BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 46500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 5228.4 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 19 Dec | 51575.70 | 5228.4 | -841.60 | 53.11 | 9 | 6 | 6 | |||
| 18 Dec | 52139.55 | 6070 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 17 Dec | 52834.80 | 6070 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 16 Dec | 53581.35 | 6070 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 13 Dec | 53583.80 | 6070 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 12 Dec | 53216.45 | 6070 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 11 Dec | 53391.35 | 6070 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 10 Dec | 53577.70 | 6070 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 9 Dec | 53407.75 | 6070 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 6 Dec | 53509.50 | 6070 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 5 Dec | 53603.55 | 6070 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 4 Dec | 53266.90 | 6070 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 3 Dec | 52695.75 | 6070 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 2 Dec | 52109.00 | 6070 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 29 Nov | 52055.60 | 6070 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 28 Nov | 51906.85 | 6070 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 27 Nov | 52301.80 | 6070 | -638.95 | - | 5 | 4.5 | 4.5 | |||
| 26 Nov | 52191.50 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 52207.50 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 51135.40 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 50372.90 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 50626.50 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 50363.80 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 50179.55 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 50088.35 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 51157.80 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 51876.75 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 51215.25 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 16 Oct | 51801.05 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 6708.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 54114.80 | 6708.95 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 46500 expiring on 24DEC2024
Delta for 46500 CE is 0.00
Historical price for 46500 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 5228.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 5228.4, which was -841.60 lower than the previous day. The implied volatity was 53.11, the open interest changed by 12 which increased total open position to 12
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 6070, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 6070, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 6070, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 6070, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 6070, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 6070, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 6070, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 6070, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 6070, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 6070, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 6070, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 6070, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 6070, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 6070, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 6070, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 6070, which was -638.95 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 9
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 6708.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 6708.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 6708.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 6708.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 6708.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 6708.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 6708.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 6708.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 6708.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 6708.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 6708.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 6708.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 6708.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 6708.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 6708.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 6708.95, which was 0.00 lower than the previous day. The implied volatity was -, 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 6708.95, 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 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 6708.95, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 6708.95, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 6708.95, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 6708.95, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 6708.95, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 6708.95, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 6708.95, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 6708.95, 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 6708.95, 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 6708.95, 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 6708.95, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 6708.95, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 6708.95, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 6708.95, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 6708.95, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 6708.95, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 6708.95, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 6708.95, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 6708.95, 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 6708.95, 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 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 6708.95, 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 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 6708.95, 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 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 6708.95, 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 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 6708.95, 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 25 Sept BANKNIFTY was trading at 54114.80. The strike last trading price was 6708.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 46500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 0.51
Theta: -2.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 1.65 | -1.25 | 31.97 | 26,802 | -1,470 | 4,685.5 |
| 19 Dec | 51575.70 | 2.9 | -0.85 | 34.70 | 30,496 | 867 | 6,155.5 |
| 18 Dec | 52139.55 | 3.75 | 0.30 | 35.76 | 18,706.5 | -1,796 | 5,288.5 |
| 17 Dec | 52834.80 | 3.45 | -2.30 | 35.61 | 25,196 | -1,758 | 7,084.5 |
| 16 Dec | 53581.35 | 5.75 | -0.90 | 38.48 | 25,147.5 | -700 | 8,842.5 |
| 13 Dec | 53583.80 | 6.65 | -1.10 | 34.07 | 39,028.5 | 1,689.5 | 9,542.5 |
| 12 Dec | 53216.45 | 7.75 | -0.90 | 31.78 | 23,522 | -543 | 7,853 |
| 11 Dec | 53391.35 | 8.65 | -1.60 | 31.62 | 28,502.5 | 1,065.5 | 8,396 |
| 10 Dec | 53577.70 | 10.25 | 0.40 | 31.94 | 27,216.5 | 684 | 7,330.5 |
| 9 Dec | 53407.75 | 9.85 | -2.55 | 30.10 | 28,192 | -419 | 6,646.5 |
| 6 Dec | 53509.50 | 12.4 | -2.50 | 28.63 | 24,314 | -141.5 | 7,065.5 |
| 5 Dec | 53603.55 | 14.9 | 0.20 | 29.01 | 35,638 | -37 | 7,207 |
| 4 Dec | 53266.90 | 14.7 | -2.10 | 27.13 | 38,030.5 | -2,028 | 7,244 |
| 3 Dec | 52695.75 | 16.8 | -7.20 | 25.24 | 48,189.5 | -2,519 | 9,272 |
| 2 Dec | 52109.00 | 24 | -8.00 | 24.31 | 53,511.5 | 2,257 | 11,791 |
| 29 Nov | 52055.60 | 32 | -8.45 | 23.72 | 27,548.5 | 4,066 | 9,534 |
| 28 Nov | 51906.85 | 40.45 | 7.80 | 24.12 | 24,041.5 | 1,514.5 | 5,468 |
| 27 Nov | 52301.80 | 32.65 | -5.10 | 23.81 | 8,766.5 | 767.5 | 3,953.5 |
| 26 Nov | 52191.50 | 37.75 | -7.95 | 23.65 | 837.5 | 142 | 3,186 |
| 25 Nov | 52207.50 | 45.7 | -30.05 | 24.13 | 1,926.5 | -192 | 3,044 |
| 22 Nov | 51135.40 | 75.75 | -25.55 | 21.95 | 2,455 | 98 | 3,236 |
| 21 Nov | 50372.90 | 101.3 | 5.45 | 20.89 | 1,478.5 | 171 | 3,138 |
| 19 Nov | 50626.50 | 95.85 | 4.50 | 20.22 | 1,101.5 | -108 | 2,967 |
| 18 Nov | 50363.80 | 91.35 | -10.50 | 19.39 | 951 | -370.5 | 3,075 |
| 14 Nov | 50179.55 | 101.85 | -0.85 | 18.65 | 2,329.5 | 522.5 | 3,445.5 |
| 13 Nov | 50088.35 | 102.7 | 26.15 | 18.67 | 464 | 64.5 | 2,923 |
| 12 Nov | 51157.80 | 76.55 | 13.70 | 19.67 | 41 | 17 | 2,858.5 |
| 11 Nov | 51876.75 | 62.85 | -7.00 | 20.59 | 18 | -5 | 2,841.5 |
| 8 Nov | 51561.20 | 69.85 | -1.00 | 19.65 | 31 | 0 | 2,846.5 |
| 7 Nov | 51916.50 | 70.85 | -2.60 | 20.48 | 114.5 | -5.5 | 2,846.5 |
| 6 Nov | 52317.40 | 73.45 | -32.10 | 21.69 | 56 | 10.5 | 2,852 |
| 5 Nov | 52207.25 | 105.55 | -25.50 | 22.43 | 89 | 37.5 | 2,841.5 |
| 4 Nov | 51215.25 | 131.05 | -0.50 | 20.99 | 122 | 8.5 | 2,804 |
| 1 Nov | 51673.90 | 131.55 | 2.65 | 21.72 | 20.5 | 4.5 | 2,795.5 |
| 31 Oct | 51475.35 | 128.9 | 8.90 | - | 68 | 6 | 2,791 |
| 30 Oct | 51807.50 | 120 | 18.00 | - | 14 | 3.5 | 2,785 |
| 29 Oct | 52320.70 | 102 | -48.35 | - | 75 | -24.5 | 2,781.5 |
| 28 Oct | 51259.30 | 150.35 | -43.70 | - | 4.5 | -1.5 | 2,806 |
| 25 Oct | 50787.45 | 194.05 | 60.05 | - | 206 | 71 | 2,807.5 |
| 24 Oct | 51531.15 | 134 | 3.95 | - | 39.5 | -4 | 2,736.5 |
| 23 Oct | 51239.00 | 130.05 | -15.70 | - | 41 | 6.5 | 2,740.5 |
| 22 Oct | 51257.15 | 145.75 | 16.75 | - | 29.5 | -4 | 2,734 |
| 21 Oct | 51962.70 | 129 | 29.20 | - | 15 | 1 | 2,738 |
| 18 Oct | 52094.20 | 99.8 | -17.25 | - | 63.5 | 0.5 | 2,737 |
| 17 Oct | 51288.80 | 117.05 | 21.20 | - | 36 | 12 | 2,736.5 |
| 16 Oct | 51801.05 | 95.85 | 3.90 | - | 49.5 | 0.5 | 2,724.5 |
| 15 Oct | 51906.00 | 91.95 | 1.65 | - | 27 | 1 | 2,724 |
| 14 Oct | 51816.90 | 90.3 | -46.20 | - | 122 | -8 | 2,723 |
| 11 Oct | 51172.30 | 136.5 | 19.40 | - | 64 | 9.5 | 2,731 |
| 10 Oct | 51530.90 | 117.1 | -32.85 | - | 74.5 | -4.5 | 2,721.5 |
| 9 Oct | 51007.00 | 149.95 | -10.05 | - | 67 | 17 | 2,726 |
| 8 Oct | 51021.00 | 160 | -37.35 | - | 98 | 28.5 | 2,709 |
| 7 Oct | 50478.90 | 197.35 | 91.45 | - | 555.5 | 4.5 | 2,680.5 |
| 4 Oct | 51462.05 | 105.9 | 21.40 | - | 125 | -22.5 | 2,676 |
| 3 Oct | 51845.20 | 84.5 | 27.45 | - | 215.5 | -22 | 2,698.5 |
| 1 Oct | 52922.60 | 57.05 | -4.05 | - | 32.5 | 7.5 | 2,720.5 |
| 30 Sept | 52978.10 | 61.1 | 12.85 | - | 118.5 | 1.5 | 2,713 |
| 27 Sept | 53834.30 | 48.25 | 2.20 | - | 193 | -17 | 2,711.5 |
| 26 Sept | 54375.35 | 46.05 | -8.95 | - | 101 | -69.5 | 2,728.5 |
| 25 Sept | 54114.80 | 55.00 | - | 189 | -2 | 2,798 | |
For Nifty Bank - strike price 46500 expiring on 24DEC2024
Delta for 46500 PE is -0.00
Historical price for 46500 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1.65, which was -1.25 lower than the previous day. The implied volatity was 31.97, the open interest changed by -2940 which decreased total open position to 9371
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2.9, which was -0.85 lower than the previous day. The implied volatity was 34.70, the open interest changed by 1734 which increased total open position to 12311
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3.75, which was 0.30 higher than the previous day. The implied volatity was 35.76, the open interest changed by -3592 which decreased total open position to 10577
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 3.45, which was -2.30 lower than the previous day. The implied volatity was 35.61, the open interest changed by -3516 which decreased total open position to 14169
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 5.75, which was -0.90 lower than the previous day. The implied volatity was 38.48, the open interest changed by -1400 which decreased total open position to 17685
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 6.65, which was -1.10 lower than the previous day. The implied volatity was 34.07, the open interest changed by 3379 which increased total open position to 19085
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 7.75, which was -0.90 lower than the previous day. The implied volatity was 31.78, the open interest changed by -1086 which decreased total open position to 15706
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 8.65, which was -1.60 lower than the previous day. The implied volatity was 31.62, the open interest changed by 2131 which increased total open position to 16792
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 10.25, which was 0.40 higher than the previous day. The implied volatity was 31.94, the open interest changed by 1368 which increased total open position to 14661
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 9.85, which was -2.55 lower than the previous day. The implied volatity was 30.10, the open interest changed by -838 which decreased total open position to 13293
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 12.4, which was -2.50 lower than the previous day. The implied volatity was 28.63, the open interest changed by -283 which decreased total open position to 14131
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 14.9, which was 0.20 higher than the previous day. The implied volatity was 29.01, the open interest changed by -74 which decreased total open position to 14414
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 14.7, which was -2.10 lower than the previous day. The implied volatity was 27.13, the open interest changed by -4056 which decreased total open position to 14488
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 16.8, which was -7.20 lower than the previous day. The implied volatity was 25.24, the open interest changed by -5038 which decreased total open position to 18544
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 24, which was -8.00 lower than the previous day. The implied volatity was 24.31, the open interest changed by 4514 which increased total open position to 23582
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 32, which was -8.45 lower than the previous day. The implied volatity was 23.72, the open interest changed by 8132 which increased total open position to 19068
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 40.45, which was 7.80 higher than the previous day. The implied volatity was 24.12, the open interest changed by 3029 which increased total open position to 10936
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 32.65, which was -5.10 lower than the previous day. The implied volatity was 23.81, the open interest changed by 1535 which increased total open position to 7907
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 37.75, which was -7.95 lower than the previous day. The implied volatity was 23.65, the open interest changed by 284 which increased total open position to 6372
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 45.7, which was -30.05 lower than the previous day. The implied volatity was 24.13, the open interest changed by -384 which decreased total open position to 6088
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 75.75, which was -25.55 lower than the previous day. The implied volatity was 21.95, the open interest changed by 196 which increased total open position to 6472
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 101.3, which was 5.45 higher than the previous day. The implied volatity was 20.89, the open interest changed by 342 which increased total open position to 6276
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 95.85, which was 4.50 higher than the previous day. The implied volatity was 20.22, the open interest changed by -216 which decreased total open position to 5934
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 91.35, which was -10.50 lower than the previous day. The implied volatity was 19.39, the open interest changed by -741 which decreased total open position to 6150
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 101.85, which was -0.85 lower than the previous day. The implied volatity was 18.65, the open interest changed by 1045 which increased total open position to 6891
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 102.7, which was 26.15 higher than the previous day. The implied volatity was 18.67, the open interest changed by 129 which increased total open position to 5846
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 76.55, which was 13.70 higher than the previous day. The implied volatity was 19.67, the open interest changed by 34 which increased total open position to 5717
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 62.85, which was -7.00 lower than the previous day. The implied volatity was 20.59, the open interest changed by -10 which decreased total open position to 5683
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 69.85, which was -1.00 lower than the previous day. The implied volatity was 19.65, the open interest changed by 0 which decreased total open position to 5693
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 70.85, which was -2.60 lower than the previous day. The implied volatity was 20.48, the open interest changed by -11 which decreased total open position to 5693
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 73.45, which was -32.10 lower than the previous day. The implied volatity was 21.69, the open interest changed by 21 which increased total open position to 5704
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 105.55, which was -25.50 lower than the previous day. The implied volatity was 22.43, the open interest changed by 75 which increased total open position to 5683
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 131.05, which was -0.50 lower than the previous day. The implied volatity was 20.99, the open interest changed by 17 which increased total open position to 5608
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 131.55, which was 2.65 higher than the previous day. The implied volatity was 21.72, the open interest changed by 9 which increased total open position to 5591
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 128.9, which was 8.90 higher 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 120, which was 18.00 higher 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 102, which was -48.35 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 150.35, which was -43.70 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 194.05, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 134, which was 3.95 higher 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 130.05, which was -15.70 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 145.75, which was 16.75 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 129, which was 29.20 higher 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 99.8, which was -17.25 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 117.05, which was 21.20 higher 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 95.85, which was 3.90 higher 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 91.95, which was 1.65 higher 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 90.3, which was -46.20 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 136.5, which was 19.40 higher 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 117.1, which was -32.85 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 149.95, which was -10.05 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 160, which was -37.35 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 197.35, which was 91.45 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 105.9, which was 21.40 higher 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 84.5, which was 27.45 higher 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 57.05, which was -4.05 lower 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 61.1, which was 12.85 higher 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 48.25, which was 2.20 higher 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 46.05, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54114.80. The strike last trading price was 55.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
