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 | 3600.00 | -778.50 | 0.00 | 0 | -1,890 | 0 | |||
| 18 Apr | 47069.45 | 3600.00 | -778.50 | 0.00 | 0 | -1,890 | 0 | |||
| 16 Apr | 47484.80 | 3600.00 | - | 0 | 150 | 0 | ||||
| 15 Apr | 47773.25 | 3600.00 | - | 0 | 150 | 0 | ||||
| 12 Apr | 48564.55 | 3600.00 | - | 0 | 150 | 0 | ||||
| 10 Apr | 48909.75 | 3600.00 | - | 0 | 150 | 0 | ||||
| 9 Apr | 48710.60 | 3600.00 | - | 0 | 150 | 0 | ||||
| 8 Apr | 48567.45 | 3600.00 | - | 0 | 150 | 0 | ||||
| 5 Apr | 48530.40 | 3600.00 | - | 0 | 150 | 0 | ||||
| 4 Apr | 48139.90 | 3600.00 | - | 0 | 150 | 0 | ||||
| 3 Apr | 47625.75 | 3600.00 | - | 0 | 150 | 0 | ||||
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| 2 Apr | 47567.40 | 3600.00 | - | 0 | 150 | 0 | ||||
| 1 Apr | 47572.20 | 3600.00 | - | 0 | 150 | 0 | ||||
| 28 Mar | 47135.65 | 3600.00 | - | 0 | 150 | 0 | ||||
For NIFTY BANK - strike price 43600 expiring on 24APR2024
Delta for 43600 CE is 0.00
Historical price for 43600 CE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 3600.00, which was -778.50 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1890 which decreased total open position to 0
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 3600.00, which was -778.50 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1890 which decreased total open position to 0
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 3600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 3600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 3600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 3600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 3600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 3600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 3600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 3600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 3600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 3600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 3600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 3600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
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Delta: -0.01
Gamma: 0.0000
Theta: -7.42
Vega: 2.13
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 19 Apr | 47574.15 | 10.90 | 3.95 | 35.65 | 12,88,335 | 58,305 | 95,205 |
| 18 Apr | 47069.45 | 7.25 | 0.90 | 27.80 | 5,39,910 | -19,920 | 34,200 |
| 16 Apr | 47484.80 | 5.95 | - | 1,56,105 | 51,570 | 54,645 | |
| 15 Apr | 47773.25 | 9.70 | - | 5,790 | 1,215 | 3,075 | |
| 12 Apr | 48564.55 | 7.10 | - | 1,725 | 315 | 1,860 | |
| 10 Apr | 48909.75 | 8.50 | - | 945 | -195 | 1,545 | |
| 9 Apr | 48710.60 | 10.55 | - | 900 | -180 | 1,740 | |
| 8 Apr | 48567.45 | 11.95 | - | 4,365 | -2,220 | 1,920 | |
| 5 Apr | 48530.40 | 13.70 | - | 2,385 | -1,335 | 4,140 | |
| 4 Apr | 48139.90 | 11.25 | - | 90 | -15 | 5,475 | |
| 3 Apr | 47625.75 | 12.85 | - | 3,285 | 1,050 | 5,490 | |
| 2 Apr | 47567.40 | 19.35 | - | 450 | -30 | 4,440 | |
| 1 Apr | 47572.20 | 21.75 | - | 750 | -150 | 4,470 | |
| 28 Mar | 47135.65 | 39.55 | - | 4,170 | 1,065 | 4,620 | |
For NIFTY BANK - strike price 43600 expiring on 24APR2024
Delta for 43600 PE is -0.01
Historical price for 43600 PE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 10.90, which was 3.95 higher than the previous day. The implied volatity was 35.65, the open interest changed by 58305 which increased total open position to 95205
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 7.25, which was 0.90 higher than the previous day. The implied volatity was 27.80, the open interest changed by -19920 which decreased total open position to 34200
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 5.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 51570 which increased total open position to 54645
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 9.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1215 which increased total open position to 3075
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 7.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 315 which increased total open position to 1860
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 8.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -195 which decreased total open position to 1545
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 10.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -180 which decreased total open position to 1740
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 11.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -2220 which decreased total open position to 1920
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 13.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -1335 which decreased total open position to 4140
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 11.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 5475
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 12.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 5490
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 19.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 4440
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 21.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 4470
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 39.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1065 which increased total open position to 4620