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 | 4023.15 | -1073.70 | - | 150 | 0 | 60 | |||
| 18 Apr | 47069.45 | 5096.85 | 1657.75 | 0.00 | 0 | -60 | 0 | |||
| 16 Apr | 47484.80 | 5096.85 | - | 0 | 15 | 0 | ||||
| 15 Apr | 47773.25 | 5096.85 | - | 0 | 15 | 0 | ||||
| 12 Apr | 48564.55 | 5096.85 | - | 0 | 15 | 0 | ||||
| 10 Apr | 48909.75 | 5096.85 | - | 0 | 15 | 0 | ||||
| 9 Apr | 48710.60 | 5096.85 | - | 0 | 15 | 0 | ||||
| 8 Apr | 48567.45 | 5096.85 | - | 0 | 15 | 0 | ||||
| 5 Apr | 48530.40 | 5096.85 | - | 0 | 15 | 0 | ||||
| 4 Apr | 48139.90 | 5096.85 | - | 0 | 15 | 0 | ||||
| 3 Apr | 47625.75 | 5096.85 | - | 0 | 15 | 0 | ||||
|
|
||||||||||
| 2 Apr | 47567.40 | 5096.85 | - | 0 | 15 | 0 | ||||
| 1 Apr | 47572.20 | 5096.85 | - | 0 | 15 | 0 | ||||
| 28 Mar | 47135.65 | 5096.85 | - | 0 | 15 | 0 | ||||
For NIFTY BANK - strike price 42800 expiring on 24APR2024
Delta for 42800 CE is -
Historical price for 42800 CE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 4023.15, which was -1073.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 60
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 5096.85, which was 1657.75 higher than the previous day. The implied volatity was 0.00, the open interest changed by -60 which decreased total open position to 0
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 5096.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 5096.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 5096.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 5096.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 5096.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 5096.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 5096.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 5096.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 5096.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 5096.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 5096.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 5096.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
|
Delta: -0.01
Gamma: 0.0000
Theta: -6.85
Vega: 1.70
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 19 Apr | 47574.15 | 9.40 | 4.20 | 41.13 | 10,52,985 | 81,255 | 85,815 |
| 18 Apr | 47069.45 | 4.35 | -4.65 | 31.33 | 86,865 | 4,500 | 5,205 |
| 16 Apr | 47484.80 | 9.00 | - | 0 | 855 | 0 | |
| 15 Apr | 47773.25 | 9.00 | - | 0 | 855 | 0 | |
| 12 Apr | 48564.55 | 9.00 | - | 0 | 855 | 0 | |
| 10 Apr | 48909.75 | 9.00 | - | 0 | 855 | 0 | |
| 9 Apr | 48710.60 | 9.00 | - | 0 | 855 | 0 | |
| 8 Apr | 48567.45 | 9.00 | - | 0 | 855 | 0 | |
| 5 Apr | 48530.40 | 9.00 | - | 0 | 855 | 0 | |
| 4 Apr | 48139.90 | 9.00 | - | 150 | 855 | 855 | |
| 3 Apr | 47625.75 | 24.30 | - | 0 | 15 | 0 | |
| 2 Apr | 47567.40 | 24.30 | - | 0 | 15 | 0 | |
| 1 Apr | 47572.20 | 24.30 | - | 0 | 15 | 0 | |
| 28 Mar | 47135.65 | 24.30 | - | 135 | 15 | 855 | |
For NIFTY BANK - strike price 42800 expiring on 24APR2024
Delta for 42800 PE is -0.01
Historical price for 42800 PE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 9.40, which was 4.20 higher than the previous day. The implied volatity was 41.13, the open interest changed by 81255 which increased total open position to 85815
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 4.35, which was -4.65 lower than the previous day. The implied volatity was 31.33, the open interest changed by 4500 which increased total open position to 5205
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 855 which increased total open position to 0
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 855 which increased total open position to 0
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 855 which increased total open position to 0
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 855 which increased total open position to 0
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 855 which increased total open position to 0
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 855 which increased total open position to 0
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 855 which increased total open position to 0
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 855 which increased total open position to 855
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 24.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 24.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 24.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 24.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 855