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 | 1034.40 | - | 1,20,090 | -8,460 | 1,28,205 | ||||
27 Mar | 46785.95 | 809.55 | - | 2,11,710 | 81,660 | 1,35,870 | ||||
26 Mar | 46600.20 | 802.95 | - | 1,07,340 | 41,760 | 54,135 | ||||
22 Mar | 46863.75 | 981.00 | - | 26,190 | -3,105 | 12,390 | ||||
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21 Mar | 46684.90 | 931.75 | - | 64,890 | -4,320 | 11,175 | ||||
20 Mar | 46310.90 | 746.95 | - | 93,015 | 10,965 | 15,930 | ||||
19 Mar | 46384.80 | 789.30 | - | 16,020 | 3,075 | 4,965 | ||||
18 Mar | 46575.90 | 1004.10 | - | 5,415 | -195 | 1,695 | ||||
15 Mar | 46594.10 | 994.60 | - | 6,900 | 1,545 | 1,905 | ||||
14 Mar | 46789.95 | 1242.20 | - | 525 | 345 | 345 | ||||
13 Mar | 46981.30 | 1856.55 | - | 0 | 0 | 0 | ||||
12 Mar | 47282.40 | 1856.55 | - | 0 | 0 | 0 | ||||
11 Mar | 47327.85 | 1856.55 | - | 0 | 0 | 0 | ||||
7 Mar | 47835.80 | 1856.55 | - | 0 | 0 | 0 |
For NIFTY BANK - strike price 46300 expiring on 03APR2024
Delta for 46300 CE is n/a
Historical price for 46300 CE is as follows
On 28 Mar BANKNIFTY was trading at 47124.60. The strike last trading price was 1034.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -8460 which decreased total open position to 128205
On 27 Mar BANKNIFTY was trading at 46785.95. The strike last trading price was 809.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 81660 which increased total open position to 135870
On 26 Mar BANKNIFTY was trading at 46600.20. The strike last trading price was 802.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 41760 which increased total open position to 54135
On 22 Mar BANKNIFTY was trading at 46863.75. The strike last trading price was 981.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -3105 which decreased total open position to 12390
On 21 Mar BANKNIFTY was trading at 46684.90. The strike last trading price was 931.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -4320 which decreased total open position to 11175
On 20 Mar BANKNIFTY was trading at 46310.90. The strike last trading price was 746.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 10965 which increased total open position to 15930
On 19 Mar BANKNIFTY was trading at 46384.80. The strike last trading price was 789.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 3075 which increased total open position to 4965
On 18 Mar BANKNIFTY was trading at 46575.90. The strike last trading price was 1004.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -195 which decreased total open position to 1695
On 15 Mar BANKNIFTY was trading at 46594.10. The strike last trading price was 994.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 1545 which increased total open position to 1905
On 14 Mar BANKNIFTY was trading at 46789.95. The strike last trading price was 1242.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 345 which increased total open position to 345
On 13 Mar BANKNIFTY was trading at 46981.30. The strike last trading price was 1856.55, 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 12 Mar BANKNIFTY was trading at 47282.40. The strike last trading price was 1856.55, 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 11 Mar BANKNIFTY was trading at 47327.85. The strike last trading price was 1856.55, 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 7 Mar BANKNIFTY was trading at 47835.80. The strike last trading price was 1856.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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 | 50.85 | - | 59,79,960 | 1,08,150 | 3,35,400 | |
27 Mar | 46785.95 | 131.30 | - | 10,83,810 | 1,51,470 | 2,29,425 | |
26 Mar | 46600.20 | 213.00 | - | 4,85,010 | 38,325 | 78,165 | |
22 Mar | 46863.75 | 208.40 | - | 1,59,060 | 29,070 | 39,780 | |
21 Mar | 46684.90 | 282.20 | - | 1,42,020 | 12,780 | 23,490 | |
20 Mar | 46310.90 | 462.90 | - | 94,110 | 6,000 | 10,245 | |
19 Mar | 46384.80 | 524.00 | - | 32,355 | 3,315 | 4,200 | |
18 Mar | 46575.90 | 419.25 | - | 16,860 | 1,680 | 2,565 | |
15 Mar | 46594.10 | 474.30 | - | 5,805 | 630 | 885 | |
14 Mar | 46789.95 | 454.65 | - | 165 | 105 | 105 | |
13 Mar | 46981.30 | 290.00 | - | 0 | 45 | 0 | |
12 Mar | 47282.40 | 290.00 | - | 90 | 45 | 90 | |
11 Mar | 47327.85 | 876.25 | - | 0 | 45 | 45 | |
7 Mar | 47835.80 | 876.25 | - | 0 | 0 | 0 |
For NIFTY BANK - strike price 46300 expiring on 03APR2024
Delta for 46300 PE is n/a
Historical price for 46300 PE is as follows
On 28 Mar BANKNIFTY was trading at 47124.60. The strike last trading price was 50.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 108150 which increased total open position to 335400
On 27 Mar BANKNIFTY was trading at 46785.95. The strike last trading price was 131.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 151470 which increased total open position to 229425
On 26 Mar BANKNIFTY was trading at 46600.20. The strike last trading price was 213.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 38325 which increased total open position to 78165
On 22 Mar BANKNIFTY was trading at 46863.75. The strike last trading price was 208.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 29070 which increased total open position to 39780
On 21 Mar BANKNIFTY was trading at 46684.90. The strike last trading price was 282.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 12780 which increased total open position to 23490
On 20 Mar BANKNIFTY was trading at 46310.90. The strike last trading price was 462.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 10245
On 19 Mar BANKNIFTY was trading at 46384.80. The strike last trading price was 524.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3315 which increased total open position to 4200
On 18 Mar BANKNIFTY was trading at 46575.90. The strike last trading price was 419.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1680 which increased total open position to 2565
On 15 Mar BANKNIFTY was trading at 46594.10. The strike last trading price was 474.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 630 which increased total open position to 885
On 14 Mar BANKNIFTY was trading at 46789.95. The strike last trading price was 454.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 105 which increased total open position to 105
On 13 Mar BANKNIFTY was trading at 46981.30. The strike last trading price was 290.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 0
On 12 Mar BANKNIFTY was trading at 47282.40. The strike last trading price was 290.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 90
On 11 Mar BANKNIFTY was trading at 47327.85. The strike last trading price was 876.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 45
On 7 Mar BANKNIFTY was trading at 47835.80. The strike last trading price was 876.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0