BANKNIFTY
NIFTY BANK
Historical option data for BANKNIFTY
19 Apr 2024 04:21 PM IST
|
Delta: nan
Gamma: -nan
Theta: nan
Vega: -nan
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 19 Apr | 47574.15 | 3165.00 | 408.40 | - | 2,145 | -165 | 7,560 | |||
| 18 Apr | 47069.45 | 2666.90 | -380.35 | - | 4,695 | -1,320 | 7,695 | |||
| 16 Apr | 47484.80 | 3047.25 | - | 825 | -450 | 9,120 | ||||
| 15 Apr | 47773.25 | 3357.05 | - | 2,205 | -885 | 9,570 | ||||
| 12 Apr | 48564.55 | 4199.15 | - | 3,255 | -240 | 10,455 | ||||
|
|
||||||||||
| 10 Apr | 48909.75 | 4494.35 | - | 705 | -420 | 10,695 | ||||
| 9 Apr | 48710.60 | 4299.05 | - | 3,090 | -2,115 | 11,115 | ||||
| 8 Apr | 48567.45 | 4184.00 | - | 780 | -435 | 13,230 | ||||
| 5 Apr | 48530.40 | 3942.15 | - | 1,095 | -975 | 13,665 | ||||
| 4 Apr | 48139.90 | 3756.80 | - | 3,090 | -675 | 14,640 | ||||
| 3 Apr | 47625.75 | 3420.00 | - | 18,675 | -4,140 | 15,600 | ||||
| 2 Apr | 47567.40 | 3395.00 | - | 16,500 | -11,895 | 19,785 | ||||
| 1 Apr | 47572.20 | 3456.80 | - | 16,800 | -15,270 | 31,800 | ||||
| 28 Mar | 47135.65 | 3018.85 | - | 13,905 | 2,745 | 47,070 | ||||
For NIFTY BANK - strike price 44500 expiring on 24APR2024
Delta for 44500 CE is nan
Historical price for 44500 CE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 3165.00, which was 408.40 higher than the previous day. The implied volatity was -, the open interest changed by -165 which decreased total open position to 7560
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 2666.90, which was -380.35 lower than the previous day. The implied volatity was -, the open interest changed by -1320 which decreased total open position to 7695
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 3047.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 9120
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 3357.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -885 which decreased total open position to 9570
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 4199.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -240 which decreased total open position to 10455
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 4494.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -420 which decreased total open position to 10695
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 4299.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -2115 which decreased total open position to 11115
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 4184.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -435 which decreased total open position to 13230
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 3942.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -975 which decreased total open position to 13665
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 3756.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -675 which decreased total open position to 14640
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 3420.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -4140 which decreased total open position to 15600
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 3395.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -11895 which decreased total open position to 19785
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 3456.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -15270 which decreased total open position to 31800
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 3018.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2745 which increased total open position to 47070
|
Delta: -0.03
Gamma: 0.0000
Theta: -12.39
Vega: 3.98
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 19 Apr | 47574.15 | 22.60 | 5.15 | 32.13 | 1,13,74,110 | -83,310 | 12,31,785 |
| 18 Apr | 47069.45 | 16.60 | 3.90 | 24.46 | 95,25,375 | 6,04,245 | 12,81,615 |
| 16 Apr | 47484.80 | 13.00 | - | 22,89,120 | 5,13,945 | 6,61,515 | |
| 15 Apr | 47773.25 | 16.15 | - | 3,01,485 | 41,880 | 1,47,570 | |
| 12 Apr | 48564.55 | 9.75 | - | 1,14,495 | -9,315 | 1,05,690 | |
| 10 Apr | 48909.75 | 11.75 | - | 70,995 | -405 | 1,15,005 | |
| 9 Apr | 48710.60 | 13.70 | - | 57,360 | 3,600 | 1,15,410 | |
| 8 Apr | 48567.45 | 18.20 | - | 78,030 | 6,030 | 1,11,810 | |
| 5 Apr | 48530.40 | 18.30 | - | 89,460 | -9,990 | 1,06,725 | |
| 4 Apr | 48139.90 | 19.95 | - | 1,00,965 | -13,950 | 1,16,715 | |
| 3 Apr | 47625.75 | 28.70 | - | 1,78,215 | -15,540 | 1,30,665 | |
| 2 Apr | 47567.40 | 39.45 | - | 1,17,990 | -4,260 | 1,46,205 | |
| 1 Apr | 47572.20 | 43.35 | - | 1,51,005 | -12,930 | 1,50,465 | |
| 28 Mar | 47135.65 | 78.10 | - | 1,73,190 | 3,315 | 1,63,395 | |
For NIFTY BANK - strike price 44500 expiring on 24APR2024
Delta for 44500 PE is -0.03
Historical price for 44500 PE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 22.60, which was 5.15 higher than the previous day. The implied volatity was 32.13, the open interest changed by -83310 which decreased total open position to 1231785
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 16.60, which was 3.90 higher than the previous day. The implied volatity was 24.46, the open interest changed by 604245 which increased total open position to 1281615
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 13.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 513945 which increased total open position to 661515
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 16.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 41880 which increased total open position to 147570
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 9.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -9315 which decreased total open position to 105690
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 11.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -405 which decreased total open position to 115005
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 13.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 115410
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 18.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 6030 which increased total open position to 111810
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 18.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -9990 which decreased total open position to 106725
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 19.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -13950 which decreased total open position to 116715
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 28.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -15540 which decreased total open position to 130665
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 39.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -4260 which decreased total open position to 146205
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 43.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -12930 which decreased total open position to 150465
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 78.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 3315 which increased total open position to 163395