BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 47800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 8.01
Theta: -56.08
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 3213.2 | -1972.55 | 44.09 | 4 | 3.5 | 3.5 | |||
| 19 Dec | 51575.70 | 5185.75 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 18 Dec | 52139.55 | 5185.75 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 17 Dec | 52834.80 | 5185.75 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 16 Dec | 53581.35 | 5185.75 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 13 Dec | 53583.80 | 5185.75 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 12 Dec | 53216.45 | 5185.75 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 11 Dec | 53391.35 | 5185.75 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 10 Dec | 53577.70 | 5185.75 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 9 Dec | 53407.75 | 5185.75 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 6 Dec | 53509.50 | 5185.75 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 5 Dec | 53603.55 | 5185.75 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 4 Dec | 53266.90 | 5185.75 | 585.75 | - | 1 | 4 | 4 | |||
| 3 Dec | 52695.75 | 4600 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 2 Dec | 52109.00 | 4600 | -32.10 | 15.30 | 1.5 | 1 | 4.5 | |||
| 29 Nov | 52055.60 | 4632.1 | 1338.20 | 22.71 | 1 | 3.5 | 3.5 | |||
| 28 Nov | 51906.85 | 3293.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 52301.80 | 3293.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 52191.50 | 3293.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 52207.50 | 3293.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 51135.40 | 3293.9 | -4055.40 | - | 3 | 0 | 0 | |||
| 21 Nov | 50372.90 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 50626.50 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 50363.80 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 50179.55 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 50088.35 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 51157.80 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 51876.75 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 51215.25 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 15 Oct | 51906.00 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 7349.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 7349.3 | 7349.30 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 47800 expiring on 24DEC2024
Delta for 47800 CE is 0.92
Historical price for 47800 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3213.2, which was -1972.55 lower than the previous day. The implied volatity was 44.09, the open interest changed by 7 which increased total open position to 7
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 5185.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 5185.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 5185.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 5185.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 5185.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 5185.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 5185.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 5185.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 5185.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 5185.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 5185.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 5185.75, which was 585.75 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 4600, 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 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 4600, which was -32.10 lower than the previous day. The implied volatity was 15.30, the open interest changed by 2 which increased total open position to 9
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 4632.1, which was 1338.20 higher than the previous day. The implied volatity was 22.71, the open interest changed by 7 which increased total open position to 7
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 3293.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 3293.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 3293.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 3293.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 3293.9, which was -4055.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 7349.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 7349.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 7349.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 7349.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 7349.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 7349.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 7349.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 7349.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 7349.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 7349.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 7349.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 7349.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 7349.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 7349.3, 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 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 7349.3, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 7349.3, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 7349.3, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 7349.3, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 7349.3, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 7349.3, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 7349.3, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 7349.3, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 7349.3, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 7349.3, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 7349.3, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 7349.3, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 7349.3, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 7349.3, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 7349.3, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 7349.3, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 7349.3, which was 7349.30 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 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 47800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 1.30
Theta: -4.06
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 4.2 | -0.10 | 25.79 | 33,739.5 | 5,234.5 | 11,445 |
| 19 Dec | 51575.70 | 4.3 | -0.30 | 27.72 | 36,849.5 | 5,395.5 | 6,210.5 |
| 18 Dec | 52139.55 | 4.6 | 0.30 | 28.84 | 6,387 | -268 | 815 |
| 17 Dec | 52834.80 | 4.3 | -3.50 | 29.42 | 5,092 | -454.5 | 1,083 |
| 16 Dec | 53581.35 | 7.8 | -0.50 | 32.96 | 4,739 | -613.5 | 1,537.5 |
| 13 Dec | 53583.80 | 8.3 | -3.30 | 29.07 | 6,346.5 | 175 | 2,151 |
| 12 Dec | 53216.45 | 11.6 | 0.00 | 27.52 | 4,330 | -265.5 | 1,976 |
| 11 Dec | 53391.35 | 11.6 | -0.50 | 27.14 | 5,813 | 550.5 | 2,241.5 |
| 10 Dec | 53577.70 | 12.1 | -3.85 | 27.16 | 5,333 | 70.5 | 1,691 |
| 9 Dec | 53407.75 | 15.95 | -6.90 | 26.63 | 5,141 | 243 | 1,620.5 |
| 6 Dec | 53509.50 | 22.85 | -0.15 | 26.06 | 5,633.5 | 21 | 1,377.5 |
| 5 Dec | 53603.55 | 23 | -2.75 | 25.82 | 9,134 | -40.5 | 1,356.5 |
| 4 Dec | 53266.90 | 25.75 | -9.50 | 24.42 | 6,110.5 | 61.5 | 1,397 |
| 3 Dec | 52695.75 | 35.25 | -12.25 | 23.19 | 9,280 | 84 | 1,335.5 |
| 2 Dec | 52109.00 | 47.5 | -21.60 | 22.00 | 12,781 | 553.5 | 1,251.5 |
| 29 Nov | 52055.60 | 69.1 | 2.10 | 22.08 | 5,194.5 | 179.5 | 698 |
| 28 Nov | 51906.85 | 67 | 15.85 | 21.41 | 9,476 | 360.5 | 518.5 |
| 27 Nov | 52301.80 | 51.15 | -16.85 | 20.99 | 568 | 72 | 158 |
| 26 Nov | 52191.50 | 68 | -11.45 | 21.45 | 96.5 | -13 | 86 |
| 25 Nov | 52207.50 | 79.45 | -70.60 | 21.88 | 181.5 | 37.5 | 99 |
| 22 Nov | 51135.40 | 150.05 | -56.50 | 20.39 | 200 | 30 | 61.5 |
| 21 Nov | 50372.90 | 206.55 | 11.15 | 19.49 | 210 | -6.5 | 31.5 |
| 19 Nov | 50626.50 | 195.4 | -7.75 | 18.77 | 86 | 28 | 38 |
| 18 Nov | 50363.80 | 203.15 | -16.85 | 18.39 | 3.5 | 4 | 10 |
| 14 Nov | 50179.55 | 220 | -21.00 | 17.57 | 10 | 6 | 6 |
| 13 Nov | 50088.35 | 241 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 12 Nov | 51157.80 | 241 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 11 Nov | 51876.75 | 241 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 8 Nov | 51561.20 | 241 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 7 Nov | 51916.50 | 241 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 6 Nov | 52317.40 | 241 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 5 Nov | 52207.25 | 241 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 4 Nov | 51215.25 | 241 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 1 Nov | 51673.90 | 241 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 31 Oct | 51475.35 | 241 | 0.00 | - | 0 | 0.5 | 0 |
| 30 Oct | 51807.50 | 241 | 0.00 | - | 0 | 0.5 | 0 |
| 29 Oct | 52320.70 | 241 | 0.00 | - | 0 | 0.5 | 0 |
| 28 Oct | 51259.30 | 241 | 0.00 | - | 0 | 0.5 | 0 |
| 25 Oct | 50787.45 | 241 | 0.00 | - | 0 | 0.5 | 0 |
| 24 Oct | 51531.15 | 241 | 0.00 | - | 0 | 0.5 | 0 |
| 23 Oct | 51239.00 | 241 | 0.00 | - | 0 | 0.5 | 0 |
| 22 Oct | 51257.15 | 241 | 0.00 | - | 0 | 0.5 | 0 |
| 21 Oct | 51962.70 | 241 | 0.00 | - | 0 | 0.5 | 0 |
| 18 Oct | 52094.20 | 241 | 31.80 | - | 0.5 | 0.5 | 0.5 |
| 17 Oct | 51288.80 | 209.2 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 209.2 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 209.2 | 14.25 | - | 0.5 | 0 | 0 |
| 14 Oct | 51816.90 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 194.95 | 194.95 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 47800 expiring on 24DEC2024
Delta for 47800 PE is -0.01
Historical price for 47800 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 4.2, which was -0.10 lower than the previous day. The implied volatity was 25.79, the open interest changed by 10469 which increased total open position to 22890
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 4.3, which was -0.30 lower than the previous day. The implied volatity was 27.72, the open interest changed by 10791 which increased total open position to 12421
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 4.6, which was 0.30 higher than the previous day. The implied volatity was 28.84, the open interest changed by -536 which decreased total open position to 1630
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 4.3, which was -3.50 lower than the previous day. The implied volatity was 29.42, the open interest changed by -909 which decreased total open position to 2166
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 7.8, which was -0.50 lower than the previous day. The implied volatity was 32.96, the open interest changed by -1227 which decreased total open position to 3075
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 8.3, which was -3.30 lower than the previous day. The implied volatity was 29.07, the open interest changed by 350 which increased total open position to 4302
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 11.6, which was 0.00 lower than the previous day. The implied volatity was 27.52, the open interest changed by -531 which decreased total open position to 3952
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 11.6, which was -0.50 lower than the previous day. The implied volatity was 27.14, the open interest changed by 1101 which increased total open position to 4483
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 12.1, which was -3.85 lower than the previous day. The implied volatity was 27.16, the open interest changed by 141 which increased total open position to 3382
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 15.95, which was -6.90 lower than the previous day. The implied volatity was 26.63, the open interest changed by 486 which increased total open position to 3241
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 22.85, which was -0.15 lower than the previous day. The implied volatity was 26.06, the open interest changed by 42 which increased total open position to 2755
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 23, which was -2.75 lower than the previous day. The implied volatity was 25.82, the open interest changed by -81 which decreased total open position to 2713
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 25.75, which was -9.50 lower than the previous day. The implied volatity was 24.42, the open interest changed by 123 which increased total open position to 2794
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 35.25, which was -12.25 lower than the previous day. The implied volatity was 23.19, the open interest changed by 168 which increased total open position to 2671
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 47.5, which was -21.60 lower than the previous day. The implied volatity was 22.00, the open interest changed by 1107 which increased total open position to 2503
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 69.1, which was 2.10 higher than the previous day. The implied volatity was 22.08, the open interest changed by 359 which increased total open position to 1396
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 67, which was 15.85 higher than the previous day. The implied volatity was 21.41, the open interest changed by 721 which increased total open position to 1037
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 51.15, which was -16.85 lower than the previous day. The implied volatity was 20.99, the open interest changed by 144 which increased total open position to 316
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 68, which was -11.45 lower than the previous day. The implied volatity was 21.45, the open interest changed by -26 which decreased total open position to 172
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 79.45, which was -70.60 lower than the previous day. The implied volatity was 21.88, the open interest changed by 75 which increased total open position to 198
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 150.05, which was -56.50 lower than the previous day. The implied volatity was 20.39, the open interest changed by 60 which increased total open position to 123
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 206.55, which was 11.15 higher than the previous day. The implied volatity was 19.49, the open interest changed by -13 which decreased total open position to 63
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 195.4, which was -7.75 lower than the previous day. The implied volatity was 18.77, the open interest changed by 56 which increased total open position to 76
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 203.15, which was -16.85 lower than the previous day. The implied volatity was 18.39, the open interest changed by 8 which increased total open position to 20
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 220, which was -21.00 lower than the previous day. The implied volatity was 17.57, the open interest changed by 12 which increased total open position to 12
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 241, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 241, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 241, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 241, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 241, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 241, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 241, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 241, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 241, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 241, 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 241, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 241, 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 241, 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 241, 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 241, 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 241, 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 241, 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 241, 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 241, which was 31.80 higher 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 209.2, 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 209.2, 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 209.2, which was 14.25 higher 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 194.95, 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 194.95, 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 194.95, 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 194.95, 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 194.95, which was 194.95 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
