BANKNIFTY
NIFTY BANK
Historical option data for BANKNIFTY
19 Apr 2024 04:21 PM IST
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 | 2950.15 | -25.10 | 0.00 | 0 | -705 | 0 | |||
18 Apr | 47069.45 | 2950.15 | -25.10 | 57.50 | 75 | 0 | 720 | |||
16 Apr | 47484.80 | 3033.00 | - | 705 | -600 | 750 | ||||
15 Apr | 47773.25 | 3480.00 | - | 15 | -15 | 1,350 | ||||
12 Apr | 48564.55 | 4000.00 | - | 15 | 0 | 1,365 | ||||
10 Apr | 48909.75 | 4280.00 | - | 30 | 1,365 | 1,365 | ||||
9 Apr | 48710.60 | 3337.85 | - | 0 | 1,350 | 0 | ||||
8 Apr | 48567.45 | 3337.85 | - | 0 | 1,350 | 0 | ||||
5 Apr | 48530.40 | 3337.85 | - | 0 | 1,350 | 0 | ||||
4 Apr | 48139.90 | 3337.85 | - | 15 | 1,350 | 1,350 | ||||
3 Apr | 47625.75 | 2880.15 | - | 0 | 0 | 0 | ||||
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2 Apr | 47567.40 | 2880.15 | - | 0 | 0 | 0 | ||||
1 Apr | 47572.20 | 2880.15 | - | 0 | 0 | 0 | ||||
28 Mar | 47135.65 | 2880.15 | - | 45 | 0 | 1,380 |
For NIFTY BANK - strike price 44700 expiring on 24APR2024
Delta for 44700 CE is 0.00
Historical price for 44700 CE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 2950.15, which was -25.10 lower than the previous day. The implied volatity was 0.00, the open interest changed by -705 which decreased total open position to 0
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 2950.15, which was -25.10 lower than the previous day. The implied volatity was 57.50, the open interest changed by 0 which decreased total open position to 720
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 3033.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 750
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 3480.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 1350
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 4000.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1365
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 4280.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1365 which increased total open position to 1365
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 3337.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 0
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 3337.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 0
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 3337.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 0
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 3337.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 1350
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 2880.15, 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 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 2880.15, 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 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 2880.15, 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 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 2880.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1380
Delta: -0.03
Gamma: 0.0000
Theta: -14.21
Vega: 4.67
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
19 Apr | 47574.15 | 27.65 | 5.10 | 31.53 | 28,28,160 | 71,520 | 2,33,670 |
18 Apr | 47069.45 | 21.00 | 6.60 | 23.90 | 20,19,615 | 64,305 | 1,64,670 |
16 Apr | 47484.80 | 15.60 | - | 4,54,245 | 96,165 | 1,13,010 | |
15 Apr | 47773.25 | 18.95 | - | 34,065 | 8,640 | 16,845 | |
12 Apr | 48564.55 | 10.15 | - | 15,600 | 6,615 | 8,205 | |
10 Apr | 48909.75 | 11.80 | - | 2,685 | -675 | 1,590 | |
9 Apr | 48710.60 | 15.45 | - | 885 | 15 | 2,265 | |
8 Apr | 48567.45 | 19.95 | - | 5,700 | -1,830 | 2,250 | |
5 Apr | 48530.40 | 19.25 | - | 9,375 | 1,440 | 4,080 | |
4 Apr | 48139.90 | 24.65 | - | 4,440 | -450 | 2,715 | |
3 Apr | 47625.75 | 35.65 | - | 12,570 | -195 | 3,165 | |
2 Apr | 47567.40 | 45.40 | - | 13,080 | -3,990 | 3,300 | |
1 Apr | 47572.20 | 52.00 | - | 18,195 | 2,535 | 7,590 | |
28 Mar | 47135.65 | 91.55 | - | 20,160 | -390 | 5,145 |
For NIFTY BANK - strike price 44700 expiring on 24APR2024
Delta for 44700 PE is -0.03
Historical price for 44700 PE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 27.65, which was 5.10 higher than the previous day. The implied volatity was 31.53, the open interest changed by 71520 which increased total open position to 233670
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 21.00, which was 6.60 higher than the previous day. The implied volatity was 23.90, the open interest changed by 64305 which increased total open position to 164670
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 15.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 96165 which increased total open position to 113010
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 18.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 8640 which increased total open position to 16845
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 10.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 6615 which increased total open position to 8205
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 11.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -675 which decreased total open position to 1590
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 15.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 2265
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 19.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -1830 which decreased total open position to 2250
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 19.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1440 which increased total open position to 4080
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 24.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 2715
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 35.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -195 which decreased total open position to 3165
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 45.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -3990 which decreased total open position to 3300
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 52.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2535 which increased total open position to 7590
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 91.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -390 which decreased total open position to 5145