BANKNIFTY
NIFTY BANK
Historical option data for BANKNIFTY
19 Apr 2024 04:21 PM IST
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Delta: 0.84
Gamma: 0.0002
Theta: -39.91
Vega: 13.49
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 19 Apr | 47574.15 | 1279.95 | 409.60 | 21.70 | 55,48,605 | 77,970 | 2,16,765 | |||
| 18 Apr | 47069.45 | 860.00 | -385.05 | 17.33 | 3,64,560 | 14,220 | 1,37,850 | |||
| 16 Apr | 47484.80 | 1305.00 | - | 1,19,610 | 35,895 | 1,23,120 | ||||
| 15 Apr | 47773.25 | 1428.60 | - | 16,590 | -780 | 87,225 | ||||
| 12 Apr | 48564.55 | 2225.35 | - | 6,045 | 135 | 88,005 | ||||
| 10 Apr | 48909.75 | 2491.00 | - | 4,080 | 1,830 | 87,870 | ||||
| 9 Apr | 48710.60 | 2345.70 | - | 16,245 | -2,580 | 86,055 | ||||
| 8 Apr | 48567.45 | 2238.35 | - | 5,565 | -735 | 88,635 | ||||
| 5 Apr | 48530.40 | 2243.55 | - | 21,105 | -1,155 | 89,370 | ||||
| 4 Apr | 48139.90 | 1856.05 | - | 24,750 | -2,295 | 90,525 | ||||
| 3 Apr | 47625.75 | 1607.20 | - | 42,975 | -5,355 | 92,820 | ||||
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| 2 Apr | 47567.40 | 1587.45 | - | 1,00,290 | -30,270 | 98,280 | ||||
| 1 Apr | 47572.20 | 1655.30 | - | 31,665 | -11,010 | 1,28,550 | ||||
| 28 Mar | 47135.65 | 1434.55 | - | 1,51,650 | -17,115 | 1,39,560 | ||||
For NIFTY BANK - strike price 46500 expiring on 24APR2024
Delta for 46500 CE is 0.84
Historical price for 46500 CE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 1279.95, which was 409.60 higher than the previous day. The implied volatity was 21.70, the open interest changed by 77970 which increased total open position to 216765
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 860.00, which was -385.05 lower than the previous day. The implied volatity was 17.33, the open interest changed by 14220 which increased total open position to 137850
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 1305.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 35895 which increased total open position to 123120
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 1428.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -780 which decreased total open position to 87225
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 2225.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 135 which increased total open position to 88005
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 2491.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1830 which increased total open position to 87870
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 2345.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -2580 which decreased total open position to 86055
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 2238.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -735 which decreased total open position to 88635
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 2243.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1155 which decreased total open position to 89370
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 1856.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -2295 which decreased total open position to 90525
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 1607.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -5355 which decreased total open position to 92820
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 1587.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -30270 which decreased total open position to 98280
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 1655.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -11010 which decreased total open position to 128550
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 1434.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -17115 which decreased total open position to 139560
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Delta: -0.17
Gamma: 0.0001
Theta: -31.86
Vega: 14.52
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 19 Apr | 47574.15 | 128.15 | -66.40 | 23.55 | 3,28,42,980 | 5,48,910 | 14,84,340 |
| 18 Apr | 47069.45 | 182.65 | 91.25 | 18.82 | 1,96,68,780 | 3,47,745 | 9,78,165 |
| 16 Apr | 47484.80 | 88.15 | - | 25,03,035 | 2,49,300 | 5,94,510 | |
| 15 Apr | 47773.25 | 102.65 | - | 15,74,595 | 59,685 | 3,45,210 | |
| 12 Apr | 48564.55 | 34.60 | - | 6,52,065 | -8,325 | 2,85,525 | |
| 10 Apr | 48909.75 | 37.70 | - | 4,60,110 | 25,830 | 2,93,850 | |
| 9 Apr | 48710.60 | 52.20 | - | 3,28,560 | -12,630 | 2,68,020 | |
| 8 Apr | 48567.45 | 69.80 | - | 4,31,805 | 17,895 | 2,80,650 | |
| 5 Apr | 48530.40 | 77.20 | - | 5,48,610 | 4,215 | 2,62,755 | |
| 4 Apr | 48139.90 | 119.70 | - | 5,11,980 | 54,480 | 2,58,540 | |
| 3 Apr | 47625.75 | 182.00 | - | 2,77,830 | 8,400 | 2,04,060 | |
| 2 Apr | 47567.40 | 209.15 | - | 2,31,570 | -1,935 | 1,95,660 | |
| 1 Apr | 47572.20 | 224.65 | - | 2,28,675 | 825 | 1,97,595 | |
| 28 Mar | 47135.65 | 350.25 | - | 3,08,100 | 18,060 | 1,96,770 | |
For NIFTY BANK - strike price 46500 expiring on 24APR2024
Delta for 46500 PE is -0.17
Historical price for 46500 PE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 128.15, which was -66.40 lower than the previous day. The implied volatity was 23.55, the open interest changed by 548910 which increased total open position to 1484340
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 182.65, which was 91.25 higher than the previous day. The implied volatity was 18.82, the open interest changed by 347745 which increased total open position to 978165
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 88.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 249300 which increased total open position to 594510
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 102.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 59685 which increased total open position to 345210
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 34.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -8325 which decreased total open position to 285525
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 37.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 25830 which increased total open position to 293850
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 52.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -12630 which decreased total open position to 268020
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 69.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 17895 which increased total open position to 280650
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 77.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 4215 which increased total open position to 262755
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 119.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 54480 which increased total open position to 258540
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 182.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 8400 which increased total open position to 204060
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 209.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -1935 which decreased total open position to 195660
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 224.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 197595
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 350.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 18060 which increased total open position to 196770