BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
21 Nov 2024 02:20 PM IST
| BANKNIFTY 27NOV2024 42500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 50403.55 | 7800 | -675.00 | - | 6 | -5 | 1 | |||
| 19 Nov | 50626.50 | 8475 | -982.60 | - | 6 | 5 | 5 | |||
| 18 Nov | 50363.80 | 9457.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 50179.55 | 9457.6 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 42500 expiring on 27NOV2024
Delta for 42500 CE is -
Historical price for 42500 CE is as follows
On 21 Nov BANKNIFTY was trading at 50403.55. The strike last trading price was 7800, which was -675.00 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 1
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 8475, which was -982.60 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 9457.6, 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 9457.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 27NOV2024 42500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 50403.55 | 4.4 | 2.75 | - | 3,06,422 | 17,441 | 53,523 |
| 19 Nov | 50626.50 | 1.65 | -0.70 | 40.93 | 1,78,361 | 30,065 | 47,848 |
| 18 Nov | 50363.80 | 2.35 | -0.30 | 39.49 | 46,157 | 1,647 | 17,788 |
| 14 Nov | 50179.55 | 2.65 | 32.93 | 70,720 | 15,711 | 15,711 | |
For Nifty Bank - strike price 42500 expiring on 27NOV2024
Delta for 42500 PE is -
Historical price for 42500 PE is as follows
On 21 Nov BANKNIFTY was trading at 50403.55. The strike last trading price was 4.4, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by 17441 which increased total open position to 53523
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1.65, which was -0.70 lower than the previous day. The implied volatity was 40.93, the open interest changed by 30065 which increased total open position to 47848
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2.35, which was -0.30 lower than the previous day. The implied volatity was 39.49, the open interest changed by 1647 which increased total open position to 17788
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was 32.93, the open interest changed by 15711 which increased total open position to 15711
