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BANKNIFTY
Nifty Bank

51876.75 315.55 (0.61%)

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Historical option data for BANKNIFTY

11 Nov 2024 04:13 PM IST
BANKNIFTY 13NOV2024 49100 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
11 Nov 51876.75 2681.75 418.90 - 6 0 40
8 Nov 51561.20 2262.85 0.00 0.00 0 0 0
7 Nov 51916.50 2262.85 0.00 0.00 0 0 0
6 Nov 52317.40 2262.85 0.00 0.00 0 40 0
5 Nov 52207.25 2262.85 -441.90 - 44 42 42
4 Nov 51215.25 2704.75 0.00 - 0 0 0
1 Nov 51673.90 2704.75 0.00 - 0 0 0
31 Oct 51475.35 2704.75 0.00 - 0 0 0
30 Oct 51807.50 2704.75 0.00 - 0 0 0
29 Oct 52320.70 2704.75 0.00 - 0 0 0
28 Oct 51259.30 2704.75 0.00 - 0 0 0
25 Oct 50787.45 2704.75 0.00 - 0 0 0
24 Oct 51531.15 2704.75 2704.75 - 0 0 0
23 Oct 51239.00 0 0.00 - 0 0 0
22 Oct 51257.15 0 0.00 - 0 0 0
21 Oct 51962.70 0 0.00 - 0 0 0
18 Oct 52094.20 0 0.00 - 0 0 0
17 Oct 51288.80 0 0.00 - 0 0 0
16 Oct 51801.05 0 - 0 0 0


For Nifty Bank - strike price 49100 expiring on 13NOV2024

Delta for 49100 CE is -

Historical price for 49100 CE is as follows

On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2681.75, which was 418.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2262.85, 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 2262.85, 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 2262.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 40 which increased total open position to 0


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2262.85, which was -441.90 lower than the previous day. The implied volatity was -, the open interest changed by 42 which increased total open position to 42


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2704.75, 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 2704.75, 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 2704.75, 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 2704.75, 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 2704.75, 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 2704.75, 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 2704.75, 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 2704.75, which was 2704.75 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 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 22 Oct BANKNIFTY was trading at 51257.15. 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 21 Oct BANKNIFTY was trading at 51962.70. 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 18 Oct BANKNIFTY was trading at 52094.20. 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 17 Oct BANKNIFTY was trading at 51288.80. 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 16 Oct BANKNIFTY was trading at 51801.05. 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 13NOV2024 49100 PE
Delta: -0.01
Vega: 0.88
Theta: -6.68
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Nov 51876.75 3.35 -4.25 30.86 1,44,343 -8,256 11,961
8 Nov 51561.20 7.6 -4.70 20.13 1,67,498 12,157 20,260
7 Nov 51916.50 12.3 -2.55 22.23 1,16,711 3,762 8,060
6 Nov 52317.40 14.85 -25.95 24.22 15,500 3,261 3,855
5 Nov 52207.25 40.8 -36.60 25.46 3,746 579 583
4 Nov 51215.25 77.4 0.00 0.00 0 0 0
1 Nov 51673.90 77.4 0.00 0.00 0 0 0
31 Oct 51475.35 77.4 0.00 - 0 0 0
30 Oct 51807.50 77.4 -37.35 - 5 -1 3
29 Oct 52320.70 114.75 -10.75 - 1 0 3
28 Oct 51259.30 125.5 -330.70 - 7 3 3
25 Oct 50787.45 456.2 0.00 - 0 0 0
24 Oct 51531.15 456.2 0.00 - 0 0 0
23 Oct 51239.00 456.2 0.00 - 0 0 0
22 Oct 51257.15 456.2 0.00 - 0 0 0
21 Oct 51962.70 456.2 0.00 - 0 0 0
18 Oct 52094.20 456.2 0.00 - 0 0 0
17 Oct 51288.80 456.2 0.00 - 0 0 0
16 Oct 51801.05 456.2 - 0 0 0


For Nifty Bank - strike price 49100 expiring on 13NOV2024

Delta for 49100 PE is -0.01

Historical price for 49100 PE is as follows

On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 3.35, which was -4.25 lower than the previous day. The implied volatity was 30.86, the open interest changed by -8256 which decreased total open position to 11961


On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 7.6, which was -4.70 lower than the previous day. The implied volatity was 20.13, the open interest changed by 12157 which increased total open position to 20260


On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 12.3, which was -2.55 lower than the previous day. The implied volatity was 22.23, the open interest changed by 3762 which increased total open position to 8060


On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 14.85, which was -25.95 lower than the previous day. The implied volatity was 24.22, the open interest changed by 3261 which increased total open position to 3855


On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 40.8, which was -36.60 lower than the previous day. The implied volatity was 25.46, the open interest changed by 579 which increased total open position to 583


On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 77.4, 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 77.4, 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 77.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 77.4, which was -37.35 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 114.75, which was -10.75 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 125.5, which was -330.70 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 456.2, 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 456.2, 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 456.2, 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 456.2, 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 456.2, 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 456.2, 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 456.2, 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 456.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to