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 | 3854.05 | -39.75 | 0.00 | 0 | -180 | 0 | |||
| 18 Apr | 47069.45 | 3854.05 | -39.75 | 0.00 | 0 | -180 | 0 | |||
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| 16 Apr | 47484.80 | 3854.05 | - | 0 | 90 | 0 | ||||
| 15 Apr | 47773.25 | 3854.05 | - | 0 | 90 | 0 | ||||
| 12 Apr | 48564.55 | 3854.05 | - | 0 | 90 | 0 | ||||
| 10 Apr | 48909.75 | 3854.05 | - | 0 | 90 | 0 | ||||
| 9 Apr | 48710.60 | 3854.05 | - | 0 | 90 | 0 | ||||
| 8 Apr | 48567.45 | 3854.05 | - | 0 | 90 | 0 | ||||
| 5 Apr | 48530.40 | 3854.05 | - | 0 | 90 | 0 | ||||
| 4 Apr | 48139.90 | 3854.05 | - | 0 | 90 | 0 | ||||
| 3 Apr | 47625.75 | 3854.05 | - | 0 | 90 | 0 | ||||
| 2 Apr | 47567.40 | 3854.05 | - | 0 | 90 | 0 | ||||
| 1 Apr | 47572.20 | 3854.05 | - | 0 | 90 | 0 | ||||
| 28 Mar | 47135.65 | 3854.05 | - | 0 | 90 | 0 | ||||
For NIFTY BANK - strike price 44200 expiring on 24APR2024
Delta for 44200 CE is 0.00
Historical price for 44200 CE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 3854.05, which was -39.75 lower than the previous day. The implied volatity was 0.00, the open interest changed by -180 which decreased total open position to 0
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 3854.05, which was -39.75 lower than the previous day. The implied volatity was 0.00, the open interest changed by -180 which decreased total open position to 0
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 3854.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 0
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 3854.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 0
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 3854.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 0
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 3854.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 0
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 3854.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 0
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 3854.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 0
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 3854.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 0
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 3854.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 0
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 3854.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 0
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 3854.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 0
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 3854.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 0
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 3854.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 0
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Delta: -0.02
Gamma: 0.0000
Theta: -10.88
Vega: 3.34
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 19 Apr | 47574.15 | 18.55 | 6.15 | 33.59 | 19,46,520 | 63,090 | 2,73,405 |
| 18 Apr | 47069.45 | 12.00 | 2.10 | 25.42 | 21,35,475 | 81,660 | 2,10,045 |
| 16 Apr | 47484.80 | 10.45 | - | 5,50,380 | 1,28,535 | 1,36,590 | |
| 15 Apr | 47773.25 | 14.00 | - | 30,030 | 225 | 8,055 | |
| 12 Apr | 48564.55 | 8.50 | - | 14,880 | 6,795 | 7,830 | |
| 10 Apr | 48909.75 | 7.45 | - | 60 | 15 | 1,035 | |
| 9 Apr | 48710.60 | 13.60 | - | 765 | -435 | 1,020 | |
| 8 Apr | 48567.45 | 15.75 | - | 150 | -1,425 | 1,515 | |
| 5 Apr | 48530.40 | 15.65 | - | 2,985 | 255 | 2,940 | |
| 4 Apr | 48139.90 | 15.40 | - | 1,320 | 105 | 2,685 | |
| 3 Apr | 47625.75 | 23.65 | - | 1,335 | 495 | 2,580 | |
| 2 Apr | 47567.40 | 29.65 | - | 5,205 | -195 | 2,085 | |
| 1 Apr | 47572.20 | 33.10 | - | 5,310 | -840 | 2,280 | |
| 28 Mar | 47135.65 | 60.00 | - | 6,150 | -480 | 3,120 | |
For NIFTY BANK - strike price 44200 expiring on 24APR2024
Delta for 44200 PE is -0.02
Historical price for 44200 PE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 18.55, which was 6.15 higher than the previous day. The implied volatity was 33.59, the open interest changed by 63090 which increased total open position to 273405
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 12.00, which was 2.10 higher than the previous day. The implied volatity was 25.42, the open interest changed by 81660 which increased total open position to 210045
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 10.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 128535 which increased total open position to 136590
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 14.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 8055
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 8.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 6795 which increased total open position to 7830
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 7.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 1035
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 13.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -435 which decreased total open position to 1020
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 15.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -1425 which decreased total open position to 1515
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 15.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 255 which increased total open position to 2940
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 15.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 105 which increased total open position to 2685
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 23.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 495 which increased total open position to 2580
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 29.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -195 which decreased total open position to 2085
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 33.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -840 which decreased total open position to 2280
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -480 which decreased total open position to 3120