BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 48900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
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| 20 Dec | 50759.20 | 1865.5 | -1565.10 | - | 2 | 7.5 | 7.5 | |||
| 19 Dec | 51575.70 | 3430.6 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 18 Dec | 52139.55 | 3430.6 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 17 Dec | 52834.80 | 3430.6 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 16 Dec | 53581.35 | 3430.6 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 13 Dec | 53583.80 | 3430.6 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 12 Dec | 53216.45 | 3430.6 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 11 Dec | 53391.35 | 3430.6 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 10 Dec | 53577.70 | 3430.6 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 9 Dec | 53407.75 | 3430.6 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 6 Dec | 53509.50 | 3430.6 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 5 Dec | 53603.55 | 3430.6 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 4 Dec | 53266.90 | 3430.6 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 3 Dec | 52695.75 | 3430.6 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 2 Dec | 52109.00 | 3430.6 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 29 Nov | 52055.60 | 3430.6 | 1331.00 | - | 2 | 7 | 7 | |||
| 28 Nov | 51906.85 | 2099.6 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 27 Nov | 52301.80 | 2099.6 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 26 Nov | 52191.50 | 2099.6 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 25 Nov | 52207.50 | 2099.6 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 22 Nov | 51135.40 | 2099.6 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 21 Nov | 50372.90 | 2099.6 | -2088.35 | 11.76 | 7 | 3 | 3 | |||
| 19 Nov | 50626.50 | 4187.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 50363.80 | 4187.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 50179.55 | 4187.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 50088.35 | 4187.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 51157.80 | 4187.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 51876.75 | 4187.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 4187.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 4187.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 4187.95 | -2201.05 | 14.26 | 1.5 | 0 | 0 | |||
| 5 Nov | 52207.25 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 51215.25 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 6389 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 6389 | 6389.00 | - | 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 48900 expiring on 24DEC2024
Delta for 48900 CE is -
Historical price for 48900 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1865.5, which was -1565.10 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3430.6, 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 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3430.6, 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 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 3430.6, 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 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3430.6, 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 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 3430.6, 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 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3430.6, 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 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 3430.6, 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 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3430.6, 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 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3430.6, 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 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3430.6, 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 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3430.6, 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 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3430.6, 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 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 3430.6, 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 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 3430.6, 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 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 3430.6, which was 1331.00 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 14
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2099.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2099.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2099.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2099.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2099.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2099.6, which was -2088.35 lower than the previous day. The implied volatity was 11.76, the open interest changed by 6 which increased total open position to 6
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 4187.95, 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 4187.95, 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 4187.95, 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 4187.95, 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 4187.95, 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 4187.95, 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 4187.95, 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 4187.95, 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 4187.95, which was -2201.05 lower than the previous day. The implied volatity was 14.26, 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 6389, 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 6389, 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 6389, 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 6389, 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 6389, 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 6389, 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 6389, 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 6389, 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 6389, 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 6389, 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 6389, 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 6389, 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 6389, 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 6389, 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 6389, 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 6389, 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 6389, 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 6389, 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 6389, 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 6389, 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 6389, 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 6389, 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 6389, which was 6389.00 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 48900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 4.68
Theta: -12.55
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 20 | 4.35 | 22.46 | 65,628 | 1,805.5 | 4,488 |
| 19 Dec | 51575.70 | 15.65 | 4.30 | 24.75 | 24,607.5 | 1,060 | 2,682.5 |
| 18 Dec | 52139.55 | 11.35 | 3.30 | 25.14 | 15,670 | -28.5 | 1,622.5 |
| 17 Dec | 52834.80 | 8.05 | -1.55 | 25.41 | 10,418 | 82 | 1,651 |
| 16 Dec | 53581.35 | 9.6 | -1.50 | 27.90 | 10,189 | -202.5 | 1,569 |
| 13 Dec | 53583.80 | 11.1 | -7.60 | 25.03 | 12,394 | 8 | 1,771.5 |
| 12 Dec | 53216.45 | 18.7 | -0.05 | 24.21 | 7,632 | -172.5 | 1,763.5 |
| 11 Dec | 53391.35 | 18.75 | -3.90 | 24.02 | 10,868.5 | -784.5 | 1,936 |
| 10 Dec | 53577.70 | 22.65 | -4.30 | 24.80 | 9,019.5 | 707 | 2,720.5 |
| 9 Dec | 53407.75 | 26.95 | -8.45 | 23.95 | 4,473.5 | 7 | 2,013.5 |
| 6 Dec | 53509.50 | 35.4 | -4.65 | 23.36 | 5,882.5 | -171.5 | 2,006.5 |
| 5 Dec | 53603.55 | 40.05 | -6.95 | 23.73 | 15,212 | 637.5 | 2,178 |
| 4 Dec | 53266.90 | 47 | -19.75 | 22.50 | 10,076.5 | 211 | 1,540.5 |
| 3 Dec | 52695.75 | 66.75 | -18.25 | 21.47 | 8,546.5 | 308 | 1,329.5 |
| 2 Dec | 52109.00 | 85 | -28.00 | 19.92 | 13,595.5 | 320.5 | 1,021.5 |
| 29 Nov | 52055.60 | 113 | -3.25 | 19.85 | 7,362 | -100 | 701 |
| 28 Nov | 51906.85 | 116.25 | 32.70 | 19.50 | 11,013 | 592.5 | 801 |
| 27 Nov | 52301.80 | 83.55 | -34.70 | 18.85 | 737.5 | -10 | 208.5 |
| 26 Nov | 52191.50 | 118.25 | -13.00 | 19.76 | 210.5 | -10 | 218.5 |
| 25 Nov | 52207.50 | 131.25 | -127.80 | 20.08 | 349.5 | -46 | 228.5 |
| 22 Nov | 51135.40 | 259.05 | -100.95 | 18.91 | 595.5 | -21 | 274.5 |
| 21 Nov | 50372.90 | 360 | 0.40 | 18.11 | 660.5 | 77 | 295.5 |
| 19 Nov | 50626.50 | 359.6 | -17.50 | 17.86 | 989 | 163.5 | 218.5 |
| 18 Nov | 50363.80 | 377.1 | -32.75 | 17.52 | 28.5 | 3.5 | 55 |
| 14 Nov | 50179.55 | 409.85 | 44.35 | 16.82 | 29.5 | 1.5 | 51.5 |
| 13 Nov | 50088.35 | 365.5 | 157.45 | 16.16 | 103.5 | 19 | 50 |
| 12 Nov | 51157.80 | 208.05 | -56.65 | 16.52 | 5.5 | 1.5 | 31 |
| 11 Nov | 51876.75 | 264.7 | 54.70 | 19.66 | 0.5 | 0 | 29.5 |
| 8 Nov | 51561.20 | 210 | 19.60 | 16.82 | 9.5 | -4.5 | 29.5 |
| 7 Nov | 51916.50 | 190.4 | 5.40 | 17.39 | 9 | 2 | 34 |
| 6 Nov | 52317.40 | 185 | -70.00 | 18.63 | 34.5 | 31.5 | 32 |
| 5 Nov | 52207.25 | 255 | 0.00 | 19.61 | 0.5 | 0.5 | 0.5 |
| 4 Nov | 51215.25 | 255 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 255 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 255 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 255 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 255 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 255 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 255 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 255 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 255 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 255 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 255 | -135.25 | - | 4.5 | 0 | 3 |
| 18 Oct | 52094.20 | 390.25 | 75.25 | - | 4.5 | 3 | 3 |
| 17 Oct | 51288.80 | 315 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 315 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 315 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 315 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 315 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 315 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 315 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 315 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 315 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 315 | 315.00 | - | 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 48900 expiring on 24DEC2024
Delta for 48900 PE is -0.04
Historical price for 48900 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 20, which was 4.35 higher than the previous day. The implied volatity was 22.46, the open interest changed by 3611 which increased total open position to 8976
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 15.65, which was 4.30 higher than the previous day. The implied volatity was 24.75, the open interest changed by 2120 which increased total open position to 5365
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 11.35, which was 3.30 higher than the previous day. The implied volatity was 25.14, the open interest changed by -57 which decreased total open position to 3245
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 8.05, which was -1.55 lower than the previous day. The implied volatity was 25.41, the open interest changed by 164 which increased total open position to 3302
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 9.6, which was -1.50 lower than the previous day. The implied volatity was 27.90, the open interest changed by -405 which decreased total open position to 3138
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 11.1, which was -7.60 lower than the previous day. The implied volatity was 25.03, the open interest changed by 16 which increased total open position to 3543
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 18.7, which was -0.05 lower than the previous day. The implied volatity was 24.21, the open interest changed by -345 which decreased total open position to 3527
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 18.75, which was -3.90 lower than the previous day. The implied volatity was 24.02, the open interest changed by -1569 which decreased total open position to 3872
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 22.65, which was -4.30 lower than the previous day. The implied volatity was 24.80, the open interest changed by 1414 which increased total open position to 5441
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 26.95, which was -8.45 lower than the previous day. The implied volatity was 23.95, the open interest changed by 14 which increased total open position to 4027
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 35.4, which was -4.65 lower than the previous day. The implied volatity was 23.36, the open interest changed by -343 which decreased total open position to 4013
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 40.05, which was -6.95 lower than the previous day. The implied volatity was 23.73, the open interest changed by 1275 which increased total open position to 4356
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 47, which was -19.75 lower than the previous day. The implied volatity was 22.50, the open interest changed by 422 which increased total open position to 3081
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 66.75, which was -18.25 lower than the previous day. The implied volatity was 21.47, the open interest changed by 616 which increased total open position to 2659
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 85, which was -28.00 lower than the previous day. The implied volatity was 19.92, the open interest changed by 641 which increased total open position to 2043
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 113, which was -3.25 lower than the previous day. The implied volatity was 19.85, the open interest changed by -200 which decreased total open position to 1402
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 116.25, which was 32.70 higher than the previous day. The implied volatity was 19.50, the open interest changed by 1185 which increased total open position to 1602
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 83.55, which was -34.70 lower than the previous day. The implied volatity was 18.85, the open interest changed by -20 which decreased total open position to 417
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 118.25, which was -13.00 lower than the previous day. The implied volatity was 19.76, the open interest changed by -20 which decreased total open position to 437
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 131.25, which was -127.80 lower than the previous day. The implied volatity was 20.08, the open interest changed by -92 which decreased total open position to 457
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 259.05, which was -100.95 lower than the previous day. The implied volatity was 18.91, the open interest changed by -42 which decreased total open position to 549
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 360, which was 0.40 higher than the previous day. The implied volatity was 18.11, the open interest changed by 154 which increased total open position to 591
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 359.6, which was -17.50 lower than the previous day. The implied volatity was 17.86, the open interest changed by 327 which increased total open position to 437
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 377.1, which was -32.75 lower than the previous day. The implied volatity was 17.52, the open interest changed by 7 which increased total open position to 110
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 409.85, which was 44.35 higher than the previous day. The implied volatity was 16.82, the open interest changed by 3 which increased total open position to 103
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 365.5, which was 157.45 higher than the previous day. The implied volatity was 16.16, the open interest changed by 38 which increased total open position to 100
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 208.05, which was -56.65 lower than the previous day. The implied volatity was 16.52, the open interest changed by 3 which increased total open position to 62
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 264.7, which was 54.70 higher than the previous day. The implied volatity was 19.66, the open interest changed by 0 which decreased total open position to 59
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 210, which was 19.60 higher than the previous day. The implied volatity was 16.82, the open interest changed by -9 which decreased total open position to 59
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 190.4, which was 5.40 higher than the previous day. The implied volatity was 17.39, the open interest changed by 4 which increased total open position to 68
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 185, which was -70.00 lower than the previous day. The implied volatity was 18.63, the open interest changed by 63 which increased total open position to 64
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 255, which was 0.00 lower than the previous day. The implied volatity was 19.61, the open interest changed by 1 which increased total open position to 1
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 255, 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 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 255, 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 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 255, 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 255, 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 255, 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 255, 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 255, 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 255, 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 255, 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 255, 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 255, which was -135.25 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 390.25, which was 75.25 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 315, 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 315, 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 315, 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 315, 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 315, 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 315, 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 315, 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 315, 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 315, 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 315, which was 315.00 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
