BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 47500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.83
Vega: 13.35
Theta: -130.27
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 3769.7 | -1058.05 | 71.72 | 2 | 19.5 | 19.5 | |||
| 19 Dec | 51575.70 | 4827.75 | 0.00 | 0.00 | 0 | 21 | 0 | |||
| 18 Dec | 52139.55 | 4827.75 | -942.25 | 42.83 | 9.5 | 21 | 21 | |||
| 17 Dec | 52834.80 | 5770 | 0.00 | 0.00 | 0 | 21.5 | 0 | |||
| 16 Dec | 53581.35 | 5770 | 0.00 | 0.00 | 0 | 21.5 | 0 | |||
| 13 Dec | 53583.80 | 5770 | 0.00 | 0.00 | 0 | 21.5 | 0 | |||
| 12 Dec | 53216.45 | 5770 | 0.00 | 0.00 | 0 | 21.5 | 0 | |||
| 11 Dec | 53391.35 | 5770 | 0.00 | 0.00 | 0 | 21.5 | 0 | |||
| 10 Dec | 53577.70 | 5770 | 0.00 | 0.00 | 0 | 21.5 | 0 | |||
| 9 Dec | 53407.75 | 5770 | 0.00 | 0.00 | 0 | 21.5 | 0 | |||
| 6 Dec | 53509.50 | 5770 | 0.00 | 0.00 | 0 | 21.5 | 0 | |||
| 5 Dec | 53603.55 | 5770 | 908.90 | - | 0.5 | 21.5 | 21.5 | |||
| 4 Dec | 53266.90 | 4861.1 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 3 Dec | 52695.75 | 4861.1 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 2 Dec | 52109.00 | 4861.1 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 29 Nov | 52055.60 | 4861.1 | 0.00 | 0.00 | 0 | -0.5 | 21.5 | |||
| 28 Nov | 51906.85 | 4861.1 | -243.90 | 21.28 | 3 | -2.5 | 22 | |||
| 27 Nov | 52301.80 | 5105 | 115.00 | - | 26 | 14.5 | 24.5 | |||
| 26 Nov | 52191.50 | 4990 | 90.00 | - | 4 | 0.5 | 10 | |||
| 25 Nov | 52207.50 | 4900 | 965.00 | - | 2 | 2.5 | 9.5 | |||
| 22 Nov | 51135.40 | 3935 | 1048.85 | - | 2 | -0.5 | 7 | |||
| 21 Nov | 50372.90 | 2886.15 | -808.60 | - | 5 | 1 | 7.5 | |||
| 19 Nov | 50626.50 | 3694.75 | 294.75 | 22.40 | 3.5 | 0 | 6.5 | |||
| 18 Nov | 50363.80 | 3400 | 110.00 | 14.86 | 7.5 | 1 | 6.5 | |||
| 14 Nov | 50179.55 | 3290 | -710.00 | 13.06 | 3 | 0.5 | 5.5 | |||
| 13 Nov | 50088.35 | 4000 | -360.00 | 29.16 | 5.5 | 0.5 | 5 | |||
| 12 Nov | 51157.80 | 4360 | -40.00 | 20.92 | 3 | 4.5 | 4.5 | |||
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| 11 Nov | 51876.75 | 4400 | 0.00 | 0.00 | 0 | 3.5 | 0 | |||
| 8 Nov | 51561.20 | 4400 | 0.00 | 0.00 | 0 | 3.5 | 0 | |||
| 7 Nov | 51916.50 | 4400 | 0.00 | 0.00 | 0 | 3.5 | 0 | |||
| 6 Nov | 52317.40 | 4400 | 0.00 | 0.00 | 0 | 3.5 | 0 | |||
| 5 Nov | 52207.25 | 4400 | -395.25 | - | 0.5 | 3.5 | 3.5 | |||
| 4 Nov | 51215.25 | 4795.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 1 Nov | 51673.90 | 4795.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 51475.35 | 4795.25 | -185.20 | - | 3.5 | 1 | 5 | |||
| 30 Oct | 51807.50 | 4980.45 | 220.45 | - | 2 | 4 | 4 | |||
| 29 Oct | 52320.70 | 4760 | 0.00 | - | 0 | 3.5 | 0 | |||
| 28 Oct | 51259.30 | 4760 | -2858.60 | - | 11 | 3.5 | 3.5 | |||
| 25 Oct | 50787.45 | 7618.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 7618.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 7618.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 7618.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 7618.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 7618.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 7618.6 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 7618.6 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 7618.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 7618.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 7618.6 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 7618.6 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 7618.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 7618.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 7618.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 7618.6 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 7618.6 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 7618.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 7618.6 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 7618.6 | 7618.60 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 47500 expiring on 24DEC2024
Delta for 47500 CE is 0.83
Historical price for 47500 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3769.7, which was -1058.05 lower than the previous day. The implied volatity was 71.72, the open interest changed by 39 which increased total open position to 39
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 4827.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 42 which increased total open position to 0
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 4827.75, which was -942.25 lower than the previous day. The implied volatity was 42.83, the open interest changed by 42 which increased total open position to 42
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 5770, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 43 which increased total open position to 0
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 5770, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 43 which increased total open position to 0
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 5770, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 43 which increased total open position to 0
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 5770, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 43 which increased total open position to 0
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 5770, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 43 which increased total open position to 0
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 5770, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 43 which increased total open position to 0
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 5770, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 43 which increased total open position to 0
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 5770, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 43 which increased total open position to 0
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 5770, which was 908.90 higher than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 43
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 4861.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 4861.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 4861.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 4861.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 43
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 4861.1, which was -243.90 lower than the previous day. The implied volatity was 21.28, the open interest changed by -5 which decreased total open position to 44
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 5105, which was 115.00 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 49
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 4990, which was 90.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 20
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 4900, which was 965.00 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 19
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 3935, which was 1048.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 14
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2886.15, which was -808.60 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 15
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 3694.75, which was 294.75 higher than the previous day. The implied volatity was 22.40, the open interest changed by 0 which decreased total open position to 13
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 3400, which was 110.00 higher than the previous day. The implied volatity was 14.86, the open interest changed by 2 which increased total open position to 13
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 3290, which was -710.00 lower than the previous day. The implied volatity was 13.06, the open interest changed by 1 which increased total open position to 11
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 4000, which was -360.00 lower than the previous day. The implied volatity was 29.16, the open interest changed by 1 which increased total open position to 10
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 4360, which was -40.00 lower than the previous day. The implied volatity was 20.92, the open interest changed by 9 which increased total open position to 9
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 4400, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 4400, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 4400, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 4400, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 4400, which was -395.25 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 4795.25, 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 4795.25, 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 4795.25, which was -185.20 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 4980.45, which was 220.45 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 4760, 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 4760, which was -2858.60 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 7618.6, 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 7618.6, 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 7618.6, 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 7618.6, 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 7618.6, 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 7618.6, 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 7618.6, 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 7618.6, 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 7618.6, 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 7618.6, 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 7618.6, 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 7618.6, 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 7618.6, 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 7618.6, 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 7618.6, 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 7618.6, 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 7618.6, 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 7618.6, 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 7618.6, 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 7618.6, which was 7618.60 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 47500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.92
Theta: -2.96
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 2.8 | -1.00 | 26.64 | 83,636 | 4,453 | 19,204 |
| 19 Dec | 51575.70 | 3.8 | -0.15 | 29.24 | 95,348.5 | 2,984 | 14,751 |
| 18 Dec | 52139.55 | 3.95 | -0.80 | 30.09 | 45,813.5 | 778.5 | 11,767 |
| 17 Dec | 52834.80 | 4.75 | -1.65 | 31.39 | 56,582.5 | -2,817.5 | 10,988.5 |
| 16 Dec | 53581.35 | 6.4 | -1.50 | 33.73 | 30,591.5 | -567.5 | 13,806 |
| 13 Dec | 53583.80 | 7.9 | -2.30 | 30.23 | 63,677.5 | -1,096 | 14,373.5 |
| 12 Dec | 53216.45 | 10.2 | -1.15 | 28.39 | 34,523.5 | -261.5 | 15,469.5 |
| 11 Dec | 53391.35 | 11.35 | -1.90 | 28.37 | 41,158 | 841 | 15,731 |
| 10 Dec | 53577.70 | 13.25 | -0.20 | 28.75 | 38,964.5 | -502.5 | 14,890 |
| 9 Dec | 53407.75 | 13.45 | -5.50 | 27.23 | 45,594 | -3,096.5 | 15,392.5 |
| 6 Dec | 53509.50 | 18.95 | -1.95 | 26.49 | 57,944 | -5,102 | 18,489 |
| 5 Dec | 53603.55 | 20.9 | -0.70 | 26.58 | 74,763.5 | -23.5 | 23,591 |
| 4 Dec | 53266.90 | 21.6 | -8.30 | 24.88 | 63,237 | -316.5 | 23,614.5 |
| 3 Dec | 52695.75 | 29.9 | -9.65 | 23.70 | 53,822.5 | 8,315.5 | 23,931 |
| 2 Dec | 52109.00 | 39.55 | -8.35 | 22.43 | 45,574.5 | 4,571.5 | 15,615.5 |
| 29 Nov | 52055.60 | 47.9 | -9.70 | 21.63 | 36,442.5 | -1,721 | 11,044 |
| 28 Nov | 51906.85 | 57.6 | 15.60 | 21.90 | 57,204.5 | 8,213.5 | 12,765 |
| 27 Nov | 52301.80 | 42 | -16.70 | 21.27 | 10,530 | 1,396.5 | 4,551.5 |
| 26 Nov | 52191.50 | 58.7 | -10.15 | 21.92 | 3,798 | -44.5 | 3,155 |
| 25 Nov | 52207.50 | 68.85 | -54.70 | 22.36 | 5,467 | -239 | 3,199.5 |
| 22 Nov | 51135.40 | 123.55 | -47.45 | 20.55 | 4,677.5 | 513.5 | 3,438.5 |
| 21 Nov | 50372.90 | 171 | 4.00 | 19.65 | 3,906 | 373.5 | 2,925 |
| 19 Nov | 50626.50 | 167 | -7.90 | 19.18 | 3,323 | -87.5 | 2,551.5 |
| 18 Nov | 50363.80 | 174.9 | -6.35 | 18.78 | 2,879.5 | 272 | 2,639 |
| 14 Nov | 50179.55 | 181.25 | 16.65 | 17.69 | 3,030.5 | 753.5 | 2,367 |
| 13 Nov | 50088.35 | 164.6 | 45.45 | 17.28 | 2,734 | 417.5 | 1,613.5 |
| 12 Nov | 51157.80 | 119.15 | 33.20 | 18.29 | 887.5 | 324.5 | 1,196 |
| 11 Nov | 51876.75 | 85.95 | -29.45 | 18.74 | 727.5 | 39 | 871.5 |
| 8 Nov | 51561.20 | 115.4 | 3.05 | 18.68 | 407 | 173 | 832.5 |
| 7 Nov | 51916.50 | 112.35 | 12.35 | 19.44 | 220.5 | 83 | 659.5 |
| 6 Nov | 52317.40 | 100 | -34.15 | 20.09 | 92.5 | 40.5 | 576.5 |
| 5 Nov | 52207.25 | 134.15 | -64.15 | 20.57 | 125.5 | 48 | 536 |
| 4 Nov | 51215.25 | 198.3 | 10.55 | 19.93 | 124.5 | 488 | 488 |
| 1 Nov | 51673.90 | 187.75 | 0.00 | 0.00 | 0 | 93.5 | 0 |
| 31 Oct | 51475.35 | 187.75 | 17.75 | - | 126 | 93.5 | 446.5 |
| 30 Oct | 51807.50 | 170 | 26.00 | - | 60.5 | 54 | 353 |
| 29 Oct | 52320.70 | 144 | -71.00 | - | 23 | 17 | 299 |
| 28 Oct | 51259.30 | 215 | -51.40 | - | 36.5 | 11.5 | 282 |
| 25 Oct | 50787.45 | 266.4 | 65.15 | - | 76 | 41.5 | 270.5 |
| 24 Oct | 51531.15 | 201.25 | -37.70 | - | 108 | 34 | 229 |
| 23 Oct | 51239.00 | 238.95 | 15.30 | - | 46 | 35.5 | 195 |
| 22 Oct | 51257.15 | 223.65 | 58.65 | - | 106.5 | 68 | 159.5 |
| 21 Oct | 51962.70 | 165 | 26.00 | - | 41 | 27.5 | 91.5 |
| 18 Oct | 52094.20 | 139 | -59.85 | - | 17 | 2.5 | 64 |
| 17 Oct | 51288.80 | 198.85 | 61.50 | - | 17.5 | 13.5 | 61.5 |
| 16 Oct | 51801.05 | 137.35 | -4.65 | - | 44.5 | 28.5 | 48 |
| 15 Oct | 51906.00 | 142 | -15.90 | - | 8.5 | 5 | 19.5 |
| 14 Oct | 51816.90 | 157.9 | -48.00 | - | 0.5 | 0 | 14.5 |
| 11 Oct | 51172.30 | 205.9 | 20.55 | - | 6.5 | 4.5 | 14.5 |
| 10 Oct | 51530.90 | 185.35 | -44.65 | - | 2.5 | 1 | 10 |
| 9 Oct | 51007.00 | 230 | 70.25 | - | 11.5 | 9 | 9 |
| 8 Oct | 51021.00 | 159.75 | 0.00 | - | 0 | 2.5 | 0 |
| 7 Oct | 50478.90 | 159.75 | 0.00 | - | 0 | 2.5 | 0 |
| 4 Oct | 51462.05 | 159.75 | 0.00 | - | 0 | 2.5 | 0 |
| 3 Oct | 51845.20 | 159.75 | 33.75 | - | 2.5 | 2.5 | 2.5 |
| 1 Oct | 52922.60 | 126 | 0.00 | - | 0 | 1 | 0 |
| 30 Sept | 52978.10 | 126 | -43.60 | - | 1.5 | 1 | 1 |
| 27 Sept | 53834.30 | 169.6 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 169.6 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 47500 expiring on 24DEC2024
Delta for 47500 PE is -0.01
Historical price for 47500 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2.8, which was -1.00 lower than the previous day. The implied volatity was 26.64, the open interest changed by 8906 which increased total open position to 38408
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3.8, which was -0.15 lower than the previous day. The implied volatity was 29.24, the open interest changed by 5968 which increased total open position to 29502
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3.95, which was -0.80 lower than the previous day. The implied volatity was 30.09, the open interest changed by 1557 which increased total open position to 23534
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 4.75, which was -1.65 lower than the previous day. The implied volatity was 31.39, the open interest changed by -5635 which decreased total open position to 21977
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 6.4, which was -1.50 lower than the previous day. The implied volatity was 33.73, the open interest changed by -1135 which decreased total open position to 27612
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 7.9, which was -2.30 lower than the previous day. The implied volatity was 30.23, the open interest changed by -2192 which decreased total open position to 28747
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 10.2, which was -1.15 lower than the previous day. The implied volatity was 28.39, the open interest changed by -523 which decreased total open position to 30939
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 11.35, which was -1.90 lower than the previous day. The implied volatity was 28.37, the open interest changed by 1682 which increased total open position to 31462
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 13.25, which was -0.20 lower than the previous day. The implied volatity was 28.75, the open interest changed by -1005 which decreased total open position to 29780
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 13.45, which was -5.50 lower than the previous day. The implied volatity was 27.23, the open interest changed by -6193 which decreased total open position to 30785
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 18.95, which was -1.95 lower than the previous day. The implied volatity was 26.49, the open interest changed by -10204 which decreased total open position to 36978
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 20.9, which was -0.70 lower than the previous day. The implied volatity was 26.58, the open interest changed by -47 which decreased total open position to 47182
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 21.6, which was -8.30 lower than the previous day. The implied volatity was 24.88, the open interest changed by -633 which decreased total open position to 47229
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 29.9, which was -9.65 lower than the previous day. The implied volatity was 23.70, the open interest changed by 16631 which increased total open position to 47862
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 39.55, which was -8.35 lower than the previous day. The implied volatity was 22.43, the open interest changed by 9143 which increased total open position to 31231
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 47.9, which was -9.70 lower than the previous day. The implied volatity was 21.63, the open interest changed by -3442 which decreased total open position to 22088
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 57.6, which was 15.60 higher than the previous day. The implied volatity was 21.90, the open interest changed by 16427 which increased total open position to 25530
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 42, which was -16.70 lower than the previous day. The implied volatity was 21.27, the open interest changed by 2793 which increased total open position to 9103
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 58.7, which was -10.15 lower than the previous day. The implied volatity was 21.92, the open interest changed by -89 which decreased total open position to 6310
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 68.85, which was -54.70 lower than the previous day. The implied volatity was 22.36, the open interest changed by -478 which decreased total open position to 6399
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 123.55, which was -47.45 lower than the previous day. The implied volatity was 20.55, the open interest changed by 1027 which increased total open position to 6877
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 171, which was 4.00 higher than the previous day. The implied volatity was 19.65, the open interest changed by 747 which increased total open position to 5850
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 167, which was -7.90 lower than the previous day. The implied volatity was 19.18, the open interest changed by -175 which decreased total open position to 5103
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 174.9, which was -6.35 lower than the previous day. The implied volatity was 18.78, the open interest changed by 544 which increased total open position to 5278
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 181.25, which was 16.65 higher than the previous day. The implied volatity was 17.69, the open interest changed by 1507 which increased total open position to 4734
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 164.6, which was 45.45 higher than the previous day. The implied volatity was 17.28, the open interest changed by 835 which increased total open position to 3227
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 119.15, which was 33.20 higher than the previous day. The implied volatity was 18.29, the open interest changed by 649 which increased total open position to 2392
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 85.95, which was -29.45 lower than the previous day. The implied volatity was 18.74, the open interest changed by 78 which increased total open position to 1743
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 115.4, which was 3.05 higher than the previous day. The implied volatity was 18.68, the open interest changed by 346 which increased total open position to 1665
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 112.35, which was 12.35 higher than the previous day. The implied volatity was 19.44, the open interest changed by 166 which increased total open position to 1319
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 100, which was -34.15 lower than the previous day. The implied volatity was 20.09, the open interest changed by 81 which increased total open position to 1153
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 134.15, which was -64.15 lower than the previous day. The implied volatity was 20.57, the open interest changed by 96 which increased total open position to 1072
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 198.3, which was 10.55 higher than the previous day. The implied volatity was 19.93, the open interest changed by 976 which increased total open position to 976
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 187.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 187 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 187.75, which was 17.75 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 170, which was 26.00 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 144, which was -71.00 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 215, which was -51.40 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 266.4, which was 65.15 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 201.25, which was -37.70 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 238.95, which was 15.30 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 223.65, which was 58.65 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 165, which was 26.00 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 139, which was -59.85 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 198.85, which was 61.50 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 137.35, which was -4.65 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 142, which was -15.90 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 157.9, which was -48.00 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 205.9, which was 20.55 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 185.35, which was -44.65 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 230, which was 70.25 higher 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 159.75, 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 159.75, 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 159.75, 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 159.75, which was 33.75 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 126, 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 126, which was -43.60 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 169.6, 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 169.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
