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BANKNIFTY
Nifty Bank

50427.25 -199.25 (-0.39%)

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Historical option data for BANKNIFTY

21 Nov 2024 02:02 PM IST
BANKNIFTY 27NOV2024 44000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 50421.00 5999 -861.00 - 3 -2 140
19 Nov 50626.50 6860 610.00 76.84 41 1 182
18 Nov 50363.80 6250 0.00 0.00 0 -49 0
14 Nov 50179.55 6250 -30.00 - 55 -50 180
13 Nov 50088.35 6280 -2370.00 - 35 -15 250
12 Nov 51157.80 8650 0.00 0.00 0 0 0
11 Nov 51876.75 8650 0.00 0.00 0 0 0
8 Nov 51561.20 8650 0.00 0.00 0 0 0
7 Nov 51916.50 8650 0.00 0.00 0 2 0
6 Nov 52317.40 8650 1696.00 31.76 2 0 263
5 Nov 52207.25 6954 -368.00 - 1 0 262
4 Nov 51215.25 7322 -377.00 - 3 -2 263
1 Nov 51673.90 7699 0.00 0.00 0 3 0
31 Oct 51475.35 7699 -427.10 - 4 2 264
30 Oct 51807.50 8126.1 -398.15 - 11 9 260
29 Oct 52320.70 8524.25 1024.25 - 81 80 250
28 Oct 51259.30 7500 344.95 - 67 75 168
25 Oct 50787.45 7155.05 -744.95 - 39 29 93
24 Oct 51531.15 7900 300.00 - 25 23 62
23 Oct 51239.00 7600 -300.00 - 13 10 36
22 Oct 51257.15 7900 -150.25 - 26 18 18
21 Oct 51962.70 8050.25 0.00 - 0 0 0
18 Oct 52094.20 8050.25 0.00 - 0 0 0
17 Oct 51288.80 8050.25 0.00 - 0 0 0
16 Oct 51801.05 8050.25 0.00 - 0 0 0
8 Oct 51021.00 8050.25 0.00 - 0 0 0
7 Oct 50478.90 8050.25 0.00 - 0 0 0
26 Sept 54375.35 8050.25 0.00 - 0 0 0
23 Sept 54105.80 8050.25 0.00 - 0 0 0
20 Sept 53793.20 8050.25 0.00 - 0 0 0
17 Sept 52188.65 8050.25 0.00 - 0 0 0
16 Sept 52153.15 8050.25 0.00 - 0 0 0
13 Sept 51938.05 8050.25 0.00 - 0 0 0
12 Sept 51772.40 8050.25 0.00 - 0 0 0
11 Sept 51010.00 8050.25 0.00 - 0 0 0
10 Sept 51272.30 8050.25 0.00 - 0 0 0
9 Sept 51117.80 8050.25 0.00 - 0 0 0
6 Sept 50576.85 8050.25 0.00 - 0 0 0
5 Sept 51473.05 8050.25 0.00 - 0 0 0
4 Sept 51400.25 8050.25 0.00 - 0 0 0
3 Sept 51689.10 8050.25 0.00 - 0 0 0
2 Sept 51439.55 8050.25 0.00 - 0 0 0
30 Aug 51351.00 8050.25 - 0 0 0


For Nifty Bank - strike price 44000 expiring on 27NOV2024

Delta for 44000 CE is -

Historical price for 44000 CE is as follows

On 21 Nov BANKNIFTY was trading at 50421.00. The strike last trading price was 5999, which was -861.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 140


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 6860, which was 610.00 higher than the previous day. The implied volatity was 76.84, the open interest changed by 1 which increased total open position to 182


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 6250, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -49 which decreased total open position to 0


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 6250, which was -30.00 lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 180


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 6280, which was -2370.00 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 250


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 8650, 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 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 8650, 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 8650, 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 8650, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 8650, which was 1696.00 higher than the previous day. The implied volatity was 31.76, the open interest changed by 0 which decreased total open position to 263


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 6954, which was -368.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 262


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 7322, which was -377.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 263


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 7699, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 7699, which was -427.10 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 8126.1, which was -398.15 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 8524.25, which was 1024.25 higher 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 7500, which was 344.95 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 7155.05, which was -744.95 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 7900, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 7600, which was -300.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 7900, which was -150.25 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 8050.25, 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 8050.25, 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 8050.25, 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 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 8050.25, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 8050.25, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 8050.25, 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 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 8050.25, 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 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 8050.25, 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 8050.25, 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 8050.25, 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 8050.25, 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 8050.25, 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 8050.25, 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 8050.25, 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 8050.25, 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 8050.25, 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 8050.25, 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 8050.25, 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 8050.25, 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 8050.25, 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 8050.25, 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 8050.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKNIFTY 27NOV2024 44000 PE
Delta: -0.01
Vega: 1.20
Theta: -4.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 50421.00 6.2 3.90 43.66 2,13,680 -18,220 52,851
19 Nov 50626.50 2.3 -0.15 34.52 1,71,713 -8,702 71,319
18 Nov 50363.80 2.45 -1.10 32.35 1,01,015 -2,689 79,980
14 Nov 50179.55 3.55 -1.55 27.63 3,09,890 19,867 82,606
13 Nov 50088.35 5.1 1.00 28.03 1,46,082 60,212 61,802
12 Nov 51157.80 4.1 -0.65 29.26 1,719 186 1,590
11 Nov 51876.75 4.75 -2.25 31.04 1,859 -85 1,390
8 Nov 51561.20 7 -1.50 29.00 550 12 1,486
7 Nov 51916.50 8.5 -4.25 29.99 2,153 297 1,475
6 Nov 52317.40 12.75 -6.75 32.36 3,553 97 1,183
5 Nov 52207.25 19.5 -2.50 32.64 913 -57 1,033
4 Nov 51215.25 22 -1.50 29.85 994 558 1,090
1 Nov 51673.90 23.5 -0.50 29.84 65 8 533
31 Oct 51475.35 24 4.40 - 804 103 560
30 Oct 51807.50 19.6 -0.75 - 723 392 467
29 Oct 52320.70 20.35 2.35 - 28 2 77
28 Oct 51259.30 18 -10.00 - 1 76 76
25 Oct 50787.45 28 0.00 - 0 0 0
24 Oct 51531.15 28 0.00 - 0 0 0
23 Oct 51239.00 28 0.00 - 0 0 0
22 Oct 51257.15 28 0.00 - 0 0 0
21 Oct 51962.70 28 0.00 - 0 13 0
18 Oct 52094.20 28 6.65 - 28 12 75
17 Oct 51288.80 21.35 3.35 - 3 1 63
16 Oct 51801.05 18 -51.00 - 1 0 63
8 Oct 51021.00 69 -4.00 - 43 24 47
7 Oct 50478.90 73 61.10 - 24 2 9
26 Sept 54375.35 11.9 0.00 - 1 0 7
23 Sept 54105.80 11.9 -72.55 - 1 0 8
20 Sept 53793.20 84.45 0.00 - 0 0 0
17 Sept 52188.65 84.45 0.00 - 0 0 0
16 Sept 52153.15 84.45 0.00 - 0 0 0
13 Sept 51938.05 84.45 0.00 - 0 1 0
12 Sept 51772.40 84.45 -1.95 - 1 0 7
11 Sept 51010.00 86.4 0.00 - 0 2 0
10 Sept 51272.30 86.4 2.40 - 2 1 6
9 Sept 51117.80 84 10.50 - 3 1 4
6 Sept 50576.85 73.5 0.00 - 0 0 0
5 Sept 51473.05 73.5 0.00 - 0 3 0
4 Sept 51400.25 73.5 -42.55 - 4 2 2
3 Sept 51689.10 116.05 0.00 - 0 0 0
2 Sept 51439.55 116.05 0.00 - 0 0 0
30 Aug 51351.00 116.05 - 0 0 0


For Nifty Bank - strike price 44000 expiring on 27NOV2024

Delta for 44000 PE is -0.01

Historical price for 44000 PE is as follows

On 21 Nov BANKNIFTY was trading at 50421.00. The strike last trading price was 6.2, which was 3.90 higher than the previous day. The implied volatity was 43.66, the open interest changed by -18220 which decreased total open position to 52851


On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 34.52, the open interest changed by -8702 which decreased total open position to 71319


On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2.45, which was -1.10 lower than the previous day. The implied volatity was 32.35, the open interest changed by -2689 which decreased total open position to 79980


On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 3.55, which was -1.55 lower than the previous day. The implied volatity was 27.63, the open interest changed by 19867 which increased total open position to 82606


On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 5.1, which was 1.00 higher than the previous day. The implied volatity was 28.03, the open interest changed by 60212 which increased total open position to 61802


On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 4.1, which was -0.65 lower than the previous day. The implied volatity was 29.26, the open interest changed by 186 which increased total open position to 1590


On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 4.75, which was -2.25 lower than the previous day. The implied volatity was 31.04, the open interest changed by -85 which decreased total open position to 1390


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 7, which was -1.50 lower than the previous day. The implied volatity was 29.00, the open interest changed by 12 which increased total open position to 1486


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 8.5, which was -4.25 lower than the previous day. The implied volatity was 29.99, the open interest changed by 297 which increased total open position to 1475


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 12.75, which was -6.75 lower than the previous day. The implied volatity was 32.36, the open interest changed by 97 which increased total open position to 1183


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 19.5, which was -2.50 lower than the previous day. The implied volatity was 32.64, the open interest changed by -57 which decreased total open position to 1033


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 22, which was -1.50 lower than the previous day. The implied volatity was 29.85, the open interest changed by 558 which increased total open position to 1090


On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 23.5, which was -0.50 lower than the previous day. The implied volatity was 29.84, the open interest changed by 8 which increased total open position to 533


On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 24, which was 4.40 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 19.6, which was -0.75 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 20.35, which was 2.35 higher 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 18, which was -10.00 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 28, 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 28, 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 28, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 28, 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 28, 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 28, which was 6.65 higher 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 21.35, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 18, which was -51.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 69, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 73, which was 61.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 11.9, 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 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 11.9, which was -72.55 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 84.45, 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 84.45, 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 84.45, 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 84.45, 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 84.45, which was -1.95 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 86.4, 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 86.4, which was 2.40 higher 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 84, which was 10.50 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 73.5, 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 73.5, 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 73.5, which was -42.55 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 116.05, 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 116.05, 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 116.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to