BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 49500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 1385.65 | -886.20 | - | 431 | 17 | 318 | |||
| 19 Dec | 51575.70 | 2271.85 | -590.65 | 29.94 | 234 | -31 | 301 | |||
| 18 Dec | 52139.55 | 2862.5 | -720.10 | 30.84 | 45.5 | -13 | 332 | |||
| 17 Dec | 52834.80 | 3582.6 | -593.55 | 42.79 | 15 | -1.5 | 345 | |||
| 16 Dec | 53581.35 | 4176.15 | 76.15 | 35.69 | 10 | 1 | 346.5 | |||
| 13 Dec | 53583.80 | 4100 | 179.65 | - | 40.5 | -2 | 345.5 | |||
| 12 Dec | 53216.45 | 3920.35 | -149.65 | 23.51 | 4.5 | -0.5 | 347.5 | |||
| 11 Dec | 53391.35 | 4070 | 90.00 | 15.71 | 6.5 | -2.5 | 348 | |||
| 10 Dec | 53577.70 | 3980 | -130.10 | - | 7 | 0.5 | 350.5 | |||
| 9 Dec | 53407.75 | 4110.1 | -135.65 | - | 21.5 | -7 | 350 | |||
| 6 Dec | 53509.50 | 4245.75 | -11.60 | 16.80 | 61 | -43.5 | 357 | |||
| 5 Dec | 53603.55 | 4257.35 | 321.20 | - | 38 | -22 | 400.5 | |||
| 4 Dec | 53266.90 | 3936.15 | 521.20 | - | 14.5 | -5.5 | 422.5 | |||
| 3 Dec | 52695.75 | 3414.95 | 422.55 | - | 23 | -1.5 | 428 | |||
| 2 Dec | 52109.00 | 2992.4 | 27.25 | 16.68 | 107 | -14.5 | 429.5 | |||
| 29 Nov | 52055.60 | 2965.15 | -46.85 | 16.77 | 250 | -134.5 | 444 | |||
| 28 Nov | 51906.85 | 3012 | -216.00 | 19.12 | 163.5 | -22 | 578.5 | |||
| 27 Nov | 52301.80 | 3228 | 64.45 | 15.60 | 59.5 | 1.5 | 600.5 | |||
| 26 Nov | 52191.50 | 3163.55 | -4.20 | 16.76 | 80.5 | -39 | 599 | |||
| 25 Nov | 52207.50 | 3167.75 | 886.85 | 15.65 | 309.5 | -116 | 638 | |||
| 22 Nov | 51135.40 | 2280.9 | 489.25 | 15.82 | 273.5 | 11 | 754 | |||
| 21 Nov | 50372.90 | 1791.65 | -20.90 | 15.65 | 1,543 | 537.5 | 743 | |||
| 19 Nov | 50626.50 | 1812.55 | 84.95 | 14.77 | 111.5 | -38 | 205.5 | |||
| 18 Nov | 50363.80 | 1727.6 | 39.80 | 14.31 | 225 | 39 | 243.5 | |||
| 14 Nov | 50179.55 | 1687.8 | -154.10 | 14.17 | 326 | 44 | 204.5 | |||
| 13 Nov | 50088.35 | 1841.9 | -665.90 | 15.60 | 265.5 | 62 | 160.5 | |||
| 12 Nov | 51157.80 | 2507.8 | -832.15 | 15.96 | 63 | 9.5 | 98.5 | |||
| 11 Nov | 51876.75 | 3339.95 | 449.95 | 21.19 | 12 | 3.5 | 89 | |||
| 8 Nov | 51561.20 | 2890 | -340.00 | 15.45 | 57 | -22 | 85.5 | |||
| 7 Nov | 51916.50 | 3230 | -400.05 | 15.62 | 28.5 | 21 | 107.5 | |||
| 6 Nov | 52317.40 | 3630.05 | 180.05 | 13.91 | 101.5 | -19 | 86.5 | |||
| 5 Nov | 52207.25 | 3450 | 650.00 | 15.63 | 26.5 | 0 | 105.5 | |||
| 4 Nov | 51215.25 | 2800 | -288.80 | 16.87 | 19.5 | 2.5 | 105.5 | |||
| 1 Nov | 51673.90 | 3088.8 | 68.80 | 14.30 | 0.5 | 0 | 103 | |||
| 31 Oct | 51475.35 | 3020 | -458.10 | - | 7.5 | 0.5 | 103 | |||
| 30 Oct | 51807.50 | 3478.1 | -197.45 | - | 7 | -0.5 | 102.5 | |||
| 29 Oct | 52320.70 | 3675.55 | 719.85 | - | 25.5 | -5.5 | 103 | |||
| 28 Oct | 51259.30 | 2955.7 | 320.60 | - | 29 | -13 | 108.5 | |||
| 25 Oct | 50787.45 | 2635.1 | -521.55 | - | 177.5 | -10.5 | 121.5 | |||
| 24 Oct | 51531.15 | 3156.65 | 216.65 | - | 6.5 | -5.5 | 132 | |||
| 23 Oct | 51239.00 | 2940 | -83.00 | - | 25.5 | -9 | 137.5 | |||
| 22 Oct | 51257.15 | 3023 | -438.00 | - | 23 | -36 | 146.5 | |||
| 21 Oct | 51962.70 | 3461 | -177.95 | - | 27 | -2.5 | 182.5 | |||
| 18 Oct | 52094.20 | 3638.95 | 585.00 | - | 18 | 4 | 185 | |||
| 17 Oct | 51288.80 | 3053.95 | -461.20 | - | 2.5 | 0.5 | 181 | |||
| 16 Oct | 51801.05 | 3515.15 | -12.95 | - | 1.5 | 0 | 180.5 | |||
| 15 Oct | 51906.00 | 3528.1 | 118.00 | - | 3.5 | 0 | 180.5 | |||
| 14 Oct | 51816.90 | 3410.1 | 430.10 | - | 9.5 | 0.5 | 180.5 | |||
| 11 Oct | 51172.30 | 2980 | -405.20 | - | 8.5 | -2.5 | 180 | |||
| 10 Oct | 51530.90 | 3385.2 | 295.05 | - | 7 | -3.5 | 182.5 | |||
| 9 Oct | 51007.00 | 3090.15 | -13.90 | - | 104.5 | 2 | 186 | |||
| 8 Oct | 51021.00 | 3104.05 | 181.25 | - | 7 | 0 | 184 | |||
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| 7 Oct | 50478.90 | 2922.8 | -477.20 | - | 70.5 | -24 | 184 | |||
| 4 Oct | 51462.05 | 3400 | -350.00 | - | 14 | -1 | 208 | |||
| 3 Oct | 51845.20 | 3750 | -810.00 | - | 42 | -3.5 | 209 | |||
| 1 Oct | 52922.60 | 4560 | -68.05 | - | 15.5 | 10 | 212.5 | |||
| 30 Sept | 52978.10 | 4628.05 | -559.10 | - | 132.5 | -47 | 202.5 | |||
| 27 Sept | 53834.30 | 5187.15 | -179.25 | - | 5 | 0 | 249.5 | |||
| 26 Sept | 54375.35 | 5366.4 | 181.40 | - | 2.5 | 0 | 249.5 | |||
| 25 Sept | 54114.80 | 5185.00 | - | 19 | 9 | 249.5 | ||||
For Nifty Bank - strike price 49500 expiring on 24DEC2024
Delta for 49500 CE is -
Historical price for 49500 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1385.65, which was -886.20 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 636
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2271.85, which was -590.65 lower than the previous day. The implied volatity was 29.94, the open interest changed by -62 which decreased total open position to 602
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2862.5, which was -720.10 lower than the previous day. The implied volatity was 30.84, the open interest changed by -26 which decreased total open position to 664
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 3582.6, which was -593.55 lower than the previous day. The implied volatity was 42.79, the open interest changed by -3 which decreased total open position to 690
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 4176.15, which was 76.15 higher than the previous day. The implied volatity was 35.69, the open interest changed by 2 which increased total open position to 693
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 4100, which was 179.65 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 691
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3920.35, which was -149.65 lower than the previous day. The implied volatity was 23.51, the open interest changed by -1 which decreased total open position to 695
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 4070, which was 90.00 higher than the previous day. The implied volatity was 15.71, the open interest changed by -5 which decreased total open position to 696
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3980, which was -130.10 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 701
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 4110.1, which was -135.65 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 700
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 4245.75, which was -11.60 lower than the previous day. The implied volatity was 16.80, the open interest changed by -87 which decreased total open position to 714
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 4257.35, which was 321.20 higher than the previous day. The implied volatity was -, the open interest changed by -44 which decreased total open position to 801
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3936.15, which was 521.20 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 845
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 3414.95, which was 422.55 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 856
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2992.4, which was 27.25 higher than the previous day. The implied volatity was 16.68, the open interest changed by -29 which decreased total open position to 859
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2965.15, which was -46.85 lower than the previous day. The implied volatity was 16.77, the open interest changed by -269 which decreased total open position to 888
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 3012, which was -216.00 lower than the previous day. The implied volatity was 19.12, the open interest changed by -44 which decreased total open position to 1157
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 3228, which was 64.45 higher than the previous day. The implied volatity was 15.60, the open interest changed by 3 which increased total open position to 1201
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 3163.55, which was -4.20 lower than the previous day. The implied volatity was 16.76, the open interest changed by -78 which decreased total open position to 1198
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 3167.75, which was 886.85 higher than the previous day. The implied volatity was 15.65, the open interest changed by -232 which decreased total open position to 1276
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2280.9, which was 489.25 higher than the previous day. The implied volatity was 15.82, the open interest changed by 22 which increased total open position to 1508
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1791.65, which was -20.90 lower than the previous day. The implied volatity was 15.65, the open interest changed by 1075 which increased total open position to 1486
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1812.55, which was 84.95 higher than the previous day. The implied volatity was 14.77, the open interest changed by -76 which decreased total open position to 411
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1727.6, which was 39.80 higher than the previous day. The implied volatity was 14.31, the open interest changed by 78 which increased total open position to 487
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1687.8, which was -154.10 lower than the previous day. The implied volatity was 14.17, the open interest changed by 88 which increased total open position to 409
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1841.9, which was -665.90 lower than the previous day. The implied volatity was 15.60, the open interest changed by 124 which increased total open position to 321
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2507.8, which was -832.15 lower than the previous day. The implied volatity was 15.96, the open interest changed by 19 which increased total open position to 197
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 3339.95, which was 449.95 higher than the previous day. The implied volatity was 21.19, the open interest changed by 7 which increased total open position to 178
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2890, which was -340.00 lower than the previous day. The implied volatity was 15.45, the open interest changed by -44 which decreased total open position to 171
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 3230, which was -400.05 lower than the previous day. The implied volatity was 15.62, the open interest changed by 42 which increased total open position to 215
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 3630.05, which was 180.05 higher than the previous day. The implied volatity was 13.91, the open interest changed by -38 which decreased total open position to 173
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 3450, which was 650.00 higher than the previous day. The implied volatity was 15.63, the open interest changed by 0 which decreased total open position to 211
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2800, which was -288.80 lower than the previous day. The implied volatity was 16.87, the open interest changed by 5 which increased total open position to 211
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 3088.8, which was 68.80 higher than the previous day. The implied volatity was 14.30, the open interest changed by 0 which decreased total open position to 206
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 3020, which was -458.10 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 3478.1, which was -197.45 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 3675.55, which was 719.85 higher 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 2955.7, which was 320.60 higher 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 2635.1, which was -521.55 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 3156.65, which was 216.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 2940, which was -83.00 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 3023, which was -438.00 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 3461, which was -177.95 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 3638.95, which was 585.00 higher 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 3053.95, which was -461.20 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 3515.15, which was -12.95 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 3528.1, which was 118.00 higher 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 3410.1, which was 430.10 higher 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 2980, which was -405.20 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 3385.2, which was 295.05 higher 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 3090.15, which was -13.90 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 3104.05, which was 181.25 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 2922.8, which was -477.20 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 3400, which was -350.00 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 3750, which was -810.00 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 4560, which was -68.05 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 4628.05, which was -559.10 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 5187.15, which was -179.25 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 5366.4, which was 181.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54114.80. The strike last trading price was 5185.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 24DEC2024 49500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 8.77
Theta: -21.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 47 | 19.45 | 20.49 | 3,90,368 | -7,788.5 | 28,686.5 |
| 19 Dec | 51575.70 | 27.55 | 11.05 | 22.11 | 1,83,252 | 11,230.5 | 36,475 |
| 18 Dec | 52139.55 | 16.5 | 1.50 | 22.59 | 1,37,249.5 | 1,360 | 25,244.5 |
| 17 Dec | 52834.80 | 15 | 3.00 | 24.07 | 1,01,330 | -297 | 23,884.5 |
| 16 Dec | 53581.35 | 12 | -3.35 | 25.45 | 82,296.5 | 4,034.5 | 24,181.5 |
| 13 Dec | 53583.80 | 15.35 | -9.75 | 23.32 | 1,34,933 | -461.5 | 20,147 |
| 12 Dec | 53216.45 | 25.1 | -0.20 | 22.41 | 45,021 | 81.5 | 20,608.5 |
| 11 Dec | 53391.35 | 25.3 | -5.95 | 22.36 | 45,647 | -1,906.5 | 20,527 |
| 10 Dec | 53577.70 | 31.25 | -9.75 | 23.36 | 63,202.5 | -1,178.5 | 22,433.5 |
| 9 Dec | 53407.75 | 41 | -11.00 | 22.96 | 59,478.5 | 1,373.5 | 23,612 |
| 6 Dec | 53509.50 | 52 | -5.00 | 22.44 | 70,070 | -1,066 | 22,238.5 |
| 5 Dec | 53603.55 | 57 | -13.55 | 22.76 | 77,733 | 521.5 | 23,304.5 |
| 4 Dec | 53266.90 | 70.55 | -24.95 | 21.77 | 69,101 | 2,199.5 | 22,783 |
| 3 Dec | 52695.75 | 95.5 | -40.55 | 20.52 | 66,955.5 | 2,739 | 20,583.5 |
| 2 Dec | 52109.00 | 136.05 | -15.95 | 19.54 | 74,610.5 | 125.5 | 17,844.5 |
| 29 Nov | 52055.60 | 152 | -12.55 | 18.71 | 51,381 | 1,879.5 | 17,719 |
| 28 Nov | 51906.85 | 164.55 | 45.55 | 18.64 | 58,721 | 1,242 | 15,839.5 |
| 27 Nov | 52301.80 | 119 | -42.00 | 17.98 | 27,217.5 | 5,468.5 | 14,597.5 |
| 26 Nov | 52191.50 | 161 | -18.10 | 18.81 | 8,836 | 1,653.5 | 9,129 |
| 25 Nov | 52207.50 | 179.1 | -170.90 | 19.21 | 9,169.5 | 950 | 7,475.5 |
| 22 Nov | 51135.40 | 350 | -142.00 | 18.15 | 14,894 | 1,142.5 | 6,525.5 |
| 21 Nov | 50372.90 | 492 | -8.70 | 17.50 | 8,092.5 | 522 | 5,383 |
| 19 Nov | 50626.50 | 500.7 | -17.80 | 17.48 | 7,605.5 | -93 | 4,861 |
| 18 Nov | 50363.80 | 518.5 | -29.55 | 17.05 | 3,936 | 678 | 4,954 |
| 14 Nov | 50179.55 | 548.05 | 47.80 | 16.18 | 4,133.5 | 143 | 4,276 |
| 13 Nov | 50088.35 | 500.25 | 155.25 | 15.62 | 4,727 | 409.5 | 4,133 |
| 12 Nov | 51157.80 | 345 | 110.95 | 16.44 | 2,559.5 | 321 | 3,723.5 |
| 11 Nov | 51876.75 | 234.05 | -90.35 | 16.57 | 1,282.5 | -52.5 | 3,402.5 |
| 8 Nov | 51561.20 | 324.4 | 42.70 | 17.10 | 1,588.5 | 255 | 3,455 |
| 7 Nov | 51916.50 | 281.7 | 33.70 | 17.40 | 909.5 | 181.5 | 3,200 |
| 6 Nov | 52317.40 | 248 | -72.00 | 18.18 | 823 | 129 | 3,018.5 |
| 5 Nov | 52207.25 | 320 | -141.00 | 18.74 | 1,030.5 | 18.5 | 2,889.5 |
| 4 Nov | 51215.25 | 461 | 50.25 | 18.04 | 445 | 50 | 2,871 |
| 1 Nov | 51673.90 | 410.75 | 18.75 | 18.47 | 33.5 | 12 | 2,821 |
| 31 Oct | 51475.35 | 392 | 20.20 | - | 404 | 27 | 2,809 |
| 30 Oct | 51807.50 | 371.8 | 62.80 | - | 116.5 | -5 | 2,782 |
| 29 Oct | 52320.70 | 309 | -156.00 | - | 648 | -8.5 | 2,787 |
| 28 Oct | 51259.30 | 465 | -141.10 | - | 370 | -8.5 | 2,795.5 |
| 25 Oct | 50787.45 | 606.1 | 158.80 | - | 758 | -83.5 | 2,804 |
| 24 Oct | 51531.15 | 447.3 | -53.95 | - | 259.5 | -18 | 2,887.5 |
| 23 Oct | 51239.00 | 501.25 | 4.25 | - | 263.5 | 25 | 2,905.5 |
| 22 Oct | 51257.15 | 497 | 114.50 | - | 254.5 | 49 | 2,880.5 |
| 21 Oct | 51962.70 | 382.5 | 69.85 | - | 327.5 | 103.5 | 2,831.5 |
| 18 Oct | 52094.20 | 312.65 | -157.15 | - | 380 | -20.5 | 2,728 |
| 17 Oct | 51288.80 | 469.8 | 132.40 | - | 238.5 | 19 | 2,748.5 |
| 16 Oct | 51801.05 | 337.4 | 15.60 | - | 146.5 | -3.5 | 2,729.5 |
| 15 Oct | 51906.00 | 321.8 | -20.65 | - | 46.5 | -3.5 | 2,733 |
| 14 Oct | 51816.90 | 342.45 | -147.55 | - | 176 | 1.5 | 2,736.5 |
| 11 Oct | 51172.30 | 490 | 62.35 | - | 61.5 | -16.5 | 2,735 |
| 10 Oct | 51530.90 | 427.65 | -94.40 | - | 330 | -25.5 | 2,751.5 |
| 9 Oct | 51007.00 | 522.05 | -28.55 | - | 230 | 30.5 | 2,777 |
| 8 Oct | 51021.00 | 550.6 | -81.40 | - | 87.5 | -19.5 | 2,746.5 |
| 7 Oct | 50478.90 | 632 | 203.00 | - | 719 | 16 | 2,766 |
| 4 Oct | 51462.05 | 429 | 111.75 | - | 602 | 99 | 2,750 |
| 3 Oct | 51845.20 | 317.25 | 122.10 | - | 944.5 | 56 | 2,651 |
| 1 Oct | 52922.60 | 195.15 | -17.15 | - | 175.5 | 86.5 | 2,595 |
| 30 Sept | 52978.10 | 212.3 | 50.25 | - | 238 | 44.5 | 2,508.5 |
| 27 Sept | 53834.30 | 162.05 | -5.85 | - | 238.5 | -11 | 2,464 |
| 26 Sept | 54375.35 | 167.9 | -32.15 | - | 295 | -2.5 | 2,475 |
| 25 Sept | 54114.80 | 200.05 | - | 173 | 51.5 | 2,477.5 | |
For Nifty Bank - strike price 49500 expiring on 24DEC2024
Delta for 49500 PE is -0.09
Historical price for 49500 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 47, which was 19.45 higher than the previous day. The implied volatity was 20.49, the open interest changed by -15577 which decreased total open position to 57373
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 27.55, which was 11.05 higher than the previous day. The implied volatity was 22.11, the open interest changed by 22461 which increased total open position to 72950
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 16.5, which was 1.50 higher than the previous day. The implied volatity was 22.59, the open interest changed by 2720 which increased total open position to 50489
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 15, which was 3.00 higher than the previous day. The implied volatity was 24.07, the open interest changed by -594 which decreased total open position to 47769
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 12, which was -3.35 lower than the previous day. The implied volatity was 25.45, the open interest changed by 8069 which increased total open position to 48363
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 15.35, which was -9.75 lower than the previous day. The implied volatity was 23.32, the open interest changed by -923 which decreased total open position to 40294
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 25.1, which was -0.20 lower than the previous day. The implied volatity was 22.41, the open interest changed by 163 which increased total open position to 41217
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 25.3, which was -5.95 lower than the previous day. The implied volatity was 22.36, the open interest changed by -3813 which decreased total open position to 41054
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 31.25, which was -9.75 lower than the previous day. The implied volatity was 23.36, the open interest changed by -2357 which decreased total open position to 44867
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 41, which was -11.00 lower than the previous day. The implied volatity was 22.96, the open interest changed by 2747 which increased total open position to 47224
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 52, which was -5.00 lower than the previous day. The implied volatity was 22.44, the open interest changed by -2132 which decreased total open position to 44477
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 57, which was -13.55 lower than the previous day. The implied volatity was 22.76, the open interest changed by 1043 which increased total open position to 46609
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 70.55, which was -24.95 lower than the previous day. The implied volatity was 21.77, the open interest changed by 4399 which increased total open position to 45566
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 95.5, which was -40.55 lower than the previous day. The implied volatity was 20.52, the open interest changed by 5478 which increased total open position to 41167
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 136.05, which was -15.95 lower than the previous day. The implied volatity was 19.54, the open interest changed by 251 which increased total open position to 35689
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 152, which was -12.55 lower than the previous day. The implied volatity was 18.71, the open interest changed by 3759 which increased total open position to 35438
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 164.55, which was 45.55 higher than the previous day. The implied volatity was 18.64, the open interest changed by 2484 which increased total open position to 31679
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 119, which was -42.00 lower than the previous day. The implied volatity was 17.98, the open interest changed by 10937 which increased total open position to 29195
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 161, which was -18.10 lower than the previous day. The implied volatity was 18.81, the open interest changed by 3307 which increased total open position to 18258
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 179.1, which was -170.90 lower than the previous day. The implied volatity was 19.21, the open interest changed by 1900 which increased total open position to 14951
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 350, which was -142.00 lower than the previous day. The implied volatity was 18.15, the open interest changed by 2285 which increased total open position to 13051
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 492, which was -8.70 lower than the previous day. The implied volatity was 17.50, the open interest changed by 1044 which increased total open position to 10766
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 500.7, which was -17.80 lower than the previous day. The implied volatity was 17.48, the open interest changed by -186 which decreased total open position to 9722
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 518.5, which was -29.55 lower than the previous day. The implied volatity was 17.05, the open interest changed by 1356 which increased total open position to 9908
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 548.05, which was 47.80 higher than the previous day. The implied volatity was 16.18, the open interest changed by 286 which increased total open position to 8552
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 500.25, which was 155.25 higher than the previous day. The implied volatity was 15.62, the open interest changed by 819 which increased total open position to 8266
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 345, which was 110.95 higher than the previous day. The implied volatity was 16.44, the open interest changed by 642 which increased total open position to 7447
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 234.05, which was -90.35 lower than the previous day. The implied volatity was 16.57, the open interest changed by -105 which decreased total open position to 6805
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 324.4, which was 42.70 higher than the previous day. The implied volatity was 17.10, the open interest changed by 510 which increased total open position to 6910
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 281.7, which was 33.70 higher than the previous day. The implied volatity was 17.40, the open interest changed by 363 which increased total open position to 6400
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 248, which was -72.00 lower than the previous day. The implied volatity was 18.18, the open interest changed by 258 which increased total open position to 6037
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 320, which was -141.00 lower than the previous day. The implied volatity was 18.74, the open interest changed by 37 which increased total open position to 5779
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 461, which was 50.25 higher than the previous day. The implied volatity was 18.04, the open interest changed by 100 which increased total open position to 5742
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 410.75, which was 18.75 higher than the previous day. The implied volatity was 18.47, the open interest changed by 24 which increased total open position to 5642
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 392, which was 20.20 higher 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 371.8, which was 62.80 higher 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 309, which was -156.00 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 465, which was -141.10 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 606.1, which was 158.80 higher 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 447.3, which was -53.95 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 501.25, which was 4.25 higher 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 497, which was 114.50 higher 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 382.5, which was 69.85 higher 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 312.65, which was -157.15 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 469.8, which was 132.40 higher 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 337.4, which was 15.60 higher 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 321.8, which was -20.65 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 342.45, which was -147.55 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 490, which was 62.35 higher 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 427.65, which was -94.40 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 522.05, which was -28.55 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 550.6, which was -81.40 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 632, which was 203.00 higher 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 429, which was 111.75 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 317.25, which was 122.10 higher 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 195.15, which was -17.15 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 212.3, which was 50.25 higher 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 162.05, which was -5.85 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 167.9, which was -32.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54114.80. The strike last trading price was 200.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
