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 | 4604.35 | -501.10 | 0.00 | 0 | -135 | 0 | |||
| 18 Apr | 47069.45 | 4604.35 | -501.10 | 0.00 | 0 | -135 | 0 | |||
| 16 Apr | 47484.80 | 4604.35 | - | 0 | 0 | 0 | ||||
| 15 Apr | 47773.25 | 4604.35 | - | 0 | 0 | 0 | ||||
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| 12 Apr | 48564.55 | 4604.35 | - | 0 | 0 | 0 | ||||
| 10 Apr | 48909.75 | 4604.35 | - | 0 | 0 | 0 | ||||
| 9 Apr | 48710.60 | 4604.35 | - | 0 | 0 | 0 | ||||
| 8 Apr | 48567.45 | 4604.35 | - | 0 | 0 | 0 | ||||
| 5 Apr | 48530.40 | 4604.35 | - | 0 | 0 | 0 | ||||
| 4 Apr | 48139.90 | 4604.35 | - | 0 | 0 | 0 | ||||
| 3 Apr | 47625.75 | 4604.35 | - | 0 | 0 | 0 | ||||
| 2 Apr | 47567.40 | 4604.35 | - | 0 | 0 | 0 | ||||
| 1 Apr | 47572.20 | 4604.35 | - | 0 | 0 | 0 | ||||
| 28 Mar | 47135.65 | 4604.35 | - | 0 | 0 | 0 | ||||
For NIFTY BANK - strike price 43400 expiring on 24APR2024
Delta for 43400 CE is 0.00
Historical price for 43400 CE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 4604.35, which was -501.10 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 4604.35, which was -501.10 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 4604.35, 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 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 4604.35, 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 4604.35, 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 4604.35, 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 4604.35, 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 4604.35, 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 4604.35, 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 4604.35, 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 4604.35, 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 4604.35, 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 4604.35, 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 4604.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -0.01
Gamma: 0.0000
Theta: -8.15
Vega: 2.21
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 19 Apr | 47574.15 | 12.10 | 6.00 | 37.79 | 10,27,440 | 38,775 | 76,530 |
| 18 Apr | 47069.45 | 6.30 | 0.15 | 28.66 | 5,46,480 | 12,765 | 37,920 |
| 16 Apr | 47484.80 | 5.65 | - | 1,24,875 | 23,955 | 24,570 | |
| 15 Apr | 47773.25 | 4.25 | - | 15 | 30 | 615 | |
| 12 Apr | 48564.55 | 3.15 | - | 75 | 585 | 585 | |
| 10 Apr | 48909.75 | 12.35 | - | 0 | -1,065 | 0 | |
| 9 Apr | 48710.60 | 12.35 | - | 0 | -1,065 | 0 | |
| 8 Apr | 48567.45 | 12.35 | - | 1,170 | -1,065 | 735 | |
| 5 Apr | 48530.40 | 11.85 | - | 1,485 | -495 | 1,800 | |
| 4 Apr | 48139.90 | 9.60 | - | 1,950 | -240 | 2,295 | |
| 3 Apr | 47625.75 | 12.05 | - | 1,860 | -210 | 2,535 | |
| 2 Apr | 47567.40 | 18.35 | - | 210 | -150 | 2,745 | |
| 1 Apr | 47572.20 | 18.60 | - | 2,850 | -735 | 2,895 | |
| 28 Mar | 47135.65 | 34.50 | - | 1,890 | 1,065 | 3,630 | |
For NIFTY BANK - strike price 43400 expiring on 24APR2024
Delta for 43400 PE is -0.01
Historical price for 43400 PE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 12.10, which was 6.00 higher than the previous day. The implied volatity was 37.79, the open interest changed by 38775 which increased total open position to 76530
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 6.30, which was 0.15 higher than the previous day. The implied volatity was 28.66, the open interest changed by 12765 which increased total open position to 37920
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 5.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 23955 which increased total open position to 24570
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 615
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 585 which increased total open position to 585
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 12.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -1065 which decreased total open position to 0
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 12.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -1065 which decreased total open position to 0
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 12.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -1065 which decreased total open position to 735
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 11.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -495 which decreased total open position to 1800
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 9.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -240 which decreased total open position to 2295
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 12.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -210 which decreased total open position to 2535
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 18.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 2745
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 18.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -735 which decreased total open position to 2895
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 34.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1065 which increased total open position to 3630