[--[65.84.65.76]--]
BANKNIFTY
NIFTY BANK

47124.6 338.65 (0.72%)

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Historical option data for BANKNIFTY

28 Mar 2024 04:00 PM IST
Delta: n/a
Gamma: n/a
Theta: n/a
Rho: n/a
Date Symbol Close Ltp Chng IV Volume Chng OI OI
28 Mar 47124.60 2267.10 - 1,15,020 56,805 78,510
27 Mar 46785.95 1993.90 - 34,080 16,170 21,675
26 Mar 46600.20 1930.65 - 9,495 4,335 5,505
22 Mar 46863.75 2111.60 - 1,140 600 1,170
21 Mar 46684.90 2000.00 - 570 120 690
20 Mar 46310.90 1690.00 - 1,155 315 570
19 Mar 46384.80 1741.15 - 45 -30 270
18 Mar 46575.90 1952.45 - 45 0 300
15 Mar 46594.10 1900.05 - 75 45 300
14 Mar 46789.95 2167.55 - 15 255 255
13 Mar 46981.30 2451.00 - 0 195 0
12 Mar 47282.40 2451.00 - 255 195 270
11 Mar 47327.85 2753.00 - 150 75 75
7 Mar 47835.80 2594.15 - 15 0 0


For NIFTY BANK - strike price 45000 expiring on 03APR2024

Delta for 45000 CE is n/a

Historical price for 45000 CE is as follows

On 28 Mar BANKNIFTY was trading at 47124.60. The strike last trading price was 2267.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 56805 which increased total open position to 78510


On 27 Mar BANKNIFTY was trading at 46785.95. The strike last trading price was 1993.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 16170 which increased total open position to 21675


On 26 Mar BANKNIFTY was trading at 46600.20. The strike last trading price was 1930.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 4335 which increased total open position to 5505


On 22 Mar BANKNIFTY was trading at 46863.75. The strike last trading price was 2111.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 1170


On 21 Mar BANKNIFTY was trading at 46684.90. The strike last trading price was 2000.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 690


On 20 Mar BANKNIFTY was trading at 46310.90. The strike last trading price was 1690.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 315 which increased total open position to 570


On 19 Mar BANKNIFTY was trading at 46384.80. The strike last trading price was 1741.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 270


On 18 Mar BANKNIFTY was trading at 46575.90. The strike last trading price was 1952.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 300


On 15 Mar BANKNIFTY was trading at 46594.10. The strike last trading price was 1900.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 300


On 14 Mar BANKNIFTY was trading at 46789.95. The strike last trading price was 2167.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 255 which increased total open position to 255


On 13 Mar BANKNIFTY was trading at 46981.30. The strike last trading price was 2451.00, 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 Mar BANKNIFTY was trading at 47282.40. The strike last trading price was 2451.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 270


On 11 Mar BANKNIFTY was trading at 47327.85. The strike last trading price was 2753.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75


On 7 Mar BANKNIFTY was trading at 47835.80. The strike last trading price was 2594.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: n/a
Gamma: n/a
Theta: n/a
Rho: n/a
Date Symbol Close Ltp Chng IV Volume Chng OI OI
28 Mar 47124.60 10.80 - 98,26,875 11,07,975 17,97,975
27 Mar 46785.95 16.60 - 29,41,650 3,91,185 7,07,475
26 Mar 46600.20 43.50 - 15,52,605 1,34,130 3,20,130
22 Mar 46863.75 47.00 - 7,23,690 1,55,430 2,02,500
21 Mar 46684.90 71.60 - 7,74,540 79,470 1,26,540
20 Mar 46310.90 139.90 - 2,11,185 29,835 47,070
19 Mar 46384.80 179.55 - 54,210 11,865 17,250
18 Mar 46575.90 130.15 - 20,790 2,220 7,605
15 Mar 46594.10 175.25 - 17,070 1,200 5,385
14 Mar 46789.95 157.05 - 12,840 555 4,260
13 Mar 46981.30 171.50 - 4,560 1,140 3,705
12 Mar 47282.40 119.95 - 7,350 420 2,565
11 Mar 47327.85 132.05 - 2,595 2,160 2,160
7 Mar 47835.80 580.00 - 0 0 0


For NIFTY BANK - strike price 45000 expiring on 03APR2024

Delta for 45000 PE is n/a

Historical price for 45000 PE is as follows

On 28 Mar BANKNIFTY was trading at 47124.60. The strike last trading price was 10.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1107975 which increased total open position to 1797975


On 27 Mar BANKNIFTY was trading at 46785.95. The strike last trading price was 16.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 391185 which increased total open position to 707475


On 26 Mar BANKNIFTY was trading at 46600.20. The strike last trading price was 43.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 134130 which increased total open position to 320130


On 22 Mar BANKNIFTY was trading at 46863.75. The strike last trading price was 47.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 155430 which increased total open position to 202500


On 21 Mar BANKNIFTY was trading at 46684.90. The strike last trading price was 71.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 79470 which increased total open position to 126540


On 20 Mar BANKNIFTY was trading at 46310.90. The strike last trading price was 139.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 29835 which increased total open position to 47070


On 19 Mar BANKNIFTY was trading at 46384.80. The strike last trading price was 179.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 11865 which increased total open position to 17250


On 18 Mar BANKNIFTY was trading at 46575.90. The strike last trading price was 130.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2220 which increased total open position to 7605


On 15 Mar BANKNIFTY was trading at 46594.10. The strike last trading price was 175.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 5385


On 14 Mar BANKNIFTY was trading at 46789.95. The strike last trading price was 157.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 555 which increased total open position to 4260


On 13 Mar BANKNIFTY was trading at 46981.30. The strike last trading price was 171.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1140 which increased total open position to 3705


On 12 Mar BANKNIFTY was trading at 47282.40. The strike last trading price was 119.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 420 which increased total open position to 2565


On 11 Mar BANKNIFTY was trading at 47327.85. The strike last trading price was 132.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2160 which increased total open position to 2160


On 7 Mar BANKNIFTY was trading at 47835.80. The strike last trading price was 580.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0