BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 48300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.77
Vega: 16.20
Theta: -155.75
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
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| 20 Dec | 50759.20 | 3143.75 | 550.85 | 72.04 | 42 | 12.5 | 12.5 | |||
| 19 Dec | 51575.70 | 2592.9 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 18 Dec | 52139.55 | 2592.9 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 17 Dec | 52834.80 | 2592.9 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 16 Dec | 53581.35 | 2592.9 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 13 Dec | 53583.80 | 2592.9 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 12 Dec | 53216.45 | 2592.9 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 11 Dec | 53391.35 | 2592.9 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 10 Dec | 53577.70 | 2592.9 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 9 Dec | 53407.75 | 2592.9 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 6 Dec | 53509.50 | 2592.9 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 5 Dec | 53603.55 | 2592.9 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 4 Dec | 53266.90 | 2592.9 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 3 Dec | 52695.75 | 2592.9 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 2 Dec | 52109.00 | 2592.9 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 29 Nov | 52055.60 | 2592.9 | 0.00 | 0.00 | 0 | 7 | 7 | |||
| 28 Nov | 51906.85 | 2592.9 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 27 Nov | 52301.80 | 2592.9 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 26 Nov | 52191.50 | 2592.9 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 25 Nov | 52207.50 | 2592.9 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 22 Nov | 51135.40 | 2592.9 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 21 Nov | 50372.90 | 2592.9 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 19 Nov | 50626.50 | 2592.9 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 18 Nov | 50363.80 | 2592.9 | -115.10 | 10.99 | 4 | 3 | 3 | |||
| 14 Nov | 50179.55 | 2708 | -4199.20 | 16.57 | 3 | 0 | 0 | |||
| 13 Nov | 50088.35 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 51157.80 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 51876.75 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 51215.25 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 6907.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 6907.2 | 6907.20 | - | 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 48300 expiring on 24DEC2024
Delta for 48300 CE is 0.77
Historical price for 48300 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 3143.75, which was 550.85 higher than the previous day. The implied volatity was 72.04, the open interest changed by 25 which increased total open position to 25
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 14
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2592.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2592.9, which was -115.10 lower than the previous day. The implied volatity was 10.99, the open interest changed by 6 which increased total open position to 6
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2708, which was -4199.20 lower than the previous day. The implied volatity was 16.57, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 6907.2, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, 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 6907.2, which was 6907.20 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 48300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 2.27
Theta: -6.57
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 8 | 0.75 | 24.06 | 26,904.5 | 1,101.5 | 3,174 |
| 19 Dec | 51575.70 | 7.25 | 1.10 | 26.16 | 22,143.5 | 833 | 2,072.5 |
| 18 Dec | 52139.55 | 6.15 | 0.15 | 26.82 | 9,297 | 147.5 | 1,239.5 |
| 17 Dec | 52834.80 | 6 | -2.75 | 27.81 | 7,470.5 | -59.5 | 1,092 |
| 16 Dec | 53581.35 | 8.75 | -0.65 | 30.77 | 4,561.5 | -434 | 1,151.5 |
| 13 Dec | 53583.80 | 9.4 | -3.20 | 27.22 | 10,026 | 113 | 1,585.5 |
| 12 Dec | 53216.45 | 12.6 | -2.25 | 25.55 | 4,060 | -53 | 1,472.5 |
| 11 Dec | 53391.35 | 14.85 | -0.80 | 25.86 | 4,580 | -63.5 | 1,525.5 |
| 10 Dec | 53577.70 | 15.65 | -5.55 | 26.00 | 6,287 | 121.5 | 1,589 |
| 9 Dec | 53407.75 | 21.2 | -6.30 | 25.62 | 6,780 | 144 | 1,467.5 |
| 6 Dec | 53509.50 | 27.5 | -2.50 | 24.80 | 7,710.5 | 86 | 1,323.5 |
| 5 Dec | 53603.55 | 30 | -4.15 | 24.93 | 8,804.5 | -35.5 | 1,237.5 |
| 4 Dec | 53266.90 | 34.15 | -12.85 | 23.59 | 7,135.5 | 162.5 | 1,273 |
| 3 Dec | 52695.75 | 47 | -17.20 | 22.35 | 7,109 | 183.5 | 1,110.5 |
| 2 Dec | 52109.00 | 64.2 | -9.80 | 21.24 | 12,960 | 131.5 | 927 |
| 29 Nov | 52055.60 | 74 | -10.95 | 20.35 | 10,237 | 219.5 | 795.5 |
| 28 Nov | 51906.85 | 84.95 | 22.35 | 20.46 | 10,289 | 355.5 | 576 |
| 27 Nov | 52301.80 | 62.6 | -26.95 | 19.95 | 532 | 90 | 220.5 |
| 26 Nov | 52191.50 | 89.55 | -11.90 | 20.80 | 322.5 | -15 | 130.5 |
| 25 Nov | 52207.50 | 101.45 | -90.40 | 21.14 | 493.5 | -84 | 145.5 |
| 22 Nov | 51135.40 | 191.85 | -77.70 | 19.70 | 526.5 | 91 | 229.5 |
| 21 Nov | 50372.90 | 269.55 | 14.00 | 18.94 | 604.5 | 30 | 138.5 |
| 19 Nov | 50626.50 | 255.55 | -17.45 | 18.24 | 359.5 | 40.5 | 108.5 |
| 18 Nov | 50363.80 | 273 | 28.55 | 18.05 | 112 | 68 | 68 |
| 14 Nov | 50179.55 | 244.45 | 0.00 | 0.00 | 0 | 3.5 | 0 |
| 13 Nov | 50088.35 | 244.45 | 0.50 | 16.21 | 5 | 3.5 | 3.5 |
| 12 Nov | 51157.80 | 243.95 | 0.00 | 5.32 | 0 | 0 | 0 |
| 11 Nov | 51876.75 | 243.95 | 0.00 | 5.47 | 0 | 0 | 0 |
| 8 Nov | 51561.20 | 243.95 | 0.00 | 4.78 | 0 | 0 | 0 |
| 7 Nov | 51916.50 | 243.95 | 0.00 | 5.14 | 0 | 0 | 0 |
| 6 Nov | 52317.40 | 243.95 | 0.00 | 5.49 | 0 | 0 | 0 |
| 5 Nov | 52207.25 | 243.95 | 0.00 | 5.46 | 0 | 0 | 0 |
| 4 Nov | 51215.25 | 243.95 | 0.00 | 4.26 | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 243.95 | 0.00 | 4.75 | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 243.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 243.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 243.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 243.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 243.95 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 243.95 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 243.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 243.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 243.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 243.95 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 243.95 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 243.95 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 243.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 243.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 243.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 243.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 243.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 243.95 | 243.95 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 48300 expiring on 24DEC2024
Delta for 48300 PE is -0.02
Historical price for 48300 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 8, which was 0.75 higher than the previous day. The implied volatity was 24.06, the open interest changed by 2203 which increased total open position to 6348
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 7.25, which was 1.10 higher than the previous day. The implied volatity was 26.16, the open interest changed by 1666 which increased total open position to 4145
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 6.15, which was 0.15 higher than the previous day. The implied volatity was 26.82, the open interest changed by 295 which increased total open position to 2479
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 6, which was -2.75 lower than the previous day. The implied volatity was 27.81, the open interest changed by -119 which decreased total open position to 2184
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 8.75, which was -0.65 lower than the previous day. The implied volatity was 30.77, the open interest changed by -868 which decreased total open position to 2303
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 9.4, which was -3.20 lower than the previous day. The implied volatity was 27.22, the open interest changed by 226 which increased total open position to 3171
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 12.6, which was -2.25 lower than the previous day. The implied volatity was 25.55, the open interest changed by -106 which decreased total open position to 2945
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 14.85, which was -0.80 lower than the previous day. The implied volatity was 25.86, the open interest changed by -127 which decreased total open position to 3051
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 15.65, which was -5.55 lower than the previous day. The implied volatity was 26.00, the open interest changed by 243 which increased total open position to 3178
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 21.2, which was -6.30 lower than the previous day. The implied volatity was 25.62, the open interest changed by 288 which increased total open position to 2935
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 27.5, which was -2.50 lower than the previous day. The implied volatity was 24.80, the open interest changed by 172 which increased total open position to 2647
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 30, which was -4.15 lower than the previous day. The implied volatity was 24.93, the open interest changed by -71 which decreased total open position to 2475
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 34.15, which was -12.85 lower than the previous day. The implied volatity was 23.59, the open interest changed by 325 which increased total open position to 2546
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 47, which was -17.20 lower than the previous day. The implied volatity was 22.35, the open interest changed by 367 which increased total open position to 2221
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 64.2, which was -9.80 lower than the previous day. The implied volatity was 21.24, the open interest changed by 263 which increased total open position to 1854
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 74, which was -10.95 lower than the previous day. The implied volatity was 20.35, the open interest changed by 439 which increased total open position to 1591
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 84.95, which was 22.35 higher than the previous day. The implied volatity was 20.46, the open interest changed by 711 which increased total open position to 1152
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 62.6, which was -26.95 lower than the previous day. The implied volatity was 19.95, the open interest changed by 180 which increased total open position to 441
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 89.55, which was -11.90 lower than the previous day. The implied volatity was 20.80, the open interest changed by -30 which decreased total open position to 261
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 101.45, which was -90.40 lower than the previous day. The implied volatity was 21.14, the open interest changed by -168 which decreased total open position to 291
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 191.85, which was -77.70 lower than the previous day. The implied volatity was 19.70, the open interest changed by 182 which increased total open position to 459
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 269.55, which was 14.00 higher than the previous day. The implied volatity was 18.94, the open interest changed by 60 which increased total open position to 277
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 255.55, which was -17.45 lower than the previous day. The implied volatity was 18.24, the open interest changed by 81 which increased total open position to 217
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 273, which was 28.55 higher than the previous day. The implied volatity was 18.05, the open interest changed by 136 which increased total open position to 136
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 244.45, 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 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 244.45, which was 0.50 higher than the previous day. The implied volatity was 16.21, the open interest changed by 7 which increased total open position to 7
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 243.95, which was 0.00 lower than the previous day. The implied volatity was 5.32, 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 243.95, which was 0.00 lower than the previous day. The implied volatity was 5.47, 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 243.95, which was 0.00 lower than the previous day. The implied volatity was 4.78, 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 243.95, which was 0.00 lower than the previous day. The implied volatity was 5.14, 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 243.95, which was 0.00 lower than the previous day. The implied volatity was 5.49, 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 243.95, which was 0.00 lower than the previous day. The implied volatity was 5.46, 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 243.95, which was 0.00 lower than the previous day. The implied volatity was 4.26, 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 243.95, which was 0.00 lower than the previous day. The implied volatity was 4.75, 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 243.95, 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 243.95, 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 243.95, 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 243.95, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 243.95, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 243.95, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 243.95, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 243.95, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 243.95, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 243.95, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 243.95, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 243.95, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 243.95, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 243.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 243.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 243.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 243.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 243.95, which was 243.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
