BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 47000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 3808 | -908.10 | - | 89 | -58.5 | 1,036.5 | |||
| 19 Dec | 51575.70 | 4716.1 | -506.15 | 45.88 | 38.5 | -36.5 | 1,095 | |||
| 18 Dec | 52139.55 | 5222.25 | -767.75 | - | 22 | -18 | 1,131.5 | |||
| 17 Dec | 52834.80 | 5990 | -760.40 | 56.31 | 22 | -15 | 1,149.5 | |||
| 16 Dec | 53581.35 | 6750.4 | 150.40 | 62.12 | 5.5 | -2 | 1,164.5 | |||
| 13 Dec | 53583.80 | 6600 | 170.00 | - | 5 | -3.5 | 1,166.5 | |||
| 12 Dec | 53216.45 | 6430 | -74.85 | 39.14 | 8 | -1 | 1,170 | |||
| 11 Dec | 53391.35 | 6504.85 | -125.15 | - | 2 | 1 | 1,171 | |||
| 10 Dec | 53577.70 | 6630 | 163.90 | - | 5.5 | -3.5 | 1,170 | |||
| 9 Dec | 53407.75 | 6466.1 | -186.35 | - | 15.5 | -11 | 1,173.5 | |||
| 6 Dec | 53509.50 | 6652.45 | 11.95 | - | 7 | 0 | 1,184.5 | |||
| 5 Dec | 53603.55 | 6640.5 | 270.50 | - | 5.5 | 4 | 1,184.5 | |||
| 4 Dec | 53266.90 | 6370 | 530.45 | - | 3 | -0.5 | 1,180.5 | |||
| 3 Dec | 52695.75 | 5839.55 | 453.50 | - | 22.5 | 10 | 1,181 | |||
| 2 Dec | 52109.00 | 5386.05 | 51.05 | - | 15.5 | 3 | 1,171 | |||
| 29 Nov | 52055.60 | 5335 | -15.00 | - | 15.5 | 3 | 1,168 | |||
| 28 Nov | 51906.85 | 5350 | -233.30 | 22.47 | 15.5 | 3 | 1,165 | |||
| 27 Nov | 52301.80 | 5583.3 | 123.30 | - | 977 | 935.5 | 1,162 | |||
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| 26 Nov | 52191.50 | 5460 | 26.75 | - | 70.5 | 61.5 | 226.5 | |||
| 25 Nov | 52207.50 | 5433.25 | 886.60 | - | 32.5 | 26.5 | 165 | |||
| 22 Nov | 51135.40 | 4546.65 | 764.70 | 17.51 | 17.5 | 13 | 138.5 | |||
| 21 Nov | 50372.90 | 3781.95 | -118.05 | - | 36.5 | 4.5 | 125.5 | |||
| 19 Nov | 50626.50 | 3900 | 56.00 | - | 46.5 | 39.5 | 121 | |||
| 18 Nov | 50363.80 | 3844 | 119.60 | 12.23 | 6 | 3 | 81.5 | |||
| 14 Nov | 50179.55 | 3724.4 | -146.05 | - | 25 | 12.5 | 78.5 | |||
| 13 Nov | 50088.35 | 3870.45 | -1329.55 | 14.71 | 92.5 | 64 | 66 | |||
| 12 Nov | 51157.80 | 5200 | -330.00 | 31.81 | 0.5 | 0.5 | 2 | |||
| 11 Nov | 51876.75 | 5530 | 130.00 | 23.76 | 0.5 | 0 | 1.5 | |||
| 8 Nov | 51561.20 | 5400 | -149.25 | 25.95 | 0.5 | 1.5 | 1.5 | |||
| 7 Nov | 51916.50 | 5549.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 52317.40 | 5549.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 52207.25 | 5549.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Nov | 51215.25 | 5549.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 1 Nov | 51673.90 | 5549.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 51475.35 | 5549.25 | 0.00 | - | 0 | 1 | 0 | |||
| 30 Oct | 51807.50 | 5549.25 | -2524.10 | - | 1.5 | 1 | 1 | |||
| 29 Oct | 52320.70 | 8073.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 8073.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 8073.35 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 8073.35 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 8073.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 8073.35 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 8073.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 8073.35 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 8073.35 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 8073.35 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 8073.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 8073.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 8073.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 8073.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 8073.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 8073.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 8073.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 8073.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 8073.35 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 8073.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 8073.35 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 8073.35 | 8073.35 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 47000 expiring on 24DEC2024
Delta for 47000 CE is -
Historical price for 47000 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3808, which was -908.10 lower than the previous day. The implied volatity was -, the open interest changed by -117 which decreased total open position to 2073
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 4716.1, which was -506.15 lower than the previous day. The implied volatity was 45.88, the open interest changed by -73 which decreased total open position to 2190
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 5222.25, which was -767.75 lower than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 2263
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 5990, which was -760.40 lower than the previous day. The implied volatity was 56.31, the open interest changed by -30 which decreased total open position to 2299
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 6750.4, which was 150.40 higher than the previous day. The implied volatity was 62.12, the open interest changed by -4 which decreased total open position to 2329
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 6600, which was 170.00 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 2333
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 6430, which was -74.85 lower than the previous day. The implied volatity was 39.14, the open interest changed by -2 which decreased total open position to 2340
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 6504.85, which was -125.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2342
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 6630, which was 163.90 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 2340
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 6466.1, which was -186.35 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 2347
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 6652.45, which was 11.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2369
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 6640.5, which was 270.50 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 2369
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 6370, which was 530.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2361
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 5839.55, which was 453.50 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 2362
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 5386.05, which was 51.05 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 2342
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 5335, which was -15.00 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 2336
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 5350, which was -233.30 lower than the previous day. The implied volatity was 22.47, the open interest changed by 6 which increased total open position to 2330
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 5583.3, which was 123.30 higher than the previous day. The implied volatity was -, the open interest changed by 1871 which increased total open position to 2324
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 5460, which was 26.75 higher than the previous day. The implied volatity was -, the open interest changed by 123 which increased total open position to 453
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 5433.25, which was 886.60 higher than the previous day. The implied volatity was -, the open interest changed by 53 which increased total open position to 330
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 4546.65, which was 764.70 higher than the previous day. The implied volatity was 17.51, the open interest changed by 26 which increased total open position to 277
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 3781.95, which was -118.05 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 251
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 3900, which was 56.00 higher than the previous day. The implied volatity was -, the open interest changed by 79 which increased total open position to 242
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 3844, which was 119.60 higher than the previous day. The implied volatity was 12.23, the open interest changed by 6 which increased total open position to 163
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 3724.4, which was -146.05 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 157
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 3870.45, which was -1329.55 lower than the previous day. The implied volatity was 14.71, the open interest changed by 128 which increased total open position to 132
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 5200, which was -330.00 lower than the previous day. The implied volatity was 31.81, the open interest changed by 1 which increased total open position to 4
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 5530, which was 130.00 higher than the previous day. The implied volatity was 23.76, the open interest changed by 0 which decreased total open position to 3
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 5400, which was -149.25 lower than the previous day. The implied volatity was 25.95, the open interest changed by 3 which increased total open position to 3
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 5549.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 5549.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 5549.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 5549.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 5549.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 5549.25, 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 5549.25, which was -2524.10 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 8073.35, 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 8073.35, 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 8073.35, 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 8073.35, 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 8073.35, 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 8073.35, 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 8073.35, 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 8073.35, 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 8073.35, 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 8073.35, 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 8073.35, 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 8073.35, 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 8073.35, 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 8073.35, 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 8073.35, 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 8073.35, 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 8073.35, 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 8073.35, 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 8073.35, 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 8073.35, 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 8073.35, 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 8073.35, which was 8073.35 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 47000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.74
Theta: -2.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 2.4 | -1.30 | 29.78 | 69,657.5 | 4,138.5 | 36,415 |
| 19 Dec | 51575.70 | 3.7 | -0.05 | 32.39 | 1,06,192 | 1,620.5 | 32,276.5 |
| 18 Dec | 52139.55 | 3.75 | 0.20 | 32.83 | 66,649.5 | 9 | 30,656 |
| 17 Dec | 52834.80 | 3.55 | -2.05 | 33.05 | 62,379 | -3,528.5 | 30,647 |
| 16 Dec | 53581.35 | 5.6 | -0.75 | 35.78 | 40,790 | 362.5 | 34,175.5 |
| 13 Dec | 53583.80 | 6.35 | -2.25 | 31.66 | 73,692 | -229.5 | 33,813 |
| 12 Dec | 53216.45 | 8.6 | -0.80 | 29.98 | 64,352 | 949.5 | 34,042.5 |
| 11 Dec | 53391.35 | 9.4 | -1.60 | 29.80 | 74,902 | 7,356 | 33,093 |
| 10 Dec | 53577.70 | 11 | -0.40 | 30.14 | 82,633.5 | 1,895 | 25,737 |
| 9 Dec | 53407.75 | 11.4 | -2.85 | 28.64 | 50,838 | -2,001.5 | 23,842 |
| 6 Dec | 53509.50 | 14.25 | -1.90 | 27.30 | 60,457.5 | 1,031 | 25,843.5 |
| 5 Dec | 53603.55 | 16.15 | -1.55 | 27.46 | 66,554.5 | 2,426 | 24,812.5 |
| 4 Dec | 53266.90 | 17.7 | -3.50 | 26.00 | 75,785 | -2,785 | 22,386.5 |
| 3 Dec | 52695.75 | 21.2 | -8.70 | 24.28 | 71,694.5 | 2,869 | 25,171.5 |
| 2 Dec | 52109.00 | 29.9 | -12.10 | 23.27 | 75,589.5 | 6,116.5 | 22,302.5 |
| 29 Nov | 52055.60 | 42 | -6.80 | 22.98 | 48,972 | 822 | 16,186 |
| 28 Nov | 51906.85 | 48.8 | 9.95 | 23.04 | 57,202 | 5,146 | 15,364 |
| 27 Nov | 52301.80 | 38.85 | -8.15 | 22.74 | 21,337 | 2,615.5 | 10,218 |
| 26 Nov | 52191.50 | 47 | -8.25 | 22.79 | 10,543 | 2,990.5 | 7,602.5 |
| 25 Nov | 52207.50 | 55.25 | -45.35 | 23.16 | 11,683 | -2,359.5 | 4,612 |
| 22 Nov | 51135.40 | 100.6 | -28.40 | 21.45 | 8,228.5 | 1,239.5 | 6,971.5 |
| 21 Nov | 50372.90 | 129 | 3.15 | 20.16 | 6,434 | -18 | 5,732 |
| 19 Nov | 50626.50 | 125.85 | 5.55 | 19.66 | 6,551 | 1,233.5 | 5,750 |
| 18 Nov | 50363.80 | 120.3 | -19.60 | 18.81 | 3,577.5 | 693.5 | 4,516.5 |
| 14 Nov | 50179.55 | 139.9 | 12.80 | 18.26 | 4,493 | 930 | 3,823 |
| 13 Nov | 50088.35 | 127.1 | 33.10 | 17.87 | 7,132.5 | 741 | 2,893 |
| 12 Nov | 51157.80 | 94 | 26.85 | 18.92 | 911 | 52 | 2,152 |
| 11 Nov | 51876.75 | 67.15 | -25.85 | 19.30 | 747.5 | 54 | 2,100 |
| 8 Nov | 51561.20 | 93 | 8.00 | 19.31 | 527.5 | 201 | 2,046 |
| 7 Nov | 51916.50 | 85 | 2.00 | 19.75 | 707 | -51 | 1,845 |
| 6 Nov | 52317.40 | 83 | -29.05 | 20.76 | 439.5 | 177 | 1,896 |
| 5 Nov | 52207.25 | 112.05 | -45.75 | 21.21 | 632.5 | 174 | 1,719 |
| 4 Nov | 51215.25 | 157.8 | 5.50 | 20.35 | 367 | 125 | 1,545 |
| 1 Nov | 51673.90 | 152.3 | 1.45 | 20.95 | 38.5 | -8.5 | 1,420 |
| 31 Oct | 51475.35 | 150.85 | 8.95 | - | 333 | 139.5 | 1,428.5 |
| 30 Oct | 51807.50 | 141.9 | 23.75 | - | 429.5 | 106.5 | 1,289 |
| 29 Oct | 52320.70 | 118.15 | -53.85 | - | 376 | 63 | 1,182.5 |
| 28 Oct | 51259.30 | 172 | -40.00 | - | 226.5 | 23.5 | 1,119.5 |
| 25 Oct | 50787.45 | 212 | 50.25 | - | 653.5 | 83 | 1,096 |
| 24 Oct | 51531.15 | 161.75 | -28.25 | - | 114.5 | 87.5 | 1,013 |
| 23 Oct | 51239.00 | 190 | 10.00 | - | 85.5 | 43.5 | 925.5 |
| 22 Oct | 51257.15 | 180 | 40.00 | - | 80 | 0.5 | 882 |
| 21 Oct | 51962.70 | 140 | 30.95 | - | 162 | -53.5 | 881.5 |
| 18 Oct | 52094.20 | 109.05 | -46.95 | - | 305 | 188.5 | 935 |
| 17 Oct | 51288.80 | 156 | 14.65 | - | 163.5 | 95 | 746.5 |
| 16 Oct | 51801.05 | 141.35 | 34.05 | - | 115 | 91 | 651.5 |
| 15 Oct | 51906.00 | 107.3 | -10.00 | - | 246.5 | -86.5 | 560.5 |
| 14 Oct | 51816.90 | 117.3 | -43.70 | - | 486.5 | 247.5 | 647 |
| 11 Oct | 51172.30 | 161 | 5.00 | - | 172 | 102 | 399.5 |
| 10 Oct | 51530.90 | 156 | -34.20 | - | 41.5 | 20 | 297.5 |
| 9 Oct | 51007.00 | 190.2 | -9.80 | - | 221.5 | 85.5 | 277.5 |
| 8 Oct | 51021.00 | 200 | -49.90 | - | 86 | 43 | 192 |
| 7 Oct | 50478.90 | 249.9 | 101.95 | - | 174.5 | 57 | 149 |
| 4 Oct | 51462.05 | 147.95 | 5.95 | - | 98.5 | 89 | 92 |
| 3 Oct | 51845.20 | 142 | 8.70 | - | 2.5 | 2.5 | 3 |
| 1 Oct | 52922.60 | 133.3 | 0.00 | - | 0.5 | 0.5 | 0.5 |
| 30 Sept | 52978.10 | 133.3 | 0.00 | - | 0.5 | 0 | 0 |
| 27 Sept | 53834.30 | 133.3 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 133.3 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 47000 expiring on 24DEC2024
Delta for 47000 PE is -0.00
Historical price for 47000 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2.4, which was -1.30 lower than the previous day. The implied volatity was 29.78, the open interest changed by 8277 which increased total open position to 72830
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3.7, which was -0.05 lower than the previous day. The implied volatity was 32.39, the open interest changed by 3241 which increased total open position to 64553
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3.75, which was 0.20 higher than the previous day. The implied volatity was 32.83, the open interest changed by 18 which increased total open position to 61312
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 3.55, which was -2.05 lower than the previous day. The implied volatity was 33.05, the open interest changed by -7057 which decreased total open position to 61294
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 5.6, which was -0.75 lower than the previous day. The implied volatity was 35.78, the open interest changed by 725 which increased total open position to 68351
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 6.35, which was -2.25 lower than the previous day. The implied volatity was 31.66, the open interest changed by -459 which decreased total open position to 67626
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 8.6, which was -0.80 lower than the previous day. The implied volatity was 29.98, the open interest changed by 1899 which increased total open position to 68085
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 9.4, which was -1.60 lower than the previous day. The implied volatity was 29.80, the open interest changed by 14712 which increased total open position to 66186
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 11, which was -0.40 lower than the previous day. The implied volatity was 30.14, the open interest changed by 3790 which increased total open position to 51474
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 11.4, which was -2.85 lower than the previous day. The implied volatity was 28.64, the open interest changed by -4003 which decreased total open position to 47684
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 14.25, which was -1.90 lower than the previous day. The implied volatity was 27.30, the open interest changed by 2062 which increased total open position to 51687
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 16.15, which was -1.55 lower than the previous day. The implied volatity was 27.46, the open interest changed by 4852 which increased total open position to 49625
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 17.7, which was -3.50 lower than the previous day. The implied volatity was 26.00, the open interest changed by -5570 which decreased total open position to 44773
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 21.2, which was -8.70 lower than the previous day. The implied volatity was 24.28, the open interest changed by 5738 which increased total open position to 50343
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 29.9, which was -12.10 lower than the previous day. The implied volatity was 23.27, the open interest changed by 12233 which increased total open position to 44605
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 42, which was -6.80 lower than the previous day. The implied volatity was 22.98, the open interest changed by 1644 which increased total open position to 32372
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 48.8, which was 9.95 higher than the previous day. The implied volatity was 23.04, the open interest changed by 10292 which increased total open position to 30728
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 38.85, which was -8.15 lower than the previous day. The implied volatity was 22.74, the open interest changed by 5231 which increased total open position to 20436
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 47, which was -8.25 lower than the previous day. The implied volatity was 22.79, the open interest changed by 5981 which increased total open position to 15205
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 55.25, which was -45.35 lower than the previous day. The implied volatity was 23.16, the open interest changed by -4719 which decreased total open position to 9224
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 100.6, which was -28.40 lower than the previous day. The implied volatity was 21.45, the open interest changed by 2479 which increased total open position to 13943
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 129, which was 3.15 higher than the previous day. The implied volatity was 20.16, the open interest changed by -36 which decreased total open position to 11464
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 125.85, which was 5.55 higher than the previous day. The implied volatity was 19.66, the open interest changed by 2467 which increased total open position to 11500
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 120.3, which was -19.60 lower than the previous day. The implied volatity was 18.81, the open interest changed by 1387 which increased total open position to 9033
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 139.9, which was 12.80 higher than the previous day. The implied volatity was 18.26, the open interest changed by 1860 which increased total open position to 7646
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 127.1, which was 33.10 higher than the previous day. The implied volatity was 17.87, the open interest changed by 1482 which increased total open position to 5786
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 94, which was 26.85 higher than the previous day. The implied volatity was 18.92, the open interest changed by 104 which increased total open position to 4304
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 67.15, which was -25.85 lower than the previous day. The implied volatity was 19.30, the open interest changed by 108 which increased total open position to 4200
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 93, which was 8.00 higher than the previous day. The implied volatity was 19.31, the open interest changed by 402 which increased total open position to 4092
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 85, which was 2.00 higher than the previous day. The implied volatity was 19.75, the open interest changed by -102 which decreased total open position to 3690
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 83, which was -29.05 lower than the previous day. The implied volatity was 20.76, the open interest changed by 354 which increased total open position to 3792
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 112.05, which was -45.75 lower than the previous day. The implied volatity was 21.21, the open interest changed by 348 which increased total open position to 3438
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 157.8, which was 5.50 higher than the previous day. The implied volatity was 20.35, the open interest changed by 250 which increased total open position to 3090
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 152.3, which was 1.45 higher than the previous day. The implied volatity was 20.95, the open interest changed by -17 which decreased total open position to 2840
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 150.85, which was 8.95 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 141.9, which was 23.75 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 118.15, which was -53.85 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 172, which was -40.00 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 212, which was 50.25 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 161.75, which was -28.25 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 190, which was 10.00 higher 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 180, which was 40.00 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 140, which was 30.95 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 109.05, which was -46.95 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 156, which was 14.65 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 141.35, which was 34.05 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 107.3, which was -10.00 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 117.3, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 161, which was 5.00 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 156, which was -34.20 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 190.2, which was -9.80 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 200, which was -49.90 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 249.9, which was 101.95 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 147.95, which was 5.95 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 142, which was 8.70 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 133.3, 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 133.3, 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 133.3, 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 133.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
