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 | 3935.00 | -1057.25 | 0.00 | 0 | -300 | 0 | |||
| 18 Apr | 47069.45 | 3935.00 | -1057.25 | 0.00 | 0 | -300 | 0 | |||
| 16 Apr | 47484.80 | 3935.00 | - | 60 | 240 | 240 | ||||
| 15 Apr | 47773.25 | 4992.25 | - | 0 | 150 | 0 | ||||
| 12 Apr | 48564.55 | 4992.25 | - | 0 | 150 | 0 | ||||
| 10 Apr | 48909.75 | 4992.25 | - | 0 | 150 | 0 | ||||
| 9 Apr | 48710.60 | 4992.25 | - | 0 | 150 | 0 | ||||
| 8 Apr | 48567.45 | 4992.25 | - | 90 | 150 | 150 | ||||
| 5 Apr | 48530.40 | 4319.85 | - | 0 | 150 | 0 | ||||
| 4 Apr | 48139.90 | 4319.85 | - | 0 | 150 | 0 | ||||
| 3 Apr | 47625.75 | 4319.85 | - | 0 | 150 | 0 | ||||
| 2 Apr | 47567.40 | 4319.85 | - | 0 | 150 | 0 | ||||
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| 1 Apr | 47572.20 | 4319.85 | - | 0 | 150 | 0 | ||||
| 28 Mar | 47135.65 | 4319.85 | - | 0 | 150 | 0 | ||||
For NIFTY BANK - strike price 43700 expiring on 24APR2024
Delta for 43700 CE is 0.00
Historical price for 43700 CE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 3935.00, which was -1057.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by -300 which decreased total open position to 0
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 3935.00, which was -1057.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by -300 which decreased total open position to 0
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 3935.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 240 which increased total open position to 240
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 4992.25, 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 4992.25, 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 4992.25, 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 4992.25, 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 4992.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 4319.85, 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 4319.85, 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 4319.85, 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 4319.85, 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 4319.85, 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 4319.85, 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: -7.48
Vega: 2.20
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 19 Apr | 47574.15 | 11.10 | 3.75 | 34.95 | 17,03,910 | -54,975 | 92,745 |
| 18 Apr | 47069.45 | 7.35 | 0.20 | 27.17 | 14,35,950 | 1,31,745 | 1,48,365 |
| 16 Apr | 47484.80 | 6.65 | - | 81,825 | 13,305 | 16,995 | |
| 15 Apr | 47773.25 | 11.00 | - | 7,485 | 1,980 | 3,690 | |
| 12 Apr | 48564.55 | 6.75 | - | 1,935 | 1,140 | 1,710 | |
| 10 Apr | 48909.75 | 8.50 | - | 990 | -30 | 570 | |
| 9 Apr | 48710.60 | 10.95 | - | 750 | -375 | 600 | |
| 8 Apr | 48567.45 | 13.35 | - | 1,290 | -1,095 | 975 | |
| 5 Apr | 48530.40 | 12.85 | - | 1,620 | -1,005 | 2,070 | |
| 4 Apr | 48139.90 | 11.75 | - | 4,410 | -585 | 3,075 | |
| 3 Apr | 47625.75 | 15.45 | - | 1,410 | 840 | 3,660 | |
| 2 Apr | 47567.40 | 22.50 | - | 270 | 0 | 2,820 | |
| 1 Apr | 47572.20 | 22.50 | - | 2,175 | 450 | 2,820 | |
| 28 Mar | 47135.65 | 43.70 | - | 6,360 | -450 | 2,370 | |
For NIFTY BANK - strike price 43700 expiring on 24APR2024
Delta for 43700 PE is -0.01
Historical price for 43700 PE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 11.10, which was 3.75 higher than the previous day. The implied volatity was 34.95, the open interest changed by -54975 which decreased total open position to 92745
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 7.35, which was 0.20 higher than the previous day. The implied volatity was 27.17, the open interest changed by 131745 which increased total open position to 148365
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 6.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 13305 which increased total open position to 16995
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 11.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1980 which increased total open position to 3690
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 6.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1140 which increased total open position to 1710
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 -30 which decreased total open position to 570
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 10.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 600
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 13.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -1095 which decreased total open position to 975
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 12.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -1005 which decreased total open position to 2070
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 11.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -585 which decreased total open position to 3075
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 15.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 840 which increased total open position to 3660
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 22.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2820
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 22.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 2820
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 43.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 2370