BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 49300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 1545.2 | -2084.25 | - | 85 | 63.5 | 63.5 | |||
| 19 Dec | 51575.70 | 3629.45 | 0.00 | 0.00 | 0 | 15.5 | 0 | |||
| 18 Dec | 52139.55 | 3629.45 | 0.00 | 0.00 | 0 | 15.5 | 0 | |||
| 17 Dec | 52834.80 | 3629.45 | 0.00 | 0.00 | 0 | 15.5 | 0 | |||
| 16 Dec | 53581.35 | 3629.45 | 0.00 | 0.00 | 0 | 15.5 | 0 | |||
| 13 Dec | 53583.80 | 3629.45 | 369.45 | - | 1.5 | 15.5 | 15.5 | |||
| 12 Dec | 53216.45 | 3260 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 11 Dec | 53391.35 | 3260 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 10 Dec | 53577.70 | 3260 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 9 Dec | 53407.75 | 3260 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 6 Dec | 53509.50 | 3260 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 5 Dec | 53603.55 | 3260 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 4 Dec | 53266.90 | 3260 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 3 Dec | 52695.75 | 3260 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 2 Dec | 52109.00 | 3260 | 245.40 | 21.26 | 10.5 | 0.5 | 15 | |||
| 29 Nov | 52055.60 | 3014.6 | -35.40 | - | 1 | 0 | 14.5 | |||
| 28 Nov | 51906.85 | 3050 | -363.35 | 11.74 | 0.5 | -1 | 14.5 | |||
| 27 Nov | 52301.80 | 3413.35 | 173.35 | 15.16 | 8.5 | 6 | 15.5 | |||
| 26 Nov | 52191.50 | 3240 | -44.10 | - | 1.5 | 1 | 9.5 | |||
| 25 Nov | 52207.50 | 3284.1 | 1085.75 | - | 0.5 | -1 | 8.5 | |||
| 22 Nov | 51135.40 | 2198.35 | 370.80 | - | 1 | 0 | 9.5 | |||
| 21 Nov | 50372.90 | 1827.55 | -32.45 | 13.25 | 7 | 9.5 | 9.5 | |||
| 19 Nov | 50626.50 | 1860 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Nov | 50363.80 | 1860 | -238.00 | 14.04 | 6.5 | 1 | 9.5 | |||
| 14 Nov | 50179.55 | 2098 | 121.25 | 18.95 | 2 | 4.5 | 8.5 | |||
| 13 Nov | 50088.35 | 1976.75 | -1855.25 | 15.53 | 7.5 | 4 | 4 | |||
| 12 Nov | 51157.80 | 3832 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 51876.75 | 3832 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 3832 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 3832 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 3832 | -2219.80 | 14.68 | 1 | 0 | 0 | |||
| 5 Nov | 52207.25 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 51215.25 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 9 Oct | 51007.00 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 6051.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 6051.8 | 6051.80 | - | 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 49300 expiring on 24DEC2024
Delta for 49300 CE is -
Historical price for 49300 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1545.2, which was -2084.25 lower than the previous day. The implied volatity was -, the open interest changed by 127 which increased total open position to 127
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 3629.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 31 which increased total open position to 0
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3629.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 31 which increased total open position to 0
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 3629.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 31 which increased total open position to 0
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3629.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 31 which increased total open position to 0
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 3629.45, which was 369.45 higher than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 31
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3260, 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 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 3260, 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 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3260, 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 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3260, 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 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3260, 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 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3260, 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 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3260, 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 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 3260, 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 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 3260, which was 245.40 higher than the previous day. The implied volatity was 21.26, the open interest changed by 1 which increased total open position to 30
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 3014.6, which was -35.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 3050, which was -363.35 lower than the previous day. The implied volatity was 11.74, the open interest changed by -2 which decreased total open position to 29
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 3413.35, which was 173.35 higher than the previous day. The implied volatity was 15.16, the open interest changed by 12 which increased total open position to 31
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 3240, which was -44.10 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 19
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 3284.1, which was 1085.75 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 17
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2198.35, which was 370.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1827.55, which was -32.45 lower than the previous day. The implied volatity was 13.25, the open interest changed by 19 which increased total open position to 19
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1860, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1860, which was -238.00 lower than the previous day. The implied volatity was 14.04, the open interest changed by 2 which increased total open position to 19
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 2098, which was 121.25 higher than the previous day. The implied volatity was 18.95, the open interest changed by 9 which increased total open position to 17
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1976.75, which was -1855.25 lower than the previous day. The implied volatity was 15.53, the open interest changed by 8 which increased total open position to 8
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 3832, 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 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 3832, 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 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 3832, 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 3832, 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 3832, which was -2219.80 lower than the previous day. The implied volatity was 14.68, 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 6051.8, 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 6051.8, 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 6051.8, 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 6051.8, 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 6051.8, 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 6051.8, 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 6051.8, 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 6051.8, 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 6051.8, 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 6051.8, 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 6051.8, 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 6051.8, 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 6051.8, 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 6051.8, 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 6051.8, 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 6051.8, 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 6051.8, 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 6051.8, 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 6051.8, 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 6051.8, 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 6051.8, 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 6051.8, 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 6051.8, which was 6051.80 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 49300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 6.94
Theta: -17.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 33.1 | 7.30 | 20.81 | 87,006.5 | 223.5 | 5,386.5 |
| 19 Dec | 51575.70 | 25.8 | 11.65 | 23.75 | 41,549 | 648 | 5,163 |
| 18 Dec | 52139.55 | 14.15 | 0.70 | 23.30 | 24,590 | 856 | 4,515 |
| 17 Dec | 52834.80 | 13.45 | 3.05 | 24.91 | 18,859 | 531.5 | 3,659 |
| 16 Dec | 53581.35 | 10.4 | -2.95 | 26.03 | 11,790.5 | 759.5 | 3,127.5 |
| 13 Dec | 53583.80 | 13.35 | -8.70 | 23.79 | 20,338.5 | -643 | 2,368 |
| 12 Dec | 53216.45 | 22.05 | 0.00 | 22.90 | 6,556.5 | 673.5 | 3,011 |
| 11 Dec | 53391.35 | 22.05 | -5.10 | 22.78 | 11,013.5 | -291.5 | 2,337.5 |
| 10 Dec | 53577.70 | 27.15 | -8.15 | 23.71 | 8,613 | 232 | 2,629 |
| 9 Dec | 53407.75 | 35.3 | -11.45 | 23.25 | 9,792 | 737.5 | 2,397 |
| 6 Dec | 53509.50 | 46.75 | -3.30 | 22.84 | 9,908 | -332.5 | 1,659.5 |
| 5 Dec | 53603.55 | 50.05 | -8.20 | 23.03 | 15,138.5 | 292 | 1,992 |
| 4 Dec | 53266.90 | 58.25 | -24.70 | 21.75 | 9,817 | -252.5 | 1,700 |
| 3 Dec | 52695.75 | 82.95 | -37.15 | 20.67 | 15,210.5 | 611.5 | 1,952.5 |
| 2 Dec | 52109.00 | 120.1 | -12.20 | 19.82 | 16,004.5 | 18.5 | 1,341 |
| 29 Nov | 52055.60 | 132.3 | -15.70 | 18.88 | 11,328.5 | 304 | 1,322.5 |
| 28 Nov | 51906.85 | 148 | 40.55 | 19.00 | 14,917.5 | 670.5 | 1,018.5 |
| 27 Nov | 52301.80 | 107.45 | -37.35 | 18.34 | 1,010 | 71.5 | 348 |
| 26 Nov | 52191.50 | 144.8 | -16.90 | 19.11 | 255 | 50.5 | 276.5 |
| 25 Nov | 52207.50 | 161.7 | -161.00 | 19.53 | 989.5 | -137.5 | 226 |
| 22 Nov | 51135.40 | 322.7 | -123.95 | 18.54 | 974 | 82 | 363.5 |
| 21 Nov | 50372.90 | 446.65 | 5.95 | 17.76 | 489 | 68.5 | 281.5 |
| 19 Nov | 50626.50 | 440.7 | -27.50 | 17.44 | 370.5 | 65 | 213 |
| 18 Nov | 50363.80 | 468.2 | -42.80 | 17.23 | 473 | 115 | 148 |
| 14 Nov | 50179.55 | 511 | 57.40 | 16.63 | 13.5 | 4 | 33 |
| 13 Nov | 50088.35 | 453.6 | 142.60 | 15.84 | 40.5 | 19.5 | 29 |
| 12 Nov | 51157.80 | 311 | 111.00 | 16.62 | 4 | -2.5 | 9.5 |
| 11 Nov | 51876.75 | 200 | -69.35 | 16.48 | 18 | 11 | 12 |
| 8 Nov | 51561.20 | 269.35 | -21.65 | 16.72 | 1.5 | 1 | 1 |
| 7 Nov | 51916.50 | 291 | -79.65 | 18.38 | 0.5 | 0 | 0 |
| 6 Nov | 52317.40 | 370.65 | 0.00 | 4.42 | 0 | 0 | 0 |
| 5 Nov | 52207.25 | 370.65 | 0.00 | 4.19 | 0 | 0 | 0 |
| 4 Nov | 51215.25 | 370.65 | 0.00 | 3.08 | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 370.65 | 0.00 | 3.66 | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 370.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 370.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 370.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 370.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 370.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 370.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 370.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 370.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 370.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 370.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 370.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 370.65 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 370.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 370.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 370.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 370.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 370.65 | 370.65 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 0 | 0.00 | - | 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 49300 expiring on 24DEC2024
Delta for 49300 PE is -0.07
Historical price for 49300 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 33.1, which was 7.30 higher than the previous day. The implied volatity was 20.81, the open interest changed by 447 which increased total open position to 10773
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 25.8, which was 11.65 higher than the previous day. The implied volatity was 23.75, the open interest changed by 1296 which increased total open position to 10326
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 14.15, which was 0.70 higher than the previous day. The implied volatity was 23.30, the open interest changed by 1712 which increased total open position to 9030
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 13.45, which was 3.05 higher than the previous day. The implied volatity was 24.91, the open interest changed by 1063 which increased total open position to 7318
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 10.4, which was -2.95 lower than the previous day. The implied volatity was 26.03, the open interest changed by 1519 which increased total open position to 6255
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 13.35, which was -8.70 lower than the previous day. The implied volatity was 23.79, the open interest changed by -1286 which decreased total open position to 4736
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 22.05, which was 0.00 lower than the previous day. The implied volatity was 22.90, the open interest changed by 1347 which increased total open position to 6022
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 22.05, which was -5.10 lower than the previous day. The implied volatity was 22.78, the open interest changed by -583 which decreased total open position to 4675
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 27.15, which was -8.15 lower than the previous day. The implied volatity was 23.71, the open interest changed by 464 which increased total open position to 5258
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 35.3, which was -11.45 lower than the previous day. The implied volatity was 23.25, the open interest changed by 1475 which increased total open position to 4794
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 46.75, which was -3.30 lower than the previous day. The implied volatity was 22.84, the open interest changed by -665 which decreased total open position to 3319
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 50.05, which was -8.20 lower than the previous day. The implied volatity was 23.03, the open interest changed by 584 which increased total open position to 3984
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 58.25, which was -24.70 lower than the previous day. The implied volatity was 21.75, the open interest changed by -505 which decreased total open position to 3400
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 82.95, which was -37.15 lower than the previous day. The implied volatity was 20.67, the open interest changed by 1223 which increased total open position to 3905
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 120.1, which was -12.20 lower than the previous day. The implied volatity was 19.82, the open interest changed by 37 which increased total open position to 2682
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 132.3, which was -15.70 lower than the previous day. The implied volatity was 18.88, the open interest changed by 608 which increased total open position to 2645
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 148, which was 40.55 higher than the previous day. The implied volatity was 19.00, the open interest changed by 1341 which increased total open position to 2037
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 107.45, which was -37.35 lower than the previous day. The implied volatity was 18.34, the open interest changed by 143 which increased total open position to 696
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 144.8, which was -16.90 lower than the previous day. The implied volatity was 19.11, the open interest changed by 101 which increased total open position to 553
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 161.7, which was -161.00 lower than the previous day. The implied volatity was 19.53, the open interest changed by -275 which decreased total open position to 452
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 322.7, which was -123.95 lower than the previous day. The implied volatity was 18.54, the open interest changed by 164 which increased total open position to 727
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 446.65, which was 5.95 higher than the previous day. The implied volatity was 17.76, the open interest changed by 137 which increased total open position to 563
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 440.7, which was -27.50 lower than the previous day. The implied volatity was 17.44, the open interest changed by 130 which increased total open position to 426
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 468.2, which was -42.80 lower than the previous day. The implied volatity was 17.23, the open interest changed by 230 which increased total open position to 296
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 511, which was 57.40 higher than the previous day. The implied volatity was 16.63, the open interest changed by 8 which increased total open position to 66
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 453.6, which was 142.60 higher than the previous day. The implied volatity was 15.84, the open interest changed by 39 which increased total open position to 58
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 311, which was 111.00 higher than the previous day. The implied volatity was 16.62, the open interest changed by -5 which decreased total open position to 19
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 200, which was -69.35 lower than the previous day. The implied volatity was 16.48, the open interest changed by 22 which increased total open position to 24
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 269.35, which was -21.65 lower than the previous day. The implied volatity was 16.72, the open interest changed by 2 which increased total open position to 2
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 291, which was -79.65 lower than the previous day. The implied volatity was 18.38, 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 370.65, which was 0.00 lower than the previous day. The implied volatity was 4.42, 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 370.65, which was 0.00 lower than the previous day. The implied volatity was 4.19, 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 370.65, which was 0.00 lower than the previous day. The implied volatity was 3.08, 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 370.65, which was 0.00 lower than the previous day. The implied volatity was 3.66, 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 370.65, 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 370.65, 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 370.65, 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 370.65, 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 370.65, 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 370.65, 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 370.65, 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 370.65, 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 370.65, 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 370.65, 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 370.65, 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 370.65, 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 370.65, 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 370.65, 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 370.65, 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 370.65, 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 370.65, which was 370.65 higher 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 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 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
