BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
21 Nov 2024 02:08 PM IST
| BANKNIFTY 27NOV2024 43000 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 50394.40 | 7500 | 70.00 | - | 34 | -19 | 341 | |||
| 19 Nov | 50626.50 | 7430 | 50.00 | - | 45 | -1 | 358 | |||
| 18 Nov | 50363.80 | 7380 | 130.00 | - | 27 | -7 | 355 | |||
| 14 Nov | 50179.55 | 7250 | -225.00 | - | 52 | 0 | 359 | |||
| 13 Nov | 50088.35 | 7475 | -875.00 | 34.93 | 17 | 2 | 358 | |||
| 12 Nov | 51157.80 | 8350 | -650.00 | 46.74 | 190 | 11 | 380 | |||
| 11 Nov | 51876.75 | 9000 | 260.00 | - | 33 | 8 | 366 | |||
| 8 Nov | 51561.20 | 8740 | -360.00 | - | 45 | -10 | 357 | |||
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| 7 Nov | 51916.50 | 9100 | -470.00 | - | 18 | -2 | 365 | |||
| 6 Nov | 52317.40 | 9570 | 320.00 | - | 15 | 8 | 366 | |||
| 5 Nov | 52207.25 | 9250 | 763.85 | - | 37 | 2 | 355 | |||
| 4 Nov | 51215.25 | 8486.15 | -363.85 | - | 84 | -12 | 352 | |||
| 1 Nov | 51673.90 | 8850 | 91.00 | - | 6 | 4 | 362 | |||
| 31 Oct | 51475.35 | 8759 | -351.20 | - | 15 | -3 | 356 | |||
| 30 Oct | 51807.50 | 9110.2 | -389.80 | - | 181 | 159 | 359 | |||
| 29 Oct | 52320.70 | 9500 | 900.00 | - | 112 | 101 | 199 | |||
| 28 Oct | 51259.30 | 8600 | 450.00 | - | 128 | 26 | 97 | |||
| 25 Oct | 50787.45 | 8150 | -574.15 | - | 6 | 5 | 71 | |||
| 24 Oct | 51531.15 | 8724.15 | 124.15 | - | 58 | 57 | 65 | |||
| 23 Oct | 51239.00 | 8600 | - | 8 | 7 | 7 | ||||
For Nifty Bank - strike price 43000 expiring on 27NOV2024
Delta for 43000 CE is -
Historical price for 43000 CE is as follows
On 21 Nov BANKNIFTY was trading at 50394.40. The strike last trading price was 7500, which was 70.00 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 341
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 7430, which was 50.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 358
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 7380, which was 130.00 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 355
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 7250, which was -225.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 359
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 7475, which was -875.00 lower than the previous day. The implied volatity was 34.93, the open interest changed by 2 which increased total open position to 358
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 8350, which was -650.00 lower than the previous day. The implied volatity was 46.74, the open interest changed by 11 which increased total open position to 380
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 9000, which was 260.00 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 366
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 8740, which was -360.00 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 357
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 9100, which was -470.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 365
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 9570, which was 320.00 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 366
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 9250, which was 763.85 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 355
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 8486.15, which was -363.85 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 352
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 8850, which was 91.00 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 362
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 8759, which was -351.20 lower 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 9110.2, which was -389.80 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 9500, which was 900.00 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 8600, which was 450.00 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 8150, which was -574.15 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 8724.15, which was 124.15 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 8600, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 27NOV2024 43000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.97
Theta: -3.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 50394.40 | 5.35 | 3.35 | 49.16 | 1,63,958 | -11,856 | 52,372 |
| 19 Nov | 50626.50 | 2 | -0.35 | 39.10 | 1,65,766 | -7,104 | 64,200 |
| 18 Nov | 50363.80 | 2.35 | -0.15 | 37.05 | 1,34,782 | 1,611 | 71,196 |
| 14 Nov | 50179.55 | 2.5 | 0.10 | 30.70 | 4,03,035 | 7,547 | 69,065 |
| 13 Nov | 50088.35 | 2.4 | -0.40 | 29.75 | 1,47,825 | 52,974 | 68,037 |
| 12 Nov | 51157.80 | 2.8 | -0.40 | 31.88 | 8,260 | -162 | 15,079 |
| 11 Nov | 51876.75 | 3.2 | -1.60 | 33.43 | 9,747 | -305 | 15,241 |
| 8 Nov | 51561.20 | 4.8 | -0.30 | 31.29 | 1,744 | -164 | 15,604 |
| 7 Nov | 51916.50 | 5.1 | -5.40 | 31.76 | 19,638 | 13,315 | 15,767 |
| 6 Nov | 52317.40 | 10.5 | -3.40 | 35.14 | 3,184 | 721 | 2,452 |
| 5 Nov | 52207.25 | 13.9 | -2.60 | 34.77 | 1,055 | 182 | 1,731 |
| 4 Nov | 51215.25 | 16.5 | -1.00 | 32.27 | 1,170 | 558 | 1,549 |
| 1 Nov | 51673.90 | 17.5 | -2.05 | 32.03 | 147 | 63 | 991 |
| 31 Oct | 51475.35 | 19.55 | 2.55 | - | 1,299 | 748 | 891 |
| 30 Oct | 51807.50 | 17 | 1.05 | - | 164 | 87 | 135 |
| 29 Oct | 52320.70 | 15.95 | -51.45 | - | 84 | 60 | 60 |
| 28 Oct | 51259.30 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 67.4 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 43000 expiring on 27NOV2024
Delta for 43000 PE is -0.01
Historical price for 43000 PE is as follows
On 21 Nov BANKNIFTY was trading at 50394.40. The strike last trading price was 5.35, which was 3.35 higher than the previous day. The implied volatity was 49.16, the open interest changed by -11856 which decreased total open position to 52372
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2, which was -0.35 lower than the previous day. The implied volatity was 39.10, the open interest changed by -7104 which decreased total open position to 64200
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2.35, which was -0.15 lower than the previous day. The implied volatity was 37.05, the open interest changed by 1611 which increased total open position to 71196
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2.5, which was 0.10 higher than the previous day. The implied volatity was 30.70, the open interest changed by 7547 which increased total open position to 69065
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2.4, which was -0.40 lower than the previous day. The implied volatity was 29.75, the open interest changed by 52974 which increased total open position to 68037
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2.8, which was -0.40 lower than the previous day. The implied volatity was 31.88, the open interest changed by -162 which decreased total open position to 15079
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 3.2, which was -1.60 lower than the previous day. The implied volatity was 33.43, the open interest changed by -305 which decreased total open position to 15241
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 4.8, which was -0.30 lower than the previous day. The implied volatity was 31.29, the open interest changed by -164 which decreased total open position to 15604
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 5.1, which was -5.40 lower than the previous day. The implied volatity was 31.76, the open interest changed by 13315 which increased total open position to 15767
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 10.5, which was -3.40 lower than the previous day. The implied volatity was 35.14, the open interest changed by 721 which increased total open position to 2452
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 13.9, which was -2.60 lower than the previous day. The implied volatity was 34.77, the open interest changed by 182 which increased total open position to 1731
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 16.5, which was -1.00 lower than the previous day. The implied volatity was 32.27, the open interest changed by 558 which increased total open position to 1549
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 17.5, which was -2.05 lower than the previous day. The implied volatity was 32.03, the open interest changed by 63 which increased total open position to 991
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 19.55, which was 2.55 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 17, which was 1.05 higher 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 15.95, which was -51.45 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 67.4, 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 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 67.4, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 67.4, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 67.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
