BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 4689.45 | -260.55 | - | 795 | -540 | 3,855 | |||
| 4 Jul | 53103.70 | 4950 | - | 210 | -60 | 4,395 | ||||
| 3 Jul | 53089.25 | 5009.95 | - | 3,165 | 2,985 | 4,455 | ||||
| 2 Jul | 52168.10 | 4300 | - | 1,335 | 1,320 | 1,320 | ||||
| 1 Jul | 52574.75 | 4731.4 | - | 0 | 60 | 0 | ||||
| 28 Jun | 52342.25 | 4731.4 | - | 0 | 60 | 0 | ||||
| 27 Jun | 52811.30 | 4731.4 | - | 0 | 60 | 0 | ||||
| 26 Jun | 52870.50 | 4731.4 | - | 135 | 75 | 150 | ||||
| 25 Jun | 52606.00 | 4524.95 | - | 15 | 0 | 75 | ||||
| 24 Jun | 51703.95 | 3598.5 | - | 0 | 0 | 0 | ||||
| 21 Jun | 51661.45 | 3598.50 | - | 45 | 0 | 75 | ||||
| 20 Jun | 51783.25 | 3799.55 | - | 45 | 0 | 105 | ||||
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| 19 Jun | 51398.05 | 2879.60 | - | 150 | 0 | 105 | ||||
| 18 Jun | 50440.90 | 2600.00 | - | 15 | 90 | 90 | ||||
| 14 Jun | 50002.00 | 2586.50 | - | 0 | 15 | 0 | ||||
| 13 Jun | 49846.70 | 2586.50 | - | 15 | 0 | 75 | ||||
| 10 Jun | 49780.90 | 2128.95 | - | 0 | 75 | 0 | ||||
| 7 Jun | 49803.20 | 2128.95 | - | 75 | 0 | 0 | ||||
For NIFTY BANK - strike price 48000 expiring on 10JUL2024
Delta for 48000 CE is -
Historical price for 48000 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 4689.45, which was -260.55 lower than the previous day. The implied volatity was -, the open interest changed by -540 which decreased total open position to 3855
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 4950, which was lower than the previous day. The implied volatity was -, the open interest changed by -60 which decreased total open position to 4395
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 5009.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2985 which increased total open position to 4455
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 4300, which was lower than the previous day. The implied volatity was -, the open interest changed by 1320 which increased total open position to 1320
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 4731.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 0
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 4731.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 0
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 4731.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 0
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 4731.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 150
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 4524.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 3598.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 3598.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 3799.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 105
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 2879.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 105
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 2600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 90
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 2586.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 2586.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 2128.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 2128.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 1.5 | -2.00 | - | 34,19,850 | 2,05,170 | 8,56,815 |
| 4 Jul | 53103.70 | 3.5 | - | 23,11,995 | 1,38,510 | 6,51,645 | |
| 3 Jul | 53089.25 | 4.8 | - | 12,34,860 | 3,71,460 | 5,13,135 | |
| 2 Jul | 52168.10 | 6.1 | - | 2,94,840 | 80,880 | 1,40,355 | |
| 1 Jul | 52574.75 | 10.35 | - | 75,870 | 21,450 | 59,475 | |
| 28 Jun | 52342.25 | 12.05 | - | 1,05,135 | -8,220 | 38,025 | |
| 27 Jun | 52811.30 | 16.2 | - | 1,32,030 | -4,650 | 46,245 | |
| 26 Jun | 52870.50 | 16.55 | - | 1,44,420 | 3,795 | 51,330 | |
| 25 Jun | 52606.00 | 32 | - | 80,010 | 38,220 | 47,535 | |
| 24 Jun | 51703.95 | 42.05 | - | 20,520 | 390 | 9,510 | |
| 21 Jun | 51661.45 | 49.40 | - | 21,945 | 3,150 | 9,435 | |
| 20 Jun | 51783.25 | 61.50 | - | 6,540 | 1,035 | 6,270 | |
| 19 Jun | 51398.05 | 65.05 | - | 7,425 | 1,200 | 5,235 | |
| 18 Jun | 50440.90 | 90.90 | - | 8,115 | 2,565 | 3,960 | |
| 14 Jun | 50002.00 | 154.00 | - | 2,640 | 1,395 | 1,395 | |
| 13 Jun | 49846.70 | 736.85 | - | 0 | 0 | 0 | |
| 10 Jun | 49780.90 | 736.85 | - | 0 | 0 | 0 | |
| 7 Jun | 49803.20 | 736.85 | - | 0 | 0 | 0 | |
For NIFTY BANK - strike price 48000 expiring on 10JUL2024
Delta for 48000 PE is -
Historical price for 48000 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 1.5, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by 205170 which increased total open position to 856815
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 138510 which increased total open position to 651645
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 4.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 371460 which increased total open position to 513135
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 6.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 80880 which increased total open position to 140355
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 10.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 21450 which increased total open position to 59475
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 12.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -8220 which decreased total open position to 38025
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 16.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -4650 which decreased total open position to 46245
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 16.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3795 which increased total open position to 51330
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 32, which was lower than the previous day. The implied volatity was -, the open interest changed by 38220 which increased total open position to 47535
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 42.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 390 which increased total open position to 9510
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 49.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 3150 which increased total open position to 9435
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 61.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1035 which increased total open position to 6270
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 65.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 5235
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 90.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2565 which increased total open position to 3960
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 154.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1395 which increased total open position to 1395
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 736.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 736.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 736.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0