BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 3108.5 | -321.50 | - | 975 | -555 | 6,015 | |||
| 4 Jul | 53103.70 | 3430 | - | 1,350 | 75 | 6,570 | ||||
| 3 Jul | 53089.25 | 3519.1 | - | 5,565 | 3,195 | 6,495 | ||||
| 2 Jul | 52168.10 | 2810 | - | 300 | 3,300 | 3,300 | ||||
| 1 Jul | 52574.75 | 3325 | - | 0 | 435 | 0 | ||||
| 28 Jun | 52342.25 | 3325 | - | 0 | 435 | 0 | ||||
| 27 Jun | 52811.30 | 3325 | - | 480 | 435 | 3,195 | ||||
| 26 Jun | 52870.50 | 3329.05 | - | 1,260 | 870 | 2,760 | ||||
| 25 Jun | 52606.00 | 3050 | - | 1,365 | 1,290 | 1,890 | ||||
| 24 Jun | 51703.95 | 2374.9 | - | 165 | -30 | 600 | ||||
| 21 Jun | 51661.45 | 2030.25 | - | 0 | 135 | 0 | ||||
| 20 Jun | 51783.25 | 2030.25 | - | 180 | -15 | 495 | ||||
| 19 Jun | 51398.05 | 2128.50 | - | 885 | 270 | 510 | ||||
| 18 Jun | 50440.90 | 1081.20 | - | 0 | -30 | 0 | ||||
| 14 Jun | 50002.00 | 1081.20 | - | 495 | 15 | 285 | ||||
| 13 Jun | 49846.70 | 1188.15 | - | 0 | 0 | 0 | ||||
| 12 Jun | 49895.10 | 1188.15 | - | 0 | 75 | 0 | ||||
| 11 Jun | 49705.75 | 1188.15 | - | 165 | 60 | 255 | ||||
| 10 Jun | 49780.90 | 1200.00 | - | 45 | 0 | 150 | ||||
| 7 Jun | 49803.20 | 1219.65 | - | 150 | 0 | 0 | ||||
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| 6 Jun | 49291.90 | 1286.90 | - | 0 | 0 | 0 | ||||
For NIFTY BANK - strike price 49500 expiring on 10JUL2024
Delta for 49500 CE is -
Historical price for 49500 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 3108.5, which was -321.50 lower than the previous day. The implied volatity was -, the open interest changed by -555 which decreased total open position to 6015
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 3430, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 6570
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 3519.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 3195 which increased total open position to 6495
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 2810, which was lower than the previous day. The implied volatity was -, the open interest changed by 3300 which increased total open position to 3300
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 3325, which was lower than the previous day. The implied volatity was -, the open interest changed by 435 which increased total open position to 0
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 3325, which was lower than the previous day. The implied volatity was -, the open interest changed by 435 which increased total open position to 0
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 3325, which was lower than the previous day. The implied volatity was -, the open interest changed by 435 which increased total open position to 3195
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 3329.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 870 which increased total open position to 2760
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 3050, which was lower than the previous day. The implied volatity was -, the open interest changed by 1290 which increased total open position to 1890
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 2374.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 600
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 2030.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 135 which increased total open position to 0
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 2030.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 495
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 2128.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 270 which increased total open position to 510
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 1081.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 0
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 1081.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 285
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 1188.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 1188.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 1188.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 255
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 1200.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 1219.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun BANKNIFTY was trading at 49291.90. The strike last trading price was 1286.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 2.25 | -2.95 | - | 94,12,005 | 2,27,640 | 11,48,805 |
| 4 Jul | 53103.70 | 5.2 | - | 61,01,805 | 3,88,935 | 9,21,165 | |
| 3 Jul | 53089.25 | 7.5 | - | 24,26,325 | 3,25,305 | 5,32,230 | |
| 2 Jul | 52168.10 | 21.5 | - | 5,55,285 | 92,085 | 2,01,405 | |
| 1 Jul | 52574.75 | 24.9 | - | 2,97,825 | 30,690 | 1,09,320 | |
| 28 Jun | 52342.25 | 38.7 | - | 1,74,600 | 29,895 | 78,630 | |
| 27 Jun | 52811.30 | 36.6 | - | 1,69,785 | 11,415 | 48,735 | |
| 26 Jun | 52870.50 | 45.65 | - | 1,89,855 | -23,175 | 37,575 | |
| 25 Jun | 52606.00 | 73.35 | - | 2,09,730 | 39,180 | 60,750 | |
| 24 Jun | 51703.95 | 117.55 | - | 52,485 | 6,450 | 22,560 | |
| 21 Jun | 51661.45 | 118.05 | - | 21,810 | 2,625 | 16,125 | |
| 20 Jun | 51783.25 | 153.70 | - | 13,260 | 1,965 | 14,760 | |
| 19 Jun | 51398.05 | 211.90 | - | 13,635 | 6,300 | 12,795 | |
| 18 Jun | 50440.90 | 359.10 | - | 6,060 | 4,155 | 6,480 | |
| 14 Jun | 50002.00 | 481.05 | - | 2,490 | 690 | 2,325 | |
| 13 Jun | 49846.70 | 600.50 | - | 1,005 | 225 | 1,635 | |
| 12 Jun | 49895.10 | 747.25 | - | 795 | 150 | 1,485 | |
| 11 Jun | 49705.75 | 822.25 | - | 1,380 | 1,230 | 1,320 | |
| 10 Jun | 49780.90 | 751.50 | - | 75 | 30 | 75 | |
| 7 Jun | 49803.20 | 925.00 | - | 45 | 0 | 15 | |
| 6 Jun | 49291.90 | 1150.00 | - | 30 | 15 | 15 | |
For NIFTY BANK - strike price 49500 expiring on 10JUL2024
Delta for 49500 PE is -
Historical price for 49500 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 2.25, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 227640 which increased total open position to 1148805
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 5.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 388935 which increased total open position to 921165
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 7.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 325305 which increased total open position to 532230
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 21.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 92085 which increased total open position to 201405
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 24.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 30690 which increased total open position to 109320
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 38.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 29895 which increased total open position to 78630
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 36.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 11415 which increased total open position to 48735
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 45.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -23175 which decreased total open position to 37575
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 73.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 39180 which increased total open position to 60750
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 117.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 6450 which increased total open position to 22560
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 118.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 16125
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 153.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1965 which increased total open position to 14760
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 211.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 12795
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 359.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 4155 which increased total open position to 6480
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 481.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 690 which increased total open position to 2325
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 600.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 1635
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 747.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1485
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 822.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1230 which increased total open position to 1320
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 751.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 75
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 925.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 6 Jun BANKNIFTY was trading at 49291.90. The strike last trading price was 1150.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15