | 47773.25 | 6680.00 | - | 0 | 5,610 | 0 | ||||
| 12 Apr | 48564.55 | 6680.00 | - | 0 | 5,610 | 0 | ||||
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| 10 Apr | 48909.75 | 6680.00 | - | 0 | 5,610 | 0 | ||||
| 9 Apr | 48710.60 | 6680.00 | - | 0 | 5,610 | 0 | ||||
| 8 Apr | 48567.45 | 6680.00 | - | 0 | 5,610 | 0 | ||||
| 5 Apr | 48530.40 | 6680.00 | - | 0 | 5,610 | 0 | ||||
| 4 Apr | 48139.90 | 6680.00 | - | 60 | 5,610 | 5,610 | ||||
| 3 Apr | 47625.75 | 6000.00 | - | 0 | 105 | 0 | ||||
| 2 Apr | 47567.40 | 6000.00 | - | 0 | 105 | 0 | ||||
| 1 Apr | 47572.20 | 6000.00 | - | 0 | 105 | 0 | ||||
| 28 Mar | 47135.65 | 6000.00 | - | 150 | 105 | 5,535 | ||||
For NIFTY BANK - strike price 41500 expiring on 24APR2024
Delta for 41500 CE is nan
Historical price for 41500 CE is as follows
On 19 Apr BANKNIFTY was trading at 47480.60. The strike last trading price was 6028.00, which was -72.00 lower than the previous day. The implied volatity was -, the open interest changed by -90 which decreased total open position to 5535
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 6100.00, which was -580.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5625 which decreased total open position to 0
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 6100.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5610 which increased total open position to 5610
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 6680.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5610 which increased total open position to 0
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 6680.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5610 which increased total open position to 0
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 6680.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5610 which increased total open position to 0
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 6680.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5610 which increased total open position to 0
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 6680.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5610 which increased total open position to 0
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 6680.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5610 which increased total open position to 0
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 6680.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5610 which increased total open position to 5610
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 6000.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 105 which increased total open position to 0
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 6000.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 105 which increased total open position to 0
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 6000.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 105 which increased total open position to 0
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 6000.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 105 which increased total open position to 5535
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Delta: -0.00
Gamma: 0.0000
Theta: -4.78
Vega: 1.04
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 19 Apr | 47480.60 | 5.80 | 2.35 | 47.25 | 20,14,965 | 1,77,315 | 2,29,695 |
| 18 Apr | 47069.45 | 3.65 | 1.00 | 39.22 | 5,06,730 | 33,540 | 54,555 |
| 16 Apr | 47484.80 | 2.65 | - | 1,09,245 | 3,555 | 11,340 | |
| 15 Apr | 47773.25 | 5.45 | - | 5,640 | -780 | 7,785 | |
| 12 Apr | 48564.55 | 5.25 | - | 11,400 | -360 | 8,565 | |
| 10 Apr | 48909.75 | 6.05 | - | 1,155 | -255 | 8,925 | |
| 9 Apr | 48710.60 | 7.80 | - | 1,440 | 720 | 9,180 | |
| 8 Apr | 48567.45 | 9.45 | - | 900 | 270 | 8,460 | |
| 5 Apr | 48530.40 | 9.95 | - | 2,100 | -375 | 8,190 | |
| 4 Apr | 48139.90 | 8.20 | - | 2,925 | 135 | 8,565 | |
| 3 Apr | 47625.75 | 9.20 | - | 4,545 | -1,095 | 8,430 | |
| 2 Apr | 47567.40 | 11.15 | - | 5,055 | -975 | 9,525 | |
| 1 Apr | 47572.20 | 11.35 | - | 3,075 | 135 | 10,500 | |
| 28 Mar | 47135.65 | 16.05 | - | 8,700 | 6,510 | 10,365 | |
For NIFTY BANK - strike price 41500 expiring on 24APR2024
Delta for 41500 PE is -0.00
Historical price for 41500 PE is as follows
On 19 Apr BANKNIFTY was trading at 47480.60. The strike last trading price was 5.80, which was 2.35 higher than the previous day. The implied volatity was 47.25, the open interest changed by 177315 which increased total open position to 229695
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 3.65, which was 1.00 higher than the previous day. The implied volatity was 39.22, the open interest changed by 33540 which increased total open position to 54555
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 3555 which increased total open position to 11340
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -780 which decreased total open position to 7785
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -360 which decreased total open position to 8565
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -255 which decreased total open position to 8925
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 7.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 720 which increased total open position to 9180
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 9.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 270 which increased total open position to 8460
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 9.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 8190
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 8.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 135 which increased total open position to 8565
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 9.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -1095 which decreased total open position to 8430
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 11.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -975 which decreased total open position to 9525
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 11.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 135 which increased total open position to 10500
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 16.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 6510 which increased total open position to 10365