BANKNIFTY
NIFTY BANK
Historical option data for BANKNIFTY
19 Apr 2024 04:21 PM IST
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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 | 2180.05 | -794.95 | 0.00 | 0 | -735 | 0 | |||
| 18 Apr | 47069.45 | 2180.05 | -794.95 | 0.00 | 0 | -735 | 0 | |||
| 16 Apr | 47484.80 | 2180.05 | - | 135 | 735 | 735 | ||||
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| 15 Apr | 47773.25 | 2975.00 | - | 0 | 735 | 0 | ||||
| 12 Apr | 48564.55 | 2975.00 | - | 0 | 735 | 0 | ||||
| 10 Apr | 48909.75 | 2975.00 | - | 0 | 735 | 0 | ||||
| 9 Apr | 48710.60 | 2975.00 | - | 0 | 735 | 0 | ||||
| 8 Apr | 48567.45 | 2975.00 | - | 0 | 735 | 0 | ||||
| 5 Apr | 48530.40 | 2975.00 | - | 15 | 735 | 735 | ||||
| 4 Apr | 48139.90 | 2570.65 | - | 0 | -390 | 0 | ||||
| 3 Apr | 47625.75 | 2570.65 | - | 645 | -390 | 765 | ||||
| 2 Apr | 47567.40 | 2594.45 | - | 270 | 1,155 | 1,155 | ||||
| 1 Apr | 47572.20 | 2035.85 | - | 0 | 1,155 | 0 | ||||
| 28 Mar | 47135.65 | 2035.85 | - | 0 | 1,155 | 0 | ||||
For NIFTY BANK - strike price 45400 expiring on 24APR2024
Delta for 45400 CE is 0.00
Historical price for 45400 CE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 2180.05, which was -794.95 lower than the previous day. The implied volatity was 0.00, the open interest changed by -735 which decreased total open position to 0
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 2180.05, which was -794.95 lower than the previous day. The implied volatity was 0.00, the open interest changed by -735 which decreased total open position to 0
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 2180.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 735 which increased total open position to 735
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 2975.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 735 which increased total open position to 0
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 2975.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 735 which increased total open position to 0
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 2975.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 735 which increased total open position to 0
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 2975.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 735 which increased total open position to 0
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 2975.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 735 which increased total open position to 0
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 2975.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 735 which increased total open position to 735
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 2570.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -390 which decreased total open position to 0
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 2570.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -390 which decreased total open position to 765
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 2594.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1155 which increased total open position to 1155
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 2035.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1155 which increased total open position to 0
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 2035.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1155 which increased total open position to 0
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Delta: -0.06
Gamma: 0.0000
Theta: -20.49
Vega: 7.47
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 19 Apr | 47574.15 | 50.00 | -0.35 | 28.66 | 46,21,830 | 82,275 | 2,24,910 |
| 18 Apr | 47069.45 | 50.00 | 22.85 | 22.05 | 31,99,230 | 83,775 | 1,49,130 |
| 16 Apr | 47484.80 | 29.85 | - | 4,18,260 | 47,070 | 64,485 | |
| 15 Apr | 47773.25 | 33.50 | - | 84,270 | 12,285 | 17,415 | |
| 12 Apr | 48564.55 | 14.80 | - | 22,590 | 1,080 | 5,130 | |
| 10 Apr | 48909.75 | 16.95 | - | 7,590 | -3,060 | 4,050 | |
| 9 Apr | 48710.60 | 22.85 | - | 11,655 | 2,520 | 7,110 | |
| 8 Apr | 48567.45 | 29.30 | - | 5,775 | -1,500 | 4,590 | |
| 5 Apr | 48530.40 | 31.40 | - | 7,230 | -1,905 | 6,090 | |
| 4 Apr | 48139.90 | 44.35 | - | 13,650 | -420 | 7,995 | |
| 3 Apr | 47625.75 | 65.75 | - | 20,595 | 2,685 | 8,385 | |
| 2 Apr | 47567.40 | 83.45 | - | 11,535 | -120 | 5,700 | |
| 1 Apr | 47572.20 | 89.65 | - | 25,755 | -3,150 | 5,820 | |
| 28 Mar | 47135.65 | 158.65 | - | 18,180 | 1,935 | 8,970 | |
For NIFTY BANK - strike price 45400 expiring on 24APR2024
Delta for 45400 PE is -0.06
Historical price for 45400 PE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 50.00, which was -0.35 lower than the previous day. The implied volatity was 28.66, the open interest changed by 82275 which increased total open position to 224910
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 50.00, which was 22.85 higher than the previous day. The implied volatity was 22.05, the open interest changed by 83775 which increased total open position to 149130
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 29.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 47070 which increased total open position to 64485
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 33.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 12285 which increased total open position to 17415
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 14.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1080 which increased total open position to 5130
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 16.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -3060 which decreased total open position to 4050
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 22.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2520 which increased total open position to 7110
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 29.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 4590
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 31.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -1905 which decreased total open position to 6090
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 44.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -420 which decreased total open position to 7995
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 65.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2685 which increased total open position to 8385
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 83.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -120 which decreased total open position to 5700
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 89.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -3150 which decreased total open position to 5820
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 158.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1935 which increased total open position to 8970