BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 46000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 4818.45 | -893.65 | - | 109.5 | -74.5 | 298 | |||
| 19 Dec | 51575.70 | 5712.1 | -632.60 | 53.70 | 36.5 | -28.5 | 372.5 | |||
| 18 Dec | 52139.55 | 6344.7 | -655.30 | 58.16 | 88.5 | -73 | 401 | |||
| 17 Dec | 52834.80 | 7000 | -614.10 | 65.78 | 50 | -42.5 | 474 | |||
| 16 Dec | 53581.35 | 7614.1 | 14.90 | 48.96 | 8 | -8 | 516.5 | |||
| 13 Dec | 53583.80 | 7599.2 | 187.20 | - | 44.5 | -23.5 | 524.5 | |||
| 12 Dec | 53216.45 | 7412 | -133.20 | 42.07 | 19 | 0.5 | 548 | |||
| 11 Dec | 53391.35 | 7545.2 | 30.85 | - | 8.5 | -6.5 | 547.5 | |||
| 10 Dec | 53577.70 | 7514.35 | -2.10 | - | 2.5 | -1 | 554 | |||
| 9 Dec | 53407.75 | 7516.45 | -192.05 | - | 5 | -1.5 | 555 | |||
| 6 Dec | 53509.50 | 7708.5 | 63.75 | - | 15 | 1 | 556.5 | |||
| 5 Dec | 53603.55 | 7644.75 | 340.35 | - | 93 | 60.5 | 555.5 | |||
| 4 Dec | 53266.90 | 7304.4 | 504.40 | - | 4.5 | -0.5 | 495 | |||
| 3 Dec | 52695.75 | 6800 | 400.00 | - | 10.5 | 0 | 495.5 | |||
| 2 Dec | 52109.00 | 6400 | 90.00 | 20.50 | 10 | 5.5 | 495.5 | |||
| 29 Nov | 52055.60 | 6310 | 19.10 | - | 7.5 | -5 | 490 | |||
| 28 Nov | 51906.85 | 6290.9 | -279.10 | - | 49.5 | -21.5 | 495 | |||
| 27 Nov | 52301.80 | 6570 | 108.05 | - | 157.5 | 92 | 516.5 | |||
| 26 Nov | 52191.50 | 6461.95 | -9.45 | - | 100.5 | 88 | 424.5 | |||
| 25 Nov | 52207.50 | 6471.4 | 1051.40 | - | 167.5 | 159 | 336.5 | |||
| 22 Nov | 51135.40 | 5420 | 695.55 | - | 14.5 | 12 | 177.5 | |||
| 21 Nov | 50372.90 | 4724.45 | -219.90 | - | 51 | 21.5 | 165.5 | |||
| 19 Nov | 50626.50 | 4944.35 | 217.15 | 17.11 | 30 | 24.5 | 144 | |||
| 18 Nov | 50363.80 | 4727.2 | 73.20 | - | 35.5 | 36.5 | 119.5 | |||
| 14 Nov | 50179.55 | 4654 | -199.75 | - | 67.5 | 32 | 83 | |||
| 13 Nov | 50088.35 | 4853.75 | -846.25 | 17.49 | 18 | 44 | 51 | |||
| 12 Nov | 51157.80 | 5700 | -800.00 | 19.79 | 29.5 | 0.5 | 7 | |||
| 11 Nov | 51876.75 | 6500 | 195.70 | 26.51 | 1 | 1 | 6.5 | |||
| 8 Nov | 51561.20 | 6304.3 | 53.70 | 27.03 | 2 | 5.5 | 5.5 | |||
| 7 Nov | 51916.50 | 6250.6 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 6 Nov | 52317.40 | 6250.6 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 5 Nov | 52207.25 | 6250.6 | -46.75 | - | 0.5 | 0.5 | 4.5 | |||
| 4 Nov | 51215.25 | 6297.35 | -1463.35 | 31.70 | 1.5 | 4 | 4 | |||
| 1 Nov | 51673.90 | 7760.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 7760.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 7760.7 | -1241.10 | - | 4 | 0 | 0 | |||
| 29 Oct | 52320.70 | 9001.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 9001.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Oct | 50787.45 | 9001.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 9001.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 9001.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 9001.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 9001.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 9001.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 9001.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 9001.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 9001.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 9001.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 9001.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 9001.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 9001.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 9001.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 9001.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 9001.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 9001.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 9001.8 | 9001.80 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 46000 expiring on 24DEC2024
Delta for 46000 CE is -
Historical price for 46000 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 4818.45, which was -893.65 lower than the previous day. The implied volatity was -, the open interest changed by -149 which decreased total open position to 596
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 5712.1, which was -632.60 lower than the previous day. The implied volatity was 53.70, the open interest changed by -57 which decreased total open position to 745
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 6344.7, which was -655.30 lower than the previous day. The implied volatity was 58.16, the open interest changed by -146 which decreased total open position to 802
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 7000, which was -614.10 lower than the previous day. The implied volatity was 65.78, the open interest changed by -85 which decreased total open position to 948
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 7614.1, which was 14.90 higher than the previous day. The implied volatity was 48.96, the open interest changed by -16 which decreased total open position to 1033
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 7599.2, which was 187.20 higher than the previous day. The implied volatity was -, the open interest changed by -47 which decreased total open position to 1049
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 7412, which was -133.20 lower than the previous day. The implied volatity was 42.07, the open interest changed by 1 which increased total open position to 1096
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 7545.2, which was 30.85 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 1095
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 7514.35, which was -2.10 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 1108
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 7516.45, which was -192.05 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 1110
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 7708.5, which was 63.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 1113
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 7644.75, which was 340.35 higher than the previous day. The implied volatity was -, the open interest changed by 121 which increased total open position to 1111
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 7304.4, which was 504.40 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 990
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 6800, which was 400.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 991
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 6400, which was 90.00 higher than the previous day. The implied volatity was 20.50, the open interest changed by 11 which increased total open position to 991
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 6310, which was 19.10 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 980
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 6290.9, which was -279.10 lower than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 990
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 6570, which was 108.05 higher than the previous day. The implied volatity was -, the open interest changed by 184 which increased total open position to 1033
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 6461.95, which was -9.45 lower than the previous day. The implied volatity was -, the open interest changed by 176 which increased total open position to 849
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 6471.4, which was 1051.40 higher than the previous day. The implied volatity was -, the open interest changed by 318 which increased total open position to 673
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 5420, which was 695.55 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 355
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 4724.45, which was -219.90 lower than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 331
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 4944.35, which was 217.15 higher than the previous day. The implied volatity was 17.11, the open interest changed by 49 which increased total open position to 288
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 4727.2, which was 73.20 higher than the previous day. The implied volatity was -, the open interest changed by 73 which increased total open position to 239
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 4654, which was -199.75 lower than the previous day. The implied volatity was -, the open interest changed by 64 which increased total open position to 166
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 4853.75, which was -846.25 lower than the previous day. The implied volatity was 17.49, the open interest changed by 88 which increased total open position to 102
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 5700, which was -800.00 lower than the previous day. The implied volatity was 19.79, the open interest changed by 1 which increased total open position to 14
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 6500, which was 195.70 higher than the previous day. The implied volatity was 26.51, the open interest changed by 2 which increased total open position to 13
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 6304.3, which was 53.70 higher than the previous day. The implied volatity was 27.03, the open interest changed by 11 which increased total open position to 11
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 6250.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 6250.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 6250.6, which was -46.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 6297.35, which was -1463.35 lower than the previous day. The implied volatity was 31.70, the open interest changed by 8 which increased total open position to 8
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 7760.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 7760.7, 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 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 7760.7, which was -1241.10 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 9001.8, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 9001.8, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 9001.8, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 9001.8, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 9001.8, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 9001.8, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 9001.8, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 9001.8, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 9001.8, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 9001.8, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 9001.8, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 9001.8, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 9001.8, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 9001.8, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 9001.8, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 9001.8, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 9001.8, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 9001.8, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 9001.8, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 9001.8, which was 9001.80 higher 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 0, 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 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 46000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.43
Theta: -1.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 1.45 | -0.80 | 34.84 | 39,544 | 2,221.5 | 14,610 |
| 19 Dec | 51575.70 | 2.25 | -0.60 | 36.88 | 97,265.5 | -16,202 | 12,388.5 |
| 18 Dec | 52139.55 | 2.85 | -0.05 | 37.59 | 47,409.5 | 10,163.5 | 28,590.5 |
| 17 Dec | 52834.80 | 2.9 | -2.10 | 37.61 | 36,205 | -4,360 | 18,427 |
| 16 Dec | 53581.35 | 5 | -0.75 | 40.45 | 27,579 | -2,643 | 22,787 |
| 13 Dec | 53583.80 | 5.75 | -2.25 | 35.78 | 79,572 | 2,512 | 25,430 |
| 12 Dec | 53216.45 | 8 | -0.40 | 34.10 | 68,434.5 | 2,731 | 22,918 |
| 11 Dec | 53391.35 | 8.4 | -1.50 | 33.62 | 45,450 | 1,897 | 20,187 |
| 10 Dec | 53577.70 | 9.9 | 0.85 | 33.87 | 40,888 | 1,066.5 | 18,290 |
| 9 Dec | 53407.75 | 9.05 | -2.15 | 31.76 | 80,140 | -147.5 | 17,223.5 |
| 6 Dec | 53509.50 | 11.2 | -0.95 | 30.14 | 47,369.5 | 321 | 17,371 |
| 5 Dec | 53603.55 | 12.15 | 0.90 | 30.05 | 58,735.5 | 3,269.5 | 17,050 |
| 4 Dec | 53266.90 | 11.25 | -1.50 | 27.94 | 47,076 | 1,869 | 13,780.5 |
| 3 Dec | 52695.75 | 12.75 | -6.05 | 26.07 | 53,243.5 | -4,246 | 11,911.5 |
| 2 Dec | 52109.00 | 18.8 | -7.35 | 25.23 | 64,403.5 | 2,198 | 16,157.5 |
| 29 Nov | 52055.60 | 26.15 | -6.55 | 24.71 | 48,720 | 5,586.5 | 13,959.5 |
| 28 Nov | 51906.85 | 32.7 | 1.10 | 25.03 | 38,728.5 | 2,242 | 8,373 |
| 27 Nov | 52301.80 | 31.6 | -1.60 | 25.41 | 19,822.5 | 3,411.5 | 6,131 |
| 26 Nov | 52191.50 | 33.2 | -4.75 | 24.83 | 3,390 | 256.5 | 2,719.5 |
| 25 Nov | 52207.50 | 37.95 | -26.65 | 25.06 | 6,502 | -226 | 2,463 |
| 22 Nov | 51135.40 | 64.6 | -16.05 | 23.00 | 5,862.5 | 999.5 | 2,689 |
| 21 Nov | 50372.90 | 80.65 | 7.90 | 21.67 | 6,002 | 365.5 | 1,689.5 |
| 19 Nov | 50626.50 | 72.75 | -2.10 | 20.77 | 2,390.5 | 218.5 | 1,324 |
| 18 Nov | 50363.80 | 74.85 | -5.10 | 20.29 | 1,665.5 | 168.5 | 1,105.5 |
| 14 Nov | 50179.55 | 79.95 | 1.15 | 19.32 | 2,212 | 517.5 | 937 |
| 13 Nov | 50088.35 | 78.8 | 17.10 | 19.22 | 674 | 219 | 419.5 |
| 12 Nov | 51157.80 | 61.7 | 11.70 | 20.36 | 282 | 89 | 200.5 |
| 11 Nov | 51876.75 | 50 | -5.15 | 21.11 | 8.5 | 5.5 | 111.5 |
| 8 Nov | 51561.20 | 55.15 | 10.15 | 20.20 | 35 | 23.5 | 106 |
| 7 Nov | 51916.50 | 45 | -9.10 | 20.19 | 4.5 | -1 | 82.5 |
| 6 Nov | 52317.40 | 54.1 | -19.90 | 21.84 | 3 | -3 | 83.5 |
| 5 Nov | 52207.25 | 74 | -36.00 | 22.27 | 39.5 | 9 | 86.5 |
| 4 Nov | 51215.25 | 110 | -14.00 | 21.68 | 18.5 | 77.5 | 77.5 |
| 1 Nov | 51673.90 | 124 | 0.00 | 0.00 | 0 | 3 | 0 |
| 31 Oct | 51475.35 | 124 | 0.00 | - | 0 | 3 | 0 |
| 30 Oct | 51807.50 | 124 | 0.00 | - | 0 | 3 | 0 |
| 29 Oct | 52320.70 | 124 | 0.00 | - | 0 | 3 | 0 |
| 28 Oct | 51259.30 | 124 | -29.00 | - | 6 | 3 | 66.5 |
| 25 Oct | 50787.45 | 153 | 21.60 | - | 61 | 63.5 | 63.5 |
| 24 Oct | 51531.15 | 131.4 | 0.00 | - | 0 | 11 | 0 |
| 23 Oct | 51239.00 | 131.4 | 1.40 | - | 11.5 | 11 | 44 |
| 22 Oct | 51257.15 | 130 | 60.05 | - | 15 | 33 | 33 |
| 21 Oct | 51962.70 | 69.95 | 0.00 | - | 0 | -0.5 | 0 |
| 18 Oct | 52094.20 | 69.95 | 0.00 | - | 0 | -0.5 | 0 |
| 17 Oct | 51288.80 | 69.95 | 0.00 | - | 0 | -0.5 | 0 |
| 16 Oct | 51801.05 | 69.95 | -2.05 | - | 3 | -0.5 | 27.5 |
| 15 Oct | 51906.00 | 72 | -17.70 | - | 4 | -0.5 | 28 |
| 14 Oct | 51816.90 | 89.7 | -10.15 | - | 3 | 0.5 | 28.5 |
| 11 Oct | 51172.30 | 99.85 | -2.55 | - | 17.5 | 0.5 | 28 |
| 10 Oct | 51530.90 | 102.4 | -5.85 | - | 13.5 | 4.5 | 27.5 |
| 9 Oct | 51007.00 | 108.25 | -66.70 | - | 10.5 | 0.5 | 23 |
| 8 Oct | 51021.00 | 174.95 | 1.70 | - | 5.5 | 4.5 | 22.5 |
| 7 Oct | 50478.90 | 173.25 | 93.70 | - | 22.5 | 18 | 18 |
| 4 Oct | 51462.05 | 79.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 79.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 79.55 | 79.55 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 46000 expiring on 24DEC2024
Delta for 46000 PE is -0.00
Historical price for 46000 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1.45, which was -0.80 lower than the previous day. The implied volatity was 34.84, the open interest changed by 4443 which increased total open position to 29220
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2.25, which was -0.60 lower than the previous day. The implied volatity was 36.88, the open interest changed by -32404 which decreased total open position to 24777
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2.85, which was -0.05 lower than the previous day. The implied volatity was 37.59, the open interest changed by 20327 which increased total open position to 57181
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2.9, which was -2.10 lower than the previous day. The implied volatity was 37.61, the open interest changed by -8720 which decreased total open position to 36854
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 5, which was -0.75 lower than the previous day. The implied volatity was 40.45, the open interest changed by -5286 which decreased total open position to 45574
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 5.75, which was -2.25 lower than the previous day. The implied volatity was 35.78, the open interest changed by 5024 which increased total open position to 50860
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 8, which was -0.40 lower than the previous day. The implied volatity was 34.10, the open interest changed by 5462 which increased total open position to 45836
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 8.4, which was -1.50 lower than the previous day. The implied volatity was 33.62, the open interest changed by 3794 which increased total open position to 40374
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 9.9, which was 0.85 higher than the previous day. The implied volatity was 33.87, the open interest changed by 2133 which increased total open position to 36580
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 9.05, which was -2.15 lower than the previous day. The implied volatity was 31.76, the open interest changed by -295 which decreased total open position to 34447
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 11.2, which was -0.95 lower than the previous day. The implied volatity was 30.14, the open interest changed by 642 which increased total open position to 34742
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 12.15, which was 0.90 higher than the previous day. The implied volatity was 30.05, the open interest changed by 6539 which increased total open position to 34100
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 11.25, which was -1.50 lower than the previous day. The implied volatity was 27.94, the open interest changed by 3738 which increased total open position to 27561
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 12.75, which was -6.05 lower than the previous day. The implied volatity was 26.07, the open interest changed by -8492 which decreased total open position to 23823
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 18.8, which was -7.35 lower than the previous day. The implied volatity was 25.23, the open interest changed by 4396 which increased total open position to 32315
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 26.15, which was -6.55 lower than the previous day. The implied volatity was 24.71, the open interest changed by 11173 which increased total open position to 27919
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 32.7, which was 1.10 higher than the previous day. The implied volatity was 25.03, the open interest changed by 4484 which increased total open position to 16746
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 31.6, which was -1.60 lower than the previous day. The implied volatity was 25.41, the open interest changed by 6823 which increased total open position to 12262
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 33.2, which was -4.75 lower than the previous day. The implied volatity was 24.83, the open interest changed by 513 which increased total open position to 5439
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 37.95, which was -26.65 lower than the previous day. The implied volatity was 25.06, the open interest changed by -452 which decreased total open position to 4926
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 64.6, which was -16.05 lower than the previous day. The implied volatity was 23.00, the open interest changed by 1999 which increased total open position to 5378
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 80.65, which was 7.90 higher than the previous day. The implied volatity was 21.67, the open interest changed by 731 which increased total open position to 3379
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 72.75, which was -2.10 lower than the previous day. The implied volatity was 20.77, the open interest changed by 437 which increased total open position to 2648
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 74.85, which was -5.10 lower than the previous day. The implied volatity was 20.29, the open interest changed by 337 which increased total open position to 2211
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 79.95, which was 1.15 higher than the previous day. The implied volatity was 19.32, the open interest changed by 1035 which increased total open position to 1874
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 78.8, which was 17.10 higher than the previous day. The implied volatity was 19.22, the open interest changed by 438 which increased total open position to 839
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 61.7, which was 11.70 higher than the previous day. The implied volatity was 20.36, the open interest changed by 178 which increased total open position to 401
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 50, which was -5.15 lower than the previous day. The implied volatity was 21.11, the open interest changed by 11 which increased total open position to 223
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 55.15, which was 10.15 higher than the previous day. The implied volatity was 20.20, the open interest changed by 47 which increased total open position to 212
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 45, which was -9.10 lower than the previous day. The implied volatity was 20.19, the open interest changed by -2 which decreased total open position to 165
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 54.1, which was -19.90 lower than the previous day. The implied volatity was 21.84, the open interest changed by -6 which decreased total open position to 167
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 74, which was -36.00 lower than the previous day. The implied volatity was 22.27, the open interest changed by 18 which increased total open position to 173
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 110, which was -14.00 lower than the previous day. The implied volatity was 21.68, the open interest changed by 155 which increased total open position to 155
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 124, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 124, 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 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 124, 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 124, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 124, which was -29.00 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 153, which was 21.60 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 131.4, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 131.4, which was 1.40 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 130, which was 60.05 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 69.95, 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 69.95, 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 69.95, 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 69.95, which was -2.05 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 72, which was -17.70 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 89.7, which was -10.15 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 99.85, which was -2.55 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 102.4, which was -5.85 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 108.25, which was -66.70 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 174.95, which was 1.70 higher 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 173.25, which was 93.70 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 79.55, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 79.55, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 79.55, which was 79.55 higher 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 0, 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 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
