BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 48000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 2832.2 | -897.80 | - | 206 | -74.5 | 1,981 | |||
| 19 Dec | 51575.70 | 3730 | -590.00 | 39.46 | 116 | -30.5 | 2,055.5 | |||
| 18 Dec | 52139.55 | 4320 | -671.05 | 37.44 | 93.5 | -8.5 | 2,086 | |||
| 17 Dec | 52834.80 | 4991.05 | -667.25 | 48.45 | 109.5 | -81 | 2,094.5 | |||
| 16 Dec | 53581.35 | 5658.3 | 31.70 | 44.37 | 38 | 0.5 | 2,175.5 | |||
| 13 Dec | 53583.80 | 5626.6 | 248.20 | - | 189 | 25 | 2,175 | |||
| 12 Dec | 53216.45 | 5378.4 | -171.60 | - | 38.5 | -7.5 | 2,150 | |||
| 11 Dec | 53391.35 | 5550 | -110.65 | - | 26.5 | -18 | 2,157.5 | |||
| 10 Dec | 53577.70 | 5660.65 | 73.55 | - | 123 | 83 | 2,175.5 | |||
| 9 Dec | 53407.75 | 5587.1 | -95.05 | - | 7.5 | -0.5 | 2,092.5 | |||
| 6 Dec | 53509.50 | 5682.15 | -4.85 | - | 178 | 7.5 | 2,093 | |||
| 5 Dec | 53603.55 | 5687 | 315.00 | - | 87 | -36.5 | 2,085.5 | |||
| 4 Dec | 53266.90 | 5372 | 516.45 | - | 125.5 | 45.5 | 2,122 | |||
| 3 Dec | 52695.75 | 4855.55 | 493.55 | - | 278.5 | -2 | 2,076.5 | |||
| 2 Dec | 52109.00 | 4362 | -18.00 | - | 292 | 234.5 | 2,078.5 | |||
| 29 Nov | 52055.60 | 4380 | -7.80 | 17.93 | 231.5 | 195 | 1,844 | |||
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| 28 Nov | 51906.85 | 4387.8 | -224.70 | 20.40 | 130 | 8 | 1,649 | |||
| 27 Nov | 52301.80 | 4612.5 | 97.50 | - | 1,738 | 1,089 | 1,641 | |||
| 26 Nov | 52191.50 | 4515 | -17.00 | - | 74 | 51 | 552 | |||
| 25 Nov | 52207.50 | 4532 | 962.00 | - | 105 | 28 | 501 | |||
| 22 Nov | 51135.40 | 3570 | 570.00 | 15.14 | 84 | 16.5 | 473 | |||
| 21 Nov | 50372.90 | 3000 | 47.95 | 15.76 | 378 | 110 | 456.5 | |||
| 19 Nov | 50626.50 | 2952.05 | 19.70 | 9.89 | 104 | -34.5 | 346.5 | |||
| 18 Nov | 50363.80 | 2932.35 | 87.35 | 13.93 | 194.5 | 108 | 381 | |||
| 14 Nov | 50179.55 | 2845 | -185.40 | 13.38 | 265 | 56.5 | 273 | |||
| 13 Nov | 50088.35 | 3030.4 | -769.60 | 16.45 | 195.5 | 45 | 216.5 | |||
| 12 Nov | 51157.80 | 3800 | -582.00 | 16.95 | 29 | -4.5 | 171.5 | |||
| 11 Nov | 51876.75 | 4382 | 177.00 | 10.03 | 21 | 8 | 176 | |||
| 8 Nov | 51561.20 | 4205 | -296.90 | 15.70 | 24 | 2.5 | 168 | |||
| 7 Nov | 51916.50 | 4501.9 | -478.10 | 11.96 | 7 | -3 | 165.5 | |||
| 6 Nov | 52317.40 | 4980 | 160.00 | - | 3.5 | -1.5 | 168.5 | |||
| 5 Nov | 52207.25 | 4820 | 858.75 | 16.67 | 27.5 | 19 | 170 | |||
| 4 Nov | 51215.25 | 3961.25 | -482.75 | 14.26 | 11.5 | -3.5 | 151 | |||
| 1 Nov | 51673.90 | 4444 | 143.00 | 15.67 | 5 | 4 | 154.5 | |||
| 31 Oct | 51475.35 | 4301 | -399.10 | - | 5.5 | 0.5 | 150.5 | |||
| 30 Oct | 51807.50 | 4700.1 | -324.90 | - | 11 | 7.5 | 150 | |||
| 29 Oct | 52320.70 | 5025 | 868.25 | - | 26 | 3.5 | 142.5 | |||
| 28 Oct | 51259.30 | 4156.75 | 341.00 | - | 33 | -9.5 | 139 | |||
| 25 Oct | 50787.45 | 3815.75 | -687.25 | - | 111 | 13 | 148.5 | |||
| 24 Oct | 51531.15 | 4503 | 283.10 | - | 19 | 3.5 | 135.5 | |||
| 23 Oct | 51239.00 | 4219.9 | -55.10 | - | 30 | 26 | 132 | |||
| 22 Oct | 51257.15 | 4275 | -451.95 | - | 11 | 0.5 | 106 | |||
| 21 Oct | 51962.70 | 4726.95 | -349.55 | - | 10 | -0.5 | 105.5 | |||
| 18 Oct | 52094.20 | 5076.5 | 868.25 | - | 5.5 | 4 | 106 | |||
| 17 Oct | 51288.80 | 4208.25 | -545.75 | - | 1 | 0.5 | 102 | |||
| 16 Oct | 51801.05 | 4754 | -51.00 | - | 3 | 1.5 | 101.5 | |||
| 15 Oct | 51906.00 | 4805 | 55.00 | - | 9 | -0.5 | 100 | |||
| 14 Oct | 51816.90 | 4750 | 500.00 | - | 14.5 | 5 | 100.5 | |||
| 11 Oct | 51172.30 | 4250 | -349.70 | - | 10 | -2.5 | 95.5 | |||
| 10 Oct | 51530.90 | 4599.7 | 299.70 | - | 5.5 | 2.5 | 98 | |||
| 9 Oct | 51007.00 | 4300 | 20.00 | - | 46 | 0 | 95.5 | |||
| 8 Oct | 51021.00 | 4280 | 361.20 | - | 8 | 4.5 | 95.5 | |||
| 7 Oct | 50478.90 | 3918.8 | -831.20 | - | 16.5 | 12.5 | 91 | |||
| 4 Oct | 51462.05 | 4750 | -250.00 | - | 1.5 | 0.5 | 78.5 | |||
| 3 Oct | 51845.20 | 5000 | -1550.00 | - | 3 | 78 | 78 | |||
| 1 Oct | 52922.60 | 6550 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 6550 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 6550 | 0.00 | - | 0 | 0 | 75.5 | |||
| 26 Sept | 54375.35 | 6550 | 0.00 | - | 36 | 4 | 75.5 | |||
| 25 Sept | 54114.80 | 6550.00 | - | 36 | 33 | 71.5 | ||||
For Nifty Bank - strike price 48000 expiring on 24DEC2024
Delta for 48000 CE is -
Historical price for 48000 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2832.2, which was -897.80 lower than the previous day. The implied volatity was -, the open interest changed by -149 which decreased total open position to 3962
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3730, which was -590.00 lower than the previous day. The implied volatity was 39.46, the open interest changed by -61 which decreased total open position to 4111
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 4320, which was -671.05 lower than the previous day. The implied volatity was 37.44, the open interest changed by -17 which decreased total open position to 4172
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 4991.05, which was -667.25 lower than the previous day. The implied volatity was 48.45, the open interest changed by -162 which decreased total open position to 4189
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 5658.3, which was 31.70 higher than the previous day. The implied volatity was 44.37, the open interest changed by 1 which increased total open position to 4351
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 5626.6, which was 248.20 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 4350
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 5378.4, which was -171.60 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 4300
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 5550, which was -110.65 lower than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 4315
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 5660.65, which was 73.55 higher than the previous day. The implied volatity was -, the open interest changed by 166 which increased total open position to 4351
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 5587.1, which was -95.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 4185
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 5682.15, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 4186
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 5687, which was 315.00 higher than the previous day. The implied volatity was -, the open interest changed by -73 which decreased total open position to 4171
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 5372, which was 516.45 higher than the previous day. The implied volatity was -, the open interest changed by 91 which increased total open position to 4244
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 4855.55, which was 493.55 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 4153
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 4362, which was -18.00 lower than the previous day. The implied volatity was -, the open interest changed by 469 which increased total open position to 4157
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 4380, which was -7.80 lower than the previous day. The implied volatity was 17.93, the open interest changed by 390 which increased total open position to 3688
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 4387.8, which was -224.70 lower than the previous day. The implied volatity was 20.40, the open interest changed by 16 which increased total open position to 3298
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 4612.5, which was 97.50 higher than the previous day. The implied volatity was -, the open interest changed by 2178 which increased total open position to 3282
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 4515, which was -17.00 lower than the previous day. The implied volatity was -, the open interest changed by 102 which increased total open position to 1104
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 4532, which was 962.00 higher than the previous day. The implied volatity was -, the open interest changed by 56 which increased total open position to 1002
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 3570, which was 570.00 higher than the previous day. The implied volatity was 15.14, the open interest changed by 33 which increased total open position to 946
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 3000, which was 47.95 higher than the previous day. The implied volatity was 15.76, the open interest changed by 220 which increased total open position to 913
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2952.05, which was 19.70 higher than the previous day. The implied volatity was 9.89, the open interest changed by -69 which decreased total open position to 693
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2932.35, which was 87.35 higher than the previous day. The implied volatity was 13.93, the open interest changed by 216 which increased total open position to 762
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2845, which was -185.40 lower than the previous day. The implied volatity was 13.38, the open interest changed by 113 which increased total open position to 546
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 3030.4, which was -769.60 lower than the previous day. The implied volatity was 16.45, the open interest changed by 90 which increased total open position to 433
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 3800, which was -582.00 lower than the previous day. The implied volatity was 16.95, the open interest changed by -9 which decreased total open position to 343
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 4382, which was 177.00 higher than the previous day. The implied volatity was 10.03, the open interest changed by 16 which increased total open position to 352
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 4205, which was -296.90 lower than the previous day. The implied volatity was 15.70, the open interest changed by 5 which increased total open position to 336
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 4501.9, which was -478.10 lower than the previous day. The implied volatity was 11.96, the open interest changed by -6 which decreased total open position to 331
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 4980, which was 160.00 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 337
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 4820, which was 858.75 higher than the previous day. The implied volatity was 16.67, the open interest changed by 38 which increased total open position to 340
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 3961.25, which was -482.75 lower than the previous day. The implied volatity was 14.26, the open interest changed by -7 which decreased total open position to 302
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 4444, which was 143.00 higher than the previous day. The implied volatity was 15.67, the open interest changed by 8 which increased total open position to 309
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 4301, which was -399.10 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 4700.1, which was -324.90 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 5025, which was 868.25 higher 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 4156.75, which was 341.00 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 3815.75, which was -687.25 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 4503, which was 283.10 higher 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 4219.9, which was -55.10 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 4275, which was -451.95 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 4726.95, which was -349.55 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 5076.5, which was 868.25 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 4208.25, which was -545.75 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 4754, which was -51.00 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 4805, which was 55.00 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 4750, which was 500.00 higher 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 4250, which was -349.70 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 4599.7, which was 299.70 higher 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 4300, which was 20.00 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 4280, which was 361.20 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 3918.8, which was -831.20 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 4750, which was -250.00 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 5000, which was -1550.00 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 6550, 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 6550, 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 6550, 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 6550, 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 Sept BANKNIFTY was trading at 54114.80. The strike last trading price was 6550.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 48000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 1.55
Theta: -4.66
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 5.05 | -0.60 | 24.87 | 2,12,764.5 | 13,053.5 | 53,055 |
| 19 Dec | 51575.70 | 5.65 | 0.95 | 27.33 | 1,84,655.5 | 374.5 | 40,001.5 |
| 18 Dec | 52139.55 | 4.7 | -0.85 | 27.72 | 1,25,687.5 | -228.5 | 39,627 |
| 17 Dec | 52834.80 | 5.55 | -1.70 | 29.20 | 99,918 | -4,209 | 39,855.5 |
| 16 Dec | 53581.35 | 7.25 | -1.50 | 31.61 | 63,086 | 2,822.5 | 44,064.5 |
| 13 Dec | 53583.80 | 8.75 | -3.25 | 28.36 | 94,387.5 | -1,101 | 41,242 |
| 12 Dec | 53216.45 | 12 | -0.35 | 26.74 | 88,558.5 | -3,094 | 42,343 |
| 11 Dec | 53391.35 | 12.35 | -2.80 | 26.50 | 1,06,210.5 | 7,690 | 45,437 |
| 10 Dec | 53577.70 | 15.15 | -2.75 | 27.16 | 55,910 | -2,173 | 37,747 |
| 9 Dec | 53407.75 | 17.9 | -5.15 | 26.23 | 65,686 | -1,766 | 39,920 |
| 6 Dec | 53509.50 | 23.05 | -2.95 | 25.30 | 88,003 | 3,150 | 41,686 |
| 5 Dec | 53603.55 | 26 | -2.40 | 25.53 | 1,20,051 | -2,850.5 | 38,536 |
| 4 Dec | 53266.90 | 28.4 | -10.50 | 24.03 | 89,137.5 | 1,446 | 41,386.5 |
| 3 Dec | 52695.75 | 38.9 | -13.85 | 22.79 | 83,047.5 | 4,616.5 | 39,940.5 |
| 2 Dec | 52109.00 | 52.75 | -16.25 | 21.63 | 98,870 | 7,173 | 35,324 |
| 29 Nov | 52055.60 | 69 | -5.65 | 21.25 | 75,490.5 | 5,598 | 28,151 |
| 28 Nov | 51906.85 | 74.65 | 20.85 | 21.11 | 91,152.5 | 4,065 | 22,553 |
| 27 Nov | 52301.80 | 53.8 | -22.30 | 20.45 | 30,422 | 6,677 | 18,488 |
| 26 Nov | 52191.50 | 76.1 | -11.30 | 21.20 | 10,925 | 832.5 | 11,811 |
| 25 Nov | 52207.50 | 87.4 | -75.15 | 21.57 | 13,017 | 126 | 10,978.5 |
| 22 Nov | 51135.40 | 162.55 | -61.80 | 20.01 | 15,393 | 855.5 | 10,852.5 |
| 21 Nov | 50372.90 | 224.35 | 0.30 | 19.11 | 12,103 | 1,248.5 | 9,997 |
| 19 Nov | 50626.50 | 224.05 | -2.15 | 18.74 | 9,964.5 | -224.5 | 8,748.5 |
| 18 Nov | 50363.80 | 226.2 | -16.80 | 18.20 | 8,030.5 | 367.5 | 8,973 |
| 14 Nov | 50179.55 | 243 | 22.00 | 17.32 | 6,638.5 | 367 | 8,605.5 |
| 13 Nov | 50088.35 | 221 | 63.45 | 16.89 | 9,466.5 | 1,553.5 | 8,238.5 |
| 12 Nov | 51157.80 | 157.55 | 48.70 | 17.86 | 3,729.5 | 394.5 | 6,685 |
| 11 Nov | 51876.75 | 108.85 | -46.15 | 18.13 | 2,039 | 289 | 6,290.5 |
| 8 Nov | 51561.20 | 155 | 15.40 | 18.43 | 869.5 | 45.5 | 6,001.5 |
| 7 Nov | 51916.50 | 139.6 | 17.60 | 18.86 | 1,339.5 | 148 | 5,956 |
| 6 Nov | 52317.40 | 122 | -53.00 | 19.47 | 1,180 | 26 | 5,808 |
| 5 Nov | 52207.25 | 175 | -71.50 | 20.33 | 2,095 | 268.5 | 5,782 |
| 4 Nov | 51215.25 | 246.5 | 14.50 | 19.48 | 1,231.5 | 43.5 | 5,513.5 |
| 1 Nov | 51673.90 | 232 | 10.55 | 20.07 | 204 | 5.5 | 5,470 |
| 31 Oct | 51475.35 | 221.45 | 20.20 | - | 1,316 | 125.5 | 5,464.5 |
| 30 Oct | 51807.50 | 201.25 | 31.25 | - | 484.5 | 131 | 5,339 |
| 29 Oct | 52320.70 | 170 | -75.00 | - | 748 | 26 | 5,208 |
| 28 Oct | 51259.30 | 245 | -94.95 | - | 552.5 | -19.5 | 5,182 |
| 25 Oct | 50787.45 | 339.95 | 94.95 | - | 1,341 | 67 | 5,201.5 |
| 24 Oct | 51531.15 | 245 | -29.15 | - | 2,059 | 1,286 | 5,134.5 |
| 23 Oct | 51239.00 | 274.15 | 6.15 | - | 956.5 | 341 | 3,848.5 |
| 22 Oct | 51257.15 | 268 | 53.00 | - | 478 | 101.5 | 3,507.5 |
| 21 Oct | 51962.70 | 215 | 50.00 | - | 480.5 | 68.5 | 3,406 |
| 18 Oct | 52094.20 | 165 | -77.00 | - | 764.5 | 28.5 | 3,337.5 |
| 17 Oct | 51288.80 | 242 | 45.05 | - | 221.5 | 40.5 | 3,309 |
| 16 Oct | 51801.05 | 196.95 | 3.85 | - | 44.5 | 13.5 | 3,268.5 |
| 15 Oct | 51906.00 | 193.1 | 13.10 | - | 239.5 | 40.5 | 3,255 |
| 14 Oct | 51816.90 | 180 | -79.80 | - | 320 | -68.5 | 3,214.5 |
| 11 Oct | 51172.30 | 259.8 | 12.60 | - | 338 | -15.5 | 3,283 |
| 10 Oct | 51530.90 | 247.2 | -52.80 | - | 401 | 4 | 3,298.5 |
| 9 Oct | 51007.00 | 300 | -14.95 | - | 475.5 | 141.5 | 3,294.5 |
| 8 Oct | 51021.00 | 314.95 | -46.05 | - | 433 | -9.5 | 3,153 |
| 7 Oct | 50478.90 | 361 | 149.50 | - | 1,618 | 68.5 | 3,162.5 |
| 4 Oct | 51462.05 | 211.5 | 10.40 | - | 527.5 | 37 | 3,094 |
| 3 Oct | 51845.20 | 201.1 | 102.95 | - | 550.5 | 20 | 3,057 |
| 1 Oct | 52922.60 | 98.15 | -12.85 | - | 219 | 2 | 3,037 |
| 30 Sept | 52978.10 | 111 | 19.20 | - | 311.5 | 24 | 3,035 |
| 27 Sept | 53834.30 | 91.8 | -3.15 | - | 425.5 | -25 | 3,011 |
| 26 Sept | 54375.35 | 94.95 | -40.05 | - | 249 | -80.5 | 3,036 |
| 25 Sept | 54114.80 | 135.00 | - | 60.5 | 7.5 | 3,116.5 | |
For Nifty Bank - strike price 48000 expiring on 24DEC2024
Delta for 48000 PE is -0.01
Historical price for 48000 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 5.05, which was -0.60 lower than the previous day. The implied volatity was 24.87, the open interest changed by 26107 which increased total open position to 106110
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 5.65, which was 0.95 higher than the previous day. The implied volatity was 27.33, the open interest changed by 749 which increased total open position to 80003
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 4.7, which was -0.85 lower than the previous day. The implied volatity was 27.72, the open interest changed by -457 which decreased total open position to 79254
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 5.55, which was -1.70 lower than the previous day. The implied volatity was 29.20, the open interest changed by -8418 which decreased total open position to 79711
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 7.25, which was -1.50 lower than the previous day. The implied volatity was 31.61, the open interest changed by 5645 which increased total open position to 88129
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 8.75, which was -3.25 lower than the previous day. The implied volatity was 28.36, the open interest changed by -2202 which decreased total open position to 82484
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 12, which was -0.35 lower than the previous day. The implied volatity was 26.74, the open interest changed by -6188 which decreased total open position to 84686
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 12.35, which was -2.80 lower than the previous day. The implied volatity was 26.50, the open interest changed by 15380 which increased total open position to 90874
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 15.15, which was -2.75 lower than the previous day. The implied volatity was 27.16, the open interest changed by -4346 which decreased total open position to 75494
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 17.9, which was -5.15 lower than the previous day. The implied volatity was 26.23, the open interest changed by -3532 which decreased total open position to 79840
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 23.05, which was -2.95 lower than the previous day. The implied volatity was 25.30, the open interest changed by 6300 which increased total open position to 83372
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 26, which was -2.40 lower than the previous day. The implied volatity was 25.53, the open interest changed by -5701 which decreased total open position to 77072
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 28.4, which was -10.50 lower than the previous day. The implied volatity was 24.03, the open interest changed by 2892 which increased total open position to 82773
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 38.9, which was -13.85 lower than the previous day. The implied volatity was 22.79, the open interest changed by 9233 which increased total open position to 79881
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 52.75, which was -16.25 lower than the previous day. The implied volatity was 21.63, the open interest changed by 14346 which increased total open position to 70648
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 69, which was -5.65 lower than the previous day. The implied volatity was 21.25, the open interest changed by 11196 which increased total open position to 56302
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 74.65, which was 20.85 higher than the previous day. The implied volatity was 21.11, the open interest changed by 8130 which increased total open position to 45106
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 53.8, which was -22.30 lower than the previous day. The implied volatity was 20.45, the open interest changed by 13354 which increased total open position to 36976
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 76.1, which was -11.30 lower than the previous day. The implied volatity was 21.20, the open interest changed by 1665 which increased total open position to 23622
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 87.4, which was -75.15 lower than the previous day. The implied volatity was 21.57, the open interest changed by 252 which increased total open position to 21957
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 162.55, which was -61.80 lower than the previous day. The implied volatity was 20.01, the open interest changed by 1711 which increased total open position to 21705
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 224.35, which was 0.30 higher than the previous day. The implied volatity was 19.11, the open interest changed by 2497 which increased total open position to 19994
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 224.05, which was -2.15 lower than the previous day. The implied volatity was 18.74, the open interest changed by -449 which decreased total open position to 17497
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 226.2, which was -16.80 lower than the previous day. The implied volatity was 18.20, the open interest changed by 735 which increased total open position to 17946
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 243, which was 22.00 higher than the previous day. The implied volatity was 17.32, the open interest changed by 734 which increased total open position to 17211
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 221, which was 63.45 higher than the previous day. The implied volatity was 16.89, the open interest changed by 3107 which increased total open position to 16477
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 157.55, which was 48.70 higher than the previous day. The implied volatity was 17.86, the open interest changed by 789 which increased total open position to 13370
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 108.85, which was -46.15 lower than the previous day. The implied volatity was 18.13, the open interest changed by 578 which increased total open position to 12581
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 155, which was 15.40 higher than the previous day. The implied volatity was 18.43, the open interest changed by 91 which increased total open position to 12003
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 139.6, which was 17.60 higher than the previous day. The implied volatity was 18.86, the open interest changed by 296 which increased total open position to 11912
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 122, which was -53.00 lower than the previous day. The implied volatity was 19.47, the open interest changed by 52 which increased total open position to 11616
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 175, which was -71.50 lower than the previous day. The implied volatity was 20.33, the open interest changed by 537 which increased total open position to 11564
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 246.5, which was 14.50 higher than the previous day. The implied volatity was 19.48, the open interest changed by 87 which increased total open position to 11027
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 232, which was 10.55 higher than the previous day. The implied volatity was 20.07, the open interest changed by 11 which increased total open position to 10940
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 221.45, which was 20.20 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 201.25, which was 31.25 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 170, which was -75.00 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 245, which was -94.95 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 339.95, which was 94.95 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 245, which was -29.15 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 274.15, which was 6.15 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 268, which was 53.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 215, which was 50.00 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 165, which was -77.00 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 242, which was 45.05 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 196.95, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 193.1, which was 13.10 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 180, which was -79.80 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 259.8, which was 12.60 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 247.2, which was -52.80 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 300, which was -14.95 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 314.95, which was -46.05 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 361, which was 149.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 211.5, which was 10.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 201.1, which was 102.95 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 98.15, which was -12.85 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 111, which was 19.20 higher 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 91.8, which was -3.15 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 94.95, which was -40.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54114.80. The strike last trading price was 135.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
