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 | 1311.50 | - | 4,46,025 | 25,470 | 1,47,405 | ||||
27 Mar | 46785.95 | 1064.00 | - | 2,37,225 | 55,530 | 1,23,180 | ||||
26 Mar | 46600.20 | 1045.00 | - | 88,725 | 23,940 | 67,755 | ||||
22 Mar | 46863.75 | 1205.85 | - | 78,615 | 27,030 | 44,130 | ||||
21 Mar | 46684.90 | 1153.00 | - | 2,26,395 | 11,085 | 28,185 | ||||
20 Mar | 46310.90 | 912.15 | - | 1,99,635 | 10,905 | 17,025 | ||||
19 Mar | 46384.80 | 969.30 | - | 13,245 | 3,960 | 6,060 | ||||
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18 Mar | 46575.90 | 1224.40 | - | 9,060 | 1,410 | 3,510 | ||||
15 Mar | 46594.10 | 1210.00 | - | 4,290 | 1,365 | 2,055 | ||||
14 Mar | 46789.95 | 1455.00 | - | 240 | 15 | 660 | ||||
13 Mar | 46981.30 | 1462.10 | - | 720 | 285 | 645 | ||||
12 Mar | 47282.40 | 1850.00 | - | 180 | -105 | 360 | ||||
11 Mar | 47327.85 | 1956.75 | - | 180 | -60 | 465 | ||||
7 Mar | 47835.80 | 2300.00 | - | 705 | -645 | 525 |
For NIFTY BANK - strike price 46000 expiring on 03APR2024
Delta for 46000 CE is n/a
Historical price for 46000 CE is as follows
On 28 Mar BANKNIFTY was trading at 47124.60. The strike last trading price was 1311.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 25470 which increased total open position to 147405
On 27 Mar BANKNIFTY was trading at 46785.95. The strike last trading price was 1064.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 55530 which increased total open position to 123180
On 26 Mar BANKNIFTY was trading at 46600.20. The strike last trading price was 1045.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 23940 which increased total open position to 67755
On 22 Mar BANKNIFTY was trading at 46863.75. The strike last trading price was 1205.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 27030 which increased total open position to 44130
On 21 Mar BANKNIFTY was trading at 46684.90. The strike last trading price was 1153.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11085 which increased total open position to 28185
On 20 Mar BANKNIFTY was trading at 46310.90. The strike last trading price was 912.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 10905 which increased total open position to 17025
On 19 Mar BANKNIFTY was trading at 46384.80. The strike last trading price was 969.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 3960 which increased total open position to 6060
On 18 Mar BANKNIFTY was trading at 46575.90. The strike last trading price was 1224.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1410 which increased total open position to 3510
On 15 Mar BANKNIFTY was trading at 46594.10. The strike last trading price was 1210.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1365 which increased total open position to 2055
On 14 Mar BANKNIFTY was trading at 46789.95. The strike last trading price was 1455.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 660
On 13 Mar BANKNIFTY was trading at 46981.30. The strike last trading price was 1462.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 285 which increased total open position to 645
On 12 Mar BANKNIFTY was trading at 47282.40. The strike last trading price was 1850.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -105 which decreased total open position to 360
On 11 Mar BANKNIFTY was trading at 47327.85. The strike last trading price was 1956.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -60 which decreased total open position to 465
On 7 Mar BANKNIFTY was trading at 47835.80. The strike last trading price was 2300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -645 which decreased total open position to 525
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 | 30.50 | - | 1,15,04,700 | 2,59,335 | 7,39,665 | |
27 Mar | 46785.95 | 81.00 | - | 29,46,570 | 2,04,390 | 4,93,425 | |
26 Mar | 46600.20 | 145.55 | - | 12,17,475 | 1,10,085 | 2,89,365 | |
22 Mar | 46863.75 | 150.00 | - | 5,84,895 | 1,22,415 | 1,79,535 | |
21 Mar | 46684.90 | 209.70 | - | 4,83,315 | 58,485 | 1,15,605 | |
20 Mar | 46310.90 | 361.00 | - | 2,81,550 | 40,440 | 56,625 | |
19 Mar | 46384.80 | 433.95 | - | 1,10,895 | 9,105 | 16,290 | |
18 Mar | 46575.90 | 344.85 | - | 40,065 | 1,530 | 8,715 | |
15 Mar | 46594.10 | 385.20 | - | 29,505 | 1,650 | 7,260 | |
14 Mar | 46789.95 | 350.30 | - | 24,585 | 525 | 5,610 | |
13 Mar | 46981.30 | 380.00 | - | 12,510 | 510 | 5,085 | |
12 Mar | 47282.40 | 253.65 | - | 6,690 | 285 | 4,575 | |
11 Mar | 47327.85 | 280.50 | - | 7,830 | 135 | 4,290 | |
7 Mar | 47835.80 | 225.85 | - | 4,335 | 45 | 4,155 |
For NIFTY BANK - strike price 46000 expiring on 03APR2024
Delta for 46000 PE is n/a
Historical price for 46000 PE is as follows
On 28 Mar BANKNIFTY was trading at 47124.60. The strike last trading price was 30.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 259335 which increased total open position to 739665
On 27 Mar BANKNIFTY was trading at 46785.95. The strike last trading price was 81.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 204390 which increased total open position to 493425
On 26 Mar BANKNIFTY was trading at 46600.20. The strike last trading price was 145.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 110085 which increased total open position to 289365
On 22 Mar BANKNIFTY was trading at 46863.75. The strike last trading price was 150.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 122415 which increased total open position to 179535
On 21 Mar BANKNIFTY was trading at 46684.90. The strike last trading price was 209.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 58485 which increased total open position to 115605
On 20 Mar BANKNIFTY was trading at 46310.90. The strike last trading price was 361.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 40440 which increased total open position to 56625
On 19 Mar BANKNIFTY was trading at 46384.80. The strike last trading price was 433.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 9105 which increased total open position to 16290
On 18 Mar BANKNIFTY was trading at 46575.90. The strike last trading price was 344.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1530 which increased total open position to 8715
On 15 Mar BANKNIFTY was trading at 46594.10. The strike last trading price was 385.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 7260
On 14 Mar BANKNIFTY was trading at 46789.95. The strike last trading price was 350.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 5610
On 13 Mar BANKNIFTY was trading at 46981.30. The strike last trading price was 380.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 510 which increased total open position to 5085
On 12 Mar BANKNIFTY was trading at 47282.40. The strike last trading price was 253.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 285 which increased total open position to 4575
On 11 Mar BANKNIFTY was trading at 47327.85. The strike last trading price was 280.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 135 which increased total open position to 4290
On 7 Mar BANKNIFTY was trading at 47835.80. The strike last trading price was 225.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 4155