BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 49400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 4031.8 | 0.00 | 0.00 | 0 | 15.5 | 0 | |||
| 19 Dec | 51575.70 | 4031.8 | 0.00 | 0.00 | 0 | 15.5 | 0 | |||
| 18 Dec | 52139.55 | 4031.8 | 0.00 | 0.00 | 0 | 15.5 | 0 | |||
| 17 Dec | 52834.80 | 4031.8 | 0.00 | 0.00 | 0 | 15.5 | 0 | |||
| 16 Dec | 53581.35 | 4031.8 | 0.00 | 0.00 | 0 | 15.5 | 0 | |||
| 13 Dec | 53583.80 | 4031.8 | 0.00 | 0.00 | 0 | 15.5 | 0 | |||
| 12 Dec | 53216.45 | 4031.8 | 0.00 | 0.00 | 0 | 15.5 | 0 | |||
| 11 Dec | 53391.35 | 4031.8 | 0.00 | 0.00 | 0 | 15.5 | 0 | |||
| 10 Dec | 53577.70 | 4031.8 | 722.90 | - | 2 | 15.5 | 15.5 | |||
| 9 Dec | 53407.75 | 3308.9 | 0.00 | 0.00 | 0 | 14.5 | 0 | |||
| 6 Dec | 53509.50 | 3308.9 | 0.00 | 0.00 | 0 | 14.5 | 0 | |||
| 5 Dec | 53603.55 | 3308.9 | 0.00 | 0.00 | 0 | 14.5 | 0 | |||
| 4 Dec | 53266.90 | 3308.9 | 0.00 | 0.00 | 0 | 14.5 | 0 | |||
| 3 Dec | 52695.75 | 3308.9 | 0.00 | 0.00 | 0 | 14.5 | 0 | |||
| 2 Dec | 52109.00 | 3308.9 | 0.00 | 0.00 | 0 | 14.5 | 0 | |||
| 29 Nov | 52055.60 | 3308.9 | 0.00 | 0.00 | 0 | 14.5 | 14.5 | |||
| 28 Nov | 51906.85 | 3308.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 52301.80 | 3308.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 52191.50 | 3308.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 52207.50 | 3308.9 | 850.95 | 17.49 | 3.5 | 0 | 14.5 | |||
| 22 Nov | 51135.40 | 2457.95 | 589.90 | 18.17 | 3 | 0 | 14.5 | |||
| 21 Nov | 50372.90 | 1868.05 | -114.30 | 15.75 | 68 | 10.5 | 14.5 | |||
| 19 Nov | 50626.50 | 1982.35 | 127.60 | 16.71 | 3.5 | 0 | 4 | |||
| 18 Nov | 50363.80 | 1854.75 | -45.40 | 15.50 | 0.5 | 4 | 4 | |||
| 14 Nov | 50179.55 | 1900.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 50088.35 | 1900.15 | -4068.45 | 15.41 | 4 | 0 | 0 | |||
| 12 Nov | 51157.80 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 51876.75 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 7 Nov | 51916.50 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 51215.25 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 5968.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 5968.6 | 5968.60 | - | 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 49400 expiring on 24DEC2024
Delta for 49400 CE is 0.00
Historical price for 49400 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 4031.8, 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 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 4031.8, 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 4031.8, 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 4031.8, 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 4031.8, 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 4031.8, 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 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 4031.8, 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 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 4031.8, 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 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 4031.8, which was 722.90 higher than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 31
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3308.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 29 which increased total open position to 0
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3308.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 29 which increased total open position to 0
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3308.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 29 which increased total open position to 0
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3308.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 29 which increased total open position to 0
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 3308.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 29 which increased total open position to 0
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 3308.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 29 which increased total open position to 0
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 3308.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 29 which increased total open position to 29
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 3308.9, 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 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 3308.9, 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 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 3308.9, 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 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 3308.9, which was 850.95 higher than the previous day. The implied volatity was 17.49, the open interest changed by 0 which decreased total open position to 29
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2457.95, which was 589.90 higher than the previous day. The implied volatity was 18.17, the open interest changed by 0 which decreased total open position to 29
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1868.05, which was -114.30 lower than the previous day. The implied volatity was 15.75, the open interest changed by 21 which increased total open position to 29
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1982.35, which was 127.60 higher than the previous day. The implied volatity was 16.71, the open interest changed by 0 which decreased total open position to 8
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1854.75, which was -45.40 lower than the previous day. The implied volatity was 15.50, the open interest changed by 8 which increased total open position to 8
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1900.15, 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 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1900.15, which was -4068.45 lower than the previous day. The implied volatity was 15.41, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, 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 5968.6, which was 5968.60 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 49400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 7.71
Theta: -18.77
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 38.5 | 9.85 | 20.60 | 99,666 | 175.5 | 4,536.5 |
| 19 Dec | 51575.70 | 28.65 | 13.20 | 23.41 | 43,700.5 | 2,219.5 | 4,361 |
| 18 Dec | 52139.55 | 15.45 | 0.00 | 23.03 | 23,391 | -191 | 2,141.5 |
| 17 Dec | 52834.80 | 15.45 | 3.10 | 24.81 | 20,419 | -869.5 | 2,332.5 |
| 16 Dec | 53581.35 | 12.35 | -2.20 | 26.11 | 13,018 | 1,245 | 3,202 |
| 13 Dec | 53583.80 | 14.55 | -8.45 | 23.61 | 21,015.5 | -566 | 1,957 |
| 12 Dec | 53216.45 | 23 | 0.00 | 22.57 | 7,020 | 792 | 2,523 |
| 11 Dec | 53391.35 | 23 | -5.95 | 22.47 | 5,858.5 | -397 | 1,731 |
| 10 Dec | 53577.70 | 28.95 | -8.80 | 23.51 | 7,284 | 273 | 2,128 |
| 9 Dec | 53407.75 | 37.75 | -10.45 | 23.07 | 7,598 | 118 | 1,855 |
| 6 Dec | 53509.50 | 48.2 | -8.80 | 22.54 | 11,746 | -52 | 1,737 |
| 5 Dec | 53603.55 | 57 | -6.65 | 23.20 | 17,754 | 226.5 | 1,789 |
| 4 Dec | 53266.90 | 63.65 | -27.30 | 21.73 | 10,911.5 | 179 | 1,562.5 |
| 3 Dec | 52695.75 | 90.95 | -39.05 | 20.67 | 10,439.5 | 251.5 | 1,383.5 |
| 2 Dec | 52109.00 | 130 | -13.10 | 19.78 | 11,689 | 227 | 1,132 |
| 29 Nov | 52055.60 | 143.1 | -14.90 | 18.84 | 10,743 | 172 | 905 |
| 28 Nov | 51906.85 | 158 | 50.00 | 18.87 | 13,091 | 389.5 | 733 |
| 27 Nov | 52301.80 | 108 | -44.00 | 17.97 | 1,192 | 2.5 | 343.5 |
| 26 Nov | 52191.50 | 152 | -11.70 | 18.95 | 507 | 79.5 | 341 |
| 25 Nov | 52207.50 | 163.7 | -173.25 | 19.16 | 646 | -131 | 261.5 |
| 22 Nov | 51135.40 | 336.95 | -131.85 | 18.37 | 708 | 89.5 | 392.5 |
| 21 Nov | 50372.90 | 468.8 | -5.35 | 17.63 | 469.5 | 91 | 303 |
| 19 Nov | 50626.50 | 474.15 | -17.90 | 17.54 | 424 | 78.5 | 212 |
| 18 Nov | 50363.80 | 492.05 | -37.40 | 17.09 | 236 | 99.5 | 133.5 |
| 14 Nov | 50179.55 | 529.45 | 50.85 | 16.41 | 18 | 9.5 | 34 |
| 13 Nov | 50088.35 | 478.6 | 148.05 | 15.77 | 52 | 23 | 24.5 |
| 12 Nov | 51157.80 | 330.55 | 69.90 | 16.59 | 1 | 1.5 | 1.5 |
| 11 Nov | 51876.75 | 260.65 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 8 Nov | 51561.20 | 260.65 | -75.50 | 16.14 | 0.5 | 0.5 | 0.5 |
| 7 Nov | 51916.50 | 336.15 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 6 Nov | 52317.40 | 336.15 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 5 Nov | 52207.25 | 336.15 | 0.00 | 0.00 | 0 | 0.5 | 0.5 |
| 4 Nov | 51215.25 | 336.15 | -49.55 | 16.16 | 0.5 | 0 | 0 |
| 1 Nov | 51673.90 | 385.7 | 0.00 | 3.49 | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 385.7 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 385.7 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 385.7 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 385.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 385.7 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 385.7 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 385.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 385.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 385.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 385.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 385.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 385.7 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 385.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 385.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 385.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 385.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 385.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 385.7 | 385.70 | - | 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 49400 expiring on 24DEC2024
Delta for 49400 PE is -0.08
Historical price for 49400 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 38.5, which was 9.85 higher than the previous day. The implied volatity was 20.60, the open interest changed by 351 which increased total open position to 9073
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 28.65, which was 13.20 higher than the previous day. The implied volatity was 23.41, the open interest changed by 4439 which increased total open position to 8722
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 15.45, which was 0.00 lower than the previous day. The implied volatity was 23.03, the open interest changed by -382 which decreased total open position to 4283
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 15.45, which was 3.10 higher than the previous day. The implied volatity was 24.81, the open interest changed by -1739 which decreased total open position to 4665
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 12.35, which was -2.20 lower than the previous day. The implied volatity was 26.11, the open interest changed by 2490 which increased total open position to 6404
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 14.55, which was -8.45 lower than the previous day. The implied volatity was 23.61, the open interest changed by -1132 which decreased total open position to 3914
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 23, which was 0.00 lower than the previous day. The implied volatity was 22.57, the open interest changed by 1584 which increased total open position to 5046
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 23, which was -5.95 lower than the previous day. The implied volatity was 22.47, the open interest changed by -794 which decreased total open position to 3462
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 28.95, which was -8.80 lower than the previous day. The implied volatity was 23.51, the open interest changed by 546 which increased total open position to 4256
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 37.75, which was -10.45 lower than the previous day. The implied volatity was 23.07, the open interest changed by 236 which increased total open position to 3710
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 48.2, which was -8.80 lower than the previous day. The implied volatity was 22.54, the open interest changed by -104 which decreased total open position to 3474
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 57, which was -6.65 lower than the previous day. The implied volatity was 23.20, the open interest changed by 453 which increased total open position to 3578
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 63.65, which was -27.30 lower than the previous day. The implied volatity was 21.73, the open interest changed by 358 which increased total open position to 3125
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 90.95, which was -39.05 lower than the previous day. The implied volatity was 20.67, the open interest changed by 503 which increased total open position to 2767
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 130, which was -13.10 lower than the previous day. The implied volatity was 19.78, the open interest changed by 454 which increased total open position to 2264
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 143.1, which was -14.90 lower than the previous day. The implied volatity was 18.84, the open interest changed by 344 which increased total open position to 1810
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 158, which was 50.00 higher than the previous day. The implied volatity was 18.87, the open interest changed by 779 which increased total open position to 1466
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 108, which was -44.00 lower than the previous day. The implied volatity was 17.97, the open interest changed by 5 which increased total open position to 687
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 152, which was -11.70 lower than the previous day. The implied volatity was 18.95, the open interest changed by 159 which increased total open position to 682
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 163.7, which was -173.25 lower than the previous day. The implied volatity was 19.16, the open interest changed by -262 which decreased total open position to 523
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 336.95, which was -131.85 lower than the previous day. The implied volatity was 18.37, the open interest changed by 179 which increased total open position to 785
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 468.8, which was -5.35 lower than the previous day. The implied volatity was 17.63, the open interest changed by 182 which increased total open position to 606
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 474.15, which was -17.90 lower than the previous day. The implied volatity was 17.54, the open interest changed by 157 which increased total open position to 424
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 492.05, which was -37.40 lower than the previous day. The implied volatity was 17.09, the open interest changed by 199 which increased total open position to 267
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 529.45, which was 50.85 higher than the previous day. The implied volatity was 16.41, the open interest changed by 19 which increased total open position to 68
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 478.6, which was 148.05 higher than the previous day. The implied volatity was 15.77, the open interest changed by 46 which increased total open position to 49
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 330.55, which was 69.90 higher than the previous day. The implied volatity was 16.59, the open interest changed by 3 which increased total open position to 3
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 260.65, 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 260.65, which was -75.50 lower than the previous day. The implied volatity was 16.14, the open interest changed by 1 which increased total open position to 1
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 336.15, 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 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 336.15, 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 336.15, 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 1
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 336.15, which was -49.55 lower than the previous day. The implied volatity was 16.16, 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 385.7, which was 0.00 lower than the previous day. The implied volatity was 3.49, 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 385.7, 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 385.7, 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 385.7, 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 385.7, 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 385.7, 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 385.7, 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 385.7, 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 385.7, 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 385.7, 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 385.7, 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 385.7, 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 385.7, 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 385.7, 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 385.7, 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 385.7, 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 385.7, 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 385.7, 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 385.7, which was 385.70 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
