BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 47900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 4429.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 19 Dec | 51575.70 | 4429.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 18 Dec | 52139.55 | 4429.8 | -1232.35 | 40.00 | 12.5 | 1 | 1 | |||
| 17 Dec | 52834.80 | 5662.15 | 0.00 | 0.00 | 0 | 3.5 | 0 | |||
| 16 Dec | 53581.35 | 5662.15 | 0.00 | 0.00 | 0 | 3.5 | 0 | |||
| 13 Dec | 53583.80 | 5662.15 | 839.10 | - | 1.5 | 3.5 | 3.5 | |||
| 12 Dec | 53216.45 | 4823.05 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 11 Dec | 53391.35 | 4823.05 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 10 Dec | 53577.70 | 4823.05 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 9 Dec | 53407.75 | 4823.05 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 6 Dec | 53509.50 | 4823.05 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 5 Dec | 53603.55 | 4823.05 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 4 Dec | 53266.90 | 4823.05 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 3 Dec | 52695.75 | 4823.05 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 2 Dec | 52109.00 | 4823.05 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 29 Nov | 52055.60 | 4823.05 | 0.00 | 0.00 | 0 | -2 | 3 | |||
| 28 Nov | 51906.85 | 4823.05 | 0.05 | 34.29 | 2 | 0 | 5 | |||
| 27 Nov | 52301.80 | 4823 | 1673.00 | 21.77 | 4.5 | 5 | 5 | |||
| 26 Nov | 52191.50 | 3150 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 25 Nov | 52207.50 | 3150 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 22 Nov | 51135.40 | 3150 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 21 Nov | 50372.90 | 3150 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 19 Nov | 50626.50 | 3150 | 120.30 | 15.75 | 0.5 | 2 | 2 | |||
| 18 Nov | 50363.80 | 3029.7 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 14 Nov | 50179.55 | 3029.7 | 22.10 | 16.39 | 3.5 | 0.5 | 2 | |||
| 13 Nov | 50088.35 | 3007.6 | -4252.60 | 13.00 | 3 | 1.5 | 1.5 | |||
| 12 Nov | 51157.80 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 51876.75 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 51215.25 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 7260.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 7260.2 | 7260.20 | - | 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 47900 expiring on 24DEC2024
Delta for 47900 CE is 0.00
Historical price for 47900 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 4429.8, 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 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 4429.8, 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 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 4429.8, which was -1232.35 lower than the previous day. The implied volatity was 40.00, the open interest changed by 2 which increased total open position to 2
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 5662.15, 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 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 5662.15, 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 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 5662.15, which was 839.10 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 4823.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 4823.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 4823.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 4823.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 4823.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 4823.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 4823.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 4823.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 4823.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 4823.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 6
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 4823.05, which was 0.05 higher than the previous day. The implied volatity was 34.29, the open interest changed by 0 which decreased total open position to 10
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 4823, which was 1673.00 higher than the previous day. The implied volatity was 21.77, the open interest changed by 10 which increased total open position to 10
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 3150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 3150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 3150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 3150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 3150, which was 120.30 higher than the previous day. The implied volatity was 15.75, the open interest changed by 4 which increased total open position to 4
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 3029.7, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 3029.7, which was 22.10 higher than the previous day. The implied volatity was 16.39, the open interest changed by 1 which increased total open position to 4
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 3007.6, which was -4252.60 lower than the previous day. The implied volatity was 13.00, the open interest changed by 3 which increased total open position to 3
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 7260.2, 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 7260.2, 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 7260.2, 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 7260.2, 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 7260.2, 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 7260.2, 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 7260.2, 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 7260.2, 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 7260.2, 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 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 7260.2, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 7260.2, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 7260.2, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 7260.2, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 7260.2, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 7260.2, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 7260.2, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 7260.2, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 7260.2, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 7260.2, 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 7260.2, 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 7260.2, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 7260.2, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 7260.2, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 7260.2, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 7260.2, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 7260.2, which was 7260.20 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 47900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 1.52
Theta: -4.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 5.1 | -0.25 | 25.67 | 13,936.5 | 581.5 | 2,102.5 |
| 19 Dec | 51575.70 | 5.35 | 0.80 | 27.81 | 12,208 | 778 | 1,521 |
| 18 Dec | 52139.55 | 4.55 | -1.65 | 28.21 | 11,280.5 | -126.5 | 743 |
| 17 Dec | 52834.80 | 6.2 | -1.70 | 30.16 | 6,838 | -1,189 | 869.5 |
| 16 Dec | 53581.35 | 7.9 | -1.10 | 32.49 | 4,957 | 522.5 | 2,058.5 |
| 13 Dec | 53583.80 | 9 | -3.20 | 28.90 | 6,951.5 | -20 | 1,536 |
| 12 Dec | 53216.45 | 12.2 | 0.00 | 27.26 | 4,696 | -101 | 1,556 |
| 11 Dec | 53391.35 | 12.2 | -2.70 | 26.90 | 4,490 | -80.5 | 1,657 |
| 10 Dec | 53577.70 | 14.9 | -1.40 | 27.53 | 6,031.5 | 130 | 1,737.5 |
| 9 Dec | 53407.75 | 16.3 | -3.75 | 26.29 | 5,474.5 | -282.5 | 1,607.5 |
| 6 Dec | 53509.50 | 20.05 | -5.75 | 25.15 | 7,548.5 | 348.5 | 1,890 |
| 5 Dec | 53603.55 | 25.8 | -1.65 | 25.89 | 7,304 | 142.5 | 1,541.5 |
| 4 Dec | 53266.90 | 27.45 | -9.05 | 24.28 | 8,927 | -188 | 1,399 |
| 3 Dec | 52695.75 | 36.5 | -14.50 | 22.93 | 5,763 | 132.5 | 1,587 |
| 2 Dec | 52109.00 | 51 | -16.25 | 21.89 | 13,296 | 521 | 1,454.5 |
| 29 Nov | 52055.60 | 67.25 | -2.75 | 21.54 | 5,034 | 259.5 | 933.5 |
| 28 Nov | 51906.85 | 70 | 18.30 | 21.21 | 9,892.5 | 341 | 674 |
| 27 Nov | 52301.80 | 51.7 | -20.15 | 20.64 | 737 | 156 | 333 |
| 26 Nov | 52191.50 | 71.85 | -10.55 | 21.33 | 32.5 | -6 | 177 |
| 25 Nov | 52207.50 | 82.4 | -70.50 | 21.70 | 264 | 112.5 | 183 |
| 22 Nov | 51135.40 | 152.9 | -61.25 | 20.08 | 118 | 45 | 70.5 |
| 21 Nov | 50372.90 | 214.15 | 11.75 | 19.27 | 160.5 | 0 | 25.5 |
| 19 Nov | 50626.50 | 202.4 | -10.70 | 18.55 | 3.5 | 1 | 25.5 |
| 18 Nov | 50363.80 | 213.1 | 41.30 | 18.26 | 25.5 | 24.5 | 24.5 |
| 14 Nov | 50179.55 | 171.8 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 13 Nov | 50088.35 | 171.8 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 12 Nov | 51157.80 | 171.8 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 11 Nov | 51876.75 | 171.8 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 8 Nov | 51561.20 | 171.8 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 7 Nov | 51916.50 | 171.8 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 6 Nov | 52317.40 | 171.8 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 5 Nov | 52207.25 | 171.8 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 4 Nov | 51215.25 | 171.8 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 1 Nov | 51673.90 | 171.8 | -97.15 | 18.70 | 0.5 | 0.5 | 0.5 |
| 31 Oct | 51475.35 | 268.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 268.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 268.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 268.95 | 64.85 | - | 0.5 | 0 | 0 |
| 25 Oct | 50787.45 | 204.1 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 204.1 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 204.1 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 204.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 204.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 204.1 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 204.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 204.1 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 204.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 204.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 204.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 204.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 204.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 204.1 | 204.10 | - | 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 47900 expiring on 24DEC2024
Delta for 47900 PE is -0.01
Historical price for 47900 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 5.1, which was -0.25 lower than the previous day. The implied volatity was 25.67, the open interest changed by 1163 which increased total open position to 4205
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 5.35, which was 0.80 higher than the previous day. The implied volatity was 27.81, the open interest changed by 1556 which increased total open position to 3042
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 4.55, which was -1.65 lower than the previous day. The implied volatity was 28.21, the open interest changed by -253 which decreased total open position to 1486
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 6.2, which was -1.70 lower than the previous day. The implied volatity was 30.16, the open interest changed by -2378 which decreased total open position to 1739
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 7.9, which was -1.10 lower than the previous day. The implied volatity was 32.49, the open interest changed by 1045 which increased total open position to 4117
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 9, which was -3.20 lower than the previous day. The implied volatity was 28.90, the open interest changed by -40 which decreased total open position to 3072
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 12.2, which was 0.00 lower than the previous day. The implied volatity was 27.26, the open interest changed by -202 which decreased total open position to 3112
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 12.2, which was -2.70 lower than the previous day. The implied volatity was 26.90, the open interest changed by -161 which decreased total open position to 3314
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 14.9, which was -1.40 lower than the previous day. The implied volatity was 27.53, the open interest changed by 260 which increased total open position to 3475
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 16.3, which was -3.75 lower than the previous day. The implied volatity was 26.29, the open interest changed by -565 which decreased total open position to 3215
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 20.05, which was -5.75 lower than the previous day. The implied volatity was 25.15, the open interest changed by 697 which increased total open position to 3780
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 25.8, which was -1.65 lower than the previous day. The implied volatity was 25.89, the open interest changed by 285 which increased total open position to 3083
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 27.45, which was -9.05 lower than the previous day. The implied volatity was 24.28, the open interest changed by -376 which decreased total open position to 2798
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 36.5, which was -14.50 lower than the previous day. The implied volatity was 22.93, the open interest changed by 265 which increased total open position to 3174
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 51, which was -16.25 lower than the previous day. The implied volatity was 21.89, the open interest changed by 1042 which increased total open position to 2909
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 67.25, which was -2.75 lower than the previous day. The implied volatity was 21.54, the open interest changed by 519 which increased total open position to 1867
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 70, which was 18.30 higher than the previous day. The implied volatity was 21.21, the open interest changed by 682 which increased total open position to 1348
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 51.7, which was -20.15 lower than the previous day. The implied volatity was 20.64, the open interest changed by 312 which increased total open position to 666
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 71.85, which was -10.55 lower than the previous day. The implied volatity was 21.33, the open interest changed by -12 which decreased total open position to 354
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 82.4, which was -70.50 lower than the previous day. The implied volatity was 21.70, the open interest changed by 225 which increased total open position to 366
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 152.9, which was -61.25 lower than the previous day. The implied volatity was 20.08, the open interest changed by 90 which increased total open position to 141
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 214.15, which was 11.75 higher than the previous day. The implied volatity was 19.27, the open interest changed by 0 which decreased total open position to 51
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 202.4, which was -10.70 lower than the previous day. The implied volatity was 18.55, the open interest changed by 2 which increased total open position to 51
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 213.1, which was 41.30 higher than the previous day. The implied volatity was 18.26, the open interest changed by 49 which increased total open position to 49
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 171.8, 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 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 171.8, 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 171.8, 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 171.8, 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 171.8, 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 171.8, 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 171.8, 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 171.8, 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 171.8, 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 171.8, which was -97.15 lower than the previous day. The implied volatity was 18.70, the open interest changed by 1 which increased total open position to 1
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 268.95, 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 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 268.95, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 268.95, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 268.95, which was 64.85 higher 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 204.1, 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 204.1, 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 204.1, 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 204.1, 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 204.1, 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 204.1, 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 204.1, 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 204.1, 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 204.1, 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 204.1, 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 204.1, 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 204.1, 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 204.1, 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 204.1, which was 204.10 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
