BANKNIFTY
NIFTY BANK
Historical option data for BANKNIFTY
19 Apr 2024 04:21 PM IST
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Delta: 0.00
Gamma: 0.0000
Theta: 0.00
Vega: 0.00
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 19 Apr | 47574.15 | 4738.05 | -267.20 | 0.00 | 0 | -135 | 0 | |||
| 18 Apr | 47069.45 | 4738.05 | -267.20 | 0.00 | 0 | -135 | 0 | |||
| 16 Apr | 47484.80 | 4738.05 | - | 0 | 135 | 0 | ||||
| 15 Apr | 47773.25 | 4738.05 | - | 45 | 135 | 135 | ||||
| 12 Apr | 48564.55 | 5005.25 | - | 0 | 120 | 0 | ||||
| 10 Apr | 48909.75 | 5005.25 | - | 0 | 120 | 0 | ||||
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| 9 Apr | 48710.60 | 5005.25 | - | 0 | 120 | 0 | ||||
| 8 Apr | 48567.45 | 5005.25 | - | 0 | 120 | 0 | ||||
| 5 Apr | 48530.40 | 5005.25 | - | 0 | 120 | 0 | ||||
| 4 Apr | 48139.90 | 5005.25 | - | 120 | 120 | 120 | ||||
| 3 Apr | 47625.75 | 4783.60 | - | 0 | 60 | 0 | ||||
| 2 Apr | 47567.40 | 4783.60 | - | 0 | 60 | 0 | ||||
| 1 Apr | 47572.20 | 4783.60 | - | 0 | 60 | 0 | ||||
| 28 Mar | 47135.65 | 4783.60 | - | 0 | 60 | 0 | ||||
For NIFTY BANK - strike price 43200 expiring on 24APR2024
Delta for 43200 CE is 0.00
Historical price for 43200 CE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 4738.05, which was -267.20 lower than the previous day. The implied volatity was 0.00, the open interest changed by -135 which decreased total open position to 0
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 4738.05, which was -267.20 lower than the previous day. The implied volatity was 0.00, the open interest changed by -135 which decreased total open position to 0
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 4738.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 135 which increased total open position to 0
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 4738.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 135 which increased total open position to 135
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 5005.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 0
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 5005.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 0
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 5005.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 0
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 5005.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 0
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 5005.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 0
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 5005.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 120
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 4783.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 0
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 4783.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 0
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 4783.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 0
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 4783.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 0
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Delta: -0.01
Gamma: 0.0000
Theta: -7.46
Vega: 1.97
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 19 Apr | 47574.15 | 10.70 | 5.15 | 38.71 | 12,20,355 | 37,650 | 52,785 |
| 18 Apr | 47069.45 | 5.70 | 0.05 | 29.65 | 4,56,450 | -12,000 | 18,270 |
| 16 Apr | 47484.80 | 5.45 | - | 1,00,515 | 26,850 | 29,775 | |
| 15 Apr | 47773.25 | 8.05 | - | 8,055 | 1,410 | 2,925 | |
| 12 Apr | 48564.55 | 6.80 | - | 4,425 | -690 | 1,515 | |
| 10 Apr | 48909.75 | 3.25 | - | 15 | 0 | 2,205 | |
| 9 Apr | 48710.60 | 7.55 | - | 285 | 0 | 2,205 | |
| 8 Apr | 48567.45 | 4.55 | - | 270 | 2,205 | 2,205 | |
| 5 Apr | 48530.40 | 11.10 | - | 0 | -375 | 0 | |
| 4 Apr | 48139.90 | 11.10 | - | 360 | -375 | 2,220 | |
| 3 Apr | 47625.75 | 12.30 | - | 6,900 | -90 | 2,595 | |
| 2 Apr | 47567.40 | 15.95 | - | 525 | 30 | 2,685 | |
| 1 Apr | 47572.20 | 18.20 | - | 1,500 | -270 | 2,655 | |
| 28 Mar | 47135.65 | 30.55 | - | 1,245 | 990 | 2,925 | |
For NIFTY BANK - strike price 43200 expiring on 24APR2024
Delta for 43200 PE is -0.01
Historical price for 43200 PE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 10.70, which was 5.15 higher than the previous day. The implied volatity was 38.71, the open interest changed by 37650 which increased total open position to 52785
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 5.70, which was 0.05 higher than the previous day. The implied volatity was 29.65, the open interest changed by -12000 which decreased total open position to 18270
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 26850 which increased total open position to 29775
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1410 which increased total open position to 2925
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 6.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -690 which decreased total open position to 1515
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2205
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 7.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2205
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2205 which increased total open position to 2205
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 11.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 0
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 11.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 2220
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 12.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -90 which decreased total open position to 2595
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 15.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 2685
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 18.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -270 which decreased total open position to 2655
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 30.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 990 which increased total open position to 2925