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 | 478.40 | - | 3,00,65,745 | -25,980 | 12,41,715 | ||||
27 Mar | 46785.95 | 352.00 | - | 72,05,040 | 8,20,050 | 13,70,280 | ||||
26 Mar | 46600.20 | 379.90 | - | 20,96,370 | 3,34,455 | 5,49,630 | ||||
22 Mar | 46863.75 | 515.00 | - | 11,98,620 | 1,46,835 | 2,16,090 | ||||
21 Mar | 46684.90 | 499.75 | - | 9,93,015 | 84,210 | 1,53,465 | ||||
20 Mar | 46310.90 | 406.50 | - | 3,72,390 | -9,990 | 67,755 | ||||
19 Mar | 46384.80 | 433.25 | - | 1,53,120 | 57,780 | 77,775 | ||||
18 Mar | 46575.90 | 610.05 | - | 90,780 | -60 | 19,935 | ||||
15 Mar | 46594.10 | 626.95 | - | 84,540 | 3,120 | 19,905 | ||||
14 Mar | 46789.95 | 799.80 | - | 63,660 | 6,150 | 17,280 | ||||
13 Mar | 46981.30 | 841.20 | - | 23,880 | 8,160 | 11,130 | ||||
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12 Mar | 47282.40 | 1124.10 | - | 6,630 | 1,170 | 2,970 | ||||
11 Mar | 47327.85 | 1126.10 | - | 5,490 | -90 | 1,800 | ||||
7 Mar | 47835.80 | 1450.00 | - | 180 | 90 | 1,890 |
For NIFTY BANK - strike price 47000 expiring on 03APR2024
Delta for 47000 CE is n/a
Historical price for 47000 CE is as follows
On 28 Mar BANKNIFTY was trading at 47124.60. The strike last trading price was 478.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -25980 which decreased total open position to 1241715
On 27 Mar BANKNIFTY was trading at 46785.95. The strike last trading price was 352.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 820050 which increased total open position to 1370280
On 26 Mar BANKNIFTY was trading at 46600.20. The strike last trading price was 379.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 334455 which increased total open position to 549630
On 22 Mar BANKNIFTY was trading at 46863.75. The strike last trading price was 515.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 146835 which increased total open position to 216090
On 21 Mar BANKNIFTY was trading at 46684.90. The strike last trading price was 499.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 84210 which increased total open position to 153465
On 20 Mar BANKNIFTY was trading at 46310.90. The strike last trading price was 406.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -9990 which decreased total open position to 67755
On 19 Mar BANKNIFTY was trading at 46384.80. The strike last trading price was 433.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 57780 which increased total open position to 77775
On 18 Mar BANKNIFTY was trading at 46575.90. The strike last trading price was 610.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -60 which decreased total open position to 19935
On 15 Mar BANKNIFTY was trading at 46594.10. The strike last trading price was 626.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 3120 which increased total open position to 19905
On 14 Mar BANKNIFTY was trading at 46789.95. The strike last trading price was 799.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 6150 which increased total open position to 17280
On 13 Mar BANKNIFTY was trading at 46981.30. The strike last trading price was 841.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 8160 which increased total open position to 11130
On 12 Mar BANKNIFTY was trading at 47282.40. The strike last trading price was 1124.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1170 which increased total open position to 2970
On 11 Mar BANKNIFTY was trading at 47327.85. The strike last trading price was 1126.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -90 which decreased total open position to 1800
On 7 Mar BANKNIFTY was trading at 47835.80. The strike last trading price was 1450.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 1890
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 | 187.10 | - | 3,69,85,095 | 10,31,250 | 18,64,365 | |
27 Mar | 46785.95 | 369.45 | - | 46,80,405 | 6,27,570 | 9,23,250 | |
26 Mar | 46600.20 | 479.40 | - | 12,66,840 | 1,22,970 | 2,98,080 | |
22 Mar | 46863.75 | 448.00 | - | 9,00,930 | 1,28,550 | 1,79,700 | |
21 Mar | 46684.90 | 559.95 | - | 7,16,490 | 58,005 | 1,09,155 | |
20 Mar | 46310.90 | 807.55 | - | 1,26,450 | 22,605 | 51,180 | |
19 Mar | 46384.80 | 895.85 | - | 61,500 | 13,230 | 28,500 | |
18 Mar | 46575.90 | 712.35 | - | 40,305 | 5,640 | 20,910 | |
15 Mar | 46594.10 | 787.00 | - | 32,340 | -1,290 | 15,360 | |
14 Mar | 46789.95 | 696.75 | - | 39,660 | 1,020 | 16,785 | |
13 Mar | 46981.30 | 733.95 | - | 32,400 | 6,015 | 15,765 | |
12 Mar | 47282.40 | 519.70 | - | 13,845 | 2,505 | 9,750 | |
11 Mar | 47327.85 | 572.00 | - | 8,505 | 1,575 | 7,275 | |
7 Mar | 47835.80 | 444.15 | - | 7,800 | 1,605 | 5,700 |
For NIFTY BANK - strike price 47000 expiring on 03APR2024
Delta for 47000 PE is n/a
Historical price for 47000 PE is as follows
On 28 Mar BANKNIFTY was trading at 47124.60. The strike last trading price was 187.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1031250 which increased total open position to 1864365
On 27 Mar BANKNIFTY was trading at 46785.95. The strike last trading price was 369.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 627570 which increased total open position to 923250
On 26 Mar BANKNIFTY was trading at 46600.20. The strike last trading price was 479.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 122970 which increased total open position to 298080
On 22 Mar BANKNIFTY was trading at 46863.75. The strike last trading price was 448.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 128550 which increased total open position to 179700
On 21 Mar BANKNIFTY was trading at 46684.90. The strike last trading price was 559.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 58005 which increased total open position to 109155
On 20 Mar BANKNIFTY was trading at 46310.90. The strike last trading price was 807.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 22605 which increased total open position to 51180
On 19 Mar BANKNIFTY was trading at 46384.80. The strike last trading price was 895.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 13230 which increased total open position to 28500
On 18 Mar BANKNIFTY was trading at 46575.90. The strike last trading price was 712.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 5640 which increased total open position to 20910
On 15 Mar BANKNIFTY was trading at 46594.10. The strike last trading price was 787.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1290 which decreased total open position to 15360
On 14 Mar BANKNIFTY was trading at 46789.95. The strike last trading price was 696.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1020 which increased total open position to 16785
On 13 Mar BANKNIFTY was trading at 46981.30. The strike last trading price was 733.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 6015 which increased total open position to 15765
On 12 Mar BANKNIFTY was trading at 47282.40. The strike last trading price was 519.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2505 which increased total open position to 9750
On 11 Mar BANKNIFTY was trading at 47327.85. The strike last trading price was 572.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 7275
On 7 Mar BANKNIFTY was trading at 47835.80. The strike last trading price was 444.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1605 which increased total open position to 5700