BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
14 Nov 2024 09:24 AM IST
| BANKNIFTY 27NOV2024 43500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 50309.65 | 8220 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 50088.35 | 8220 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 12 Nov | 51157.80 | 8220 | -480.00 | 71.02 | 1 | 0 | 16 | |||
| 11 Nov | 51876.75 | 8700 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 8700 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 8700 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 8700 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 8700 | 900.00 | - | 2 | -1 | 15 | |||
| 4 Nov | 51215.25 | 7800 | -1000.00 | - | 1 | 0 | 15 | |||
| 1 Nov | 51673.90 | 8800 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 8800 | 0.00 | - | 0 | 1 | 0 | |||
| 30 Oct | 51807.50 | 8800 | 300.00 | - | 1 | 0 | 14 | |||
| 29 Oct | 52320.70 | 8500 | -14.20 | - | 14 | 1 | 1 | |||
| 28 Oct | 51259.30 | 8514.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 8514.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 8514.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 8514.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 8514.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 8514.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 8514.2 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 53793.20 | 8514.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 52188.65 | 8514.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 52153.15 | 8514.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 51938.05 | 8514.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 51772.40 | 8514.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 51010.00 | 8514.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 51272.30 | 8514.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 51117.80 | 8514.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 50576.85 | 8514.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Sept | 51473.05 | 8514.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 51400.25 | 8514.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 51689.10 | 8514.2 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 51439.55 | 8514.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Aug | 51351.00 | 8514.2 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 43500 expiring on 27NOV2024
Delta for 43500 CE is 0.00
Historical price for 43500 CE is as follows
On 14 Nov BANKNIFTY was trading at 50309.65. The strike last trading price was 8220, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 8220, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 8220, which was -480.00 lower than the previous day. The implied volatity was 71.02, the open interest changed by 0 which decreased total open position to 16
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 8700, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 8700, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 8700, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 8700, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 8700, which was 900.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 15
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 7800, which was -1000.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 8800, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 8800, 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 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 8800, which was 300.00 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 8500, which was -14.20 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 8514.2, 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 8514.2, 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 8514.2, 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 8514.2, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 8514.2, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 8514.2, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 8514.2, 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 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 8514.2, 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 17 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 8514.2, 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 16 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 8514.2, 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 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 8514.2, 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 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 8514.2, 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 11 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 8514.2, 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 10 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 8514.2, 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 9 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 8514.2, 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 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 8514.2, 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 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 8514.2, 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 4 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 8514.2, 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 3 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 8514.2, 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 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 8514.2, 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 30 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 8514.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 27NOV2024 43500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 1.01
Theta: -1.06
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 50309.65 | 3.05 | 0.15 | 29.30 | 18,074 | 2,824 | 69,337 |
| 13 Nov | 50088.35 | 2.9 | -1.35 | 28.33 | 1,27,586 | 66,332 | 66,878 |
| 12 Nov | 51157.80 | 4.25 | 0.40 | 31.31 | 404 | 102 | 547 |
| 11 Nov | 51876.75 | 3.85 | -2.60 | 32.18 | 524 | 75 | 463 |
| 8 Nov | 51561.20 | 6.45 | -0.55 | 30.54 | 116 | -3 | 389 |
| 7 Nov | 51916.50 | 7 | -3.95 | 31.13 | 443 | 50 | 392 |
| 6 Nov | 52317.40 | 10.95 | -5.80 | 33.53 | 388 | -52 | 342 |
| 5 Nov | 52207.25 | 16.75 | -1.80 | 33.77 | 477 | 138 | 394 |
| 4 Nov | 51215.25 | 18.55 | 0.50 | 30.95 | 143 | 47 | 256 |
| 1 Nov | 51673.90 | 18.05 | -4.05 | 30.44 | 45 | -6 | 210 |
| 31 Oct | 51475.35 | 22.1 | 3.75 | - | 92 | 30 | 216 |
| 30 Oct | 51807.50 | 18.35 | -1.80 | - | 145 | 17 | 174 |
| 29 Oct | 52320.70 | 20.15 | -0.45 | - | 108 | 77 | 139 |
| 28 Oct | 51259.30 | 20.6 | 0.60 | - | 10 | 57 | 57 |
| 25 Oct | 50787.45 | 20 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 20 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 20 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 20 | -4.75 | - | 9 | 0 | 59 |
| 18 Oct | 52094.20 | 24.75 | -2.30 | - | 15 | -5 | 59 |
| 17 Oct | 51288.80 | 27.05 | 15.25 | - | 44 | 2 | 64 |
| 20 Sept | 53793.20 | 11.8 | -13.20 | - | 2 | 0 | 62 |
| 17 Sept | 52188.65 | 25 | -6.05 | - | 2 | -1 | 62 |
| 16 Sept | 52153.15 | 31.05 | -42.95 | - | 2 | 0 | 63 |
| 13 Sept | 51938.05 | 74 | 11.70 | - | 9 | 3 | 57 |
| 12 Sept | 51772.40 | 62.3 | 2.75 | - | 2 | 1 | 53 |
| 11 Sept | 51010.00 | 59.55 | -3.45 | - | 14 | 3 | 52 |
| 10 Sept | 51272.30 | 63 | -20.95 | - | 18 | -3 | 38 |
| 9 Sept | 51117.80 | 83.95 | 20.95 | - | 26 | 6 | 40 |
| 6 Sept | 50576.85 | 63 | 5.00 | - | 25 | 2 | 34 |
| 5 Sept | 51473.05 | 58 | -10.70 | - | 71 | 38 | 59 |
| 4 Sept | 51400.25 | 68.7 | 0.00 | - | 1 | 0 | 20 |
| 3 Sept | 51689.10 | 68.7 | 9.30 | - | 5 | 3 | 19 |
| 2 Sept | 51439.55 | 59.4 | -32.45 | - | 17 | 12 | 17 |
| 30 Aug | 51351.00 | 91.85 | - | 5 | 4 | 4 | |
For Nifty Bank - strike price 43500 expiring on 27NOV2024
Delta for 43500 PE is -0.00
Historical price for 43500 PE is as follows
On 14 Nov BANKNIFTY was trading at 50309.65. The strike last trading price was 3.05, which was 0.15 higher than the previous day. The implied volatity was 29.30, the open interest changed by 2824 which increased total open position to 69337
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2.9, which was -1.35 lower than the previous day. The implied volatity was 28.33, the open interest changed by 66332 which increased total open position to 66878
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 4.25, which was 0.40 higher than the previous day. The implied volatity was 31.31, the open interest changed by 102 which increased total open position to 547
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 3.85, which was -2.60 lower than the previous day. The implied volatity was 32.18, the open interest changed by 75 which increased total open position to 463
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 6.45, which was -0.55 lower than the previous day. The implied volatity was 30.54, the open interest changed by -3 which decreased total open position to 389
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 7, which was -3.95 lower than the previous day. The implied volatity was 31.13, the open interest changed by 50 which increased total open position to 392
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 10.95, which was -5.80 lower than the previous day. The implied volatity was 33.53, the open interest changed by -52 which decreased total open position to 342
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 16.75, which was -1.80 lower than the previous day. The implied volatity was 33.77, the open interest changed by 138 which increased total open position to 394
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 18.55, which was 0.50 higher than the previous day. The implied volatity was 30.95, the open interest changed by 47 which increased total open position to 256
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 18.05, which was -4.05 lower than the previous day. The implied volatity was 30.44, the open interest changed by -6 which decreased total open position to 210
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 22.1, which was 3.75 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 18.35, which was -1.80 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 20.15, which was -0.45 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 20.6, which was 0.60 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 20, 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 20, 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 20, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 20, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 24.75, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 27.05, which was 15.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 11.8, which was -13.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 25, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 31.05, which was -42.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 74, which was 11.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 62.3, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 59.55, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 63, which was -20.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 83.95, which was 20.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 63, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 58, which was -10.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 68.7, 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 3 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 68.7, which was 9.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 59.4, which was -32.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 91.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
