BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 42000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 8726.4 | -1003.60 | - | 25.5 | -22 | 133 | |||
| 19 Dec | 51575.70 | 9730 | -460.00 | - | 8 | -1 | 155 | |||
| 18 Dec | 52139.55 | 10190 | -710.00 | - | 15 | -8 | 156 | |||
| 17 Dec | 52834.80 | 10900 | -722.70 | - | 4 | -1.5 | 164 | |||
| 16 Dec | 53581.35 | 11622.7 | 62.70 | - | 9.5 | -3 | 165.5 | |||
| 13 Dec | 53583.80 | 11560 | 180.00 | - | 14.5 | -3.5 | 168.5 | |||
| 12 Dec | 53216.45 | 11380 | -129.95 | - | 5.5 | 4 | 172 | |||
| 11 Dec | 53391.35 | 11509.95 | -115.05 | - | 5.5 | -2 | 168 | |||
| 10 Dec | 53577.70 | 11625 | 183.55 | - | 8 | -0.5 | 170 | |||
| 9 Dec | 53407.75 | 11441.45 | -164.00 | - | 11.5 | 1 | 170.5 | |||
| 6 Dec | 53509.50 | 11605.45 | 55.45 | - | 4.5 | 1 | 169.5 | |||
| 5 Dec | 53603.55 | 11550 | 250.00 | - | 10 | -1.5 | 168.5 | |||
| 4 Dec | 53266.90 | 11300 | 520.00 | - | 5 | -0.5 | 170 | |||
| 3 Dec | 52695.75 | 10780 | 616.05 | - | 34.5 | 2 | 170.5 | |||
| 2 Dec | 52109.00 | 10163.95 | -73.05 | - | 8 | -3.5 | 168.5 | |||
| 29 Nov | 52055.60 | 10237 | 52.00 | - | 11 | 7.5 | 172 | |||
| 28 Nov | 51906.85 | 10185 | -294.00 | - | 13.5 | 3.5 | 164.5 | |||
| 27 Nov | 52301.80 | 10479 | 70.00 | - | 52 | 22 | 161 | |||
| 26 Nov | 52191.50 | 10409 | 52.35 | - | 9.5 | 9 | 139 | |||
| 25 Nov | 52207.50 | 10356.65 | 906.65 | - | 33 | 30.5 | 130 | |||
| 22 Nov | 51135.40 | 9450 | 866.90 | - | 12 | 3.5 | 99.5 | |||
| 21 Nov | 50372.90 | 8583.1 | -416.90 | - | 3.5 | 0.5 | 96 | |||
| 19 Nov | 50626.50 | 9000 | 475.00 | 39.43 | 2 | 95.5 | 95.5 | |||
| 18 Nov | 50363.80 | 8525 | 0.00 | 0.00 | 0 | -9.5 | 0 | |||
| 14 Nov | 50179.55 | 8525 | -477.10 | - | 16.5 | -9.5 | 94.5 | |||
| 13 Nov | 50088.35 | 9002.1 | -1432.65 | 41.39 | 11.5 | 6.5 | 104 | |||
| 12 Nov | 51157.80 | 10434.75 | 174.85 | 62.32 | 0.5 | -1.5 | 97.5 | |||
| 11 Nov | 51876.75 | 10259.9 | -40.10 | - | 4.5 | -3 | 99 | |||
| 8 Nov | 51561.20 | 10300 | 536.00 | 43.21 | 0.5 | 102 | 102 | |||
| 7 Nov | 51916.50 | 9764 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 6 Nov | 52317.40 | 9764 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 5 Nov | 52207.25 | 9764 | -179.20 | - | 3.5 | -2 | 103.5 | |||
| 4 Nov | 51215.25 | 9943.2 | -734.75 | 35.80 | 2.5 | 105.5 | 105.5 | |||
| 1 Nov | 51673.90 | 10677.95 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 31 Oct | 51475.35 | 10677.95 | 277.95 | - | 1.5 | 0.5 | 107 | |||
| 30 Oct | 51807.50 | 10400 | -100.55 | - | 58 | 45.5 | 106.5 | |||
| 29 Oct | 52320.70 | 10500.55 | 670.55 | - | 24 | 23.5 | 61 | |||
| 28 Oct | 51259.30 | 9830 | 485.20 | - | 13.5 | 11.5 | 37.5 | |||
| 25 Oct | 50787.45 | 9344.8 | -905.20 | - | 1 | 2 | 26 | |||
| 24 Oct | 51531.15 | 10250 | 250.00 | - | 3 | -1 | 24 | |||
| 23 Oct | 51239.00 | 10000 | -200.00 | - | 0.5 | -0.5 | 25 | |||
| 22 Oct | 51257.15 | 10200 | -400.00 | - | 1.5 | -1.5 | 25.5 | |||
| 21 Oct | 51962.70 | 10600 | 400.00 | - | 0.5 | 0.5 | 27 | |||
| 18 Oct | 52094.20 | 10200 | 175.00 | - | 5 | 3.5 | 26.5 | |||
| 17 Oct | 51288.80 | 10025 | -375.00 | - | 3 | 23 | 23 | |||
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| 16 Oct | 51801.05 | 10400 | 0.00 | - | 0 | -0.5 | 0 | |||
| 15 Oct | 51906.00 | 10400 | -100.00 | - | 1.5 | -0.5 | 21 | |||
| 14 Oct | 51816.90 | 10500 | 0.00 | - | 0.5 | -0.5 | 21.5 | |||
| 11 Oct | 51172.30 | 10500 | 300.00 | - | 0.5 | 0.5 | 22 | |||
| 10 Oct | 51530.90 | 10200 | 1606.00 | - | 6 | 2.5 | 21.5 | |||
| 9 Oct | 51007.00 | 8594 | -406.00 | - | 1.5 | 0.5 | 19 | |||
| 8 Oct | 51021.00 | 9000 | -1200.00 | - | 1.5 | -1.5 | 18.5 | |||
| 7 Oct | 50478.90 | 10200 | 0.00 | - | 2 | -1 | 20 | |||
| 4 Oct | 51462.05 | 10200 | -301.95 | - | 13.5 | 14 | 21 | |||
| 3 Oct | 51845.20 | 10501.95 | -1740.75 | - | 3.5 | 7 | 7 | |||
| 1 Oct | 52922.60 | 12242.7 | 0.00 | - | 0 | 0.5 | 0 | |||
| 27 Sept | 53834.30 | 12242.7 | 2042.70 | - | 3 | 0.5 | 3.5 | |||
| 26 Sept | 54375.35 | 10200 | 0.00 | - | 0 | 0 | 3 | |||
| 25 Sept | 54114.80 | 10200.00 | - | 0 | 0 | 3 | ||||
For Nifty Bank - strike price 42000 expiring on 24DEC2024
Delta for 42000 CE is -
Historical price for 42000 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 8726.4, which was -1003.60 lower than the previous day. The implied volatity was -, the open interest changed by -44 which decreased total open position to 266
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 9730, which was -460.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 310
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 10190, which was -710.00 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 312
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 10900, which was -722.70 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 328
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 11622.7, which was 62.70 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 331
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 11560, which was 180.00 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 337
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 11380, which was -129.95 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 344
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 11509.95, which was -115.05 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 336
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 11625, which was 183.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 340
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 11441.45, which was -164.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 341
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 11605.45, which was 55.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 339
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 11550, which was 250.00 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 337
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 11300, which was 520.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 340
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 10780, which was 616.05 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 341
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 10163.95, which was -73.05 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 337
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 10237, which was 52.00 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 344
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 10185, which was -294.00 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 329
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 10479, which was 70.00 higher than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 322
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 10409, which was 52.35 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 278
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 10356.65, which was 906.65 higher than the previous day. The implied volatity was -, the open interest changed by 61 which increased total open position to 260
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 9450, which was 866.90 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 199
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 8583.1, which was -416.90 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 192
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 9000, which was 475.00 higher than the previous day. The implied volatity was 39.43, the open interest changed by 191 which increased total open position to 191
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 8525, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -19 which decreased total open position to 0
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 8525, which was -477.10 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 189
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 9002.1, which was -1432.65 lower than the previous day. The implied volatity was 41.39, the open interest changed by 13 which increased total open position to 208
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 10434.75, which was 174.85 higher than the previous day. The implied volatity was 62.32, the open interest changed by -3 which decreased total open position to 195
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 10259.9, which was -40.10 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 198
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 10300, which was 536.00 higher than the previous day. The implied volatity was 43.21, the open interest changed by 204 which increased total open position to 204
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 9764, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 9764, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 9764, which was -179.20 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 207
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 9943.2, which was -734.75 lower than the previous day. The implied volatity was 35.80, the open interest changed by 211 which increased total open position to 211
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 10677.95, 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 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 10677.95, which was 277.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 10400, which was -100.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 10500.55, which was 670.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 9830, which was 485.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 9344.8, which was -905.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 10250, which was 250.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 10000, which was -200.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 10200, which was -400.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 10600, which was 400.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 10200, which was 175.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 10025, which was -375.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 10400, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 10400, which was -100.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 10500, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 10500, which was 300.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 10200, which was 1606.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 8594, which was -406.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 9000, which was -1200.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 10200, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 10200, which was -301.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 10501.95, which was -1740.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 12242.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 12242.7, which was 2042.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 10200, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54114.80. The strike last trading price was 10200.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 42000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 0.6 | -0.75 | - | 98,102 | 19,736.5 | 61,700 |
| 19 Dec | 51575.70 | 1.35 | -0.45 | - | 1,45,922 | 9,968.5 | 41,963.5 |
| 18 Dec | 52139.55 | 1.8 | -0.35 | - | 2,20,491 | -31,041 | 31,995 |
| 17 Dec | 52834.80 | 2.15 | -1.30 | - | 1,07,705 | 11,026.5 | 63,036 |
| 16 Dec | 53581.35 | 3.45 | -0.75 | - | 75,585.5 | -1,617 | 52,009.5 |
| 13 Dec | 53583.80 | 4.2 | 0.40 | - | 2,76,735.5 | 3,099 | 53,626.5 |
| 12 Dec | 53216.45 | 3.8 | -0.35 | - | 62,546.5 | -3,488 | 50,527.5 |
| 11 Dec | 53391.35 | 4.15 | -1.00 | 47.39 | 82,755.5 | 11,653 | 54,015.5 |
| 10 Dec | 53577.70 | 5.15 | 0.70 | 47.43 | 88,889 | 1,948 | 42,362.5 |
| 9 Dec | 53407.75 | 4.45 | -1.90 | 44.61 | 1,05,835 | 1,789 | 40,414.5 |
| 6 Dec | 53509.50 | 6.35 | 0.65 | 42.55 | 61,603.5 | 921.5 | 38,625.5 |
| 5 Dec | 53603.55 | 5.7 | 1.00 | 41.31 | 87,085 | -110 | 37,704 |
| 4 Dec | 53266.90 | 4.7 | -0.20 | 38.56 | 1,27,149 | 9,389 | 37,814 |
| 3 Dec | 52695.75 | 4.9 | 0.55 | 36.38 | 79,875.5 | -8,178 | 28,425 |
| 2 Dec | 52109.00 | 4.35 | -0.70 | 33.71 | 1,46,340 | -349.5 | 36,603 |
| 29 Nov | 52055.60 | 5.05 | -2.45 | 32.00 | 1,35,733.5 | 11,456.5 | 36,952.5 |
| 28 Nov | 51906.85 | 7.5 | -5.35 | 32.69 | 70,143.5 | 14,439 | 25,496 |
| 27 Nov | 52301.80 | 12.85 | -1.50 | 35.04 | 20,616 | 8,602.5 | 11,057 |
| 26 Nov | 52191.50 | 14.35 | -2.35 | 34.60 | 1,167.5 | 428.5 | 2,454.5 |
| 25 Nov | 52207.50 | 16.7 | -3.55 | 34.76 | 1,230.5 | 250.5 | 2,026 |
| 22 Nov | 51135.40 | 20.25 | -4.85 | 31.28 | 885 | 139 | 1,775.5 |
| 21 Nov | 50372.90 | 25.1 | 6.10 | 30.11 | 1,844 | 425.5 | 1,636.5 |
| 19 Nov | 50626.50 | 19 | -1.30 | 28.25 | 676.5 | 242 | 1,211 |
| 18 Nov | 50363.80 | 20.3 | 0.15 | 27.86 | 260.5 | 112 | 969 |
| 14 Nov | 50179.55 | 20.15 | -3.65 | 26.26 | 440 | 91 | 857 |
| 13 Nov | 50088.35 | 23.8 | 2.50 | 26.71 | 205 | 47.5 | 766 |
| 12 Nov | 51157.80 | 21.3 | 1.30 | 27.88 | 212.5 | 30 | 718.5 |
| 11 Nov | 51876.75 | 20 | -7.00 | 28.84 | 139.5 | 22.5 | 688.5 |
| 8 Nov | 51561.20 | 27 | -1.50 | 28.54 | 51 | 2.5 | 666 |
| 7 Nov | 51916.50 | 28.5 | -5.50 | 29.27 | 56.5 | 23.5 | 663.5 |
| 6 Nov | 52317.40 | 34 | -1.00 | 30.80 | 72.5 | -5 | 640 |
| 5 Nov | 52207.25 | 35 | -6.00 | 30.09 | 259 | 82 | 645 |
| 4 Nov | 51215.25 | 41 | 1.05 | 28.62 | 160.5 | 42.5 | 563 |
| 1 Nov | 51673.90 | 39.95 | -8.05 | 28.75 | 7 | -1.5 | 520.5 |
| 31 Oct | 51475.35 | 48 | 10.70 | - | 82.5 | 11 | 522 |
| 30 Oct | 51807.50 | 37.3 | -3.75 | - | 26.5 | 8 | 511 |
| 29 Oct | 52320.70 | 41.05 | -3.35 | - | 11 | 7.5 | 503 |
| 28 Oct | 51259.30 | 44.4 | -0.60 | - | 72.5 | 9.5 | 495.5 |
| 25 Oct | 50787.45 | 45 | 0.95 | - | 195.5 | 22.5 | 486 |
| 24 Oct | 51531.15 | 44.05 | 22.50 | - | 53.5 | 9 | 463.5 |
| 23 Oct | 51239.00 | 21.55 | -15.70 | - | 22.5 | 454.5 | 454.5 |
| 22 Oct | 51257.15 | 37.25 | 0.00 | - | 0 | -8.5 | 0 |
| 21 Oct | 51962.70 | 37.25 | 0.00 | - | 0 | -8.5 | 0 |
| 18 Oct | 52094.20 | 37.25 | 0.00 | - | 0 | -8.5 | 0 |
| 17 Oct | 51288.80 | 37.25 | -0.70 | - | 42 | -8.5 | 462 |
| 16 Oct | 51801.05 | 37.95 | 16.20 | - | 16.5 | 12.5 | 470.5 |
| 15 Oct | 51906.00 | 21.75 | -1.90 | - | 3 | -2.5 | 458 |
| 14 Oct | 51816.90 | 23.65 | -26.25 | - | 2.5 | -2.5 | 460.5 |
| 11 Oct | 51172.30 | 49.9 | -4.70 | - | 22.5 | 4.5 | 463 |
| 10 Oct | 51530.90 | 54.6 | 4.55 | - | 13.5 | -3.5 | 458.5 |
| 9 Oct | 51007.00 | 50.05 | -10.95 | - | 13.5 | 4.5 | 462 |
| 8 Oct | 51021.00 | 61 | 9.00 | - | 18.5 | 7 | 457.5 |
| 7 Oct | 50478.90 | 52 | 10.10 | - | 145 | 9.5 | 450.5 |
| 4 Oct | 51462.05 | 41.9 | 11.80 | - | 88.5 | 26 | 441 |
| 3 Oct | 51845.20 | 30.1 | 1.10 | - | 1 | 0 | 415 |
| 1 Oct | 52922.60 | 29 | -21.15 | - | 1 | 415 | 415 |
| 27 Sept | 53834.30 | 50.15 | 0.00 | - | 0 | 5.5 | 0 |
| 26 Sept | 54375.35 | 50.15 | 0.00 | - | 0 | 5.5 | 0 |
| 25 Sept | 54114.80 | 50.15 | - | 3 | 5.5 | 412.5 | |
For Nifty Bank - strike price 42000 expiring on 24DEC2024
Delta for 42000 PE is -
Historical price for 42000 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 0.6, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 39473 which increased total open position to 123400
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1.35, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 19937 which increased total open position to 83927
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -62082 which decreased total open position to 63990
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2.15, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by 22053 which increased total open position to 126072
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3.45, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -3234 which decreased total open position to 104019
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 4.2, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 6198 which increased total open position to 107253
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3.8, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -6976 which decreased total open position to 101055
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 4.15, which was -1.00 lower than the previous day. The implied volatity was 47.39, the open interest changed by 23306 which increased total open position to 108031
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 5.15, which was 0.70 higher than the previous day. The implied volatity was 47.43, the open interest changed by 3896 which increased total open position to 84725
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 4.45, which was -1.90 lower than the previous day. The implied volatity was 44.61, the open interest changed by 3578 which increased total open position to 80829
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 6.35, which was 0.65 higher than the previous day. The implied volatity was 42.55, the open interest changed by 1843 which increased total open position to 77251
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 5.7, which was 1.00 higher than the previous day. The implied volatity was 41.31, the open interest changed by -220 which decreased total open position to 75408
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 4.7, which was -0.20 lower than the previous day. The implied volatity was 38.56, the open interest changed by 18778 which increased total open position to 75628
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 4.9, which was 0.55 higher than the previous day. The implied volatity was 36.38, the open interest changed by -16356 which decreased total open position to 56850
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 4.35, which was -0.70 lower than the previous day. The implied volatity was 33.71, the open interest changed by -699 which decreased total open position to 73206
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 5.05, which was -2.45 lower than the previous day. The implied volatity was 32.00, the open interest changed by 22913 which increased total open position to 73905
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 7.5, which was -5.35 lower than the previous day. The implied volatity was 32.69, the open interest changed by 28878 which increased total open position to 50992
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 12.85, which was -1.50 lower than the previous day. The implied volatity was 35.04, the open interest changed by 17205 which increased total open position to 22114
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 14.35, which was -2.35 lower than the previous day. The implied volatity was 34.60, the open interest changed by 857 which increased total open position to 4909
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 16.7, which was -3.55 lower than the previous day. The implied volatity was 34.76, the open interest changed by 501 which increased total open position to 4052
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 20.25, which was -4.85 lower than the previous day. The implied volatity was 31.28, the open interest changed by 278 which increased total open position to 3551
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 25.1, which was 6.10 higher than the previous day. The implied volatity was 30.11, the open interest changed by 851 which increased total open position to 3273
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 19, which was -1.30 lower than the previous day. The implied volatity was 28.25, the open interest changed by 484 which increased total open position to 2422
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 20.3, which was 0.15 higher than the previous day. The implied volatity was 27.86, the open interest changed by 224 which increased total open position to 1938
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 20.15, which was -3.65 lower than the previous day. The implied volatity was 26.26, the open interest changed by 182 which increased total open position to 1714
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 23.8, which was 2.50 higher than the previous day. The implied volatity was 26.71, the open interest changed by 95 which increased total open position to 1532
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 21.3, which was 1.30 higher than the previous day. The implied volatity was 27.88, the open interest changed by 60 which increased total open position to 1437
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 20, which was -7.00 lower than the previous day. The implied volatity was 28.84, the open interest changed by 45 which increased total open position to 1377
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 27, which was -1.50 lower than the previous day. The implied volatity was 28.54, the open interest changed by 5 which increased total open position to 1332
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 28.5, which was -5.50 lower than the previous day. The implied volatity was 29.27, the open interest changed by 47 which increased total open position to 1327
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 34, which was -1.00 lower than the previous day. The implied volatity was 30.80, the open interest changed by -10 which decreased total open position to 1280
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 35, which was -6.00 lower than the previous day. The implied volatity was 30.09, the open interest changed by 164 which increased total open position to 1290
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 41, which was 1.05 higher than the previous day. The implied volatity was 28.62, the open interest changed by 85 which increased total open position to 1126
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 39.95, which was -8.05 lower than the previous day. The implied volatity was 28.75, the open interest changed by -3 which decreased total open position to 1041
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 48, which was 10.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 37.3, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 41.05, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 44.4, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 45, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 44.05, which was 22.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 21.55, which was -15.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 37.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 37.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 37.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 37.25, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 37.95, which was 16.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 21.75, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 23.65, which was -26.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 49.9, which was -4.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 54.6, which was 4.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 50.05, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 61, which was 9.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 52, which was 10.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 41.9, which was 11.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 30.1, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 29, which was -21.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 50.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 50.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54114.80. The strike last trading price was 50.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
