BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
14 Nov 2024 09:34 AM IST
BANKNIFTY 27NOV2024 44000 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 | 50422.00 | 6280 | 0.00 | 0.00 | 0 | -35 | 0 | |||
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 | |||
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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 0.00
Historical price for 44000 CE is as follows
On 14 Nov BANKNIFTY was trading at 50422.00. The strike last trading price was 6280, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -35 which decreased total open position to 0
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 | |||||||
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Delta: -0.01
Vega: 1.40
Theta: -1.45
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
14 Nov | 50422.00 | 4.5 | -0.60 | 28.85 | 41,193 | 2,445 | 65,184 |
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 14 Nov BANKNIFTY was trading at 50422.00. The strike last trading price was 4.5, which was -0.60 lower than the previous day. The implied volatity was 28.85, the open interest changed by 2445 which increased total open position to 65184
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