BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
21 Nov 2024 02:05 PM IST
| BANKNIFTY 27NOV2024 48000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 3.02
Theta: -17.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 50408.30 | 2500 | 9.05 | 19.08 | 658 | 15 | 4,435 | |||
| 19 Nov | 50626.50 | 2490.95 | 50.15 | - | 326 | -89 | 4,420 | |||
| 18 Nov | 50363.80 | 2440.8 | 80.80 | - | 795 | -461 | 4,511 | |||
| 14 Nov | 50179.55 | 2360 | -194.75 | - | 2,908 | 375 | 4,979 | |||
| 13 Nov | 50088.35 | 2554.75 | -844.55 | 19.45 | 1,061 | 451 | 4,603 | |||
| 12 Nov | 51157.80 | 3399.3 | -725.70 | 23.30 | 153 | -13 | 4,150 | |||
| 11 Nov | 51876.75 | 4125 | 345.00 | 27.40 | 60 | -5 | 4,179 | |||
| 8 Nov | 51561.20 | 3780 | -420.60 | 15.09 | 386 | 5 | 4,188 | |||
| 7 Nov | 51916.50 | 4200.6 | -483.40 | 21.21 | 126 | 54 | 4,182 | |||
| 6 Nov | 52317.40 | 4684 | 281.45 | 19.76 | 529 | 366 | 4,130 | |||
| 5 Nov | 52207.25 | 4402.55 | 752.50 | 16.58 | 1,019 | 686 | 3,765 | |||
| 4 Nov | 51215.25 | 3650.05 | -399.10 | 21.77 | 347 | 44 | 3,079 | |||
| 1 Nov | 51673.90 | 4049.15 | -63.25 | 17.39 | 13 | 1 | 3,034 | |||
| 31 Oct | 51475.35 | 4112.4 | -236.85 | - | 889 | 735 | 3,035 | |||
| 30 Oct | 51807.50 | 4349.25 | -351.05 | - | 1,817 | 1,646 | 2,300 | |||
| 29 Oct | 52320.70 | 4700.3 | 891.30 | - | 466 | -197 | 658 | |||
| 28 Oct | 51259.30 | 3809 | 446.60 | - | 186 | 40 | 854 | |||
| 25 Oct | 50787.45 | 3362.4 | -723.15 | - | 157 | 64 | 814 | |||
| 24 Oct | 51531.15 | 4085.55 | 312.00 | - | 84 | 33 | 751 | |||
| 23 Oct | 51239.00 | 3773.55 | -106.45 | - | 144 | 48 | 717 | |||
| 22 Oct | 51257.15 | 3880 | -537.10 | - | 136 | 112 | 668 | |||
| 21 Oct | 51962.70 | 4417.1 | -231.90 | - | 97 | 4 | 558 | |||
| 18 Oct | 52094.20 | 4649 | 773.20 | - | 90 | 7 | 553 | |||
| 17 Oct | 51288.80 | 3875.8 | -568.20 | - | 385 | 289 | 545 | |||
| 16 Oct | 51801.05 | 4444 | 24.00 | - | 18 | 3 | 256 | |||
| 15 Oct | 51906.00 | 4420 | 40.00 | - | 36 | -13 | 254 | |||
| 14 Oct | 51816.90 | 4380 | 505.00 | - | 77 | 56 | 268 | |||
| 11 Oct | 51172.30 | 3875 | -175.00 | - | 22 | 2 | 197 | |||
| 10 Oct | 51530.90 | 4050 | 200.00 | - | 3 | 1 | 194 | |||
| 9 Oct | 51007.00 | 3850 | -85.80 | - | 68 | 17 | 212 | |||
| 8 Oct | 51021.00 | 3935.8 | 209.40 | - | 170 | 109 | 196 | |||
| 7 Oct | 50478.90 | 3726.4 | -588.80 | - | 81 | 30 | 87 | |||
| 4 Oct | 51462.05 | 4315.2 | -369.35 | - | 14 | 5 | 57 | |||
| 3 Oct | 51845.20 | 4684.55 | -935.40 | - | 45 | 8 | 50 | |||
| 1 Oct | 52922.60 | 5619.95 | -80.85 | - | 11 | 2 | 37 | |||
| 30 Sept | 52978.10 | 5700.8 | -550.10 | - | 7 | 1 | 34 | |||
| 27 Sept | 53834.30 | 6250.9 | -250.15 | - | 12 | 4 | 25 | |||
| 26 Sept | 54375.35 | 6501.05 | 1691.05 | - | 3 | 0 | 18 | |||
| 25 Sept | 54101.65 | 4810 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 53968.60 | 4810 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 54105.80 | 4810 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 53793.20 | 4810 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 53037.60 | 4810 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Sept | 52750.40 | 4810 | 0.00 | - | 0 | 2 | 0 | |||
| 17 Sept | 52188.65 | 4810 | 160.00 | - | 2 | 1 | 17 | |||
| 16 Sept | 52153.15 | 4650 | 0.00 | - | 0 | 6 | 0 | |||
| 13 Sept | 51938.05 | 4650 | 600.00 | - | 6 | 3 | 13 | |||
| 12 Sept | 51772.40 | 4050 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 51010.00 | 4050 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 51272.30 | 4050 | 0.00 | - | 0 | 10 | 0 | |||
| 9 Sept | 51117.80 | 4050 | -608.65 | - | 10 | 0 | 0 | |||
| 6 Sept | 50576.85 | 4658.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 51473.05 | 4658.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 51400.25 | 4658.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 51689.10 | 4658.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 51439.55 | 4658.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Aug | 51351.00 | 4658.65 | 4658.65 | - | 0 | 0 | 0 | |||
| 29 Aug | 51165.25 | 0.00 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 48000 expiring on 27NOV2024
Delta for 48000 CE is 0.98
Historical price for 48000 CE is as follows
On 21 Nov BANKNIFTY was trading at 50408.30. The strike last trading price was 2500, which was 9.05 higher than the previous day. The implied volatity was 19.08, the open interest changed by 15 which increased total open position to 4435
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2490.95, which was 50.15 higher than the previous day. The implied volatity was -, the open interest changed by -89 which decreased total open position to 4420
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2440.8, which was 80.80 higher than the previous day. The implied volatity was -, the open interest changed by -461 which decreased total open position to 4511
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2360, which was -194.75 lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 4979
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2554.75, which was -844.55 lower than the previous day. The implied volatity was 19.45, the open interest changed by 451 which increased total open position to 4603
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 3399.3, which was -725.70 lower than the previous day. The implied volatity was 23.30, the open interest changed by -13 which decreased total open position to 4150
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 4125, which was 345.00 higher than the previous day. The implied volatity was 27.40, the open interest changed by -5 which decreased total open position to 4179
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 3780, which was -420.60 lower than the previous day. The implied volatity was 15.09, the open interest changed by 5 which increased total open position to 4188
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 4200.6, which was -483.40 lower than the previous day. The implied volatity was 21.21, the open interest changed by 54 which increased total open position to 4182
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 4684, which was 281.45 higher than the previous day. The implied volatity was 19.76, the open interest changed by 366 which increased total open position to 4130
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 4402.55, which was 752.50 higher than the previous day. The implied volatity was 16.58, the open interest changed by 686 which increased total open position to 3765
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 3650.05, which was -399.10 lower than the previous day. The implied volatity was 21.77, the open interest changed by 44 which increased total open position to 3079
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 4049.15, which was -63.25 lower than the previous day. The implied volatity was 17.39, the open interest changed by 1 which increased total open position to 3034
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 4112.4, which was -236.85 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 4349.25, which was -351.05 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 4700.3, which was 891.30 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 3809, which was 446.60 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 3362.4, which was -723.15 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 4085.55, which was 312.00 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 3773.55, which was -106.45 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 3880, which was -537.10 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 4417.1, which was -231.90 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 4649, which was 773.20 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 3875.8, which was -568.20 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 4444, which was 24.00 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 4420, which was 40.00 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 4380, which was 505.00 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 3875, which was -175.00 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 4050, which was 200.00 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 3850, which was -85.80 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 3935.8, which was 209.40 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 3726.4, which was -588.80 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 4315.2, which was -369.35 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 4684.55, which was -935.40 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 5619.95, which was -80.85 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 5700.8, which was -550.10 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 6250.9, which was -250.15 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 6501.05, which was 1691.05 higher 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 54101.65. The strike last trading price was 4810, 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 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 4810, 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 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 4810, 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 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 4810, 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 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 4810, 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 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 4810, 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 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 4810, which was 160.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 4650, 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 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 4650, which was 600.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 4050, 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 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 4050, 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 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 4050, 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 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 4050, which was -608.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 4658.65, 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 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 4658.65, 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 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 4658.65, 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 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 4658.65, 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 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 4658.65, 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 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 4658.65, which was 4658.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 27NOV2024 48000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 7.24
Theta: -14.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 50408.30 | 38.2 | -2.20 | 24.83 | 6,29,510 | 20,356 | 1,11,874 |
| 19 Nov | 50626.50 | 40.4 | 4.55 | 22.54 | 5,08,771 | 10,375 | 93,203 |
| 18 Nov | 50363.80 | 35.85 | -16.25 | 20.13 | 4,64,982 | 14,289 | 82,747 |
| 14 Nov | 50179.55 | 52.1 | 0.50 | 17.65 | 5,24,959 | 20,303 | 68,085 |
| 13 Nov | 50088.35 | 51.6 | 16.75 | 17.43 | 1,92,248 | 23,471 | 47,554 |
| 12 Nov | 51157.80 | 34.85 | 12.60 | 19.38 | 36,012 | 2,814 | 23,793 |
| 11 Nov | 51876.75 | 22.25 | -20.15 | 20.14 | 29,922 | -260 | 20,834 |
| 8 Nov | 51561.20 | 42.4 | -1.70 | 19.77 | 17,729 | 31 | 21,067 |
| 7 Nov | 51916.50 | 44.1 | 4.50 | 20.92 | 15,752 | -233 | 21,044 |
| 6 Nov | 52317.40 | 39.6 | -28.25 | 21.86 | 36,027 | -6,057 | 21,300 |
| 5 Nov | 52207.25 | 67.85 | -65.15 | 22.75 | 33,063 | 4,813 | 27,467 |
| 4 Nov | 51215.25 | 133 | -1.00 | 22.33 | 18,001 | 2,234 | 22,779 |
| 1 Nov | 51673.90 | 134 | 2.80 | 23.07 | 2,019 | 85 | 20,441 |
| 31 Oct | 51475.35 | 131.2 | 21.20 | - | 16,947 | -1,557 | 20,453 |
| 30 Oct | 51807.50 | 110 | 27.40 | - | 30,004 | 4,207 | 22,016 |
| 29 Oct | 52320.70 | 82.6 | -56.85 | - | 18,710 | 2,455 | 17,847 |
| 28 Oct | 51259.30 | 139.45 | -63.45 | - | 19,204 | 3,439 | 15,499 |
| 25 Oct | 50787.45 | 202.9 | 71.90 | - | 18,899 | 1,260 | 12,060 |
| 24 Oct | 51531.15 | 131 | -48.00 | - | 7,471 | 758 | 10,818 |
| 23 Oct | 51239.00 | 179 | 6.00 | - | 5,295 | 1,328 | 10,063 |
| 22 Oct | 51257.15 | 173 | 44.70 | - | 4,240 | 404 | 8,998 |
| 21 Oct | 51962.70 | 128.3 | 48.05 | - | 6,079 | 663 | 8,588 |
| 18 Oct | 52094.20 | 80.25 | -54.80 | - | 6,584 | 570 | 7,926 |
| 17 Oct | 51288.80 | 135.05 | 27.45 | - | 3,235 | 171 | 7,355 |
| 16 Oct | 51801.05 | 107.6 | 7.60 | - | 1,948 | 225 | 7,192 |
| 15 Oct | 51906.00 | 100 | -4.20 | - | 4,418 | 77 | 6,966 |
| 14 Oct | 51816.90 | 104.2 | -91.10 | - | 3,059 | 150 | 6,917 |
| 11 Oct | 51172.30 | 195.3 | 26.00 | - | 2,253 | 178 | 6,726 |
| 10 Oct | 51530.90 | 169.3 | -44.90 | - | 2,568 | 307 | 6,560 |
| 9 Oct | 51007.00 | 214.2 | -29.75 | - | 2,298 | 491 | 6,253 |
| 8 Oct | 51021.00 | 243.95 | -56.75 | - | 3,909 | 105 | 5,796 |
| 7 Oct | 50478.90 | 300.7 | 130.70 | - | 7,091 | 1,217 | 5,737 |
| 4 Oct | 51462.05 | 170 | 34.85 | - | 2,773 | 776 | 4,511 |
| 3 Oct | 51845.20 | 135.15 | 65.45 | - | 2,494 | 882 | 3,729 |
| 1 Oct | 52922.60 | 69.7 | -3.15 | - | 280 | 112 | 2,872 |
| 30 Sept | 52978.10 | 72.85 | 22.90 | - | 405 | 11 | 2,767 |
| 27 Sept | 53834.30 | 49.95 | -0.10 | - | 189 | 1 | 2,761 |
| 26 Sept | 54375.35 | 50.05 | -21.95 | - | 715 | -230 | 2,760 |
| 25 Sept | 54101.65 | 72 | -9.00 | - | 776 | 465 | 2,993 |
| 24 Sept | 53968.60 | 81 | -11.50 | - | 167 | 5 | 2,528 |
| 23 Sept | 54105.80 | 92.5 | -4.70 | - | 331 | 136 | 2,596 |
| 20 Sept | 53793.20 | 97.2 | -7.20 | - | 480 | 260 | 2,463 |
| 19 Sept | 53037.60 | 104.4 | -37.60 | - | 664 | 153 | 2,204 |
| 18 Sept | 52750.40 | 142 | -13.00 | - | 358 | 167 | 2,051 |
| 17 Sept | 52188.65 | 155 | 3.15 | - | 477 | 28 | 1,883 |
| 16 Sept | 52153.15 | 151.85 | -54.15 | - | 359 | 52 | 1,771 |
| 13 Sept | 51938.05 | 206 | -38.95 | - | 332 | 9 | 1,720 |
| 12 Sept | 51772.40 | 244.95 | -56.00 | - | 659 | 219 | 1,711 |
| 11 Sept | 51010.00 | 300.95 | 39.45 | - | 595 | 317 | 1,491 |
| 10 Sept | 51272.30 | 261.5 | -45.15 | - | 641 | 267 | 1,172 |
| 9 Sept | 51117.80 | 306.65 | -90.20 | - | 574 | 135 | 924 |
| 6 Sept | 50576.85 | 396.85 | 157.20 | - | 1,134 | 691 | 791 |
| 5 Sept | 51473.05 | 239.65 | -71.70 | - | 145 | 100 | 103 |
| 4 Sept | 51400.25 | 311.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 51689.10 | 311.35 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 51439.55 | 311.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Aug | 51351.00 | 311.35 | 0.00 | - | 0 | 3 | 0 |
| 29 Aug | 51165.25 | 311.35 | - | 3 | 0 | 0 | |
For Nifty Bank - strike price 48000 expiring on 27NOV2024
Delta for 48000 PE is -0.06
Historical price for 48000 PE is as follows
On 21 Nov BANKNIFTY was trading at 50408.30. The strike last trading price was 38.2, which was -2.20 lower than the previous day. The implied volatity was 24.83, the open interest changed by 20356 which increased total open position to 111874
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 40.4, which was 4.55 higher than the previous day. The implied volatity was 22.54, the open interest changed by 10375 which increased total open position to 93203
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 35.85, which was -16.25 lower than the previous day. The implied volatity was 20.13, the open interest changed by 14289 which increased total open position to 82747
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 52.1, which was 0.50 higher than the previous day. The implied volatity was 17.65, the open interest changed by 20303 which increased total open position to 68085
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 51.6, which was 16.75 higher than the previous day. The implied volatity was 17.43, the open interest changed by 23471 which increased total open position to 47554
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 34.85, which was 12.60 higher than the previous day. The implied volatity was 19.38, the open interest changed by 2814 which increased total open position to 23793
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 22.25, which was -20.15 lower than the previous day. The implied volatity was 20.14, the open interest changed by -260 which decreased total open position to 20834
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 42.4, which was -1.70 lower than the previous day. The implied volatity was 19.77, the open interest changed by 31 which increased total open position to 21067
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 44.1, which was 4.50 higher than the previous day. The implied volatity was 20.92, the open interest changed by -233 which decreased total open position to 21044
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 39.6, which was -28.25 lower than the previous day. The implied volatity was 21.86, the open interest changed by -6057 which decreased total open position to 21300
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 67.85, which was -65.15 lower than the previous day. The implied volatity was 22.75, the open interest changed by 4813 which increased total open position to 27467
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 133, which was -1.00 lower than the previous day. The implied volatity was 22.33, the open interest changed by 2234 which increased total open position to 22779
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 134, which was 2.80 higher than the previous day. The implied volatity was 23.07, the open interest changed by 85 which increased total open position to 20441
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 131.2, which was 21.20 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 110, which was 27.40 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 82.6, which was -56.85 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 139.45, which was -63.45 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 202.9, which was 71.90 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 131, which was -48.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 179, which was 6.00 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 173, which was 44.70 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 128.3, which was 48.05 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 80.25, which was -54.80 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 135.05, which was 27.45 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 107.6, which was 7.60 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 100, which was -4.20 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 104.2, which was -91.10 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 195.3, which was 26.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 169.3, which was -44.90 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 214.2, which was -29.75 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 243.95, which was -56.75 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 300.7, which was 130.70 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 170, which was 34.85 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 135.15, which was 65.45 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 69.7, 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 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 72.85, which was 22.90 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 49.95, which was -0.10 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 50.05, which was -21.95 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 54101.65. The strike last trading price was 72, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 81, which was -11.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 92.5, which was -4.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 97.2, which was -7.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 104.4, which was -37.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 142, which was -13.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 155, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 151.85, which was -54.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 206, which was -38.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 244.95, which was -56.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 300.95, which was 39.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 261.5, which was -45.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 306.65, which was -90.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 396.85, which was 157.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 239.65, which was -71.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 311.35, 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 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 311.35, 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 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 311.35, 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 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 311.35, 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 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 311.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
