BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 48600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 2236.1 | -1000.95 | - | 14.5 | -1.5 | 7.5 | |||
| 19 Dec | 51575.70 | 3237.05 | 259.80 | 45.13 | 10 | 9 | 9 | |||
| 18 Dec | 52139.55 | 2977.25 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 17 Dec | 52834.80 | 2977.25 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 16 Dec | 53581.35 | 2977.25 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 13 Dec | 53583.80 | 2977.25 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 12 Dec | 53216.45 | 2977.25 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 11 Dec | 53391.35 | 2977.25 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 10 Dec | 53577.70 | 2977.25 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 9 Dec | 53407.75 | 2977.25 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 6 Dec | 53509.50 | 2977.25 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 5 Dec | 53603.55 | 2977.25 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 4 Dec | 53266.90 | 2977.25 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 3 Dec | 52695.75 | 2977.25 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 2 Dec | 52109.00 | 2977.25 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 29 Nov | 52055.60 | 2977.25 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 28 Nov | 51906.85 | 2977.25 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 27 Nov | 52301.80 | 2977.25 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 26 Nov | 52191.50 | 2977.25 | 0.00 | 0.00 | 0 | 9 | 0 | |||
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| 25 Nov | 52207.50 | 2977.25 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 22 Nov | 51135.40 | 2977.25 | 580.40 | 13.12 | 6.5 | 9 | 9 | |||
| 21 Nov | 50372.90 | 2396.85 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 19 Nov | 50626.50 | 2396.85 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 18 Nov | 50363.80 | 2396.85 | -4249.45 | 13.66 | 5.5 | 4.5 | 4.5 | |||
| 14 Nov | 50179.55 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 50088.35 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 51157.80 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 51876.75 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 51215.25 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 6646.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 6646.3 | 6646.30 | - | 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 48600 expiring on 24DEC2024
Delta for 48600 CE is -
Historical price for 48600 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2236.1, which was -1000.95 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 15
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3237.05, which was 259.80 higher than the previous day. The implied volatity was 45.13, the open interest changed by 18 which increased total open position to 18
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2977.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2977.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2977.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2977.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2977.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2977.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2977.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2977.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2977.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2977.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2977.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2977.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2977.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2977.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2977.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2977.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2977.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2977.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2977.25, which was 580.40 higher than the previous day. The implied volatity was 13.12, the open interest changed by 18 which increased total open position to 18
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2396.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2396.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2396.85, which was -4249.45 lower than the previous day. The implied volatity was 13.66, the open interest changed by 9 which increased total open position to 9
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 6646.3, 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 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 6646.3, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 6646.3, which was 6646.30 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 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 48600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 3.45
Theta: -9.76
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 13.75 | 3.75 | 23.53 | 50,820.5 | -1,893 | 4,045 |
| 19 Dec | 51575.70 | 10 | 2.15 | 25.21 | 29,446.5 | 1,325 | 5,938 |
| 18 Dec | 52139.55 | 7.85 | 0.10 | 25.81 | 24,466 | 681.5 | 4,613 |
| 17 Dec | 52834.80 | 7.75 | -0.30 | 27.00 | 18,037 | -52.5 | 3,931.5 |
| 16 Dec | 53581.35 | 8.05 | -1.55 | 28.84 | 11,484 | -70.5 | 3,984 |
| 13 Dec | 53583.80 | 9.6 | -5.90 | 25.92 | 17,756.5 | 1,371.5 | 4,054.5 |
| 12 Dec | 53216.45 | 15.5 | -0.90 | 24.92 | 5,596 | 36 | 2,683 |
| 11 Dec | 53391.35 | 16.4 | -3.60 | 24.89 | 4,910.5 | -528 | 2,647 |
| 10 Dec | 53577.70 | 20 | -3.35 | 25.64 | 6,697.5 | 164.5 | 3,175 |
| 9 Dec | 53407.75 | 23.35 | -5.95 | 24.70 | 8,663 | 609.5 | 3,010.5 |
| 6 Dec | 53509.50 | 29.3 | -4.75 | 23.83 | 8,745 | 261.5 | 2,401 |
| 5 Dec | 53603.55 | 34.05 | -7.85 | 24.25 | 9,235.5 | -116.5 | 2,139.5 |
| 4 Dec | 53266.90 | 41.9 | -14.80 | 23.24 | 8,392 | 32 | 2,256 |
| 3 Dec | 52695.75 | 56.7 | -21.30 | 21.95 | 8,954.5 | 584 | 2,224 |
| 2 Dec | 52109.00 | 78 | -15.50 | 20.84 | 13,326.5 | 542.5 | 1,640 |
| 29 Nov | 52055.60 | 93.5 | -8.40 | 20.20 | 14,302 | 346.5 | 1,097.5 |
| 28 Nov | 51906.85 | 101.9 | 28.80 | 20.09 | 11,902.5 | 358 | 751 |
| 27 Nov | 52301.80 | 73.1 | -29.15 | 19.43 | 1,227 | 120 | 393 |
| 26 Nov | 52191.50 | 102.25 | -13.50 | 20.25 | 288 | 123 | 273 |
| 25 Nov | 52207.50 | 115.75 | -108.05 | 20.65 | 371.5 | -96.5 | 150 |
| 22 Nov | 51135.40 | 223.8 | -84.45 | 19.33 | 694.5 | 50 | 246.5 |
| 21 Nov | 50372.90 | 308.25 | 7.75 | 18.45 | 669.5 | 135 | 196.5 |
| 19 Nov | 50626.50 | 300.5 | -17.50 | 18.00 | 320.5 | 30.5 | 61.5 |
| 18 Nov | 50363.80 | 318 | -45.75 | 17.72 | 46 | 29.5 | 31 |
| 14 Nov | 50179.55 | 363.75 | 29.55 | 17.36 | 1.5 | 1 | 1.5 |
| 13 Nov | 50088.35 | 334.2 | 54.20 | 16.94 | 0.5 | 0.5 | 0.5 |
| 12 Nov | 51157.80 | 280 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 11 Nov | 51876.75 | 280 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 8 Nov | 51561.20 | 280 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 7 Nov | 51916.50 | 280 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 6 Nov | 52317.40 | 280 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 5 Nov | 52207.25 | 280 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 4 Nov | 51215.25 | 280 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 1 Nov | 51673.90 | 280 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 31 Oct | 51475.35 | 280 | 0.00 | - | 0 | 0.5 | 0 |
| 30 Oct | 51807.50 | 280 | -20.00 | - | 0.5 | 0.5 | 0.5 |
| 29 Oct | 52320.70 | 300 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 300 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 300 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 300 | 0.00 | - | 1 | 0 | 0.5 |
| 23 Oct | 51239.00 | 300 | 22.30 | - | 1 | 0.5 | 0.5 |
| 22 Oct | 51257.15 | 277.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 277.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 277.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 277.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 277.7 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 277.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 277.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 277.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 277.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 277.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 277.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 277.7 | 277.70 | - | 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 48600 expiring on 24DEC2024
Delta for 48600 PE is -0.03
Historical price for 48600 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 13.75, which was 3.75 higher than the previous day. The implied volatity was 23.53, the open interest changed by -3786 which decreased total open position to 8090
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 10, which was 2.15 higher than the previous day. The implied volatity was 25.21, the open interest changed by 2650 which increased total open position to 11876
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 7.85, which was 0.10 higher than the previous day. The implied volatity was 25.81, the open interest changed by 1363 which increased total open position to 9226
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 7.75, which was -0.30 lower than the previous day. The implied volatity was 27.00, the open interest changed by -105 which decreased total open position to 7863
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 8.05, which was -1.55 lower than the previous day. The implied volatity was 28.84, the open interest changed by -141 which decreased total open position to 7968
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 9.6, which was -5.90 lower than the previous day. The implied volatity was 25.92, the open interest changed by 2743 which increased total open position to 8109
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 15.5, which was -0.90 lower than the previous day. The implied volatity was 24.92, the open interest changed by 72 which increased total open position to 5366
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 16.4, which was -3.60 lower than the previous day. The implied volatity was 24.89, the open interest changed by -1056 which decreased total open position to 5294
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 20, which was -3.35 lower than the previous day. The implied volatity was 25.64, the open interest changed by 329 which increased total open position to 6350
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 23.35, which was -5.95 lower than the previous day. The implied volatity was 24.70, the open interest changed by 1219 which increased total open position to 6021
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 29.3, which was -4.75 lower than the previous day. The implied volatity was 23.83, the open interest changed by 523 which increased total open position to 4802
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 34.05, which was -7.85 lower than the previous day. The implied volatity was 24.25, the open interest changed by -233 which decreased total open position to 4279
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 41.9, which was -14.80 lower than the previous day. The implied volatity was 23.24, the open interest changed by 64 which increased total open position to 4512
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 56.7, which was -21.30 lower than the previous day. The implied volatity was 21.95, the open interest changed by 1168 which increased total open position to 4448
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 78, which was -15.50 lower than the previous day. The implied volatity was 20.84, the open interest changed by 1085 which increased total open position to 3280
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 93.5, which was -8.40 lower than the previous day. The implied volatity was 20.20, the open interest changed by 693 which increased total open position to 2195
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 101.9, which was 28.80 higher than the previous day. The implied volatity was 20.09, the open interest changed by 716 which increased total open position to 1502
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 73.1, which was -29.15 lower than the previous day. The implied volatity was 19.43, the open interest changed by 240 which increased total open position to 786
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 102.25, which was -13.50 lower than the previous day. The implied volatity was 20.25, the open interest changed by 246 which increased total open position to 546
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 115.75, which was -108.05 lower than the previous day. The implied volatity was 20.65, the open interest changed by -193 which decreased total open position to 300
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 223.8, which was -84.45 lower than the previous day. The implied volatity was 19.33, the open interest changed by 100 which increased total open position to 493
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 308.25, which was 7.75 higher than the previous day. The implied volatity was 18.45, the open interest changed by 270 which increased total open position to 393
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 300.5, which was -17.50 lower than the previous day. The implied volatity was 18.00, the open interest changed by 61 which increased total open position to 123
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 318, which was -45.75 lower than the previous day. The implied volatity was 17.72, the open interest changed by 59 which increased total open position to 62
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 363.75, which was 29.55 higher than the previous day. The implied volatity was 17.36, the open interest changed by 2 which increased total open position to 3
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 334.2, which was 54.20 higher than the previous day. The implied volatity was 16.94, the open interest changed by 1 which increased total open position to 1
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 280, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 280, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 280, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 280, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 280, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 280, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 280, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 280, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 280, 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 280, which was -20.00 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 300, 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 300, 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 300, 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 300, 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 300, which was 22.30 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 277.7, 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 277.7, 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 277.7, 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 277.7, 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 277.7, 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 277.7, 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 277.7, 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 277.7, 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 277.7, 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 277.7, 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 277.7, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 277.7, which was 277.70 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 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
