BANKNIFTY
NIFTY BANK
Historical option data for BANKNIFTY
19 Apr 2024 04:21 PM IST
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Delta: 0.85
Gamma: 0.0001
Theta: -38.29
Vega: 12.51
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 19 Apr | 47574.15 | 1367.40 | 426.20 | 21.94 | 7,31,820 | 35,295 | 41,925 | |||
| 18 Apr | 47069.45 | 935.60 | -367.65 | 17.30 | 22,515 | 1,845 | 6,750 | |||
| 16 Apr | 47484.80 | 1390.50 | - | 3,360 | 1,980 | 4,890 | ||||
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| 15 Apr | 47773.25 | 1512.45 | - | 300 | 2,910 | 2,910 | ||||
| 12 Apr | 48564.55 | 2620.70 | - | 0 | -15 | 0 | ||||
| 10 Apr | 48909.75 | 2620.70 | - | 105 | -15 | 2,880 | ||||
| 9 Apr | 48710.60 | 2637.05 | - | 225 | -105 | 2,895 | ||||
| 8 Apr | 48567.45 | 2370.20 | - | 810 | 315 | 3,000 | ||||
| 5 Apr | 48530.40 | 2352.05 | - | 120 | -45 | 2,685 | ||||
| 4 Apr | 48139.90 | 1839.90 | - | 780 | 90 | 2,745 | ||||
| 3 Apr | 47625.75 | 1671.50 | - | 210 | 45 | 2,655 | ||||
| 2 Apr | 47567.40 | 1765.45 | - | 330 | 45 | 2,610 | ||||
| 1 Apr | 47572.20 | 1712.85 | - | 360 | -45 | 2,565 | ||||
| 28 Mar | 47135.65 | 1471.70 | - | 7,245 | -1,755 | 2,610 | ||||
For NIFTY BANK - strike price 46400 expiring on 24APR2024
Delta for 46400 CE is 0.85
Historical price for 46400 CE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 1367.40, which was 426.20 higher than the previous day. The implied volatity was 21.94, the open interest changed by 35295 which increased total open position to 41925
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 935.60, which was -367.65 lower than the previous day. The implied volatity was 17.30, the open interest changed by 1845 which increased total open position to 6750
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 1390.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1980 which increased total open position to 4890
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 1512.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2910 which increased total open position to 2910
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 2620.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 0
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 2620.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 2880
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 2637.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -105 which decreased total open position to 2895
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 2370.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 315 which increased total open position to 3000
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 2352.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 2685
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 1839.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 2745
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 1671.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 2655
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 1765.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 2610
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 1712.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 2565
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 1471.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -1755 which decreased total open position to 2610
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Delta: -0.16
Gamma: 0.0001
Theta: -31.10
Vega: 13.79
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 19 Apr | 47574.15 | 118.50 | -55.05 | 24.13 | 1,14,11,625 | 2,43,225 | 5,10,450 |
| 18 Apr | 47069.45 | 158.00 | 77.20 | 18.86 | 71,88,660 | 1,28,610 | 2,61,795 |
| 16 Apr | 47484.80 | 77.00 | - | 7,22,595 | 62,280 | 1,10,265 | |
| 15 Apr | 47773.25 | 96.45 | - | 2,88,690 | 19,455 | 47,985 | |
| 12 Apr | 48564.55 | 31.05 | - | 42,975 | 3,510 | 28,530 | |
| 10 Apr | 48909.75 | 34.55 | - | 21,225 | -1,275 | 25,020 | |
| 9 Apr | 48710.60 | 47.25 | - | 19,455 | -4,470 | 26,295 | |
| 8 Apr | 48567.45 | 63.90 | - | 32,280 | -765 | 30,765 | |
| 5 Apr | 48530.40 | 70.45 | - | 46,050 | 3,795 | 31,530 | |
| 4 Apr | 48139.90 | 107.55 | - | 49,380 | -2,505 | 27,735 | |
| 3 Apr | 47625.75 | 165.25 | - | 30,585 | 4,530 | 30,240 | |
| 2 Apr | 47567.40 | 189.85 | - | 26,805 | -1,050 | 25,650 | |
| 1 Apr | 47572.20 | 210.05 | - | 49,155 | 14,505 | 25,110 | |
| 28 Mar | 47135.65 | 329.85 | - | 27,420 | -555 | 10,605 | |
For NIFTY BANK - strike price 46400 expiring on 24APR2024
Delta for 46400 PE is -0.16
Historical price for 46400 PE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 118.50, which was -55.05 lower than the previous day. The implied volatity was 24.13, the open interest changed by 243225 which increased total open position to 510450
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 158.00, which was 77.20 higher than the previous day. The implied volatity was 18.86, the open interest changed by 128610 which increased total open position to 261795
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 77.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 62280 which increased total open position to 110265
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 96.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 19455 which increased total open position to 47985
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 31.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3510 which increased total open position to 28530
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 34.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1275 which decreased total open position to 25020
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 47.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -4470 which decreased total open position to 26295
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 63.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -765 which decreased total open position to 30765
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 70.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 3795 which increased total open position to 31530
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 107.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -2505 which decreased total open position to 27735
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 165.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4530 which increased total open position to 30240
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 189.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -1050 which decreased total open position to 25650
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 210.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 14505 which increased total open position to 25110
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 329.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -555 which decreased total open position to 10605