BANKNIFTY
NIFTY BANK
Historical option data for BANKNIFTY
19 Apr 2024 04:21 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 19 Apr | 47574.15 | 4211.40 | -762.65 | - | 195 | 0 | 30 | |||
| 18 Apr | 47069.45 | 4974.05 | 196.60 | 0.00 | 0 | -30 | 0 | |||
| 16 Apr | 47484.80 | 4974.05 | - | 15 | 15 | 15 | ||||
|
|
||||||||||
| 15 Apr | 47773.25 | 4777.45 | - | 0 | 0 | 0 | ||||
| 12 Apr | 48564.55 | 4777.45 | - | 0 | 0 | 0 | ||||
| 10 Apr | 48909.75 | 4777.45 | - | 0 | 0 | 0 | ||||
| 9 Apr | 48710.60 | 4777.45 | - | 0 | 0 | 0 | ||||
| 8 Apr | 48567.45 | 4777.45 | - | 0 | 0 | 0 | ||||
| 5 Apr | 48530.40 | 4777.45 | - | 0 | 0 | 0 | ||||
| 4 Apr | 48139.90 | 4777.45 | - | 0 | 0 | 0 | ||||
| 3 Apr | 47625.75 | 4777.45 | - | 0 | 0 | 0 | ||||
| 2 Apr | 47567.40 | 4777.45 | - | 0 | 0 | 0 | ||||
| 1 Apr | 47572.20 | 4777.45 | - | 0 | 0 | 0 | ||||
| 28 Mar | 47135.65 | 4777.45 | - | 0 | 0 | 0 | ||||
For NIFTY BANK - strike price 42600 expiring on 24APR2024
Delta for 42600 CE is -
Historical price for 42600 CE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 4211.40, which was -762.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 4974.05, which was 196.60 higher than the previous day. The implied volatity was 0.00, the open interest changed by -30 which decreased total open position to 0
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 4974.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 4777.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 4777.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 4777.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 4777.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 4777.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 4777.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 4777.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 4777.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 4777.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 4777.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 4777.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
|
Delta: -0.01
Gamma: 0.0000
Theta: -6.55
Vega: 1.58
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 19 Apr | 47574.15 | 8.80 | 4.15 | 42.32 | 7,44,045 | 94,635 | 1,00,425 |
| 18 Apr | 47069.45 | 4.50 | -4.90 | 32.80 | 74,850 | 4,770 | 5,640 |
| 16 Apr | 47484.80 | 9.40 | - | 0 | 870 | 0 | |
| 15 Apr | 47773.25 | 9.40 | - | 0 | 870 | 0 | |
| 12 Apr | 48564.55 | 9.40 | - | 0 | 870 | 0 | |
| 10 Apr | 48909.75 | 9.40 | - | 0 | 870 | 0 | |
| 9 Apr | 48710.60 | 9.40 | - | 0 | 870 | 0 | |
| 8 Apr | 48567.45 | 9.40 | - | 0 | 870 | 0 | |
| 5 Apr | 48530.40 | 9.40 | - | 0 | 870 | 0 | |
| 4 Apr | 48139.90 | 9.40 | - | 720 | 870 | 870 | |
| 3 Apr | 47625.75 | 21.75 | - | 0 | 105 | 0 | |
| 2 Apr | 47567.40 | 21.75 | - | 0 | 105 | 0 | |
| 1 Apr | 47572.20 | 21.75 | - | 30 | 105 | 870 | |
| 28 Mar | 47135.65 | 22.80 | - | 630 | -15 | 765 | |
For NIFTY BANK - strike price 42600 expiring on 24APR2024
Delta for 42600 PE is -0.01
Historical price for 42600 PE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 8.80, which was 4.15 higher than the previous day. The implied volatity was 42.32, the open interest changed by 94635 which increased total open position to 100425
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 4.50, which was -4.90 lower than the previous day. The implied volatity was 32.80, the open interest changed by 4770 which increased total open position to 5640
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 9.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 870 which increased total open position to 0
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 9.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 870 which increased total open position to 0
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 9.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 870 which increased total open position to 0
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 9.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 870 which increased total open position to 0
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 9.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 870 which increased total open position to 0
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 9.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 870 which increased total open position to 0
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 9.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 870 which increased total open position to 0
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 9.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 870 which increased total open position to 870
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 21.75, 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 21.75, 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 21.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 105 which increased total open position to 870
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 22.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 765