BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 3950 | -675.00 | - | 1,005 | -390 | 1,515 | |||
| 4 Jul | 53103.70 | 4625 | - | 375 | 300 | 1,905 | ||||
| 3 Jul | 53089.25 | 4510 | - | 1,290 | 885 | 1,605 | ||||
| 2 Jul | 52168.10 | 3840 | - | 75 | 45 | 675 | ||||
| 1 Jul | 52574.75 | 4089.9 | - | 90 | 75 | 630 | ||||
| 28 Jun | 52342.25 | 3950 | - | 180 | 150 | 555 | ||||
| 27 Jun | 52811.30 | 4325 | - | 15 | 0 | 405 | ||||
| 26 Jun | 52870.50 | 4100 | - | 45 | -15 | 390 | ||||
| 25 Jun | 52606.00 | 3995.8 | - | 75 | 30 | 405 | ||||
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| 24 Jun | 51703.95 | 3263.9 | - | 75 | 0 | 450 | ||||
| 21 Jun | 51661.45 | 3087.60 | - | 45 | 0 | 495 | ||||
| 20 Jun | 51783.25 | 3344.50 | - | 135 | -15 | 600 | ||||
| 19 Jun | 51398.05 | 2543.45 | - | 675 | 405 | 615 | ||||
| 18 Jun | 50440.90 | 2050.00 | - | 30 | 30 | 240 | ||||
| 14 Jun | 50002.00 | 1864.10 | - | 90 | 30 | 210 | ||||
| 13 Jun | 49846.70 | 2073.05 | - | 15 | 0 | 165 | ||||
| 12 Jun | 49895.10 | 2132.10 | - | 90 | 0 | 75 | ||||
| 10 Jun | 49780.90 | 1780.55 | - | 0 | 75 | 0 | ||||
| 7 Jun | 49803.20 | 1780.55 | - | 75 | 0 | 0 | ||||
For NIFTY BANK - strike price 48500 expiring on 10JUL2024
Delta for 48500 CE is -
Historical price for 48500 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 3950, which was -675.00 lower than the previous day. The implied volatity was -, the open interest changed by -390 which decreased total open position to 1515
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 4625, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 1905
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 4510, which was lower than the previous day. The implied volatity was -, the open interest changed by 885 which increased total open position to 1605
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 3840, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 675
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 4089.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 630
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 3950, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 555
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 4325, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 405
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 4100, which was lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 390
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 3995.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 405
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 3263.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 450
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 3087.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 495
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 3344.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 600
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 2543.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 405 which increased total open position to 615
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 2050.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 240
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 1864.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 210
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 2073.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 165
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 2132.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 1780.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 1780.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 1.5 | -2.45 | - | 33,65,685 | 3,66,915 | 5,62,365 |
| 4 Jul | 53103.70 | 3.95 | - | 21,81,135 | 48,105 | 1,95,450 | |
| 3 Jul | 53089.25 | 4.55 | - | 6,64,380 | 71,550 | 1,47,345 | |
| 2 Jul | 52168.10 | 9 | - | 2,83,695 | 0 | 75,045 | |
| 1 Jul | 52574.75 | 12.2 | - | 1,54,740 | 60,465 | 75,045 | |
| 28 Jun | 52342.25 | 19.75 | - | 41,910 | 1,785 | 14,580 | |
| 27 Jun | 52811.30 | 20.4 | - | 69,795 | 5,505 | 12,795 | |
| 26 Jun | 52870.50 | 28.85 | - | 16,920 | 4,305 | 7,710 | |
| 25 Jun | 52606.00 | 47.95 | - | 7,335 | -765 | 3,405 | |
| 24 Jun | 51703.95 | 58.65 | - | 6,150 | 2,940 | 4,215 | |
| 21 Jun | 51661.45 | 69.90 | - | 1,575 | 1,215 | 1,215 | |
| 20 Jun | 51783.25 | 924.60 | - | 0 | 0 | 0 | |
| 19 Jun | 51398.05 | 924.60 | - | 0 | 0 | 0 | |
| 18 Jun | 50440.90 | 924.60 | - | 0 | 0 | 0 | |
| 14 Jun | 50002.00 | 924.60 | - | 0 | 0 | 0 | |
| 13 Jun | 49846.70 | 924.60 | - | 0 | 0 | 0 | |
| 12 Jun | 49895.10 | 924.60 | - | 0 | 0 | 0 | |
| 10 Jun | 49780.90 | 924.60 | - | 0 | 0 | 0 | |
| 7 Jun | 49803.20 | 924.60 | - | 0 | 0 | 0 | |
For NIFTY BANK - strike price 48500 expiring on 10JUL2024
Delta for 48500 PE is -
Historical price for 48500 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 1.5, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 366915 which increased total open position to 562365
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 48105 which increased total open position to 195450
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 71550 which increased total open position to 147345
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75045
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 12.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 60465 which increased total open position to 75045
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 19.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1785 which increased total open position to 14580
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 20.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 5505 which increased total open position to 12795
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 28.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 4305 which increased total open position to 7710
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 47.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -765 which decreased total open position to 3405
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 58.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 2940 which increased total open position to 4215
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 69.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1215 which increased total open position to 1215
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 924.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 924.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 924.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 924.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 924.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 924.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 924.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 924.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0