BANKNIFTY
NIFTY BANK
Historical option data for BANKNIFTY
19 Apr 2024 04:21 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 | 47574.15 | 4617.05 | 445.80 | - | 2,895 | -1,140 | 39,345 | |||
| 18 Apr | 47069.45 | 4265.00 | -404.85 | 46.07 | 1,755 | -195 | 40,485 | |||
| 16 Apr | 47484.80 | 4710.00 | - | 4,005 | 615 | 39,180 | ||||
| 15 Apr | 47773.25 | 4824.05 | - | 465 | -405 | 38,565 | ||||
| 12 Apr | 48564.55 | 5710.45 | - | 2,355 | 135 | 38,970 | ||||
| 10 Apr | 48909.75 | 6022.00 | - | 1,560 | -720 | 38,835 | ||||
| 9 Apr | 48710.60 | 5766.00 | - | 270 | -150 | 39,555 | ||||
| 8 Apr | 48567.45 | 5668.05 | - | 195 | 15 | 39,705 | ||||
| 5 Apr | 48530.40 | 5635.00 | - | 1,740 | 1,245 | 39,690 | ||||
| 4 Apr | 48139.90 | 5192.50 | - | 2,640 | 2,115 | 38,445 | ||||
| 3 Apr | 47625.75 | 4871.65 | - | 1,725 | 660 | 36,330 | ||||
| 2 Apr | 47567.40 | 4858.30 | - | 5,370 | -360 | 35,670 | ||||
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| 1 Apr | 47572.20 | 4898.40 | - | 20,835 | 3,150 | 36,615 | ||||
| 28 Mar | 47135.65 | 4580.00 | - | 26,625 | 16,695 | 33,465 | ||||
For NIFTY BANK - strike price 43000 expiring on 24APR2024
Delta for 43000 CE is nan
Historical price for 43000 CE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 4617.05, which was 445.80 higher than the previous day. The implied volatity was -, the open interest changed by -1140 which decreased total open position to 39345
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 4265.00, which was -404.85 lower than the previous day. The implied volatity was 46.07, the open interest changed by -195 which decreased total open position to 40485
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 4710.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 615 which increased total open position to 39180
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 4824.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -405 which decreased total open position to 38565
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 5710.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 135 which increased total open position to 38970
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 6022.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -720 which decreased total open position to 38835
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 5766.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 39555
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 5668.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 39705
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 5635.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1245 which increased total open position to 39690
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 5192.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2115 which increased total open position to 38445
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 4871.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 660 which increased total open position to 36330
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 4858.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -360 which decreased total open position to 35670
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 4898.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 3150 which increased total open position to 36615
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 4580.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 16695 which increased total open position to 33465
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Delta: -0.01
Gamma: 0.0000
Theta: -6.93
Vega: 1.78
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 19 Apr | 47574.15 | 9.65 | 4.35 | 39.72 | 83,09,880 | 1,74,690 | 7,18,230 |
| 18 Apr | 47069.45 | 5.05 | 0.30 | 30.57 | 42,88,305 | 2,69,655 | 5,40,135 |
| 16 Apr | 47484.80 | 5.30 | - | 6,33,600 | 99,795 | 2,51,685 | |
| 15 Apr | 47773.25 | 8.00 | - | 1,62,240 | 1,410 | 1,51,890 | |
| 12 Apr | 48564.55 | 6.00 | - | 49,830 | 2,895 | 1,50,480 | |
| 10 Apr | 48909.75 | 7.35 | - | 24,405 | -2,985 | 1,47,585 | |
| 9 Apr | 48710.60 | 9.95 | - | 33,735 | 6,300 | 1,50,570 | |
| 8 Apr | 48567.45 | 11.75 | - | 65,565 | 3,000 | 1,44,270 | |
| 5 Apr | 48530.40 | 11.25 | - | 88,530 | -19,830 | 1,41,270 | |
| 4 Apr | 48139.90 | 9.95 | - | 64,635 | -885 | 1,61,715 | |
| 3 Apr | 47625.75 | 12.40 | - | 99,225 | -15,690 | 1,62,600 | |
| 2 Apr | 47567.40 | 16.55 | - | 89,310 | 14,280 | 1,78,290 | |
| 1 Apr | 47572.20 | 15.80 | - | 1,22,085 | -2,655 | 1,64,010 | |
| 28 Mar | 47135.65 | 26.40 | - | 1,60,260 | 26,025 | 1,66,665 | |
For NIFTY BANK - strike price 43000 expiring on 24APR2024
Delta for 43000 PE is -0.01
Historical price for 43000 PE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 9.65, which was 4.35 higher than the previous day. The implied volatity was 39.72, the open interest changed by 174690 which increased total open position to 718230
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 5.05, which was 0.30 higher than the previous day. The implied volatity was 30.57, the open interest changed by 269655 which increased total open position to 540135
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 5.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 99795 which increased total open position to 251685
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1410 which increased total open position to 151890
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 6.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2895 which increased total open position to 150480
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 7.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -2985 which decreased total open position to 147585
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 9.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 150570
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 11.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 144270
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 11.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -19830 which decreased total open position to 141270
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 9.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -885 which decreased total open position to 161715
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 12.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -15690 which decreased total open position to 162600
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 16.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 14280 which increased total open position to 178290
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 15.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -2655 which decreased total open position to 164010
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 26.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 26025 which increased total open position to 166665