BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 8500 | -425.00 | - | 255 | 135 | 135 | |||
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| 4 Jul | 53103.70 | 8925 | - | 0 | 0 | 0 | ||||
| 3 Jul | 53089.25 | 8925 | - | 0 | 0 | 0 | ||||
| 2 Jul | 52168.10 | 8925 | - | 0 | 45 | 0 | ||||
| 1 Jul | 52574.75 | 8925 | - | 0 | 45 | 0 | ||||
| 28 Jun | 52342.25 | 8925 | - | 90 | 45 | 345 | ||||
| 27 Jun | 52811.30 | 8840 | - | 345 | 300 | 300 | ||||
For NIFTY BANK - strike price 44000 expiring on 10JUL2024
Delta for 44000 CE is -
Historical price for 44000 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 8500, which was -425.00 lower than the previous day. The implied volatity was -, the open interest changed by 135 which increased total open position to 135
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 8925, 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 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 8925, 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 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 8925, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 0
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 8925, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 0
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 8925, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 345
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 8840, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 300
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 0.8 | -1.35 | - | 15,49,845 | 2,15,520 | 3,07,020 |
| 4 Jul | 53103.70 | 2.15 | - | 2,50,740 | 40,725 | 91,500 | |
| 3 Jul | 53089.25 | 3 | - | 1,62,525 | 43,470 | 50,775 | |
| 2 Jul | 52168.10 | 2.85 | - | 11,580 | 5,475 | 7,305 | |
| 1 Jul | 52574.75 | 3.95 | - | 870 | 195 | 1,830 | |
| 28 Jun | 52342.25 | 4.2 | - | 1,995 | 1,605 | 1,635 | |
| 27 Jun | 52811.30 | 9.7 | - | 45 | 15 | 30 | |
For NIFTY BANK - strike price 44000 expiring on 10JUL2024
Delta for 44000 PE is -
Historical price for 44000 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 0.8, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 215520 which increased total open position to 307020
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 40725 which increased total open position to 91500
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by 43470 which increased total open position to 50775
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 5475 which increased total open position to 7305
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 1830
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 4.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 1605 which increased total open position to 1635
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 9.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 30