BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 48500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 2317.35 | -932.65 | - | 393 | -264.5 | 84.5 | |||
| 19 Dec | 51575.70 | 3250 | -599.90 | 37.75 | 16.5 | -36 | 349 | |||
| 18 Dec | 52139.55 | 3849.9 | -540.10 | 38.01 | 63.5 | -2 | 385 | |||
| 17 Dec | 52834.80 | 4390 | -862.00 | 28.47 | 9 | 2.5 | 387 | |||
| 16 Dec | 53581.35 | 5252 | 230.20 | 50.25 | 25 | -8 | 384.5 | |||
| 13 Dec | 53583.80 | 5021.8 | -58.10 | - | 12.5 | 392.5 | 392.5 | |||
| 12 Dec | 53216.45 | 5079.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 53391.35 | 5079.9 | 79.90 | 25.06 | 6 | 0 | 392 | |||
| 10 Dec | 53577.70 | 5000 | -74.80 | - | 1 | 0 | 392 | |||
| 9 Dec | 53407.75 | 5074.8 | -41.35 | - | 12 | 392 | 392 | |||
| 6 Dec | 53509.50 | 5116.15 | 0.00 | 0.00 | 0 | -2.5 | 0 | |||
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| 5 Dec | 53603.55 | 5116.15 | 154.70 | - | 7 | -2.5 | 400 | |||
| 4 Dec | 53266.90 | 4961.45 | 591.35 | - | 10.5 | 2 | 402.5 | |||
| 3 Dec | 52695.75 | 4370.1 | 475.25 | - | 7 | 1.5 | 400.5 | |||
| 2 Dec | 52109.00 | 3894.85 | -18.30 | - | 31.5 | -5.5 | 399 | |||
| 29 Nov | 52055.60 | 3913.15 | 1.35 | 18.54 | 11.5 | -2.5 | 404.5 | |||
| 28 Nov | 51906.85 | 3911.8 | -223.20 | 20.10 | 33.5 | -6 | 407 | |||
| 27 Nov | 52301.80 | 4135 | 155.00 | - | 51.5 | 38 | 413 | |||
| 26 Nov | 52191.50 | 3980 | -139.40 | - | 15 | 1 | 375 | |||
| 25 Nov | 52207.50 | 4119.4 | 1002.30 | 16.38 | 2.5 | -1.5 | 374 | |||
| 22 Nov | 51135.40 | 3117.1 | 545.15 | 15.42 | 308 | 273.5 | 375.5 | |||
| 21 Nov | 50372.90 | 2571.95 | -180.75 | 15.78 | 79.5 | 48.5 | 102 | |||
| 19 Nov | 50626.50 | 2752.7 | 243.50 | 18.71 | 3.5 | 0 | 53.5 | |||
| 18 Nov | 50363.80 | 2509.2 | 57.25 | 14.32 | 14 | 10 | 53.5 | |||
| 14 Nov | 50179.55 | 2451.95 | -178.05 | 14.32 | 6.5 | 1.5 | 43.5 | |||
| 13 Nov | 50088.35 | 2630 | -1271.20 | 16.59 | 40 | 42 | 42 | |||
| 12 Nov | 51157.80 | 3901.2 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 11 Nov | 51876.75 | 3901.2 | 116.20 | 11.78 | 8 | 4 | 18 | |||
| 8 Nov | 51561.20 | 3785 | -64.50 | 16.71 | 0.5 | 14 | 14 | |||
| 7 Nov | 51916.50 | 3849.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 52317.40 | 3849.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 52207.25 | 3849.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Nov | 51215.25 | 3849.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 1 Nov | 51673.90 | 3849.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 51475.35 | 3849.5 | 0.00 | - | 0 | 1 | 0 | |||
| 30 Oct | 51807.50 | 3849.5 | 0.00 | - | 0 | 1 | 0 | |||
| 29 Oct | 52320.70 | 3849.5 | 0.00 | - | 0 | 1 | 0 | |||
| 28 Oct | 51259.30 | 3849.5 | 559.50 | - | 8 | 1 | 14 | |||
| 25 Oct | 50787.45 | 3290 | -630.00 | - | 3 | 13 | 13 | |||
| 24 Oct | 51531.15 | 3920 | 0.00 | - | 0 | 0.5 | 0 | |||
| 23 Oct | 51239.00 | 3920 | -80.00 | - | 1 | 0.5 | 14.5 | |||
| 22 Oct | 51257.15 | 4000 | -399.35 | - | 1.5 | 0.5 | 14 | |||
| 21 Oct | 51962.70 | 4399.35 | 567.80 | - | 1.5 | 13.5 | 13.5 | |||
| 18 Oct | 52094.20 | 3831.55 | 0.00 | - | 0 | 13 | 0 | |||
| 17 Oct | 51288.80 | 3831.55 | 29.80 | - | 0.5 | 13 | 13 | |||
| 16 Oct | 51801.05 | 3801.75 | 0.00 | - | 0 | 1.5 | 0 | |||
| 15 Oct | 51906.00 | 3801.75 | 0.00 | - | 0 | 1.5 | 0 | |||
| 14 Oct | 51816.90 | 3801.75 | 0.00 | - | 0 | 1.5 | 0 | |||
| 11 Oct | 51172.30 | 3801.75 | 0.00 | - | 0 | 1.5 | 0 | |||
| 10 Oct | 51530.90 | 3801.75 | 0.00 | - | 0 | 1.5 | 0 | |||
| 9 Oct | 51007.00 | 3801.75 | 101.75 | - | 2 | 1.5 | 12 | |||
| 8 Oct | 51021.00 | 3700 | -3032.90 | - | 11 | 10.5 | 10.5 | |||
| 7 Oct | 50478.90 | 6732.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 6732.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 6732.9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 6732.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 6732.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 6732.9 | 6732.90 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 48500 expiring on 24DEC2024
Delta for 48500 CE is -
Historical price for 48500 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2317.35, which was -932.65 lower than the previous day. The implied volatity was -, the open interest changed by -529 which decreased total open position to 169
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3250, which was -599.90 lower than the previous day. The implied volatity was 37.75, the open interest changed by -72 which decreased total open position to 698
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3849.9, which was -540.10 lower than the previous day. The implied volatity was 38.01, the open interest changed by -4 which decreased total open position to 770
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 4390, which was -862.00 lower than the previous day. The implied volatity was 28.47, the open interest changed by 5 which increased total open position to 774
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 5252, which was 230.20 higher than the previous day. The implied volatity was 50.25, the open interest changed by -16 which decreased total open position to 769
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 5021.8, which was -58.10 lower than the previous day. The implied volatity was -, the open interest changed by 785 which increased total open position to 785
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 5079.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 5079.9, which was 79.90 higher than the previous day. The implied volatity was 25.06, the open interest changed by 0 which decreased total open position to 784
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 5000, which was -74.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 784
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 5074.8, which was -41.35 lower than the previous day. The implied volatity was -, the open interest changed by 784 which increased total open position to 784
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 5116.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 5116.15, which was 154.70 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 800
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 4961.45, which was 591.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 805
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 4370.1, which was 475.25 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 801
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 3894.85, which was -18.30 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 798
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 3913.15, which was 1.35 higher than the previous day. The implied volatity was 18.54, the open interest changed by -5 which decreased total open position to 809
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 3911.8, which was -223.20 lower than the previous day. The implied volatity was 20.10, the open interest changed by -12 which decreased total open position to 814
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 4135, which was 155.00 higher than the previous day. The implied volatity was -, the open interest changed by 76 which increased total open position to 826
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 3980, which was -139.40 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 750
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 4119.4, which was 1002.30 higher than the previous day. The implied volatity was 16.38, the open interest changed by -3 which decreased total open position to 748
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 3117.1, which was 545.15 higher than the previous day. The implied volatity was 15.42, the open interest changed by 547 which increased total open position to 751
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2571.95, which was -180.75 lower than the previous day. The implied volatity was 15.78, the open interest changed by 97 which increased total open position to 204
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2752.7, which was 243.50 higher than the previous day. The implied volatity was 18.71, the open interest changed by 0 which decreased total open position to 107
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2509.2, which was 57.25 higher than the previous day. The implied volatity was 14.32, the open interest changed by 20 which increased total open position to 107
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2451.95, which was -178.05 lower than the previous day. The implied volatity was 14.32, the open interest changed by 3 which increased total open position to 87
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2630, which was -1271.20 lower than the previous day. The implied volatity was 16.59, the open interest changed by 84 which increased total open position to 84
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 3901.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 3901.2, which was 116.20 higher than the previous day. The implied volatity was 11.78, the open interest changed by 8 which increased total open position to 36
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 3785, which was -64.50 lower than the previous day. The implied volatity was 16.71, the open interest changed by 28 which increased total open position to 28
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 3849.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 3849.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 3849.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 3849.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 3849.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 3849.5, 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 3849.5, 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 3849.5, 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 3849.5, which was 559.50 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 3290, which was -630.00 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 3920, 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 3920, which was -80.00 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 4000, which was -399.35 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 4399.35, which was 567.80 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 3831.55, 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 3831.55, which was 29.80 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 3801.75, 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 3801.75, 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 3801.75, 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 3801.75, 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 3801.75, 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 3801.75, which was 101.75 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 3700, which was -3032.90 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 6732.9, 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 6732.9, 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 6732.9, 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 6732.9, 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 6732.9, 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 6732.9, which was 6732.90 higher 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 48500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 2.67
Theta: -7.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 9.5 | -0.70 | 22.98 | 2,62,718.5 | 5,011.5 | 33,788 |
| 19 Dec | 51575.70 | 10.2 | 3.25 | 26.01 | 1,60,363 | 7,731 | 28,776.5 |
| 18 Dec | 52139.55 | 6.95 | -0.50 | 26.01 | 1,32,371 | 2,780.5 | 21,045.5 |
| 17 Dec | 52834.80 | 7.45 | -0.65 | 27.43 | 82,618.5 | -227.5 | 18,265 |
| 16 Dec | 53581.35 | 8.1 | -2.00 | 29.40 | 55,692.5 | -694 | 18,492.5 |
| 13 Dec | 53583.80 | 10.1 | -3.05 | 26.56 | 93,270 | 3,665 | 19,186.5 |
| 12 Dec | 53216.45 | 13.15 | -1.85 | 24.79 | 38,472.5 | -4,205 | 15,521.5 |
| 11 Dec | 53391.35 | 15 | -2.30 | 25.01 | 47,773 | -411.5 | 19,726.5 |
| 10 Dec | 53577.70 | 17.3 | -4.70 | 25.52 | 60,217 | 1,305 | 20,138 |
| 9 Dec | 53407.75 | 22 | -7.20 | 24.90 | 48,807.5 | 3,616.5 | 18,833 |
| 6 Dec | 53509.50 | 29.2 | -3.30 | 24.23 | 49,052 | -2,593 | 15,216.5 |
| 5 Dec | 53603.55 | 32.5 | -5.25 | 24.46 | 54,167 | -1,483.5 | 17,809.5 |
| 4 Dec | 53266.90 | 37.75 | -15.10 | 23.21 | 60,671.5 | -2,800 | 19,293 |
| 3 Dec | 52695.75 | 52.85 | -21.10 | 22.06 | 58,737 | 5,026.5 | 22,093 |
| 2 Dec | 52109.00 | 73.95 | -15.20 | 21.03 | 59,901 | 3,897.5 | 17,066.5 |
| 29 Nov | 52055.60 | 89.15 | -7.85 | 20.39 | 40,971.5 | 2,019 | 13,169 |
| 28 Nov | 51906.85 | 97 | 28.65 | 20.27 | 52,680 | 2,885.5 | 11,150 |
| 27 Nov | 52301.80 | 68.35 | -27.45 | 19.53 | 16,023 | 1,712.5 | 8,264.5 |
| 26 Nov | 52191.50 | 95.8 | -13.20 | 20.33 | 7,625 | 1,560.5 | 6,552 |
| 25 Nov | 52207.50 | 109 | -102.00 | 20.71 | 9,309 | 502.5 | 4,991.5 |
| 22 Nov | 51135.40 | 211 | -79.85 | 19.41 | 8,176 | 760 | 4,489 |
| 21 Nov | 50372.90 | 290.85 | 0.85 | 18.52 | 7,762.5 | 790.5 | 3,729 |
| 19 Nov | 50626.50 | 290 | -11.50 | 18.22 | 6,213 | 189.5 | 2,938.5 |
| 18 Nov | 50363.80 | 301.5 | -11.15 | 17.79 | 2,521.5 | 204 | 2,749 |
| 14 Nov | 50179.55 | 312.65 | 11.45 | 16.74 | 3,170.5 | -94.5 | 2,545 |
| 13 Nov | 50088.35 | 301.2 | 98.00 | 16.66 | 3,865 | 994 | 2,639.5 |
| 12 Nov | 51157.80 | 203.2 | 61.35 | 17.33 | 1,378 | 438.5 | 1,645.5 |
| 11 Nov | 51876.75 | 141.85 | -53.15 | 17.65 | 777.5 | 207.5 | 1,207 |
| 8 Nov | 51561.20 | 195 | 18.00 | 17.87 | 460 | 164 | 999.5 |
| 7 Nov | 51916.50 | 177 | 21.10 | 18.38 | 509 | 41 | 835.5 |
| 6 Nov | 52317.40 | 155.9 | -59.75 | 19.07 | 252.5 | 121 | 794.5 |
| 5 Nov | 52207.25 | 215.65 | -89.70 | 19.86 | 320.5 | 30 | 673.5 |
| 4 Nov | 51215.25 | 305.35 | 25.35 | 19.01 | 470.5 | 44 | 643.5 |
| 1 Nov | 51673.90 | 280 | 17.90 | 19.51 | 77.5 | 31 | 599.5 |
| 31 Oct | 51475.35 | 262.1 | 12.45 | - | 147.5 | 66.5 | 568.5 |
| 30 Oct | 51807.50 | 249.65 | 40.35 | - | 143 | 97.5 | 502 |
| 29 Oct | 52320.70 | 209.3 | -91.70 | - | 223.5 | 36 | 404.5 |
| 28 Oct | 51259.30 | 301 | -99.00 | - | 116.5 | 0 | 368.5 |
| 25 Oct | 50787.45 | 400 | 105.50 | - | 139 | 56 | 368.5 |
| 24 Oct | 51531.15 | 294.5 | -68.00 | - | 53.5 | 39.5 | 312.5 |
| 23 Oct | 51239.00 | 362.5 | 33.15 | - | 92 | 34.5 | 273 |
| 22 Oct | 51257.15 | 329.35 | 76.15 | - | 108 | 56 | 238.5 |
| 21 Oct | 51962.70 | 253.2 | 50.20 | - | 78 | 48 | 182.5 |
| 18 Oct | 52094.20 | 203 | -97.00 | - | 101 | 9 | 134.5 |
| 17 Oct | 51288.80 | 300 | 77.50 | - | 127 | 57 | 125.5 |
| 16 Oct | 51801.05 | 222.5 | 4.45 | - | 19.5 | 16.5 | 68.5 |
| 15 Oct | 51906.00 | 218.05 | -19.90 | - | 15 | 11.5 | 52 |
| 14 Oct | 51816.90 | 237.95 | -97.05 | - | 39 | 10 | 40.5 |
| 11 Oct | 51172.30 | 335 | 45.00 | - | 25.5 | 19.5 | 30.5 |
| 10 Oct | 51530.90 | 290 | -11.00 | - | 4 | 0 | 11 |
| 9 Oct | 51007.00 | 301 | -89.00 | - | 1 | 0.5 | 11 |
| 8 Oct | 51021.00 | 390 | 86.15 | - | 9 | 6.5 | 10.5 |
| 7 Oct | 50478.90 | 303.85 | 37.80 | - | 8 | 4 | 4 |
| 4 Oct | 51462.05 | 266.05 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 266.05 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 266.05 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 266.05 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 266.05 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 266.05 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 48500 expiring on 24DEC2024
Delta for 48500 PE is -0.02
Historical price for 48500 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 9.5, which was -0.70 lower than the previous day. The implied volatity was 22.98, the open interest changed by 10023 which increased total open position to 67576
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 10.2, which was 3.25 higher than the previous day. The implied volatity was 26.01, the open interest changed by 15462 which increased total open position to 57553
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 6.95, which was -0.50 lower than the previous day. The implied volatity was 26.01, the open interest changed by 5561 which increased total open position to 42091
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 7.45, which was -0.65 lower than the previous day. The implied volatity was 27.43, the open interest changed by -455 which decreased total open position to 36530
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 8.1, which was -2.00 lower than the previous day. The implied volatity was 29.40, the open interest changed by -1388 which decreased total open position to 36985
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 10.1, which was -3.05 lower than the previous day. The implied volatity was 26.56, the open interest changed by 7330 which increased total open position to 38373
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 13.15, which was -1.85 lower than the previous day. The implied volatity was 24.79, the open interest changed by -8410 which decreased total open position to 31043
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 15, which was -2.30 lower than the previous day. The implied volatity was 25.01, the open interest changed by -823 which decreased total open position to 39453
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 17.3, which was -4.70 lower than the previous day. The implied volatity was 25.52, the open interest changed by 2610 which increased total open position to 40276
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 22, which was -7.20 lower than the previous day. The implied volatity was 24.90, the open interest changed by 7233 which increased total open position to 37666
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 29.2, which was -3.30 lower than the previous day. The implied volatity was 24.23, the open interest changed by -5186 which decreased total open position to 30433
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 32.5, which was -5.25 lower than the previous day. The implied volatity was 24.46, the open interest changed by -2967 which decreased total open position to 35619
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 37.75, which was -15.10 lower than the previous day. The implied volatity was 23.21, the open interest changed by -5600 which decreased total open position to 38586
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 52.85, which was -21.10 lower than the previous day. The implied volatity was 22.06, the open interest changed by 10053 which increased total open position to 44186
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 73.95, which was -15.20 lower than the previous day. The implied volatity was 21.03, the open interest changed by 7795 which increased total open position to 34133
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 89.15, which was -7.85 lower than the previous day. The implied volatity was 20.39, the open interest changed by 4038 which increased total open position to 26338
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 97, which was 28.65 higher than the previous day. The implied volatity was 20.27, the open interest changed by 5771 which increased total open position to 22300
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 68.35, which was -27.45 lower than the previous day. The implied volatity was 19.53, the open interest changed by 3425 which increased total open position to 16529
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 95.8, which was -13.20 lower than the previous day. The implied volatity was 20.33, the open interest changed by 3121 which increased total open position to 13104
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 109, which was -102.00 lower than the previous day. The implied volatity was 20.71, the open interest changed by 1005 which increased total open position to 9983
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 211, which was -79.85 lower than the previous day. The implied volatity was 19.41, the open interest changed by 1520 which increased total open position to 8978
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 290.85, which was 0.85 higher than the previous day. The implied volatity was 18.52, the open interest changed by 1581 which increased total open position to 7458
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 290, which was -11.50 lower than the previous day. The implied volatity was 18.22, the open interest changed by 379 which increased total open position to 5877
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 301.5, which was -11.15 lower than the previous day. The implied volatity was 17.79, the open interest changed by 408 which increased total open position to 5498
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 312.65, which was 11.45 higher than the previous day. The implied volatity was 16.74, the open interest changed by -189 which decreased total open position to 5090
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 301.2, which was 98.00 higher than the previous day. The implied volatity was 16.66, the open interest changed by 1988 which increased total open position to 5279
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 203.2, which was 61.35 higher than the previous day. The implied volatity was 17.33, the open interest changed by 877 which increased total open position to 3291
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 141.85, which was -53.15 lower than the previous day. The implied volatity was 17.65, the open interest changed by 415 which increased total open position to 2414
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 195, which was 18.00 higher than the previous day. The implied volatity was 17.87, the open interest changed by 328 which increased total open position to 1999
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 177, which was 21.10 higher than the previous day. The implied volatity was 18.38, the open interest changed by 82 which increased total open position to 1671
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 155.9, which was -59.75 lower than the previous day. The implied volatity was 19.07, the open interest changed by 242 which increased total open position to 1589
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 215.65, which was -89.70 lower than the previous day. The implied volatity was 19.86, the open interest changed by 60 which increased total open position to 1347
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 305.35, which was 25.35 higher than the previous day. The implied volatity was 19.01, the open interest changed by 88 which increased total open position to 1287
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 280, which was 17.90 higher than the previous day. The implied volatity was 19.51, the open interest changed by 62 which increased total open position to 1199
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 262.1, which was 12.45 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 249.65, which was 40.35 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 209.3, which was -91.70 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 301, which was -99.00 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 400, which was 105.50 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 294.5, which was -68.00 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 362.5, which was 33.15 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 329.35, which was 76.15 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 253.2, which was 50.20 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 203, which was -97.00 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 300, which was 77.50 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 222.5, which was 4.45 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 218.05, which was -19.90 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 237.95, which was -97.05 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 335, which was 45.00 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 290, which was -11.00 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 301, which was -89.00 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 390, which was 86.15 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 303.85, which was 37.80 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 266.05, 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 266.05, 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 266.05, 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 266.05, 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 266.05, 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 266.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
