BANKNIFTY
NIFTY BANK
Historical option data for BANKNIFTY
18 Apr 2024 06:57 PM IST
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Delta: 0.90
Gamma: 0.0001
Theta: -26.67
Vega: 10.17
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 18 Apr | 47069.45 | 1453.90 | -391.10 | 18.13 | 555 | 75 | 2,040 | |||
| 16 Apr | 47484.80 | 1859.95 | - | 810 | 1,965 | 1,965 | ||||
| 15 Apr | 47773.25 | 3190.25 | - | 0 | -120 | 0 | ||||
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| 12 Apr | 48564.55 | 3190.25 | - | 0 | -120 | 0 | ||||
| 10 Apr | 48909.75 | 3190.25 | - | 60 | -120 | 2,580 | ||||
| 9 Apr | 48710.60 | 3168.30 | - | 120 | 2,700 | 2,700 | ||||
| 8 Apr | 48567.45 | 2604.85 | - | 0 | 0 | 0 | ||||
| 5 Apr | 48530.40 | 2604.85 | - | 15 | 0 | 2,685 | ||||
| 4 Apr | 48139.90 | 2500.00 | - | 60 | 45 | 2,685 | ||||
| 3 Apr | 47625.75 | 2174.25 | - | 405 | 150 | 2,640 | ||||
| 2 Apr | 47567.40 | 2224.55 | - | 15 | 0 | 2,490 | ||||
| 1 Apr | 47572.20 | 2253.40 | - | 585 | -300 | 2,490 | ||||
| 28 Mar | 47135.65 | 1958.55 | - | 810 | -225 | 2,790 | ||||
For NIFTY BANK - strike price 45800 expiring on 24APR2024
Delta for 45800 CE is 0.90
Historical price for 45800 CE is as follows
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 1453.90, which was -391.10 lower than the previous day. The implied volatity was 18.13, the open interest changed by 75 which increased total open position to 2040
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 1859.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1965 which increased total open position to 1965
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 3190.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -120 which decreased total open position to 0
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 3190.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -120 which decreased total open position to 0
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 3190.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -120 which decreased total open position to 2580
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 3168.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 2700
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 2604.85, 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 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 2604.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2685
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 2500.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 2685
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 2174.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 2640
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 2224.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2490
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 2253.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 2490
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 1958.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 2790
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Delta: -0.12
Gamma: 0.0001
Theta: -20.07
Vega: 12.50
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 18 Apr | 47069.45 | 79.80 | 39.60 | 20.84 | 47,38,515 | 76,695 | 2,15,475 |
| 16 Apr | 47484.80 | 38.00 | - | 7,62,855 | 98,445 | 1,43,610 | |
| 15 Apr | 47773.25 | 42.90 | - | 1,56,975 | 26,730 | 45,165 | |
| 12 Apr | 48564.55 | 18.65 | - | 28,695 | -300 | 18,435 | |
| 10 Apr | 48909.75 | 23.40 | - | 34,485 | -8,565 | 18,720 | |
| 9 Apr | 48710.60 | 29.05 | - | 24,465 | -2,970 | 27,345 | |
| 8 Apr | 48567.45 | 38.70 | - | 23,115 | 75 | 30,405 | |
| 5 Apr | 48530.40 | 42.90 | - | 84,675 | -14,100 | 30,330 | |
| 4 Apr | 48139.90 | 61.85 | - | 42,405 | -1,125 | 44,430 | |
| 3 Apr | 47625.75 | 93.65 | - | 47,340 | 9,195 | 45,555 | |
| 2 Apr | 47567.40 | 115.20 | - | 61,110 | 21,765 | 36,360 | |
| 1 Apr | 47572.20 | 127.95 | - | 29,610 | -435 | 14,865 | |
| 28 Mar | 47135.65 | 209.10 | - | 58,500 | 2,985 | 15,300 | |
For NIFTY BANK - strike price 45800 expiring on 24APR2024
Delta for 45800 PE is -0.12
Historical price for 45800 PE is as follows
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 79.80, which was 39.60 higher than the previous day. The implied volatity was 20.84, the open interest changed by 76695 which increased total open position to 215475
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 38.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 98445 which increased total open position to 143610
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 42.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 26730 which increased total open position to 45165
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 18.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 18435
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 23.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -8565 which decreased total open position to 18720
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 29.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -2970 which decreased total open position to 27345
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 38.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 30405
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 42.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -14100 which decreased total open position to 30330
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 61.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -1125 which decreased total open position to 44430
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 93.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 9195 which increased total open position to 45555
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 115.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 21765 which increased total open position to 36360
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 127.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -435 which decreased total open position to 14865
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 209.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2985 which increased total open position to 15300