BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 3661 | -459.85 | - | 3,105 | 1,560 | 11,490 | |||
| 4 Jul | 53103.70 | 4120.85 | - | 2,085 | 1,395 | 9,930 | ||||
| 3 Jul | 53089.25 | 4010 | - | 8,430 | 6,450 | 8,535 | ||||
| 2 Jul | 52168.10 | 3261 | - | 1,230 | 870 | 2,070 | ||||
| 1 Jul | 52574.75 | 3500.4 | - | 180 | 1,200 | 1,200 | ||||
| 28 Jun | 52342.25 | 4036.3 | - | 0 | 0 | 0 | ||||
| 27 Jun | 52811.30 | 4036.3 | - | 45 | 0 | 1,140 | ||||
| 26 Jun | 52870.50 | 3850 | - | 135 | 60 | 1,140 | ||||
| 25 Jun | 52606.00 | 3331.35 | - | 990 | 855 | 1,080 | ||||
| 24 Jun | 51703.95 | 2847.2 | - | 120 | 0 | 225 | ||||
| 21 Jun | 51661.45 | 2499.00 | - | 30 | 15 | 240 | ||||
| 20 Jun | 51783.25 | 2840.75 | - | 75 | 105 | 225 | ||||
| 19 Jun | 51398.05 | 2950.00 | - | 195 | 15 | 120 | ||||
| 18 Jun | 50440.90 | 1730.00 | - | 45 | 105 | 105 | ||||
| 14 Jun | 50002.00 | 1743.40 | - | 0 | 0 | 0 | ||||
| 13 Jun | 49846.70 | 1743.40 | - | 0 | 60 | 0 | ||||
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| 12 Jun | 49895.10 | 1743.40 | - | 195 | 30 | 90 | ||||
| 11 Jun | 49705.75 | 1701.50 | - | 15 | 0 | 60 | ||||
| 10 Jun | 49780.90 | 1667.20 | - | 30 | 0 | 30 | ||||
| 7 Jun | 49803.20 | 1670.00 | - | 30 | 0 | 30 | ||||
| 6 Jun | 49291.90 | 1315.00 | - | 120 | 30 | 30 | ||||
For NIFTY BANK - strike price 49000 expiring on 10JUL2024
Delta for 49000 CE is -
Historical price for 49000 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 3661, which was -459.85 lower than the previous day. The implied volatity was -, the open interest changed by 1560 which increased total open position to 11490
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 4120.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1395 which increased total open position to 9930
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 4010, which was lower than the previous day. The implied volatity was -, the open interest changed by 6450 which increased total open position to 8535
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 3261, which was lower than the previous day. The implied volatity was -, the open interest changed by 870 which increased total open position to 2070
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 3500.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 1200
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 4036.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 4036.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1140
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 3850, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 1140
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 3331.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 855 which increased total open position to 1080
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 2847.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 2499.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 240
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 2840.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 105 which increased total open position to 225
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 2950.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 120
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 1730.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 105 which increased total open position to 105
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 1743.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 1743.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 0
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 1743.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 90
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 1701.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 60
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 1667.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 1670.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 6 Jun BANKNIFTY was trading at 49291.90. The strike last trading price was 1315.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 1.8 | -2.70 | - | 72,33,780 | 1,08,705 | 10,78,320 |
| 4 Jul | 53103.70 | 4.5 | - | 43,73,130 | 3,02,115 | 9,69,615 | |
| 3 Jul | 53089.25 | 6 | - | 22,30,470 | 5,00,250 | 6,67,500 | |
| 2 Jul | 52168.10 | 17.9 | - | 4,52,430 | 53,715 | 1,60,785 | |
| 1 Jul | 52574.75 | 17.55 | - | 2,28,225 | 30,465 | 1,07,070 | |
| 28 Jun | 52342.25 | 22 | - | 1,26,000 | 12,315 | 76,605 | |
| 27 Jun | 52811.30 | 26.65 | - | 1,69,860 | 7,410 | 64,290 | |
| 26 Jun | 52870.50 | 38.75 | - | 1,08,120 | 7,755 | 56,940 | |
| 25 Jun | 52606.00 | 61.75 | - | 1,16,415 | 23,385 | 49,185 | |
| 24 Jun | 51703.95 | 76.3 | - | 52,935 | 7,530 | 25,800 | |
| 21 Jun | 51661.45 | 95.00 | - | 32,205 | 4,425 | 18,270 | |
| 20 Jun | 51783.25 | 109.00 | - | 15,015 | 4,020 | 13,830 | |
| 19 Jun | 51398.05 | 122.05 | - | 20,790 | 5,835 | 9,810 | |
| 18 Jun | 50440.90 | 225.85 | - | 3,300 | 885 | 3,945 | |
| 14 Jun | 50002.00 | 317.05 | - | 4,320 | 2,400 | 3,060 | |
| 13 Jun | 49846.70 | 449.15 | - | 435 | 270 | 660 | |
| 12 Jun | 49895.10 | 463.40 | - | 465 | 225 | 405 | |
| 11 Jun | 49705.75 | 575.00 | - | 255 | 105 | 165 | |
| 10 Jun | 49780.90 | 660.00 | - | 75 | 60 | 60 | |
| 7 Jun | 49803.20 | 1141.40 | - | 0 | 0 | 0 | |
| 6 Jun | 49291.90 | 1141.40 | - | 0 | 0 | 0 | |
For NIFTY BANK - strike price 49000 expiring on 10JUL2024
Delta for 49000 PE is -
Historical price for 49000 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 1.8, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by 108705 which increased total open position to 1078320
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 302115 which increased total open position to 969615
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 500250 which increased total open position to 667500
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 17.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 53715 which increased total open position to 160785
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 17.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 30465 which increased total open position to 107070
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 22, which was lower than the previous day. The implied volatity was -, the open interest changed by 12315 which increased total open position to 76605
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 26.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 7410 which increased total open position to 64290
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 38.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 7755 which increased total open position to 56940
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 61.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 23385 which increased total open position to 49185
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 76.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 7530 which increased total open position to 25800
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 95.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4425 which increased total open position to 18270
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 109.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4020 which increased total open position to 13830
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 122.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 5835 which increased total open position to 9810
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 225.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 885 which increased total open position to 3945
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 317.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 3060
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 449.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 270 which increased total open position to 660
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 463.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 405
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 575.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 105 which increased total open position to 165
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 660.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 60
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 1141.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun BANKNIFTY was trading at 49291.90. The strike last trading price was 1141.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0