BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
21 Nov 2024 02:15 PM IST
| BANKNIFTY 27NOV2024 49000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.91
Vega: 10.82
Theta: -27.78
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 50390.85 | 1519 | -60.60 | 17.54 | 15,820 | 1,213 | 5,622 | |||
| 19 Nov | 50626.50 | 1579.6 | 65.05 | - | 8,534 | -2,688 | 4,417 | |||
| 18 Nov | 50363.80 | 1514.55 | 32.40 | 12.28 | 8,052 | 147 | 7,104 | |||
| 14 Nov | 50179.55 | 1482.15 | -147.65 | 13.78 | 11,244 | 1,513 | 6,947 | |||
| 13 Nov | 50088.35 | 1629.8 | -791.15 | 16.41 | 8,454 | 3,397 | 5,426 | |||
| 12 Nov | 51157.80 | 2420.95 | -664.05 | 18.63 | 541 | -36 | 2,049 | |||
| 11 Nov | 51876.75 | 3085 | 265.00 | 19.11 | 589 | -20 | 2,084 | |||
| 8 Nov | 51561.20 | 2820 | -448.80 | 15.38 | 463 | 90 | 2,104 | |||
| 7 Nov | 51916.50 | 3268.8 | -451.20 | 20.57 | 189 | 33 | 2,014 | |||
| 6 Nov | 52317.40 | 3720 | 270.00 | 18.84 | 266 | 92 | 1,980 | |||
| 5 Nov | 52207.25 | 3450 | 686.25 | 17.39 | 421 | -126 | 1,889 | |||
| 4 Nov | 51215.25 | 2763.75 | -373.25 | 20.69 | 580 | 105 | 2,016 | |||
| 1 Nov | 51673.90 | 3137 | -57.90 | 17.94 | 197 | 192 | 1,914 | |||
| 31 Oct | 51475.35 | 3194.9 | -255.10 | - | 323 | 138 | 1,722 | |||
| 30 Oct | 51807.50 | 3450 | -273.30 | - | 507 | 195 | 1,584 | |||
| 29 Oct | 52320.70 | 3723.3 | 823.30 | - | 276 | 30 | 1,389 | |||
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| 28 Oct | 51259.30 | 2900 | 365.00 | - | 395 | 86 | 1,353 | |||
| 25 Oct | 50787.45 | 2535 | -640.00 | - | 840 | 110 | 1,267 | |||
| 24 Oct | 51531.15 | 3175 | 250.00 | - | 777 | 680 | 1,157 | |||
| 23 Oct | 51239.00 | 2925 | -48.15 | - | 202 | 66 | 476 | |||
| 22 Oct | 51257.15 | 2973.15 | -486.00 | - | 105 | 41 | 409 | |||
| 21 Oct | 51962.70 | 3459.15 | -232.75 | - | 125 | 6 | 369 | |||
| 18 Oct | 52094.20 | 3691.9 | 641.90 | - | 102 | 38 | 364 | |||
| 17 Oct | 51288.80 | 3050 | -415.00 | - | 170 | 105 | 327 | |||
| 16 Oct | 51801.05 | 3465 | -105.00 | - | 26 | 1 | 219 | |||
| 15 Oct | 51906.00 | 3570 | 70.00 | - | 37 | -25 | 219 | |||
| 14 Oct | 51816.90 | 3500 | 512.00 | - | 46 | 28 | 243 | |||
| 11 Oct | 51172.30 | 2988 | -462.00 | - | 47 | 15 | 217 | |||
| 10 Oct | 51530.90 | 3450 | 365.00 | - | 43 | 22 | 200 | |||
| 9 Oct | 51007.00 | 3085 | 0.00 | - | 57 | 5 | 191 | |||
| 8 Oct | 51021.00 | 3085 | 384.00 | - | 75 | 28 | 186 | |||
| 7 Oct | 50478.90 | 2701 | -749.00 | - | 99 | 26 | 158 | |||
| 4 Oct | 51462.05 | 3450 | -400.00 | - | 99 | 78 | 131 | |||
| 3 Oct | 51845.20 | 3850 | -849.00 | - | 22 | 13 | 53 | |||
| 1 Oct | 52922.60 | 4699 | -15.80 | - | 42 | 12 | 20 | |||
| 30 Sept | 52978.10 | 4714.8 | -529.95 | - | 2 | -1 | 8 | |||
| 27 Sept | 53834.30 | 5244.75 | -435.25 | - | 1 | 0 | 8 | |||
| 26 Sept | 54375.35 | 5680 | 222.15 | - | 2 | 0 | 6 | |||
| 25 Sept | 54101.65 | 5457.85 | 0.00 | - | 0 | 6 | 0 | |||
| 24 Sept | 53968.60 | 5457.85 | 1519.95 | - | 12 | 6 | 6 | |||
| 23 Sept | 54105.80 | 3937.9 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 53793.20 | 3937.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 53037.60 | 3937.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 52750.40 | 3937.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 52188.65 | 3937.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 52153.15 | 3937.9 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 51938.05 | 3937.9 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 51772.40 | 3937.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 51010.00 | 3937.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 51272.30 | 3937.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 51117.80 | 3937.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 50576.85 | 3937.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 51473.05 | 3937.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 51400.25 | 3937.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 51689.10 | 3937.9 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 51439.55 | 3937.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Aug | 51351.00 | 3937.9 | 3937.90 | - | 0 | 0 | 0 | |||
| 29 Aug | 51165.25 | 0.00 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 49000 expiring on 27NOV2024
Delta for 49000 CE is 0.91
Historical price for 49000 CE is as follows
On 21 Nov BANKNIFTY was trading at 50390.85. The strike last trading price was 1519, which was -60.60 lower than the previous day. The implied volatity was 17.54, the open interest changed by 1213 which increased total open position to 5622
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1579.6, which was 65.05 higher than the previous day. The implied volatity was -, the open interest changed by -2688 which decreased total open position to 4417
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1514.55, which was 32.40 higher than the previous day. The implied volatity was 12.28, the open interest changed by 147 which increased total open position to 7104
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1482.15, which was -147.65 lower than the previous day. The implied volatity was 13.78, the open interest changed by 1513 which increased total open position to 6947
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1629.8, which was -791.15 lower than the previous day. The implied volatity was 16.41, the open interest changed by 3397 which increased total open position to 5426
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2420.95, which was -664.05 lower than the previous day. The implied volatity was 18.63, the open interest changed by -36 which decreased total open position to 2049
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 3085, which was 265.00 higher than the previous day. The implied volatity was 19.11, the open interest changed by -20 which decreased total open position to 2084
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2820, which was -448.80 lower than the previous day. The implied volatity was 15.38, the open interest changed by 90 which increased total open position to 2104
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 3268.8, which was -451.20 lower than the previous day. The implied volatity was 20.57, the open interest changed by 33 which increased total open position to 2014
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 3720, which was 270.00 higher than the previous day. The implied volatity was 18.84, the open interest changed by 92 which increased total open position to 1980
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 3450, which was 686.25 higher than the previous day. The implied volatity was 17.39, the open interest changed by -126 which decreased total open position to 1889
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2763.75, which was -373.25 lower than the previous day. The implied volatity was 20.69, the open interest changed by 105 which increased total open position to 2016
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 3137, which was -57.90 lower than the previous day. The implied volatity was 17.94, the open interest changed by 192 which increased total open position to 1914
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 3194.9, which was -255.10 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 3450, which was -273.30 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 3723.3, which was 823.30 higher 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 2900, which was 365.00 higher 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 2535, which was -640.00 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 3175, which was 250.00 higher 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 2925, which was -48.15 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 2973.15, which was -486.00 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 3459.15, which was -232.75 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 3691.9, which was 641.90 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 3050, which was -415.00 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 3465, which was -105.00 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 3570, which was 70.00 higher 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 3500, which was 512.00 higher 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 2988, which was -462.00 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 3450, which was 365.00 higher 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 3085, 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 3085, which was 384.00 higher 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 2701, which was -749.00 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 3450, which was -400.00 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 3850, which was -849.00 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 4699, which was -15.80 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 4714.8, which was -529.95 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 5244.75, which was -435.25 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 5680, which was 222.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54101.65. The strike last trading price was 5457.85, 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 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 5457.85, which was 1519.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 3937.9, 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 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 3937.9, 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 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 3937.9, 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 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 3937.9, 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 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 3937.9, 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 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 3937.9, 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 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 3937.9, 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 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 3937.9, 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 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 3937.9, 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 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 3937.9, 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 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 3937.9, 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 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 3937.9, 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 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 3937.9, 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 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 3937.9, 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 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 3937.9, 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 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 3937.9, 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 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 3937.9, which was 3937.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 27NOV2024 49000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 14.29
Theta: -23.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 50390.85 | 98.15 | -5.10 | 21.35 | 10,04,808 | 24,672 | 1,19,706 |
| 19 Nov | 50626.50 | 103.25 | -4.75 | 19.88 | 7,45,714 | 12,672 | 96,185 |
| 18 Nov | 50363.80 | 108 | -32.00 | 18.25 | 4,96,282 | 13,084 | 83,898 |
| 14 Nov | 50179.55 | 140 | 20.60 | 15.91 | 6,35,784 | -4,992 | 73,046 |
| 13 Nov | 50088.35 | 119.4 | 39.40 | 15.07 | 2,71,780 | 44,344 | 77,805 |
| 12 Nov | 51157.80 | 80 | 33.65 | 17.56 | 57,778 | 5,928 | 33,333 |
| 11 Nov | 51876.75 | 46.35 | -44.10 | 18.17 | 40,687 | 770 | 27,391 |
| 8 Nov | 51561.20 | 90.45 | 5.80 | 18.33 | 32,099 | -1,420 | 26,723 |
| 7 Nov | 51916.50 | 84.65 | 13.95 | 19.27 | 32,334 | -1,354 | 28,157 |
| 6 Nov | 52317.40 | 70.7 | -47.05 | 20.11 | 43,712 | 1,648 | 29,505 |
| 5 Nov | 52207.25 | 117.75 | -114.20 | 21.08 | 44,944 | 5,119 | 27,829 |
| 4 Nov | 51215.25 | 231.95 | 16.95 | 20.91 | 28,189 | -1,863 | 22,749 |
| 1 Nov | 51673.90 | 215 | 5.75 | 21.46 | 3,246 | 4 | 24,617 |
| 31 Oct | 51475.35 | 209.25 | 30.55 | - | 18,122 | 2,309 | 24,698 |
| 30 Oct | 51807.50 | 178.7 | 44.30 | - | 26,290 | 6,099 | 22,858 |
| 29 Oct | 52320.70 | 134.4 | -83.90 | - | 23,839 | 2,159 | 16,839 |
| 28 Oct | 51259.30 | 218.3 | -107.80 | - | 20,667 | 197 | 14,679 |
| 25 Oct | 50787.45 | 326.1 | 103.40 | - | 22,952 | 910 | 14,482 |
| 24 Oct | 51531.15 | 222.7 | -55.30 | - | 11,008 | 1,967 | 13,494 |
| 23 Oct | 51239.00 | 278 | -8.85 | - | 11,050 | 1,404 | 11,586 |
| 22 Oct | 51257.15 | 286.85 | 85.15 | - | 6,178 | 1,015 | 10,366 |
| 21 Oct | 51962.70 | 201.7 | 58.70 | - | 13,240 | 2,420 | 9,542 |
| 18 Oct | 52094.20 | 143 | -100.00 | - | 7,117 | -853 | 7,119 |
| 17 Oct | 51288.80 | 243 | 60.95 | - | 6,316 | 848 | 7,974 |
| 16 Oct | 51801.05 | 182.05 | 12.05 | - | 1,933 | 481 | 7,107 |
| 15 Oct | 51906.00 | 170 | -15.75 | - | 2,332 | 261 | 6,622 |
| 14 Oct | 51816.90 | 185.75 | -102.70 | - | 2,904 | 284 | 6,389 |
| 11 Oct | 51172.30 | 288.45 | 27.45 | - | 2,544 | 593 | 6,050 |
| 10 Oct | 51530.90 | 261 | -87.10 | - | 2,598 | 354 | 5,466 |
| 9 Oct | 51007.00 | 348.1 | -27.90 | - | 2,245 | 328 | 5,116 |
| 8 Oct | 51021.00 | 376 | -88.65 | - | 1,543 | 203 | 4,926 |
| 7 Oct | 50478.90 | 464.65 | 187.95 | - | 4,618 | 718 | 4,811 |
| 4 Oct | 51462.05 | 276.7 | 76.50 | - | 2,378 | 432 | 4,262 |
| 3 Oct | 51845.20 | 200.2 | 86.85 | - | 3,216 | 537 | 3,820 |
| 1 Oct | 52922.60 | 113.35 | -9.85 | - | 824 | 391 | 3,285 |
| 30 Sept | 52978.10 | 123.2 | 43.20 | - | 1,968 | 634 | 2,893 |
| 27 Sept | 53834.30 | 80 | -3.00 | - | 527 | 213 | 2,258 |
| 26 Sept | 54375.35 | 83 | -20.15 | - | 502 | 140 | 2,087 |
| 25 Sept | 54101.65 | 103.15 | -16.85 | - | 292 | 51 | 1,951 |
| 24 Sept | 53968.60 | 120 | -17.45 | - | 306 | 104 | 1,899 |
| 23 Sept | 54105.80 | 137.45 | -18.85 | - | 598 | 252 | 1,814 |
| 20 Sept | 53793.20 | 156.3 | -5.50 | - | 815 | 183 | 1,623 |
| 19 Sept | 53037.60 | 161.8 | -53.20 | - | 705 | 90 | 1,441 |
| 18 Sept | 52750.40 | 215 | -19.25 | - | 813 | 354 | 1,351 |
| 17 Sept | 52188.65 | 234.25 | -9.60 | - | 519 | 253 | 1,007 |
| 16 Sept | 52153.15 | 243.85 | -64.15 | - | 551 | 142 | 757 |
| 13 Sept | 51938.05 | 308 | -34.65 | - | 438 | 189 | 614 |
| 12 Sept | 51772.40 | 342.65 | -103.80 | - | 772 | 9 | 429 |
| 11 Sept | 51010.00 | 446.45 | 45.45 | - | 343 | 250 | 458 |
| 10 Sept | 51272.30 | 401 | -51.15 | - | 193 | 91 | 204 |
| 9 Sept | 51117.80 | 452.15 | -146.85 | - | 288 | 71 | 115 |
| 6 Sept | 50576.85 | 599 | -314.90 | - | 44 | 4 | 4 |
| 5 Sept | 51473.05 | 913.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 51400.25 | 913.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 51689.10 | 913.9 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 51439.55 | 913.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Aug | 51351.00 | 913.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Aug | 51165.25 | 913.90 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 49000 expiring on 27NOV2024
Delta for 49000 PE is -0.14
Historical price for 49000 PE is as follows
On 21 Nov BANKNIFTY was trading at 50390.85. The strike last trading price was 98.15, which was -5.10 lower than the previous day. The implied volatity was 21.35, the open interest changed by 24672 which increased total open position to 119706
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 103.25, which was -4.75 lower than the previous day. The implied volatity was 19.88, the open interest changed by 12672 which increased total open position to 96185
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 108, which was -32.00 lower than the previous day. The implied volatity was 18.25, the open interest changed by 13084 which increased total open position to 83898
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 140, which was 20.60 higher than the previous day. The implied volatity was 15.91, the open interest changed by -4992 which decreased total open position to 73046
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 119.4, which was 39.40 higher than the previous day. The implied volatity was 15.07, the open interest changed by 44344 which increased total open position to 77805
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 80, which was 33.65 higher than the previous day. The implied volatity was 17.56, the open interest changed by 5928 which increased total open position to 33333
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 46.35, which was -44.10 lower than the previous day. The implied volatity was 18.17, the open interest changed by 770 which increased total open position to 27391
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 90.45, which was 5.80 higher than the previous day. The implied volatity was 18.33, the open interest changed by -1420 which decreased total open position to 26723
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 84.65, which was 13.95 higher than the previous day. The implied volatity was 19.27, the open interest changed by -1354 which decreased total open position to 28157
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 70.7, which was -47.05 lower than the previous day. The implied volatity was 20.11, the open interest changed by 1648 which increased total open position to 29505
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 117.75, which was -114.20 lower than the previous day. The implied volatity was 21.08, the open interest changed by 5119 which increased total open position to 27829
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 231.95, which was 16.95 higher than the previous day. The implied volatity was 20.91, the open interest changed by -1863 which decreased total open position to 22749
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 215, which was 5.75 higher than the previous day. The implied volatity was 21.46, the open interest changed by 4 which increased total open position to 24617
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 209.25, which was 30.55 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 178.7, which was 44.30 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 134.4, which was -83.90 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 218.3, which was -107.80 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 326.1, which was 103.40 higher 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 222.7, which was -55.30 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 278, which was -8.85 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 286.85, which was 85.15 higher 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 201.7, which was 58.70 higher 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 143, which was -100.00 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 243, which was 60.95 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 182.05, which was 12.05 higher 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 170, which was -15.75 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 185.75, which was -102.70 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 288.45, which was 27.45 higher 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 261, which was -87.10 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 348.1, which was -27.90 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 376, which was -88.65 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 464.65, which was 187.95 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 276.7, which was 76.50 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 200.2, which was 86.85 higher 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 113.35, which was -9.85 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 123.2, which was 43.20 higher 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 80, which was -3.00 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 83, which was -20.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54101.65. The strike last trading price was 103.15, which was -16.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 120, which was -17.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 137.45, which was -18.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 156.3, which was -5.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 161.8, which was -53.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 215, which was -19.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 234.25, which was -9.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 243.85, which was -64.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 308, which was -34.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 342.65, which was -103.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 446.45, which was 45.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 401, which was -51.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 452.15, which was -146.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 599, which was -314.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 913.9, 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 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 913.9, 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 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 913.9, 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 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 913.9, 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 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 913.9, 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 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 913.90, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
