BANKNIFTY
NIFTY BANK
Historical option data for BANKNIFTY
28 Mar 2024 04:00 PM IST
Delta: n/a
Gamma: n/a
Theta: n/a
Rho: n/a
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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 | ||||
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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
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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