BANKNIFTY
NIFTY BANK
Historical option data for BANKNIFTY
19 Apr 2024 04:21 PM IST
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Delta: 0.82
Gamma: 0.0002
Theta: -41.25
Vega: 14.44
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 19 Apr | 47574.15 | 1192.60 | 402.05 | 21.35 | 54,23,100 | 90,315 | 1,09,350 | |||
| 18 Apr | 47069.45 | 792.60 | -395.15 | 17.62 | 82,605 | 8,145 | 19,350 | |||
| 16 Apr | 47484.80 | 1205.30 | - | 8,760 | 2,355 | 10,965 | ||||
| 15 Apr | 47773.25 | 1340.25 | - | 3,930 | 1,050 | 8,610 | ||||
| 12 Apr | 48564.55 | 2154.25 | - | 720 | 0 | 7,560 | ||||
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| 10 Apr | 48909.75 | 2400.30 | - | 435 | -60 | 7,560 | ||||
| 9 Apr | 48710.60 | 2254.15 | - | 90 | 0 | 7,620 | ||||
| 8 Apr | 48567.45 | 2163.80 | - | 570 | 45 | 7,620 | ||||
| 5 Apr | 48530.40 | 2176.05 | - | 540 | -105 | 7,575 | ||||
| 4 Apr | 48139.90 | 1761.40 | - | 570 | -105 | 7,680 | ||||
| 3 Apr | 47625.75 | 1500.00 | - | 690 | 75 | 7,785 | ||||
| 2 Apr | 47567.40 | 1516.70 | - | 1,785 | -120 | 7,710 | ||||
| 1 Apr | 47572.20 | 1577.50 | - | 945 | -150 | 7,830 | ||||
| 28 Mar | 47135.65 | 1309.20 | - | 7,590 | -615 | 7,980 | ||||
For NIFTY BANK - strike price 46600 expiring on 24APR2024
Delta for 46600 CE is 0.82
Historical price for 46600 CE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 1192.60, which was 402.05 higher than the previous day. The implied volatity was 21.35, the open interest changed by 90315 which increased total open position to 109350
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 792.60, which was -395.15 lower than the previous day. The implied volatity was 17.62, the open interest changed by 8145 which increased total open position to 19350
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 1205.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2355 which increased total open position to 10965
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 1340.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 8610
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 2154.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7560
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 2400.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -60 which decreased total open position to 7560
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 2254.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7620
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 2163.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 7620
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 2176.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -105 which decreased total open position to 7575
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 1761.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -105 which decreased total open position to 7680
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 1500.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 7785
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 1516.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -120 which decreased total open position to 7710
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 1577.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 7830
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 1309.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -615 which decreased total open position to 7980
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Delta: -0.19
Gamma: 0.0002
Theta: -32.77
Vega: 15.33
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 19 Apr | 47574.15 | 140.00 | -80.45 | 23.05 | 2,04,71,895 | 3,00,855 | 6,77,085 |
| 18 Apr | 47069.45 | 180.90 | 77.20 | 17.35 | 86,29,680 | 2,05,995 | 3,75,420 |
| 16 Apr | 47484.80 | 102.70 | - | 8,57,400 | 1,01,535 | 1,60,140 | |
| 15 Apr | 47773.25 | 115.35 | - | 3,81,930 | 23,280 | 58,605 | |
| 12 Apr | 48564.55 | 38.55 | - | 66,885 | 9,510 | 35,325 | |
| 10 Apr | 48909.75 | 40.00 | - | 30,270 | 2,655 | 25,815 | |
| 9 Apr | 48710.60 | 57.00 | - | 23,460 | 1,125 | 23,310 | |
| 8 Apr | 48567.45 | 76.20 | - | 32,445 | -1,605 | 22,440 | |
| 5 Apr | 48530.40 | 84.25 | - | 52,605 | 1,185 | 24,180 | |
| 4 Apr | 48139.90 | 131.80 | - | 45,660 | 3,900 | 23,445 | |
| 3 Apr | 47625.75 | 199.30 | - | 23,760 | -2,385 | 19,860 | |
| 2 Apr | 47567.40 | 225.20 | - | 26,805 | 3,330 | 22,245 | |
| 1 Apr | 47572.20 | 244.40 | - | 25,320 | 2,715 | 18,915 | |
| 28 Mar | 47135.65 | 380.50 | - | 43,140 | 3,060 | 16,110 | |
For NIFTY BANK - strike price 46600 expiring on 24APR2024
Delta for 46600 PE is -0.19
Historical price for 46600 PE is as follows
On 19 Apr BANKNIFTY was trading at 47574.15. The strike last trading price was 140.00, which was -80.45 lower than the previous day. The implied volatity was 23.05, the open interest changed by 300855 which increased total open position to 677085
On 18 Apr BANKNIFTY was trading at 47069.45. The strike last trading price was 180.90, which was 77.20 higher than the previous day. The implied volatity was 17.35, the open interest changed by 205995 which increased total open position to 375420
On 16 Apr BANKNIFTY was trading at 47484.80. The strike last trading price was 102.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 101535 which increased total open position to 160140
On 15 Apr BANKNIFTY was trading at 47773.25. The strike last trading price was 115.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 23280 which increased total open position to 58605
On 12 Apr BANKNIFTY was trading at 48564.55. The strike last trading price was 38.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 9510 which increased total open position to 35325
On 10 Apr BANKNIFTY was trading at 48909.75. The strike last trading price was 40.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2655 which increased total open position to 25815
On 9 Apr BANKNIFTY was trading at 48710.60. The strike last trading price was 57.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 23310
On 8 Apr BANKNIFTY was trading at 48567.45. The strike last trading price was 76.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -1605 which decreased total open position to 22440
On 5 Apr BANKNIFTY was trading at 48530.40. The strike last trading price was 84.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1185 which increased total open position to 24180
On 4 Apr BANKNIFTY was trading at 48139.90. The strike last trading price was 131.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 3900 which increased total open position to 23445
On 3 Apr BANKNIFTY was trading at 47625.75. The strike last trading price was 199.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -2385 which decreased total open position to 19860
On 2 Apr BANKNIFTY was trading at 47567.40. The strike last trading price was 225.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 3330 which increased total open position to 22245
On 1 Apr BANKNIFTY was trading at 47572.20. The strike last trading price was 244.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2715 which increased total open position to 18915
On 28 Mar BANKNIFTY was trading at 47135.65. The strike last trading price was 380.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 3060 which increased total open position to 16110