BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 7510 | -380.00 | - | 150 | 210 | 375 | |||
| 4 Jul | 53103.70 | 7890 | - | 90 | 165 | 165 | ||||
| 3 Jul | 53089.25 | 8030 | - | 165 | 0 | 0 | ||||
| 2 Jul | 52168.10 | 4494.65 | - | 0 | 0 | 0 | ||||
| 1 Jul | 52574.75 | 4494.65 | - | 0 | 0 | 0 | ||||
| 28 Jun | 52342.25 | 4494.65 | - | 0 | 0 | 0 | ||||
| 27 Jun | 52811.30 | 4494.65 | - | 0 | 0 | 0 | ||||
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| 26 Jun | 52870.50 | 4494.65 | - | 0 | 0 | 0 | ||||
| 25 Jun | 52606.00 | 4494.65 | - | 0 | 0 | 0 | ||||
| 24 Jun | 51703.95 | 4494.65 | - | 0 | 0 | 0 | ||||
| 21 Jun | 51661.45 | 4494.65 | - | 0 | 0 | 0 | ||||
| 20 Jun | 51783.25 | 4494.65 | - | 0 | 0 | 0 | ||||
| 18 Jun | 50440.90 | 4494.65 | - | 0 | 0 | 0 | ||||
| 14 Jun | 50002.00 | 4494.65 | - | 0 | 0 | 0 | ||||
| 13 Jun | 49846.70 | 4494.65 | - | 0 | 0 | 0 | ||||
For NIFTY BANK - strike price 45000 expiring on 10JUL2024
Delta for 45000 CE is -
Historical price for 45000 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 7510, which was -380.00 lower than the previous day. The implied volatity was -, the open interest changed by 210 which increased total open position to 375
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 7890, which was lower than the previous day. The implied volatity was -, the open interest changed by 165 which increased total open position to 165
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 8030, 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 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 4494.65, 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 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 4494.65, 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 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 4494.65, 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 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 4494.65, 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 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 4494.65, 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 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 4494.65, 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 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 4494.65, 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 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 4494.65, 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 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 4494.65, 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 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 4494.65, 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 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 4494.65, 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 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 4494.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 1.45 | -2.05 | - | 24,66,630 | 3,42,465 | 6,31,590 |
| 4 Jul | 53103.70 | 3.5 | - | 8,60,460 | 1,67,805 | 2,89,125 | |
| 3 Jul | 53089.25 | 3.5 | - | 2,64,930 | 1,13,445 | 1,21,320 | |
| 2 Jul | 52168.10 | 2.65 | - | 13,215 | 3,060 | 7,770 | |
| 1 Jul | 52574.75 | 4.55 | - | 4,740 | 1,935 | 4,710 | |
| 28 Jun | 52342.25 | 5.55 | - | 3,885 | 570 | 2,775 | |
| 27 Jun | 52811.30 | 6.1 | - | 3,075 | 345 | 2,205 | |
| 26 Jun | 52870.50 | 8.2 | - | 1,380 | 630 | 1,800 | |
| 25 Jun | 52606.00 | 11.55 | - | 1,080 | -315 | 1,170 | |
| 24 Jun | 51703.95 | 22.1 | - | 795 | 585 | 1,485 | |
| 21 Jun | 51661.45 | 10.25 | - | 75 | 45 | 885 | |
| 20 Jun | 51783.25 | 20.80 | - | 900 | 825 | 825 | |
| 18 Jun | 50440.90 | 21.60 | - | 405 | 210 | 405 | |
| 14 Jun | 50002.00 | 41.40 | - | 75 | 60 | 195 | |
| 13 Jun | 49846.70 | 51.75 | - | 120 | 0 | 15 | |
For NIFTY BANK - strike price 45000 expiring on 10JUL2024
Delta for 45000 PE is -
Historical price for 45000 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 1.45, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 342465 which increased total open position to 631590
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 167805 which increased total open position to 289125
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 113445 which increased total open position to 121320
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 3060 which increased total open position to 7770
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1935 which increased total open position to 4710
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 570 which increased total open position to 2775
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 6.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 345 which increased total open position to 2205
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 8.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 630 which increased total open position to 1800
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 11.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -315 which decreased total open position to 1170
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 22.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 585 which increased total open position to 1485
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 10.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 885
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 20.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 825
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 21.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 210 which increased total open position to 405
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 41.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 195
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 51.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15