BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 45000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 5781.4 | -939.00 | - | 97.5 | -84.5 | 593.5 | |||
| 19 Dec | 51575.70 | 6720.4 | -600.50 | - | 79 | -60.5 | 678 | |||
| 18 Dec | 52139.55 | 7320.9 | -643.55 | - | 128 | -116.5 | 738.5 | |||
| 17 Dec | 52834.80 | 7964.45 | -655.35 | - | 118 | -66 | 855 | |||
| 16 Dec | 53581.35 | 8619.8 | 51.80 | - | 45 | -32 | 921 | |||
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| 13 Dec | 53583.80 | 8568 | 145.50 | - | 95.5 | -59.5 | 953 | |||
| 12 Dec | 53216.45 | 8422.5 | -77.50 | 49.91 | 12.5 | -9 | 1,012.5 | |||
| 11 Dec | 53391.35 | 8500 | -143.85 | - | 18.5 | -5.5 | 1,021.5 | |||
| 10 Dec | 53577.70 | 8643.85 | 183.85 | - | 64.5 | -59 | 1,027 | |||
| 9 Dec | 53407.75 | 8460 | -214.10 | - | 14 | 3.5 | 1,086 | |||
| 6 Dec | 53509.50 | 8674.1 | 10.55 | - | 29.5 | 9.5 | 1,082.5 | |||
| 5 Dec | 53603.55 | 8663.55 | 336.90 | - | 26.5 | 7.5 | 1,073 | |||
| 4 Dec | 53266.90 | 8326.65 | 546.65 | - | 29 | -1 | 1,065.5 | |||
| 3 Dec | 52695.75 | 7780 | 480.00 | - | 32 | 9.5 | 1,066.5 | |||
| 2 Dec | 52109.00 | 7300 | 0.00 | - | 15 | 0 | 1,057 | |||
| 29 Nov | 52055.60 | 7300 | 28.00 | - | 12 | 1.5 | 1,057 | |||
| 28 Nov | 51906.85 | 7272 | -284.05 | - | 63.5 | -28 | 1,055.5 | |||
| 27 Nov | 52301.80 | 7556.05 | 128.85 | - | 287 | 244.5 | 1,083.5 | |||
| 26 Nov | 52191.50 | 7427.2 | 7.20 | - | 389.5 | 326.5 | 839 | |||
| 25 Nov | 52207.50 | 7420 | 1080.00 | - | 31 | 20 | 512.5 | |||
| 22 Nov | 51135.40 | 6340 | 561.75 | - | 56 | 47.5 | 492.5 | |||
| 21 Nov | 50372.90 | 5778.25 | -51.75 | - | 87.5 | 70.5 | 445 | |||
| 19 Nov | 50626.50 | 5830 | 82.90 | - | 22 | 11.5 | 374.5 | |||
| 18 Nov | 50363.80 | 5747.1 | 206.70 | - | 103.5 | 85 | 363 | |||
| 14 Nov | 50179.55 | 5540.4 | -259.60 | - | 89 | 67.5 | 278 | |||
| 13 Nov | 50088.35 | 5800 | -890.00 | 15.38 | 11.5 | 10.5 | 210.5 | |||
| 12 Nov | 51157.80 | 6690 | -810.00 | 22.93 | 53.5 | 51 | 200 | |||
| 11 Nov | 51876.75 | 7500 | -65.00 | 30.39 | 20 | 149 | 149 | |||
| 8 Nov | 51561.20 | 7565 | 0.00 | 0.00 | 0 | 14 | 0 | |||
| 7 Nov | 51916.50 | 7565 | -335.05 | 26.52 | 30 | 14 | 115.5 | |||
| 6 Nov | 52317.40 | 7900.05 | 77.95 | - | 9 | 101.5 | 101.5 | |||
| 5 Nov | 52207.25 | 7822.1 | 0.00 | 0.00 | 0 | 94.5 | 0 | |||
| 4 Nov | 51215.25 | 7822.1 | 0.00 | 0.00 | 0 | 94.5 | 0 | |||
| 1 Nov | 51673.90 | 7822.1 | 0.00 | 0.00 | 0 | 94.5 | 0 | |||
| 31 Oct | 51475.35 | 7822.1 | -77.70 | - | 0.5 | 94.5 | 94.5 | |||
| 30 Oct | 51807.50 | 7899.8 | 0.00 | - | 0 | 2.5 | 0 | |||
| 29 Oct | 52320.70 | 7899.8 | 899.80 | - | 1.5 | 2.5 | 95.5 | |||
| 28 Oct | 51259.30 | 7000 | 620.00 | - | 3 | 1 | 93 | |||
| 25 Oct | 50787.45 | 6380 | -820.00 | - | 9.5 | 9.5 | 92 | |||
| 24 Oct | 51531.15 | 7200 | 200.00 | - | 12.5 | 10.5 | 82.5 | |||
| 23 Oct | 51239.00 | 7000 | 0.00 | - | 19.5 | 1 | 72 | |||
| 22 Oct | 51257.15 | 7000 | -525.00 | - | 4 | 71 | 71 | |||
| 21 Oct | 51962.70 | 7525 | 0.00 | - | 0 | 71 | 0 | |||
| 18 Oct | 52094.20 | 7525 | 0.00 | - | 0 | 71 | 0 | |||
| 17 Oct | 51288.80 | 7525 | 0.00 | - | 0 | 71 | 0 | |||
| 16 Oct | 51801.05 | 7525 | 0.00 | - | 0 | 71 | 0 | |||
| 15 Oct | 51906.00 | 7525 | 0.00 | - | 0 | 71 | 0 | |||
| 14 Oct | 51816.90 | 7525 | 735.00 | - | 3.5 | 71 | 71 | |||
| 11 Oct | 51172.30 | 6790 | 0.00 | - | 0 | 71.5 | 0 | |||
| 10 Oct | 51530.90 | 6790 | 0.00 | - | 0 | 71.5 | 0 | |||
| 9 Oct | 51007.00 | 6790 | -10.00 | - | 0.5 | 71.5 | 71.5 | |||
| 8 Oct | 51021.00 | 6800 | 0.00 | - | 0 | 0.5 | 0 | |||
| 7 Oct | 50478.90 | 6800 | -820.00 | - | 3.5 | 0.5 | 71.5 | |||
| 4 Oct | 51462.05 | 7620 | -380.00 | - | 3.5 | 0 | 71 | |||
| 3 Oct | 51845.20 | 8000 | -725.00 | - | 1 | 0 | 71 | |||
| 1 Oct | 52922.60 | 8725 | -35.00 | - | 11.5 | -4 | 71 | |||
| 30 Sept | 52978.10 | 8760 | -990.00 | - | 6 | 75 | 75 | |||
| 27 Sept | 53834.30 | 9750 | 0.00 | - | 0 | 76 | 0 | |||
| 26 Sept | 54375.35 | 9750 | 300.00 | - | 65.5 | 76 | 76 | |||
| 25 Sept | 54114.80 | 9450.00 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 45000 expiring on 24DEC2024
Delta for 45000 CE is -
Historical price for 45000 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 5781.4, which was -939.00 lower than the previous day. The implied volatity was -, the open interest changed by -169 which decreased total open position to 1187
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 6720.4, which was -600.50 lower than the previous day. The implied volatity was -, the open interest changed by -121 which decreased total open position to 1356
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 7320.9, which was -643.55 lower than the previous day. The implied volatity was -, the open interest changed by -233 which decreased total open position to 1477
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 7964.45, which was -655.35 lower than the previous day. The implied volatity was -, the open interest changed by -132 which decreased total open position to 1710
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 8619.8, which was 51.80 higher than the previous day. The implied volatity was -, the open interest changed by -64 which decreased total open position to 1842
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 8568, which was 145.50 higher than the previous day. The implied volatity was -, the open interest changed by -119 which decreased total open position to 1906
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 8422.5, which was -77.50 lower than the previous day. The implied volatity was 49.91, the open interest changed by -18 which decreased total open position to 2025
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 8500, which was -143.85 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 2043
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 8643.85, which was 183.85 higher than the previous day. The implied volatity was -, the open interest changed by -118 which decreased total open position to 2054
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 8460, which was -214.10 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 2172
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 8674.1, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 2165
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 8663.55, which was 336.90 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 2146
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 8326.65, which was 546.65 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 2131
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 7780, which was 480.00 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 2133
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 7300, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2114
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 7300, which was 28.00 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 2114
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 7272, which was -284.05 lower than the previous day. The implied volatity was -, the open interest changed by -56 which decreased total open position to 2111
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 7556.05, which was 128.85 higher than the previous day. The implied volatity was -, the open interest changed by 489 which increased total open position to 2167
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 7427.2, which was 7.20 higher than the previous day. The implied volatity was -, the open interest changed by 653 which increased total open position to 1678
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 7420, which was 1080.00 higher than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 1025
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 6340, which was 561.75 higher than the previous day. The implied volatity was -, the open interest changed by 95 which increased total open position to 985
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 5778.25, which was -51.75 lower than the previous day. The implied volatity was -, the open interest changed by 141 which increased total open position to 890
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 5830, which was 82.90 higher than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 749
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 5747.1, which was 206.70 higher than the previous day. The implied volatity was -, the open interest changed by 170 which increased total open position to 726
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 5540.4, which was -259.60 lower than the previous day. The implied volatity was -, the open interest changed by 135 which increased total open position to 556
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 5800, which was -890.00 lower than the previous day. The implied volatity was 15.38, the open interest changed by 21 which increased total open position to 421
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 6690, which was -810.00 lower than the previous day. The implied volatity was 22.93, the open interest changed by 102 which increased total open position to 400
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 7500, which was -65.00 lower than the previous day. The implied volatity was 30.39, the open interest changed by 298 which increased total open position to 298
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 7565, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 28 which increased total open position to 0
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 7565, which was -335.05 lower than the previous day. The implied volatity was 26.52, the open interest changed by 28 which increased total open position to 231
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 7900.05, which was 77.95 higher than the previous day. The implied volatity was -, the open interest changed by 203 which increased total open position to 203
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 7822.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 189 which increased total open position to 0
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 7822.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 189 which increased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 7822.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 189 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 7822.1, which was -77.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 7899.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 7899.8, which was 899.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 7000, which was 620.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 6380, which was -820.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 7200, which was 200.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 7000, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 7000, which was -525.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 7525, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 7525, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 7525, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 7525, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 7525, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 7525, which was 735.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 6790, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 6790, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 6790, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 6800, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 6800, which was -820.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 7620, which was -380.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 8000, which was -725.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 8725, which was -35.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 8760, which was -990.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 9750, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 9750, which was 300.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54114.80. The strike last trading price was 9450.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 45000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.30
Theta: -1.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 1.1 | -0.85 | 40.70 | 23,887.5 | 665 | 10,718 |
| 19 Dec | 51575.70 | 1.95 | -0.50 | 42.55 | 30,223 | -846.5 | 10,053 |
| 18 Dec | 52139.55 | 2.45 | -0.25 | 42.72 | 28,892.5 | -2,672.5 | 10,899.5 |
| 17 Dec | 52834.80 | 2.7 | -1.85 | 42.63 | 20,731 | -1,455.5 | 13,572 |
| 16 Dec | 53581.35 | 4.55 | -1.05 | 45.19 | 12,070 | -104.5 | 15,027.5 |
| 13 Dec | 53583.80 | 5.6 | -0.60 | 40.06 | 41,745.5 | -386 | 15,132 |
| 12 Dec | 53216.45 | 6.2 | -0.90 | 37.43 | 30,465.5 | 1,580.5 | 15,518 |
| 11 Dec | 53391.35 | 7.1 | -1.50 | 37.16 | 25,478.5 | -258.5 | 13,937.5 |
| 10 Dec | 53577.70 | 8.6 | 1.20 | 37.41 | 24,621 | 705.5 | 14,196 |
| 9 Dec | 53407.75 | 7.4 | -2.90 | 34.95 | 33,720 | -661.5 | 13,490.5 |
| 6 Dec | 53509.50 | 10.3 | 0.55 | 33.54 | 33,333.5 | -584 | 14,152 |
| 5 Dec | 53603.55 | 9.75 | 1.70 | 32.78 | 1,20,895 | -172.5 | 14,736 |
| 4 Dec | 53266.90 | 8.05 | -0.65 | 30.25 | 56,896.5 | -163 | 14,908.5 |
| 3 Dec | 52695.75 | 8.7 | -4.20 | 28.22 | 81,432 | -2,831.5 | 15,071.5 |
| 2 Dec | 52109.00 | 12.9 | -5.30 | 27.41 | 63,828 | 2,629.5 | 17,903 |
| 29 Nov | 52055.60 | 18.2 | -5.95 | 26.80 | 51,266 | 1,016 | 15,273.5 |
| 28 Nov | 51906.85 | 24.15 | -0.65 | 27.30 | 44,416.5 | 5,149 | 14,257.5 |
| 27 Nov | 52301.80 | 24.8 | -2.40 | 27.83 | 17,043.5 | 3,866 | 9,108.5 |
| 26 Nov | 52191.50 | 27.2 | -2.75 | 27.42 | 2,356 | 357.5 | 5,242.5 |
| 25 Nov | 52207.50 | 29.95 | -16.35 | 27.44 | 4,098 | 37.5 | 4,885 |
| 22 Nov | 51135.40 | 46.3 | -9.10 | 25.02 | 4,808.5 | -219.5 | 4,847.5 |
| 21 Nov | 50372.90 | 55.4 | 5.40 | 23.55 | 5,551 | 1,038 | 5,067 |
| 19 Nov | 50626.50 | 50 | 3.00 | 22.61 | 2,970.5 | -107.5 | 4,029 |
| 18 Nov | 50363.80 | 47 | -3.40 | 21.74 | 1,918.5 | 274 | 4,136.5 |
| 14 Nov | 50179.55 | 50.4 | -6.50 | 20.65 | 2,497 | 122.5 | 3,862.5 |
| 13 Nov | 50088.35 | 56.9 | 10.55 | 21.11 | 2,941 | 43 | 3,740 |
| 12 Nov | 51157.80 | 46.35 | 11.35 | 22.27 | 971 | 341 | 3,697 |
| 11 Nov | 51876.75 | 35 | -5.00 | 22.67 | 418 | -41 | 3,356 |
| 8 Nov | 51561.20 | 40 | -2.40 | 21.83 | 159 | 92.5 | 3,397 |
| 7 Nov | 51916.50 | 42.4 | -2.80 | 22.70 | 636 | 7.5 | 3,304.5 |
| 6 Nov | 52317.40 | 45.2 | -10.00 | 23.85 | 458 | -132.5 | 3,297 |
| 5 Nov | 52207.25 | 55.2 | -21.95 | 23.83 | 446.5 | -35 | 3,429.5 |
| 4 Nov | 51215.25 | 77.15 | -4.55 | 23.00 | 478 | 141 | 3,464.5 |
| 1 Nov | 51673.90 | 81.7 | 1.75 | 23.79 | 34.5 | 8.5 | 3,323.5 |
| 31 Oct | 51475.35 | 79.95 | 7.95 | - | 158.5 | 19 | 3,315 |
| 30 Oct | 51807.50 | 72 | 7.00 | - | 180.5 | 35 | 3,296 |
| 29 Oct | 52320.70 | 65 | -16.90 | - | 309 | 34 | 3,261 |
| 28 Oct | 51259.30 | 81.9 | -34.95 | - | 217 | -33.5 | 3,227 |
| 25 Oct | 50787.45 | 116.85 | 41.25 | - | 946.5 | 69 | 3,260.5 |
| 24 Oct | 51531.15 | 75.6 | -14.40 | - | 139 | 32 | 3,191.5 |
| 23 Oct | 51239.00 | 90 | 9.55 | - | 274 | 29.5 | 3,159.5 |
| 22 Oct | 51257.15 | 80.45 | 10.70 | - | 164.5 | 68 | 3,130 |
| 21 Oct | 51962.70 | 69.75 | 0.50 | - | 75.5 | 2 | 3,062 |
| 18 Oct | 52094.20 | 69.25 | -11.60 | - | 98 | -17.5 | 3,060 |
| 17 Oct | 51288.80 | 80.85 | 16.65 | - | 159 | 9.5 | 3,077.5 |
| 16 Oct | 51801.05 | 64.2 | 1.20 | - | 59 | 5 | 3,068 |
| 15 Oct | 51906.00 | 63 | 0.00 | - | 79.5 | -7.5 | 3,063 |
| 14 Oct | 51816.90 | 63 | -11.90 | - | 118.5 | -34 | 3,070.5 |
| 11 Oct | 51172.30 | 74.9 | -9.10 | - | 44.5 | 16.5 | 3,104.5 |
| 10 Oct | 51530.90 | 84 | 4.00 | - | 62.5 | 15 | 3,088 |
| 9 Oct | 51007.00 | 80 | -7.25 | - | 145.5 | -3.5 | 3,073 |
| 8 Oct | 51021.00 | 87.25 | -2.15 | - | 468 | -1.5 | 3,076.5 |
| 7 Oct | 50478.90 | 89.4 | 9.40 | - | 543 | 33 | 3,078 |
| 4 Oct | 51462.05 | 80 | 16.55 | - | 251 | -63 | 3,045 |
| 3 Oct | 51845.20 | 63.45 | 21.45 | - | 400.5 | -5 | 3,108 |
| 1 Oct | 52922.60 | 42 | -2.50 | - | 73.5 | 0 | 3,113 |
| 30 Sept | 52978.10 | 44.5 | -1.90 | - | 516 | 115 | 3,113 |
| 27 Sept | 53834.30 | 46.4 | -3.65 | - | 312.5 | 122 | 2,998 |
| 26 Sept | 54375.35 | 50.05 | -13.05 | - | 191.5 | 28 | 2,876 |
| 25 Sept | 54114.80 | 63.10 | - | 104 | 7 | 2,848 | |
For Nifty Bank - strike price 45000 expiring on 24DEC2024
Delta for 45000 PE is -0.00
Historical price for 45000 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1.1, which was -0.85 lower than the previous day. The implied volatity was 40.70, the open interest changed by 1330 which increased total open position to 21436
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1.95, which was -0.50 lower than the previous day. The implied volatity was 42.55, the open interest changed by -1693 which decreased total open position to 20106
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2.45, which was -0.25 lower than the previous day. The implied volatity was 42.72, the open interest changed by -5345 which decreased total open position to 21799
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2.7, which was -1.85 lower than the previous day. The implied volatity was 42.63, the open interest changed by -2911 which decreased total open position to 27144
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 4.55, which was -1.05 lower than the previous day. The implied volatity was 45.19, the open interest changed by -209 which decreased total open position to 30055
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 5.6, which was -0.60 lower than the previous day. The implied volatity was 40.06, the open interest changed by -772 which decreased total open position to 30264
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 6.2, which was -0.90 lower than the previous day. The implied volatity was 37.43, the open interest changed by 3161 which increased total open position to 31036
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 7.1, which was -1.50 lower than the previous day. The implied volatity was 37.16, the open interest changed by -517 which decreased total open position to 27875
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 8.6, which was 1.20 higher than the previous day. The implied volatity was 37.41, the open interest changed by 1411 which increased total open position to 28392
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 7.4, which was -2.90 lower than the previous day. The implied volatity was 34.95, the open interest changed by -1323 which decreased total open position to 26981
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 10.3, which was 0.55 higher than the previous day. The implied volatity was 33.54, the open interest changed by -1168 which decreased total open position to 28304
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 9.75, which was 1.70 higher than the previous day. The implied volatity was 32.78, the open interest changed by -345 which decreased total open position to 29472
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 8.05, which was -0.65 lower than the previous day. The implied volatity was 30.25, the open interest changed by -326 which decreased total open position to 29817
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 8.7, which was -4.20 lower than the previous day. The implied volatity was 28.22, the open interest changed by -5663 which decreased total open position to 30143
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 12.9, which was -5.30 lower than the previous day. The implied volatity was 27.41, the open interest changed by 5259 which increased total open position to 35806
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 18.2, which was -5.95 lower than the previous day. The implied volatity was 26.80, the open interest changed by 2032 which increased total open position to 30547
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 24.15, which was -0.65 lower than the previous day. The implied volatity was 27.30, the open interest changed by 10298 which increased total open position to 28515
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 24.8, which was -2.40 lower than the previous day. The implied volatity was 27.83, the open interest changed by 7732 which increased total open position to 18217
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 27.2, which was -2.75 lower than the previous day. The implied volatity was 27.42, the open interest changed by 715 which increased total open position to 10485
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 29.95, which was -16.35 lower than the previous day. The implied volatity was 27.44, the open interest changed by 75 which increased total open position to 9770
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 46.3, which was -9.10 lower than the previous day. The implied volatity was 25.02, the open interest changed by -439 which decreased total open position to 9695
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 55.4, which was 5.40 higher than the previous day. The implied volatity was 23.55, the open interest changed by 2076 which increased total open position to 10134
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 50, which was 3.00 higher than the previous day. The implied volatity was 22.61, the open interest changed by -215 which decreased total open position to 8058
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 47, which was -3.40 lower than the previous day. The implied volatity was 21.74, the open interest changed by 548 which increased total open position to 8273
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 50.4, which was -6.50 lower than the previous day. The implied volatity was 20.65, the open interest changed by 245 which increased total open position to 7725
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 56.9, which was 10.55 higher than the previous day. The implied volatity was 21.11, the open interest changed by 86 which increased total open position to 7480
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 46.35, which was 11.35 higher than the previous day. The implied volatity was 22.27, the open interest changed by 682 which increased total open position to 7394
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 35, which was -5.00 lower than the previous day. The implied volatity was 22.67, the open interest changed by -82 which decreased total open position to 6712
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 40, which was -2.40 lower than the previous day. The implied volatity was 21.83, the open interest changed by 185 which increased total open position to 6794
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 42.4, which was -2.80 lower than the previous day. The implied volatity was 22.70, the open interest changed by 15 which increased total open position to 6609
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 45.2, which was -10.00 lower than the previous day. The implied volatity was 23.85, the open interest changed by -265 which decreased total open position to 6594
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 55.2, which was -21.95 lower than the previous day. The implied volatity was 23.83, the open interest changed by -70 which decreased total open position to 6859
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 77.15, which was -4.55 lower than the previous day. The implied volatity was 23.00, the open interest changed by 282 which increased total open position to 6929
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 81.7, which was 1.75 higher than the previous day. The implied volatity was 23.79, the open interest changed by 17 which increased total open position to 6647
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 79.95, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 72, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 65, which was -16.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 81.9, which was -34.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 116.85, which was 41.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 75.6, which was -14.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 90, which was 9.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 80.45, which was 10.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 69.75, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 69.25, which was -11.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 80.85, which was 16.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 64.2, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 63, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 63, which was -11.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 74.9, which was -9.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 84, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 80, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 87.25, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 89.4, which was 9.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 80, which was 16.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 63.45, which was 21.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 42, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 44.5, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 46.4, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 50.05, which was -13.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54114.80. The strike last trading price was 63.10, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
