BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 49000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 1852.2 | -913.35 | - | 605.5 | -24 | 2,137.5 | |||
| 19 Dec | 51575.70 | 2765.55 | -569.45 | 34.39 | 601.5 | -181 | 2,161.5 | |||
| 18 Dec | 52139.55 | 3335 | -677.90 | 31.86 | 218 | -70.5 | 2,342.5 | |||
| 17 Dec | 52834.80 | 4012.9 | -672.25 | 41.87 | 198.5 | -135 | 2,413 | |||
| 16 Dec | 53581.35 | 4685.15 | 35.15 | 40.19 | 32 | -1.5 | 2,548 | |||
| 13 Dec | 53583.80 | 4650 | 176.50 | - | 214.5 | -55 | 2,549.5 | |||
| 12 Dec | 53216.45 | 4473.5 | -76.50 | 31.78 | 37 | -18 | 2,604.5 | |||
| 11 Dec | 53391.35 | 4550 | -130.60 | - | 146.5 | -12 | 2,622.5 | |||
| 10 Dec | 53577.70 | 4680.6 | 155.60 | - | 788.5 | -13.5 | 2,634.5 | |||
| 9 Dec | 53407.75 | 4525 | -215.00 | - | 1,238 | -535.5 | 2,648 | |||
| 6 Dec | 53509.50 | 4740 | 40.00 | 17.54 | 148.5 | -64.5 | 3,183.5 | |||
| 5 Dec | 53603.55 | 4700 | 274.30 | - | 136 | -74.5 | 3,248 | |||
| 4 Dec | 53266.90 | 4425.7 | 519.35 | - | 511.5 | -244 | 3,322.5 | |||
| 3 Dec | 52695.75 | 3906.35 | 450.60 | - | 905 | 139 | 3,566.5 | |||
| 2 Dec | 52109.00 | 3455.75 | 25.75 | 16.62 | 273.5 | 2 | 3,427.5 | |||
| 29 Nov | 52055.60 | 3430 | -0.65 | 17.35 | 190.5 | -33.5 | 3,425.5 | |||
| 28 Nov | 51906.85 | 3430.65 | -237.40 | 18.31 | 545.5 | 10 | 3,459 | |||
| 27 Nov | 52301.80 | 3668.05 | 92.20 | 12.70 | 345.5 | 190.5 | 3,449 | |||
| 26 Nov | 52191.50 | 3575.85 | -18.95 | 13.60 | 745 | 414.5 | 3,258.5 | |||
| 25 Nov | 52207.50 | 3594.8 | 905.80 | 12.78 | 587 | 139.5 | 2,844 | |||
| 22 Nov | 51135.40 | 2689 | 515.60 | 15.74 | 1,443 | 536.5 | 2,704.5 | |||
| 21 Nov | 50372.90 | 2173.4 | 22.75 | 15.88 | 1,262.5 | 24.5 | 2,168 | |||
| 19 Nov | 50626.50 | 2150.65 | 61.35 | 13.77 | 1,900 | 1,467 | 2,143.5 | |||
| 18 Nov | 50363.80 | 2089.3 | 51.95 | 14.01 | 315.5 | 102 | 676.5 | |||
| 14 Nov | 50179.55 | 2037.35 | -207.55 | 13.90 | 631.5 | 213 | 574.5 | |||
| 13 Nov | 50088.35 | 2244.9 | -684.15 | 16.49 | 1,162.5 | 156 | 361.5 | |||
| 12 Nov | 51157.80 | 2929.05 | -626.10 | 16.47 | 149.5 | 74.5 | 205.5 | |||
| 11 Nov | 51876.75 | 3555.15 | 245.15 | 16.73 | 96 | 46.5 | 131 | |||
| 8 Nov | 51561.20 | 3310 | -365.00 | 15.50 | 96 | 15 | 84.5 | |||
| 7 Nov | 51916.50 | 3675 | -482.80 | 16.09 | 21.5 | 5.5 | 69.5 | |||
| 6 Nov | 52317.40 | 4157.8 | 310.35 | 16.64 | 7 | -2 | 64 | |||
| 5 Nov | 52207.25 | 3847.45 | 594.55 | 14.22 | 33.5 | 12 | 66 | |||
| 4 Nov | 51215.25 | 3252.9 | -362.65 | 18.12 | 31 | 54 | 54 | |||
| 1 Nov | 51673.90 | 3615.55 | 0.00 | 0.00 | 0 | 2.5 | 0 | |||
| 31 Oct | 51475.35 | 3615.55 | -234.45 | - | 8.5 | 2.5 | 38.5 | |||
| 30 Oct | 51807.50 | 3850 | -237.95 | - | 8.5 | 0 | 36 | |||
| 29 Oct | 52320.70 | 4087.95 | 787.95 | - | 14.5 | 3.5 | 36 | |||
| 28 Oct | 51259.30 | 3300 | 294.00 | - | 25.5 | 6.5 | 32.5 | |||
| 25 Oct | 50787.45 | 3006 | -669.00 | - | 26.5 | 14 | 26 | |||
| 24 Oct | 51531.15 | 3675 | 275.00 | - | 10.5 | 0.5 | 12 | |||
| 23 Oct | 51239.00 | 3400 | -290.20 | - | 7.5 | 0 | 11.5 | |||
| 22 Oct | 51257.15 | 3690.2 | -242.80 | - | 1.5 | 1 | 11.5 | |||
| 21 Oct | 51962.70 | 3933 | 298.00 | - | 1 | 1 | 10.5 | |||
| 18 Oct | 52094.20 | 3635 | 122.90 | - | 5 | 1.5 | 9.5 | |||
| 17 Oct | 51288.80 | 3512.1 | -451.85 | - | 10 | -3.5 | 8 | |||
| 16 Oct | 51801.05 | 3963.95 | 62.95 | - | 0.5 | 0.5 | 11.5 | |||
| 15 Oct | 51906.00 | 3901 | 72.00 | - | 7.5 | 6 | 11 | |||
| 14 Oct | 51816.90 | 3829 | 239.45 | - | 2.5 | 0 | 5 | |||
| 11 Oct | 51172.30 | 3589.55 | -2714.50 | - | 5.5 | 5 | 5 | |||
| 10 Oct | 51530.90 | 6304.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 6304.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 6304.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 6304.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 6304.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 6304.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 6304.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Sept | 52978.10 | 6304.05 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 6304.05 | 6304.05 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 49000 expiring on 24DEC2024
Delta for 49000 CE is -
Historical price for 49000 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1852.2, which was -913.35 lower than the previous day. The implied volatity was -, the open interest changed by -48 which decreased total open position to 4275
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2765.55, which was -569.45 lower than the previous day. The implied volatity was 34.39, the open interest changed by -362 which decreased total open position to 4323
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3335, which was -677.90 lower than the previous day. The implied volatity was 31.86, the open interest changed by -141 which decreased total open position to 4685
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 4012.9, which was -672.25 lower than the previous day. The implied volatity was 41.87, the open interest changed by -270 which decreased total open position to 4826
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 4685.15, which was 35.15 higher than the previous day. The implied volatity was 40.19, the open interest changed by -3 which decreased total open position to 5096
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 4650, which was 176.50 higher than the previous day. The implied volatity was -, the open interest changed by -110 which decreased total open position to 5099
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 4473.5, which was -76.50 lower than the previous day. The implied volatity was 31.78, the open interest changed by -36 which decreased total open position to 5209
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 4550, which was -130.60 lower than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 5245
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 4680.6, which was 155.60 higher than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 5269
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 4525, which was -215.00 lower than the previous day. The implied volatity was -, the open interest changed by -1071 which decreased total open position to 5296
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 4740, which was 40.00 higher than the previous day. The implied volatity was 17.54, the open interest changed by -129 which decreased total open position to 6367
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 4700, which was 274.30 higher than the previous day. The implied volatity was -, the open interest changed by -149 which decreased total open position to 6496
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 4425.7, which was 519.35 higher than the previous day. The implied volatity was -, the open interest changed by -488 which decreased total open position to 6645
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 3906.35, which was 450.60 higher than the previous day. The implied volatity was -, the open interest changed by 278 which increased total open position to 7133
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 3455.75, which was 25.75 higher than the previous day. The implied volatity was 16.62, the open interest changed by 4 which increased total open position to 6855
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 3430, which was -0.65 lower than the previous day. The implied volatity was 17.35, the open interest changed by -67 which decreased total open position to 6851
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 3430.65, which was -237.40 lower than the previous day. The implied volatity was 18.31, the open interest changed by 20 which increased total open position to 6918
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 3668.05, which was 92.20 higher than the previous day. The implied volatity was 12.70, the open interest changed by 381 which increased total open position to 6898
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 3575.85, which was -18.95 lower than the previous day. The implied volatity was 13.60, the open interest changed by 829 which increased total open position to 6517
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 3594.8, which was 905.80 higher than the previous day. The implied volatity was 12.78, the open interest changed by 279 which increased total open position to 5688
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2689, which was 515.60 higher than the previous day. The implied volatity was 15.74, the open interest changed by 1073 which increased total open position to 5409
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2173.4, which was 22.75 higher than the previous day. The implied volatity was 15.88, the open interest changed by 49 which increased total open position to 4336
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2150.65, which was 61.35 higher than the previous day. The implied volatity was 13.77, the open interest changed by 2934 which increased total open position to 4287
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 2089.3, which was 51.95 higher than the previous day. The implied volatity was 14.01, the open interest changed by 204 which increased total open position to 1353
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2037.35, which was -207.55 lower than the previous day. The implied volatity was 13.90, the open interest changed by 426 which increased total open position to 1149
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2244.9, which was -684.15 lower than the previous day. The implied volatity was 16.49, the open interest changed by 312 which increased total open position to 723
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2929.05, which was -626.10 lower than the previous day. The implied volatity was 16.47, the open interest changed by 149 which increased total open position to 411
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 3555.15, which was 245.15 higher than the previous day. The implied volatity was 16.73, the open interest changed by 93 which increased total open position to 262
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 3310, which was -365.00 lower than the previous day. The implied volatity was 15.50, the open interest changed by 30 which increased total open position to 169
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 3675, which was -482.80 lower than the previous day. The implied volatity was 16.09, the open interest changed by 11 which increased total open position to 139
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 4157.8, which was 310.35 higher than the previous day. The implied volatity was 16.64, the open interest changed by -4 which decreased total open position to 128
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 3847.45, which was 594.55 higher than the previous day. The implied volatity was 14.22, the open interest changed by 24 which increased total open position to 132
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 3252.9, which was -362.65 lower than the previous day. The implied volatity was 18.12, the open interest changed by 108 which increased total open position to 108
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 3615.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 3615.55, which was -234.45 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 3850, which was -237.95 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 4087.95, which was 787.95 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 3300, which was 294.00 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 3006, which was -669.00 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 3675, which was 275.00 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 3400, which was -290.20 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 3690.2, which was -242.80 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 3933, which was 298.00 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 3635, which was 122.90 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 3512.1, which was -451.85 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 3963.95, which was 62.95 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 3901, which was 72.00 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 3829, which was 239.45 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 3589.55, which was -2714.50 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 6304.05, 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 6304.05, 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 6304.05, 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 6304.05, 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 6304.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 6304.05, 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 6304.05, 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 6304.05, 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 6304.05, which was 6304.05 higher 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 49000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 5.03
Theta: -13.05
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 21.5 | 5.70 | 21.78 | 4,70,988.5 | 2,227.5 | 55,716 |
| 19 Dec | 51575.70 | 15.8 | 4.85 | 24.02 | 2,84,678 | 3,705 | 53,488.5 |
| 18 Dec | 52139.55 | 10.95 | 1.60 | 24.43 | 1,83,114.5 | 3,176 | 49,783.5 |
| 17 Dec | 52834.80 | 9.35 | -0.80 | 25.35 | 1,67,080.5 | -215 | 46,607.5 |
| 16 Dec | 53581.35 | 10.15 | -1.70 | 27.57 | 95,769.5 | 2,714.5 | 46,822.5 |
| 13 Dec | 53583.80 | 11.85 | -6.50 | 24.79 | 2,09,087.5 | 2,499.5 | 44,108 |
| 12 Dec | 53216.45 | 18.35 | -0.50 | 23.66 | 77,412 | 1,085.5 | 41,608.5 |
| 11 Dec | 53391.35 | 18.85 | -4.70 | 23.59 | 63,577 | -342.5 | 40,523 |
| 10 Dec | 53577.70 | 23.55 | -6.95 | 24.50 | 64,813.5 | 656.5 | 40,865.5 |
| 9 Dec | 53407.75 | 30.5 | -8.70 | 24.01 | 77,298.5 | 1,636.5 | 40,209 |
| 6 Dec | 53509.50 | 39.2 | -4.80 | 23.37 | 85,909 | 3,755 | 38,572.5 |
| 5 Dec | 53603.55 | 44 | -7.50 | 23.71 | 1,13,334 | -3,275.5 | 34,817.5 |
| 4 Dec | 53266.90 | 51.5 | -19.50 | 22.48 | 1,07,992 | 3,512.5 | 38,093 |
| 3 Dec | 52695.75 | 71 | -27.65 | 21.24 | 92,401.5 | 10,212 | 34,580.5 |
| 2 Dec | 52109.00 | 98.65 | -10.25 | 20.20 | 90,798.5 | 2,047 | 24,368.5 |
| 29 Nov | 52055.60 | 108.9 | -14.10 | 19.22 | 65,109.5 | 1,346.5 | 22,321.5 |
| 28 Nov | 51906.85 | 123 | 32.05 | 19.32 | 95,880 | 5,229.5 | 20,975 |
| 27 Nov | 52301.80 | 90.95 | -34.80 | 18.83 | 25,457 | 2,115.5 | 15,745.5 |
| 26 Nov | 52191.50 | 125.75 | -13.35 | 19.64 | 14,193 | 2,134.5 | 13,630 |
| 25 Nov | 52207.50 | 139.1 | -141.90 | 19.94 | 19,218.5 | 1,111.5 | 11,495.5 |
| 22 Nov | 51135.40 | 281 | -104.00 | 19.00 | 23,926 | 1,018.5 | 10,384 |
| 21 Nov | 50372.90 | 385 | 4.00 | 18.12 | 15,761.5 | 851 | 9,365.5 |
| 19 Nov | 50626.50 | 381 | -19.00 | 17.81 | 11,459 | 1,035 | 8,514.5 |
| 18 Nov | 50363.80 | 400 | -14.20 | 17.48 | 6,991 | 779 | 7,479.5 |
| 14 Nov | 50179.55 | 414.2 | 24.20 | 16.41 | 7,498 | 1,911.5 | 6,700.5 |
| 13 Nov | 50088.35 | 390 | 115.95 | 16.16 | 10,075.5 | 1,003 | 4,789 |
| 12 Nov | 51157.80 | 274.05 | 94.00 | 17.08 | 2,577.5 | 487.5 | 3,786 |
| 11 Nov | 51876.75 | 180.05 | -75.95 | 17.05 | 2,142 | 246 | 3,298.5 |
| 8 Nov | 51561.20 | 256 | 25.50 | 17.57 | 1,039 | 302.5 | 3,052.5 |
| 7 Nov | 51916.50 | 230.5 | 34.55 | 18.07 | 2,000.5 | 89 | 2,750 |
| 6 Nov | 52317.40 | 195.95 | -56.10 | 18.60 | 2,531 | 443 | 2,661 |
| 5 Nov | 52207.25 | 252.05 | -130.50 | 19.02 | 1,484.5 | -97 | 2,218 |
| 4 Nov | 51215.25 | 382.55 | 47.50 | 18.66 | 1,102 | 44 | 2,315 |
| 1 Nov | 51673.90 | 335.05 | 11.45 | 18.90 | 92.5 | 35.5 | 2,271 |
| 31 Oct | 51475.35 | 323.6 | 10.50 | - | 444.5 | 65 | 2,235.5 |
| 30 Oct | 51807.50 | 313.1 | 53.10 | - | 455 | 174 | 2,170.5 |
| 29 Oct | 52320.70 | 260 | -122.00 | - | 475 | 149 | 1,996.5 |
| 28 Oct | 51259.30 | 382 | -115.55 | - | 411 | -60.5 | 1,847.5 |
| 25 Oct | 50787.45 | 497.55 | 130.55 | - | 1,500.5 | 315 | 1,908 |
| 24 Oct | 51531.15 | 367 | -50.00 | - | 207.5 | 38 | 1,593 |
| 23 Oct | 51239.00 | 417 | 2.00 | - | 646 | 146.5 | 1,555 |
| 22 Oct | 51257.15 | 415 | 90.00 | - | 441 | 184 | 1,408.5 |
| 21 Oct | 51962.70 | 325 | 67.00 | - | 411.5 | 136.5 | 1,224.5 |
| 18 Oct | 52094.20 | 258 | -128.20 | - | 620.5 | 84.5 | 1,088 |
| 17 Oct | 51288.80 | 386.2 | 103.20 | - | 415 | 176 | 1,003.5 |
| 16 Oct | 51801.05 | 283 | -2.75 | - | 126 | 83.5 | 827.5 |
| 15 Oct | 51906.00 | 285.75 | -6.25 | - | 98.5 | -17.5 | 744 |
| 14 Oct | 51816.90 | 292 | -106.00 | - | 386 | 203 | 761.5 |
| 11 Oct | 51172.30 | 398 | 27.00 | - | 282.5 | 29.5 | 558.5 |
| 10 Oct | 51530.90 | 371 | -77.00 | - | 319 | 4 | 529 |
| 9 Oct | 51007.00 | 448 | -24.35 | - | 228.5 | 48 | 525 |
| 8 Oct | 51021.00 | 472.35 | -81.30 | - | 151 | 39.5 | 477 |
| 7 Oct | 50478.90 | 553.65 | 210.65 | - | 842 | 326 | 437.5 |
| 4 Oct | 51462.05 | 343 | 78.00 | - | 153.5 | 104 | 111.5 |
| 3 Oct | 51845.20 | 265 | -63.25 | - | 11 | 7.5 | 7.5 |
| 1 Oct | 52922.60 | 328.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 328.25 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 328.25 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 328.25 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 49000 expiring on 24DEC2024
Delta for 49000 PE is -0.04
Historical price for 49000 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 21.5, which was 5.70 higher than the previous day. The implied volatity was 21.78, the open interest changed by 4455 which increased total open position to 111432
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 15.8, which was 4.85 higher than the previous day. The implied volatity was 24.02, the open interest changed by 7410 which increased total open position to 106977
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 10.95, which was 1.60 higher than the previous day. The implied volatity was 24.43, the open interest changed by 6352 which increased total open position to 99567
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 9.35, which was -0.80 lower than the previous day. The implied volatity was 25.35, the open interest changed by -430 which decreased total open position to 93215
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 10.15, which was -1.70 lower than the previous day. The implied volatity was 27.57, the open interest changed by 5429 which increased total open position to 93645
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 11.85, which was -6.50 lower than the previous day. The implied volatity was 24.79, the open interest changed by 4999 which increased total open position to 88216
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 18.35, which was -0.50 lower than the previous day. The implied volatity was 23.66, the open interest changed by 2171 which increased total open position to 83217
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 18.85, which was -4.70 lower than the previous day. The implied volatity was 23.59, the open interest changed by -685 which decreased total open position to 81046
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 23.55, which was -6.95 lower than the previous day. The implied volatity was 24.50, the open interest changed by 1313 which increased total open position to 81731
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 30.5, which was -8.70 lower than the previous day. The implied volatity was 24.01, the open interest changed by 3273 which increased total open position to 80418
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 39.2, which was -4.80 lower than the previous day. The implied volatity was 23.37, the open interest changed by 7510 which increased total open position to 77145
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 44, which was -7.50 lower than the previous day. The implied volatity was 23.71, the open interest changed by -6551 which decreased total open position to 69635
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 51.5, which was -19.50 lower than the previous day. The implied volatity was 22.48, the open interest changed by 7025 which increased total open position to 76186
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 71, which was -27.65 lower than the previous day. The implied volatity was 21.24, the open interest changed by 20424 which increased total open position to 69161
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 98.65, which was -10.25 lower than the previous day. The implied volatity was 20.20, the open interest changed by 4094 which increased total open position to 48737
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 108.9, which was -14.10 lower than the previous day. The implied volatity was 19.22, the open interest changed by 2693 which increased total open position to 44643
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 123, which was 32.05 higher than the previous day. The implied volatity was 19.32, the open interest changed by 10459 which increased total open position to 41950
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 90.95, which was -34.80 lower than the previous day. The implied volatity was 18.83, the open interest changed by 4231 which increased total open position to 31491
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 125.75, which was -13.35 lower than the previous day. The implied volatity was 19.64, the open interest changed by 4269 which increased total open position to 27260
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 139.1, which was -141.90 lower than the previous day. The implied volatity was 19.94, the open interest changed by 2223 which increased total open position to 22991
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 281, which was -104.00 lower than the previous day. The implied volatity was 19.00, the open interest changed by 2037 which increased total open position to 20768
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 385, which was 4.00 higher than the previous day. The implied volatity was 18.12, the open interest changed by 1702 which increased total open position to 18731
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 381, which was -19.00 lower than the previous day. The implied volatity was 17.81, the open interest changed by 2070 which increased total open position to 17029
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 400, which was -14.20 lower than the previous day. The implied volatity was 17.48, the open interest changed by 1558 which increased total open position to 14959
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 414.2, which was 24.20 higher than the previous day. The implied volatity was 16.41, the open interest changed by 3823 which increased total open position to 13401
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 390, which was 115.95 higher than the previous day. The implied volatity was 16.16, the open interest changed by 2006 which increased total open position to 9578
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 274.05, which was 94.00 higher than the previous day. The implied volatity was 17.08, the open interest changed by 975 which increased total open position to 7572
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 180.05, which was -75.95 lower than the previous day. The implied volatity was 17.05, the open interest changed by 492 which increased total open position to 6597
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 256, which was 25.50 higher than the previous day. The implied volatity was 17.57, the open interest changed by 605 which increased total open position to 6105
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 230.5, which was 34.55 higher than the previous day. The implied volatity was 18.07, the open interest changed by 178 which increased total open position to 5500
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 195.95, which was -56.10 lower than the previous day. The implied volatity was 18.60, the open interest changed by 886 which increased total open position to 5322
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 252.05, which was -130.50 lower than the previous day. The implied volatity was 19.02, the open interest changed by -194 which decreased total open position to 4436
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 382.55, which was 47.50 higher than the previous day. The implied volatity was 18.66, the open interest changed by 88 which increased total open position to 4630
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 335.05, which was 11.45 higher than the previous day. The implied volatity was 18.90, the open interest changed by 71 which increased total open position to 4542
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 323.6, which was 10.50 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 313.1, which was 53.10 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 260, which was -122.00 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 382, which was -115.55 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 497.55, which was 130.55 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 367, which was -50.00 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 417, which was 2.00 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 415, which was 90.00 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 325, which was 67.00 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 258, which was -128.20 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 386.2, which was 103.20 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 283, which was -2.75 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 285.75, which was -6.25 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 292, which was -106.00 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 398, which was 27.00 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 371, which was -77.00 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 448, which was -24.35 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 472.35, which was -81.30 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 553.65, which was 210.65 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 343, which was 78.00 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 265, which was -63.25 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 328.25, 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 328.25, 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 328.25, 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 328.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
