BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 49200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 1658.2 | -792.85 | - | 17 | 0 | 36.5 | |||
| 19 Dec | 51575.70 | 2451.05 | -658.80 | - | 1.5 | 0.5 | 36.5 | |||
| 18 Dec | 52139.55 | 3109.85 | -837.80 | 27.91 | 1 | 36 | 36 | |||
| 17 Dec | 52834.80 | 3947.65 | 0.00 | 0.00 | 0 | 35.5 | 0 | |||
| 16 Dec | 53581.35 | 3947.65 | 0.00 | 0.00 | 0 | 35.5 | 0 | |||
| 13 Dec | 53583.80 | 3947.65 | 1723.30 | - | 0.5 | 35.5 | 35.5 | |||
| 12 Dec | 53216.45 | 2224.35 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 11 Dec | 53391.35 | 2224.35 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 10 Dec | 53577.70 | 2224.35 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 9 Dec | 53407.75 | 2224.35 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 6 Dec | 53509.50 | 2224.35 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
|
|
||||||||||
| 5 Dec | 53603.55 | 2224.35 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 4 Dec | 53266.90 | 2224.35 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 3 Dec | 52695.75 | 2224.35 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 2 Dec | 52109.00 | 2224.35 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 29 Nov | 52055.60 | 2224.35 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 28 Nov | 51906.85 | 2224.35 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 27 Nov | 52301.80 | 2224.35 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 26 Nov | 52191.50 | 2224.35 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 25 Nov | 52207.50 | 2224.35 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 22 Nov | 51135.40 | 2224.35 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 21 Nov | 50372.90 | 2224.35 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 19 Nov | 50626.50 | 2224.35 | 295.15 | 18.66 | 1.5 | -0.5 | 36 | |||
| 18 Nov | 50363.80 | 1929.2 | 110.25 | 13.90 | 12 | 2.5 | 36.5 | |||
| 14 Nov | 50179.55 | 1818.95 | -232.25 | 12.55 | 7 | 4.5 | 34 | |||
| 13 Nov | 50088.35 | 2051.2 | -4084.20 | 15.58 | 37 | 29.5 | 29.5 | |||
| 12 Nov | 51157.80 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 51876.75 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 51215.25 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 6135.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 6135.4 | 6135.40 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 49200 expiring on 24DEC2024
Delta for 49200 CE is -
Historical price for 49200 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1658.2, which was -792.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2451.05, which was -658.80 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 73
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3109.85, which was -837.80 lower than the previous day. The implied volatity was 27.91, the open interest changed by 72 which increased total open position to 72
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 3947.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 71 which increased total open position to 0
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3947.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 71 which increased total open position to 0
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 3947.65, which was 1723.30 higher than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 71
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 2224.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 2224.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 2224.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 2224.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 2224.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2224.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2224.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2224.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2224.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2224.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2224.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2224.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2224.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2224.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2224.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 2224.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 2224.35, which was 295.15 higher than the previous day. The implied volatity was 18.66, the open interest changed by -1 which decreased total open position to 72
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1929.2, which was 110.25 higher than the previous day. The implied volatity was 13.90, the open interest changed by 5 which increased total open position to 73
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1818.95, which was -232.25 lower than the previous day. The implied volatity was 12.55, the open interest changed by 9 which increased total open position to 68
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 2051.2, which was -4084.20 lower than the previous day. The implied volatity was 15.58, the open interest changed by 59 which increased total open position to 59
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 6135.4, 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 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 6135.4, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 6135.4, 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 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 6135.4, 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 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 6135.4, 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 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 6135.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 6135.4, 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 6135.4, 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 6135.4, 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 6135.4, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 6135.4, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 6135.4, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 6135.4, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 6135.4, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 6135.4, 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 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 6135.4, 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 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 6135.4, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 6135.4, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 6135.4, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 6135.4, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 6135.4, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 6135.4, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 6135.4, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 6135.4, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 6135.4, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 6135.4, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 6135.4, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 6135.4, which was 6135.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 49200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 6.40
Theta: -16.24
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 30.05 | 9.60 | 21.36 | 92,251 | -823.5 | 5,930 |
| 19 Dec | 51575.70 | 20.45 | 7.95 | 23.53 | 44,407.5 | 3,361 | 6,753.5 |
| 18 Dec | 52139.55 | 12.5 | 2.50 | 23.59 | 22,275 | 728.5 | 3,392.5 |
| 17 Dec | 52834.80 | 10 | -1.55 | 24.43 | 23,278.5 | -3,723 | 2,664 |
| 16 Dec | 53581.35 | 11.55 | -1.05 | 26.97 | 21,865.5 | 1,028.5 | 6,387 |
| 13 Dec | 53583.80 | 12.6 | -9.10 | 24.08 | 34,749.5 | 879 | 5,358.5 |
| 12 Dec | 53216.45 | 21.7 | 0.40 | 23.33 | 11,741.5 | 929 | 4,479.5 |
| 11 Dec | 53391.35 | 21.3 | -4.30 | 23.12 | 17,359 | -1,598.5 | 3,550.5 |
| 10 Dec | 53577.70 | 25.6 | -7.55 | 23.93 | 16,724 | 2,493.5 | 5,149 |
| 9 Dec | 53407.75 | 33.15 | -9.10 | 23.44 | 10,999 | 757 | 2,655.5 |
| 6 Dec | 53509.50 | 42.25 | -8.75 | 22.83 | 14,077.5 | 32 | 1,898.5 |
| 5 Dec | 53603.55 | 51 | -7.70 | 23.55 | 15,800 | -107.5 | 1,866.5 |
| 4 Dec | 53266.90 | 58.7 | -21.30 | 22.22 | 11,953.5 | -261 | 1,974 |
| 3 Dec | 52695.75 | 80 | -34.80 | 20.95 | 18,698 | 555 | 2,235 |
| 2 Dec | 52109.00 | 114.8 | -15.20 | 20.06 | 17,066.5 | 795.5 | 1,680 |
| 29 Nov | 52055.60 | 130 | -5.00 | 19.24 | 9,815.5 | -120.5 | 884.5 |
| 28 Nov | 51906.85 | 135 | 31.25 | 18.92 | 15,299.5 | 579 | 1,005 |
| 27 Nov | 52301.80 | 103.75 | -33.90 | 18.59 | 1,137 | 87.5 | 426 |
| 26 Nov | 52191.50 | 137.65 | -17.55 | 19.27 | 684 | 91 | 338.5 |
| 25 Nov | 52207.50 | 155.2 | -149.40 | 19.69 | 1,102 | -276 | 247.5 |
| 22 Nov | 51135.40 | 304.6 | -120.45 | 18.61 | 1,162.5 | 171.5 | 523.5 |
| 21 Nov | 50372.90 | 425.05 | 5.05 | 17.88 | 814.5 | 93.5 | 352 |
| 19 Nov | 50626.50 | 420 | -23.70 | 17.56 | 650 | 126 | 258.5 |
| 18 Nov | 50363.80 | 443.7 | -30.60 | 17.30 | 61 | 25 | 132.5 |
| 14 Nov | 50179.55 | 474.3 | 49.15 | 16.50 | 63 | 33.5 | 107.5 |
| 13 Nov | 50088.35 | 425.15 | 155.15 | 15.83 | 216 | 74 | 74 |
| 12 Nov | 51157.80 | 270 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 11 Nov | 51876.75 | 270 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 8 Nov | 51561.20 | 270 | -5.30 | 17.16 | 2.5 | 0.5 | 1 |
| 7 Nov | 51916.50 | 275.3 | 0.00 | 18.40 | 1 | 0.5 | 0.5 |
| 6 Nov | 52317.40 | 275.3 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 5 Nov | 52207.25 | 275.3 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 4 Nov | 51215.25 | 275.3 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 1 Nov | 51673.90 | 275.3 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 31 Oct | 51475.35 | 275.3 | -80.80 | - | 1 | 0.5 | 0.5 |
| 30 Oct | 51807.50 | 356.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 356.1 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 356.1 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 356.1 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 356.1 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 356.1 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 356.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 356.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 356.1 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 356.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 356.1 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 356.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 356.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 356.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 356.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 356.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 356.1 | 356.10 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 52922.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 52978.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 53834.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 54375.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 49200 expiring on 24DEC2024
Delta for 49200 PE is -0.06
Historical price for 49200 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 30.05, which was 9.60 higher than the previous day. The implied volatity was 21.36, the open interest changed by -1647 which decreased total open position to 11860
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 20.45, which was 7.95 higher than the previous day. The implied volatity was 23.53, the open interest changed by 6722 which increased total open position to 13507
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 12.5, which was 2.50 higher than the previous day. The implied volatity was 23.59, the open interest changed by 1457 which increased total open position to 6785
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 10, which was -1.55 lower than the previous day. The implied volatity was 24.43, the open interest changed by -7446 which decreased total open position to 5328
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 11.55, which was -1.05 lower than the previous day. The implied volatity was 26.97, the open interest changed by 2057 which increased total open position to 12774
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 12.6, which was -9.10 lower than the previous day. The implied volatity was 24.08, the open interest changed by 1758 which increased total open position to 10717
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 21.7, which was 0.40 higher than the previous day. The implied volatity was 23.33, the open interest changed by 1858 which increased total open position to 8959
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 21.3, which was -4.30 lower than the previous day. The implied volatity was 23.12, the open interest changed by -3197 which decreased total open position to 7101
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 25.6, which was -7.55 lower than the previous day. The implied volatity was 23.93, the open interest changed by 4987 which increased total open position to 10298
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 33.15, which was -9.10 lower than the previous day. The implied volatity was 23.44, the open interest changed by 1514 which increased total open position to 5311
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 42.25, which was -8.75 lower than the previous day. The implied volatity was 22.83, the open interest changed by 64 which increased total open position to 3797
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 51, which was -7.70 lower than the previous day. The implied volatity was 23.55, the open interest changed by -215 which decreased total open position to 3733
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 58.7, which was -21.30 lower than the previous day. The implied volatity was 22.22, the open interest changed by -522 which decreased total open position to 3948
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 80, which was -34.80 lower than the previous day. The implied volatity was 20.95, the open interest changed by 1110 which increased total open position to 4470
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 114.8, which was -15.20 lower than the previous day. The implied volatity was 20.06, the open interest changed by 1591 which increased total open position to 3360
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 130, which was -5.00 lower than the previous day. The implied volatity was 19.24, the open interest changed by -241 which decreased total open position to 1769
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 135, which was 31.25 higher than the previous day. The implied volatity was 18.92, the open interest changed by 1158 which increased total open position to 2010
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 103.75, which was -33.90 lower than the previous day. The implied volatity was 18.59, the open interest changed by 175 which increased total open position to 852
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 137.65, which was -17.55 lower than the previous day. The implied volatity was 19.27, the open interest changed by 182 which increased total open position to 677
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 155.2, which was -149.40 lower than the previous day. The implied volatity was 19.69, the open interest changed by -552 which decreased total open position to 495
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 304.6, which was -120.45 lower than the previous day. The implied volatity was 18.61, the open interest changed by 343 which increased total open position to 1047
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 425.05, which was 5.05 higher than the previous day. The implied volatity was 17.88, the open interest changed by 187 which increased total open position to 704
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 420, which was -23.70 lower than the previous day. The implied volatity was 17.56, the open interest changed by 252 which increased total open position to 517
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 443.7, which was -30.60 lower than the previous day. The implied volatity was 17.30, the open interest changed by 50 which increased total open position to 265
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 474.3, which was 49.15 higher than the previous day. The implied volatity was 16.50, the open interest changed by 67 which increased total open position to 215
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 425.15, which was 155.15 higher than the previous day. The implied volatity was 15.83, the open interest changed by 148 which increased total open position to 148
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 270, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 270, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 270, which was -5.30 lower than the previous day. The implied volatity was 17.16, the open interest changed by 1 which increased total open position to 2
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 275.3, which was 0.00 lower than the previous day. The implied volatity was 18.40, the open interest changed by 1 which increased total open position to 1
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 275.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 275.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 275.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 275.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 275.3, which was -80.80 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 356.1, 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 356.1, 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 356.1, 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 356.1, 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 356.1, 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 356.1, 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 356.1, 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 356.1, 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 356.1, 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 356.1, 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 356.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 356.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 356.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 356.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 356.1, 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 356.1, 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 356.1, which was 356.10 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 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 4 Oct BANKNIFTY was trading at 51462.05. 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 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
