BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 48700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 2029.9 | -902.35 | - | 9.5 | 5.5 | 5.5 | |||
|
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| 19 Dec | 51575.70 | 2932.25 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 18 Dec | 52139.55 | 2932.25 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 17 Dec | 52834.80 | 2932.25 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 16 Dec | 53581.35 | 2932.25 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 13 Dec | 53583.80 | 2932.25 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 12 Dec | 53216.45 | 2932.25 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 11 Dec | 53391.35 | 2932.25 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 10 Dec | 53577.70 | 2932.25 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 9 Dec | 53407.75 | 2932.25 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 6 Dec | 53509.50 | 2932.25 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 5 Dec | 53603.55 | 2932.25 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 4 Dec | 53266.90 | 2932.25 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 3 Dec | 52695.75 | 2932.25 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 2 Dec | 52109.00 | 2932.25 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 29 Nov | 52055.60 | 2932.25 | 0.00 | 0.00 | 0 | 11 | 11 | |||
| 28 Nov | 51906.85 | 2932.25 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 27 Nov | 52301.80 | 2932.25 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 26 Nov | 52191.50 | 2932.25 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 25 Nov | 52207.50 | 2932.25 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 22 Nov | 51135.40 | 2932.25 | 619.05 | 15.16 | 10 | 7 | 8.5 | |||
| 21 Nov | 50372.90 | 2313.2 | 67.75 | 13.10 | 2.5 | 1.5 | 1.5 | |||
| 19 Nov | 50626.50 | 2245.45 | 0.00 | 0.00 | 0 | 1.5 | 0 | |||
| 18 Nov | 50363.80 | 2245.45 | 0.00 | 0.00 | 0 | 1.5 | 0 | |||
| 14 Nov | 50179.55 | 2245.45 | -4314.70 | 13.03 | 3 | 1.5 | 1.5 | |||
| 13 Nov | 50088.35 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 51157.80 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 51876.75 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 51215.25 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 6560.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 6560.15 | 6560.15 | - | 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 48700 expiring on 24DEC2024
Delta for 48700 CE is -
Historical price for 48700 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 2029.9, which was -902.35 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2932.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2932.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 2932.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 2932.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 2932.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2932.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2932.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2932.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2932.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2932.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2932.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2932.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2932.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2932.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2932.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 22
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2932.25, 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 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2932.25, 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 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2932.25, 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 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2932.25, 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 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2932.25, which was 619.05 higher than the previous day. The implied volatity was 15.16, the open interest changed by 14 which increased total open position to 17
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2313.2, which was 67.75 higher than the previous day. The implied volatity was 13.10, the open interest changed by 3 which increased total open position to 3
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2245.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2245.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2245.45, which was -4314.70 lower than the previous day. The implied volatity was 13.03, the open interest changed by 3 which increased total open position to 3
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, 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 6560.15, which was 6560.15 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 48700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 3.58
Theta: -9.75
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 13.95 | 3.85 | 22.72 | 47,034.5 | 1,632.5 | 4,228 |
| 19 Dec | 51575.70 | 10.1 | 1.45 | 24.53 | 27,812 | 1,274 | 2,595.5 |
| 18 Dec | 52139.55 | 8.65 | 1.30 | 25.52 | 13,932 | 79 | 1,321.5 |
| 17 Dec | 52834.80 | 7.35 | -1.95 | 26.26 | 8,168 | -323.5 | 1,242.5 |
| 16 Dec | 53581.35 | 9.3 | -1.00 | 28.86 | 7,269 | 52 | 1,566 |
| 13 Dec | 53583.80 | 10.3 | -5.90 | 25.70 | 12,393.5 | -731 | 1,514 |
| 12 Dec | 53216.45 | 16.2 | -0.95 | 24.62 | 7,277.5 | 577 | 2,245 |
| 11 Dec | 53391.35 | 17.15 | -3.70 | 24.60 | 7,355.5 | -702 | 1,668 |
| 10 Dec | 53577.70 | 20.85 | -6.85 | 25.36 | 9,008.5 | 606.5 | 2,370 |
| 9 Dec | 53407.75 | 27.7 | -5.65 | 24.95 | 7,581 | 282 | 1,763.5 |
| 6 Dec | 53509.50 | 33.35 | -3.05 | 23.95 | 8,678 | -198 | 1,481.5 |
| 5 Dec | 53603.55 | 36.4 | -7.80 | 24.14 | 11,338.5 | 291.5 | 1,679.5 |
| 4 Dec | 53266.90 | 44.2 | -14.35 | 23.06 | 6,445 | 415.5 | 1,388 |
| 3 Dec | 52695.75 | 58.55 | -22.60 | 21.67 | 11,671.5 | 271.5 | 972.5 |
| 2 Dec | 52109.00 | 81.15 | -14.10 | 20.59 | 12,948 | 43 | 701 |
| 29 Nov | 52055.60 | 95.25 | -9.25 | 19.87 | 10,266 | 99 | 658 |
| 28 Nov | 51906.85 | 104.5 | 26.65 | 19.83 | 11,123.5 | 371 | 559 |
| 27 Nov | 52301.80 | 77.85 | -28.20 | 19.33 | 447.5 | 42 | 188 |
| 26 Nov | 52191.50 | 106.05 | -16.05 | 20.02 | 171 | 15.5 | 146 |
| 25 Nov | 52207.50 | 122.1 | -109.90 | 20.52 | 438.5 | -41.5 | 130.5 |
| 22 Nov | 51135.40 | 232 | -97.80 | 19.11 | 388 | 15 | 172 |
| 21 Nov | 50372.90 | 329.8 | 3.90 | 18.45 | 322 | 83 | 157 |
| 19 Nov | 50626.50 | 325.9 | 19.35 | 18.04 | 434.5 | 43 | 74 |
| 18 Nov | 50363.80 | 306.55 | -49.10 | 16.95 | 8 | 0.5 | 31 |
| 14 Nov | 50179.55 | 355.65 | 30.05 | 16.72 | 5 | 4.5 | 30.5 |
| 13 Nov | 50088.35 | 325.6 | 111.60 | 16.28 | 10.5 | -2 | 26 |
| 12 Nov | 51157.80 | 214 | 38.10 | 16.84 | 14 | 9.5 | 28 |
| 11 Nov | 51876.75 | 175.9 | -1.65 | 18.02 | 1 | 18.5 | 18.5 |
| 8 Nov | 51561.20 | 177.55 | 0.00 | 0.00 | 0 | 19 | 0 |
| 7 Nov | 51916.50 | 177.55 | -56.25 | 17.72 | 2 | 19 | 19 |
| 6 Nov | 52317.40 | 233.8 | 0.00 | 0.00 | 0 | 5.5 | 0 |
| 5 Nov | 52207.25 | 233.8 | -157.60 | 19.65 | 18 | 5.5 | 5.5 |
| 4 Nov | 51215.25 | 391.4 | 0.00 | 0.00 | 0 | 1.5 | 0 |
| 1 Nov | 51673.90 | 391.4 | 0.00 | 0.00 | 0 | 1.5 | 0 |
| 31 Oct | 51475.35 | 391.4 | 0.00 | - | 0 | 1.5 | 0 |
| 30 Oct | 51807.50 | 391.4 | 0.00 | - | 0 | 1.5 | 0 |
| 29 Oct | 52320.70 | 391.4 | 0.00 | - | 0 | 1.5 | 0 |
| 28 Oct | 51259.30 | 391.4 | 0.00 | - | 0 | 1.5 | 0 |
| 25 Oct | 50787.45 | 391.4 | 0.00 | - | 0 | 1.5 | 0 |
| 24 Oct | 51531.15 | 391.4 | 0.00 | - | 1.5 | 1.5 | 1.5 |
| 23 Oct | 51239.00 | 391.4 | 101.70 | - | 1.5 | 0 | 0 |
| 22 Oct | 51257.15 | 289.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 289.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 289.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 289.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 289.7 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 289.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 289.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 289.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 289.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 289.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 289.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 289.7 | 289.70 | - | 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 48700 expiring on 24DEC2024
Delta for 48700 PE is -0.03
Historical price for 48700 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 13.95, which was 3.85 higher than the previous day. The implied volatity was 22.72, the open interest changed by 3265 which increased total open position to 8456
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 10.1, which was 1.45 higher than the previous day. The implied volatity was 24.53, the open interest changed by 2548 which increased total open position to 5191
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 8.65, which was 1.30 higher than the previous day. The implied volatity was 25.52, the open interest changed by 158 which increased total open position to 2643
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 7.35, which was -1.95 lower than the previous day. The implied volatity was 26.26, the open interest changed by -647 which decreased total open position to 2485
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 9.3, which was -1.00 lower than the previous day. The implied volatity was 28.86, the open interest changed by 104 which increased total open position to 3132
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 10.3, which was -5.90 lower than the previous day. The implied volatity was 25.70, the open interest changed by -1462 which decreased total open position to 3028
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 16.2, which was -0.95 lower than the previous day. The implied volatity was 24.62, the open interest changed by 1154 which increased total open position to 4490
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 17.15, which was -3.70 lower than the previous day. The implied volatity was 24.60, the open interest changed by -1404 which decreased total open position to 3336
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 20.85, which was -6.85 lower than the previous day. The implied volatity was 25.36, the open interest changed by 1213 which increased total open position to 4740
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 27.7, which was -5.65 lower than the previous day. The implied volatity was 24.95, the open interest changed by 564 which increased total open position to 3527
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 33.35, which was -3.05 lower than the previous day. The implied volatity was 23.95, the open interest changed by -396 which decreased total open position to 2963
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 36.4, which was -7.80 lower than the previous day. The implied volatity was 24.14, the open interest changed by 583 which increased total open position to 3359
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 44.2, which was -14.35 lower than the previous day. The implied volatity was 23.06, the open interest changed by 831 which increased total open position to 2776
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 58.55, which was -22.60 lower than the previous day. The implied volatity was 21.67, the open interest changed by 543 which increased total open position to 1945
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 81.15, which was -14.10 lower than the previous day. The implied volatity was 20.59, the open interest changed by 86 which increased total open position to 1402
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 95.25, which was -9.25 lower than the previous day. The implied volatity was 19.87, the open interest changed by 198 which increased total open position to 1316
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 104.5, which was 26.65 higher than the previous day. The implied volatity was 19.83, the open interest changed by 742 which increased total open position to 1118
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 77.85, which was -28.20 lower than the previous day. The implied volatity was 19.33, the open interest changed by 84 which increased total open position to 376
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 106.05, which was -16.05 lower than the previous day. The implied volatity was 20.02, the open interest changed by 31 which increased total open position to 292
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 122.1, which was -109.90 lower than the previous day. The implied volatity was 20.52, the open interest changed by -83 which decreased total open position to 261
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 232, which was -97.80 lower than the previous day. The implied volatity was 19.11, the open interest changed by 30 which increased total open position to 344
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 329.8, which was 3.90 higher than the previous day. The implied volatity was 18.45, the open interest changed by 166 which increased total open position to 314
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 325.9, which was 19.35 higher than the previous day. The implied volatity was 18.04, the open interest changed by 86 which increased total open position to 148
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 306.55, which was -49.10 lower than the previous day. The implied volatity was 16.95, the open interest changed by 1 which increased total open position to 62
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 355.65, which was 30.05 higher than the previous day. The implied volatity was 16.72, the open interest changed by 9 which increased total open position to 61
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 325.6, which was 111.60 higher than the previous day. The implied volatity was 16.28, the open interest changed by -4 which decreased total open position to 52
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 214, which was 38.10 higher than the previous day. The implied volatity was 16.84, the open interest changed by 19 which increased total open position to 56
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 175.9, which was -1.65 lower than the previous day. The implied volatity was 18.02, the open interest changed by 37 which increased total open position to 37
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 177.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 38 which increased total open position to 0
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 177.55, which was -56.25 lower than the previous day. The implied volatity was 17.72, the open interest changed by 38 which increased total open position to 38
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 233.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 233.8, which was -157.60 lower than the previous day. The implied volatity was 19.65, the open interest changed by 11 which increased total open position to 11
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 391.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 391.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 391.4, 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 391.4, 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 391.4, 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 391.4, 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 391.4, 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 391.4, 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 391.4, which was 101.70 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 289.7, 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 289.7, 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 289.7, 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 289.7, 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 289.7, 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 289.7, 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 289.7, 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 289.7, 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 289.7, 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 289.7, 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 289.7, 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 289.7, which was 289.70 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
