BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 5525 | -300.00 | - | 225 | -135 | 570 | |||
| 4 Jul | 53103.70 | 5825 | - | 60 | 0 | 705 | ||||
| 3 Jul | 53089.25 | 6005 | - | 435 | 360 | 705 | ||||
| 2 Jul | 52168.10 | 5160 | - | 135 | 75 | 285 | ||||
| 1 Jul | 52574.75 | 5606.35 | - | 60 | 210 | 210 | ||||
| 28 Jun | 52342.25 | 5900 | - | 0 | 45 | 0 | ||||
| 27 Jun | 52811.30 | 5900 | - | 60 | 45 | 180 | ||||
| 26 Jun | 52870.50 | 5600 | - | 30 | 120 | 120 | ||||
| 25 Jun | 52606.00 | 4648.4 | - | 0 | 0 | 0 | ||||
| 24 Jun | 51703.95 | 4648.4 | - | 0 | 30 | 0 | ||||
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| 21 Jun | 51661.45 | 4648.40 | - | 30 | 15 | 90 | ||||
| 20 Jun | 51783.25 | 4427.35 | - | 0 | 30 | 0 | ||||
| 19 Jun | 51398.05 | 4427.35 | - | 75 | 30 | 30 | ||||
| 18 Jun | 50440.90 | 2826.35 | - | 0 | 0 | 0 | ||||
| 14 Jun | 50002.00 | 2826.35 | - | 0 | 0 | 0 | ||||
| 13 Jun | 49846.70 | 2826.35 | - | 0 | 0 | 0 | ||||
| 10 Jun | 49780.90 | 2826.35 | - | 0 | 0 | 0 | ||||
| 7 Jun | 49803.20 | 2826.35 | - | 0 | 0 | 0 | ||||
For NIFTY BANK - strike price 47000 expiring on 10JUL2024
Delta for 47000 CE is -
Historical price for 47000 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 5525, which was -300.00 lower than the previous day. The implied volatity was -, the open interest changed by -135 which decreased total open position to 570
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 5825, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 705
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 6005, which was lower than the previous day. The implied volatity was -, the open interest changed by 360 which increased total open position to 705
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 5160, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 285
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 5606.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 210 which increased total open position to 210
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 5900, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 0
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 5900, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 180
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 5600, which was lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 120
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 4648.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 4648.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 0
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 4648.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 90
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 4427.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 0
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 4427.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 2826.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 2826.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 2826.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 2826.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 2826.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 1.5 | -2.25 | - | 17,37,255 | 88,965 | 4,59,510 |
| 4 Jul | 53103.70 | 3.75 | - | 13,69,665 | 1,22,715 | 3,70,545 | |
| 3 Jul | 53089.25 | 4.2 | - | 6,72,510 | 2,27,295 | 2,47,830 | |
| 2 Jul | 52168.10 | 3.8 | - | 66,300 | 14,805 | 20,895 | |
| 1 Jul | 52574.75 | 6.4 | - | 7,290 | 1,920 | 6,090 | |
| 28 Jun | 52342.25 | 7.85 | - | 3,960 | 945 | 4,170 | |
| 27 Jun | 52811.30 | 11 | - | 7,065 | 2,400 | 3,225 | |
| 26 Jun | 52870.50 | 13.3 | - | 1,110 | 555 | 930 | |
| 25 Jun | 52606.00 | 17.2 | - | 405 | 255 | 375 | |
| 24 Jun | 51703.95 | 26.55 | - | 105 | 45 | 60 | |
| 21 Jun | 51661.45 | 27.45 | - | 195 | 105 | 105 | |
| 20 Jun | 51783.25 | 444.35 | - | 0 | 0 | 0 | |
| 19 Jun | 51398.05 | 444.35 | - | 0 | 0 | 0 | |
| 18 Jun | 50440.90 | 444.35 | - | 0 | 0 | 0 | |
| 14 Jun | 50002.00 | 444.35 | - | 0 | 0 | 0 | |
| 13 Jun | 49846.70 | 444.35 | - | 0 | 0 | 0 | |
| 10 Jun | 49780.90 | 444.35 | - | 0 | 0 | 0 | |
| 7 Jun | 49803.20 | 444.35 | - | 0 | 0 | 0 | |
For NIFTY BANK - strike price 47000 expiring on 10JUL2024
Delta for 47000 PE is -
Historical price for 47000 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 1.5, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 88965 which increased total open position to 459510
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 122715 which increased total open position to 370545
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 4.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 227295 which increased total open position to 247830
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 14805 which increased total open position to 20895
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 6.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1920 which increased total open position to 6090
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 7.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 945 which increased total open position to 4170
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 11, which was lower than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 3225
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 13.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 555 which increased total open position to 930
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 17.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 255 which increased total open position to 375
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 26.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 60
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 27.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 105 which increased total open position to 105
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 444.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 444.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 444.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 444.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 444.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 444.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 444.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0