BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 48800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 4747.65 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 19 Dec | 51575.70 | 4747.65 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 18 Dec | 52139.55 | 4747.65 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 17 Dec | 52834.80 | 4747.65 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 16 Dec | 53581.35 | 4747.65 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 13 Dec | 53583.80 | 4747.65 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 12 Dec | 53216.45 | 4747.65 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 11 Dec | 53391.35 | 4747.65 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 10 Dec | 53577.70 | 4747.65 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 9 Dec | 53407.75 | 4747.65 | 2109.35 | - | 9 | 4.5 | 4.5 | |||
| 6 Dec | 53509.50 | 2638.3 | 0.00 | 0.00 | 0 | 5.5 | 0 | |||
| 5 Dec | 53603.55 | 2638.3 | 0.00 | 0.00 | 0 | 5.5 | 0 | |||
| 4 Dec | 53266.90 | 2638.3 | 0.00 | 0.00 | 0 | 5.5 | 0 | |||
| 3 Dec | 52695.75 | 2638.3 | 0.00 | 0.00 | 0 | 5.5 | 0 | |||
| 2 Dec | 52109.00 | 2638.3 | 0.00 | 0.00 | 0 | 5.5 | 0 | |||
| 29 Nov | 52055.60 | 2638.3 | 0.00 | 0.00 | 0 | 5.5 | 5.5 | |||
| 28 Nov | 51906.85 | 2638.3 | 0.00 | 0.00 | 0 | 1.5 | 0 | |||
| 27 Nov | 52301.80 | 2638.3 | 0.00 | 0.00 | 0 | 1.5 | 0 | |||
| 26 Nov | 52191.50 | 2638.3 | 0.00 | 0.00 | 0 | 1.5 | 0 | |||
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| 25 Nov | 52207.50 | 2638.3 | 0.00 | 0.00 | 0 | 1.5 | 0 | |||
| 22 Nov | 51135.40 | 2638.3 | -1639.80 | - | 4 | 1.5 | 1.5 | |||
| 21 Nov | 50372.90 | 4278.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 50626.50 | 4278.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 50363.80 | 4278.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 50179.55 | 4278.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 50088.35 | 4278.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 51157.80 | 4278.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 51876.75 | 4278.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 4278.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 4278.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 4278.1 | -2196.25 | 14.11 | 1.5 | 0 | 0 | |||
| 5 Nov | 52207.25 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 51215.25 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 6474.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 6474.35 | 6474.35 | - | 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 48800 expiring on 24DEC2024
Delta for 48800 CE is 0.00
Historical price for 48800 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 4747.65, 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 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 4747.65, 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 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 4747.65, 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 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 4747.65, 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 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 4747.65, 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 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 4747.65, 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 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 4747.65, 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 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 4747.65, 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 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 4747.65, 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 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 4747.65, which was 2109.35 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 9
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2638.3, 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 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2638.3, 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 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2638.3, 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 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2638.3, 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 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2638.3, 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 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2638.3, 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 11
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2638.3, 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 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2638.3, 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 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2638.3, 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 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2638.3, 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 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2638.3, which was -1639.80 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 4278.1, 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 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 4278.1, 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 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 4278.1, 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 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 4278.1, 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 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 4278.1, 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 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 4278.1, 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 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 4278.1, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 4278.1, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 4278.1, 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 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 4278.1, which was -2196.25 lower than the previous day. The implied volatity was 14.11, 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 6474.35, 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 6474.35, 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 6474.35, 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 6474.35, 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 6474.35, 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 6474.35, 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 6474.35, 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 6474.35, 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 6474.35, 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 6474.35, 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 6474.35, 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 6474.35, 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 6474.35, 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 6474.35, 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 6474.35, 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 6474.35, 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 6474.35, 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 6474.35, 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 6474.35, 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 6474.35, 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 6474.35, 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 6474.35, 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 6474.35, which was 6474.35 higher 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 48800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 4.53
Theta: -12.61
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 19.8 | 5.80 | 23.27 | 70,869 | 827 | 3,892.5 |
| 19 Dec | 51575.70 | 14 | 5.65 | 25.05 | 32,766 | 1,210 | 3,065.5 |
| 18 Dec | 52139.55 | 8.35 | -0.80 | 24.76 | 23,082 | -959 | 1,855.5 |
| 17 Dec | 52834.80 | 9.15 | 0.40 | 26.44 | 16,796 | -177 | 2,814.5 |
| 16 Dec | 53581.35 | 8.75 | -2.75 | 28.09 | 13,011 | -1,321 | 2,991.5 |
| 13 Dec | 53583.80 | 11.5 | -7.45 | 25.62 | 29,196.5 | -2,483.5 | 4,312.5 |
| 12 Dec | 53216.45 | 18.95 | 2.15 | 24.74 | 15,316.5 | 59.5 | 6,796 |
| 11 Dec | 53391.35 | 16.8 | -4.70 | 24.07 | 18,859 | 750 | 6,736.5 |
| 10 Dec | 53577.70 | 21.5 | -2.50 | 25.04 | 17,814 | 3,163.5 | 5,986.5 |
| 9 Dec | 53407.75 | 24 | -9.15 | 23.93 | 7,792.5 | 61.5 | 2,823 |
| 6 Dec | 53509.50 | 33.15 | -3.45 | 23.51 | 11,436.5 | -225 | 2,761.5 |
| 5 Dec | 53603.55 | 36.6 | -7.80 | 23.75 | 14,556 | 1,208 | 2,986.5 |
| 4 Dec | 53266.90 | 44.4 | -16.80 | 22.67 | 11,589.5 | 346.5 | 1,778.5 |
| 3 Dec | 52695.75 | 61.2 | -20.45 | 21.44 | 10,030 | 72.5 | 1,432 |
| 2 Dec | 52109.00 | 81.65 | -16.90 | 20.18 | 13,561 | 105.5 | 1,359.5 |
| 29 Nov | 52055.60 | 98.55 | -10.40 | 19.60 | 12,267.5 | -60 | 1,254 |
| 28 Nov | 51906.85 | 108.95 | 29.70 | 19.57 | 14,377 | 901.5 | 1,314 |
| 27 Nov | 52301.80 | 79.25 | -34.00 | 18.99 | 1,090 | 64.5 | 412.5 |
| 26 Nov | 52191.50 | 113.25 | -14.55 | 19.94 | 322 | 39 | 348 |
| 25 Nov | 52207.50 | 127.8 | -125.30 | 20.35 | 725 | -50 | 309 |
| 22 Nov | 51135.40 | 253.1 | -90.90 | 19.23 | 420.5 | 97 | 359 |
| 21 Nov | 50372.90 | 344 | 5.50 | 18.27 | 1,120 | 156.5 | 262 |
| 19 Nov | 50626.50 | 338.5 | -15.90 | 17.83 | 244 | -21.5 | 105.5 |
| 18 Nov | 50363.80 | 354.4 | 120.55 | 17.51 | 342.5 | 127 | 127 |
| 14 Nov | 50179.55 | 233.85 | 0.00 | 0.00 | 0 | 26 | 0 |
| 13 Nov | 50088.35 | 233.85 | 0.00 | 0.00 | 0 | 26 | 0 |
| 12 Nov | 51157.80 | 233.85 | 23.85 | 16.94 | 7.5 | 26 | 26 |
| 11 Nov | 51876.75 | 210 | 0.00 | 0.00 | 0 | 23 | 0 |
| 8 Nov | 51561.20 | 210 | -163.50 | 17.19 | 1.5 | 23 | 23 |
| 7 Nov | 51916.50 | 373.5 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 6 Nov | 52317.40 | 373.5 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 5 Nov | 52207.25 | 373.5 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 4 Nov | 51215.25 | 373.5 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 1 Nov | 51673.90 | 373.5 | 0.00 | 0.00 | 0 | 0.5 | 23 |
| 31 Oct | 51475.35 | 373.5 | 60.90 | - | 1 | 0.5 | 22.5 |
| 30 Oct | 51807.50 | 312.6 | 62.60 | - | 0.5 | 0.5 | 22 |
| 29 Oct | 52320.70 | 250 | -187.40 | - | 2.5 | 21.5 | 21.5 |
| 28 Oct | 51259.30 | 437.4 | 0.00 | - | 0 | 0.5 | 0 |
| 25 Oct | 50787.45 | 437.4 | 0.00 | - | 0 | 0.5 | 0 |
| 24 Oct | 51531.15 | 437.4 | 0.00 | - | 0.5 | 0.5 | 19.5 |
| 23 Oct | 51239.00 | 437.4 | 47.40 | - | 0.5 | 19 | 19 |
| 22 Oct | 51257.15 | 390 | 0.00 | - | 0 | -1.5 | 0 |
| 21 Oct | 51962.70 | 390 | 0.00 | - | 0 | -1.5 | 0 |
| 18 Oct | 52094.20 | 390 | 64.45 | - | 3.5 | -1.5 | 22.5 |
| 17 Oct | 51288.80 | 325.55 | 64.95 | - | 1.5 | 24 | 24 |
| 16 Oct | 51801.05 | 260.6 | 0.00 | - | 0 | -4.5 | 0 |
| 15 Oct | 51906.00 | 260.6 | 0.00 | - | 0 | -4.5 | 0 |
| 14 Oct | 51816.90 | 260.6 | -40.05 | - | 8 | -4.5 | 24 |
| 11 Oct | 51172.30 | 300.65 | 0.00 | - | 0 | 0 | 28.5 |
| 10 Oct | 51530.90 | 300.65 | 0.00 | - | 0 | 0 | 28.5 |
| 9 Oct | 51007.00 | 300.65 | 0.00 | - | 0 | 28.5 | 28.5 |
| 8 Oct | 51021.00 | 300.65 | 0.00 | - | 0 | 24.5 | 0 |
| 7 Oct | 50478.90 | 300.65 | 0.00 | - | 0 | 24.5 | 0 |
| 4 Oct | 51462.05 | 300.65 | 300.65 | - | 31.5 | 24.5 | 24.5 |
| 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 48800 expiring on 24DEC2024
Delta for 48800 PE is -0.04
Historical price for 48800 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 19.8, which was 5.80 higher than the previous day. The implied volatity was 23.27, the open interest changed by 1654 which increased total open position to 7785
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 14, which was 5.65 higher than the previous day. The implied volatity was 25.05, the open interest changed by 2420 which increased total open position to 6131
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 8.35, which was -0.80 lower than the previous day. The implied volatity was 24.76, the open interest changed by -1918 which decreased total open position to 3711
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 9.15, which was 0.40 higher than the previous day. The implied volatity was 26.44, the open interest changed by -354 which decreased total open position to 5629
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 8.75, which was -2.75 lower than the previous day. The implied volatity was 28.09, the open interest changed by -2642 which decreased total open position to 5983
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 11.5, which was -7.45 lower than the previous day. The implied volatity was 25.62, the open interest changed by -4967 which decreased total open position to 8625
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 18.95, which was 2.15 higher than the previous day. The implied volatity was 24.74, the open interest changed by 119 which increased total open position to 13592
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 16.8, which was -4.70 lower than the previous day. The implied volatity was 24.07, the open interest changed by 1500 which increased total open position to 13473
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 21.5, which was -2.50 lower than the previous day. The implied volatity was 25.04, the open interest changed by 6327 which increased total open position to 11973
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 24, which was -9.15 lower than the previous day. The implied volatity was 23.93, the open interest changed by 123 which increased total open position to 5646
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 33.15, which was -3.45 lower than the previous day. The implied volatity was 23.51, the open interest changed by -450 which decreased total open position to 5523
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 36.6, which was -7.80 lower than the previous day. The implied volatity was 23.75, the open interest changed by 2416 which increased total open position to 5973
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 44.4, which was -16.80 lower than the previous day. The implied volatity was 22.67, the open interest changed by 693 which increased total open position to 3557
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 61.2, which was -20.45 lower than the previous day. The implied volatity was 21.44, the open interest changed by 145 which increased total open position to 2864
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 81.65, which was -16.90 lower than the previous day. The implied volatity was 20.18, the open interest changed by 211 which increased total open position to 2719
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 98.55, which was -10.40 lower than the previous day. The implied volatity was 19.60, the open interest changed by -120 which decreased total open position to 2508
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 108.95, which was 29.70 higher than the previous day. The implied volatity was 19.57, the open interest changed by 1803 which increased total open position to 2628
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 79.25, which was -34.00 lower than the previous day. The implied volatity was 18.99, the open interest changed by 129 which increased total open position to 825
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 113.25, which was -14.55 lower than the previous day. The implied volatity was 19.94, the open interest changed by 78 which increased total open position to 696
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 127.8, which was -125.30 lower than the previous day. The implied volatity was 20.35, the open interest changed by -100 which decreased total open position to 618
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 253.1, which was -90.90 lower than the previous day. The implied volatity was 19.23, the open interest changed by 194 which increased total open position to 718
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 344, which was 5.50 higher than the previous day. The implied volatity was 18.27, the open interest changed by 313 which increased total open position to 524
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 338.5, which was -15.90 lower than the previous day. The implied volatity was 17.83, the open interest changed by -43 which decreased total open position to 211
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 354.4, which was 120.55 higher than the previous day. The implied volatity was 17.51, the open interest changed by 254 which increased total open position to 254
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 233.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 52 which increased total open position to 0
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 233.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 52 which increased total open position to 0
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 233.85, which was 23.85 higher than the previous day. The implied volatity was 16.94, the open interest changed by 52 which increased total open position to 52
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 210, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 46 which increased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 210, which was -163.50 lower than the previous day. The implied volatity was 17.19, the open interest changed by 46 which increased total open position to 46
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 373.5, 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 373.5, 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 373.5, 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 373.5, 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 373.5, 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 46
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 373.5, which was 60.90 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 312.6, which was 62.60 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 250, which was -187.40 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 437.4, 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 437.4, 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 437.4, 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 437.4, which was 47.40 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 390, 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 390, 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 390, which was 64.45 higher 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 325.55, which was 64.95 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 260.6, 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 260.6, 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 260.6, which was -40.05 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 300.65, 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 300.65, 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 300.65, 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 300.65, 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 300.65, 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 300.65, which was 300.65 higher 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
