BANKNIFTY
NIFTY BANK
Historical option data for BANKNIFTY
19 Apr 2024 04:21 PM IST
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Delta: nan
Gamma: -nan
Theta: nan
Vega: -nan
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 19 Apr | 47574.15 | 2929.65 | -640.85 | - | 60 | 0 | 180 | |||
| 18 Apr | 47069.45 | 3570.50 | 137.50 | 66.99 | 30 | 0 | 180 | |||
| 16 Apr | 47484.80 | 3433.00 | - | 105 | 150 | 150 | ||||
| 15 Apr | 47773.25 | 3198.10 | - | 0 | 195 | 0 | ||||
| 12 Apr | 48564.55 | 3198.10 | - | 0 | 195 | 0 | ||||
| 10 Apr | 48909.75 | 3198.10 | - | 0 | 195 | 0 | ||||
| 9 Apr | 48710.60 | 3198.10 | - | 0 | 195 | 0 | ||||
| 8 Apr | 48567.45 | 3198.10 | - | 0 | 195 | 0 | ||||
| 5 Apr | 48530.40 | 3198.10 | - | 0 | 195 | 0 | ||||
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| 4 Apr | 48139.90 | 3198.10 | - | 0 | 195 | 0 | ||||
| 3 Apr | 47625.75 | 3198.10 | - | 0 | 195 | 0 | ||||
| 2 Apr | 47567.40 | 3198.10 | - | 0 | 195 | 0 | ||||
| 1 Apr | 47572.20 | 3198.10 | - | 0 | 195 | 0 | ||||
| 28 Mar | 47135.65 | 3198.10 | - | 0 | 195 | 0 | ||||
For NIFTY BANK - strike price 44100 expiring on 24APR2024
Delta for 44100 CE is nan
Historical price for 44100 CE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 2929.65, which was -640.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 180
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 3570.50, which was 137.50 higher than the previous day. The implied volatity was 66.99, the open interest changed by 0 which decreased total open position to 180
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 3433.00, 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 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 3198.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 0
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 3198.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 0
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 3198.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 0
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 3198.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 0
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 3198.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 0
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 3198.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 0
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 3198.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 0
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 3198.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 0
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 3198.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 0
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 3198.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 0
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 3198.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 0
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Delta: -0.02
Gamma: 0.0000
Theta: -8.78
Vega: 2.75
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 19 Apr | 47574.15 | 14.00 | 3.10 | 32.92 | 15,59,745 | 15,945 | 85,200 |
| 18 Apr | 47069.45 | 9.90 | 0.35 | 25.42 | 15,15,390 | 27,675 | 70,170 |
| 16 Apr | 47484.80 | 9.70 | - | 2,37,060 | 40,950 | 45,075 | |
| 15 Apr | 47773.25 | 13.00 | - | 7,080 | 540 | 4,125 | |
| 12 Apr | 48564.55 | 8.30 | - | 1,050 | 330 | 3,585 | |
| 10 Apr | 48909.75 | 12.00 | - | 0 | -30 | 3,255 | |
| 9 Apr | 48710.60 | 12.30 | - | 435 | 0 | 3,465 | |
| 8 Apr | 48567.45 | 17.25 | - | 3,165 | -1,515 | 3,465 | |
| 5 Apr | 48530.40 | 14.15 | - | 210 | -15 | 4,980 | |
| 4 Apr | 48139.90 | 14.90 | - | 480 | -255 | 4,995 | |
| 3 Apr | 47625.75 | 20.70 | - | 5,145 | -240 | 5,250 | |
| 2 Apr | 47567.40 | 26.30 | - | 525 | -300 | 5,490 | |
| 1 Apr | 47572.20 | 30.20 | - | 3,645 | -165 | 5,790 | |
| 28 Mar | 47135.65 | 57.80 | - | 6,630 | 1,965 | 5,955 | |
For NIFTY BANK - strike price 44100 expiring on 24APR2024
Delta for 44100 PE is -0.02
Historical price for 44100 PE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 14.00, which was 3.10 higher than the previous day. The implied volatity was 32.92, the open interest changed by 15945 which increased total open position to 85200
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 9.90, which was 0.35 higher than the previous day. The implied volatity was 25.42, the open interest changed by 27675 which increased total open position to 70170
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 9.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 40950 which increased total open position to 45075
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 13.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 540 which increased total open position to 4125
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 8.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 330 which increased total open position to 3585
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 3255
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 12.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3465
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 17.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -1515 which decreased total open position to 3465
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 14.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 4980
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 14.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -255 which decreased total open position to 4995
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 20.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -240 which decreased total open position to 5250
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 26.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 5490
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 30.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -165 which decreased total open position to 5790
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 57.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1965 which increased total open position to 5955