BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
21 Nov 2024 03:53 PM IST
| BANKNIFTY 27NOV2024 49500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.85
Vega: 14.82
Theta: -30.54
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 50372.90 | 1105 | -30.85 | 15.42 | 82,136 | 83 | 6,664 | |||
| 19 Nov | 50626.50 | 1135.85 | 41.85 | 12.86 | 9,280 | -244 | 6,614 | |||
| 18 Nov | 50363.80 | 1094 | 34.25 | 13.68 | 27,344 | 349 | 6,882 | |||
| 14 Nov | 50179.55 | 1059.75 | -150.25 | 13.07 | 40,506 | 3,514 | 6,534 | |||
| 13 Nov | 50088.35 | 1210 | -793.25 | 15.33 | 8,052 | 1,971 | 3,003 | |||
| 12 Nov | 51157.80 | 2003.25 | -615.45 | 19.01 | 297 | 150 | 1,032 | |||
| 11 Nov | 51876.75 | 2618.7 | 253.85 | 18.46 | 304 | -64 | 882 | |||
| 8 Nov | 51561.20 | 2364.85 | -400.70 | 15.53 | 374 | 111 | 946 | |||
| 7 Nov | 51916.50 | 2765.55 | -464.45 | 17.83 | 84 | -24 | 834 | |||
| 6 Nov | 52317.40 | 3230 | 202.25 | 17.19 | 42 | -16 | 858 | |||
| 5 Nov | 52207.25 | 3027.75 | 686.75 | 18.66 | 67 | -2 | 875 | |||
| 4 Nov | 51215.25 | 2341 | -406.35 | 20.04 | 157 | 71 | 879 | |||
| 1 Nov | 51673.90 | 2747.35 | -20.35 | 19.26 | 22 | -19 | 808 | |||
| 31 Oct | 51475.35 | 2767.7 | -213.10 | - | 374 | 314 | 827 | |||
| 30 Oct | 51807.50 | 2980.8 | -293.50 | - | 637 | 205 | 516 | |||
| 29 Oct | 52320.70 | 3274.3 | 784.30 | - | 254 | -37 | 310 | |||
| 28 Oct | 51259.30 | 2490 | 362.00 | - | 187 | 7 | 346 | |||
| 25 Oct | 50787.45 | 2128 | -572.50 | - | 459 | 135 | 339 | |||
| 24 Oct | 51531.15 | 2700.5 | 213.65 | - | 63 | 22 | 190 | |||
| 23 Oct | 51239.00 | 2486.85 | -68.15 | - | 157 | 112 | 171 | |||
| 22 Oct | 51257.15 | 2555 | -442.35 | - | 42 | 10 | 60 | |||
| 21 Oct | 51962.70 | 2997.35 | -247.65 | - | 17 | -3 | 50 | |||
| 18 Oct | 52094.20 | 3245 | 627.30 | - | 6 | -1 | 53 | |||
| 17 Oct | 51288.80 | 2617.7 | -432.30 | - | 5 | 2 | 54 | |||
| 16 Oct | 51801.05 | 3050 | 0.00 | - | 2 | 0 | 50 | |||
| 15 Oct | 51906.00 | 3050 | 30.00 | - | 30 | -1 | 50 | |||
| 14 Oct | 51816.90 | 3020 | 450.00 | - | 30 | 19 | 43 | |||
| 11 Oct | 51172.30 | 2570 | -380.00 | - | 3 | 2 | 25 | |||
| 10 Oct | 51530.90 | 2950 | 250.00 | - | 6 | 2 | 24 | |||
| 9 Oct | 51007.00 | 2700 | 31.30 | - | 1 | 0 | 21 | |||
| 8 Oct | 51021.00 | 2668.7 | 204.75 | - | 6 | 1 | 22 | |||
| 7 Oct | 50478.90 | 2463.95 | -1138.45 | - | 23 | 21 | 21 | |||
| 4 Oct | 51462.05 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Oct | 52922.60 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 52978.10 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 53834.30 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 54375.35 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 54101.65 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 53968.60 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 54105.80 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 53793.20 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 53037.60 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 52750.40 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 52188.65 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 52153.15 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 51938.05 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 51772.40 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 51010.00 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 51272.30 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 51117.80 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 50576.85 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 51473.05 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 51400.25 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 51689.10 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 51439.55 | 3602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Aug | 51351.00 | 3602.4 | 3602.40 | - | 0 | 0 | 0 | |||
| 29 Aug | 51165.25 | 0.00 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 49500 expiring on 27NOV2024
Delta for 49500 CE is 0.85
Historical price for 49500 CE is as follows
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1105, which was -30.85 lower than the previous day. The implied volatity was 15.42, the open interest changed by 83 which increased total open position to 6664
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1135.85, which was 41.85 higher than the previous day. The implied volatity was 12.86, the open interest changed by -244 which decreased total open position to 6614
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1094, which was 34.25 higher than the previous day. The implied volatity was 13.68, the open interest changed by 349 which increased total open position to 6882
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1059.75, which was -150.25 lower than the previous day. The implied volatity was 13.07, the open interest changed by 3514 which increased total open position to 6534
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1210, which was -793.25 lower than the previous day. The implied volatity was 15.33, the open interest changed by 1971 which increased total open position to 3003
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2003.25, which was -615.45 lower than the previous day. The implied volatity was 19.01, the open interest changed by 150 which increased total open position to 1032
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2618.7, which was 253.85 higher than the previous day. The implied volatity was 18.46, the open interest changed by -64 which decreased total open position to 882
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2364.85, which was -400.70 lower than the previous day. The implied volatity was 15.53, the open interest changed by 111 which increased total open position to 946
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2765.55, which was -464.45 lower than the previous day. The implied volatity was 17.83, the open interest changed by -24 which decreased total open position to 834
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 3230, which was 202.25 higher than the previous day. The implied volatity was 17.19, the open interest changed by -16 which decreased total open position to 858
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 3027.75, which was 686.75 higher than the previous day. The implied volatity was 18.66, the open interest changed by -2 which decreased total open position to 875
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2341, which was -406.35 lower than the previous day. The implied volatity was 20.04, the open interest changed by 71 which increased total open position to 879
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 2747.35, which was -20.35 lower than the previous day. The implied volatity was 19.26, the open interest changed by -19 which decreased total open position to 808
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 2767.7, which was -213.10 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 2980.8, which was -293.50 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 3274.3, which was 784.30 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 2490, which was 362.00 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 2128, which was -572.50 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 2700.5, which was 213.65 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 2486.85, which was -68.15 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 2555, which was -442.35 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 2997.35, which was -247.65 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 3245, which was 627.30 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 2617.7, which was -432.30 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 3050, 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 3050, which was 30.00 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 3020, which was 450.00 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 2570, which was -380.00 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 2950, which was 250.00 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 2700, which was 31.30 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 2668.7, which was 204.75 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 2463.95, which was -1138.45 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 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54101.65. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 3602.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 3602.4, which was 3602.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 27NOV2024 49500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 18.01
Theta: -26.09
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 50372.90 | 138.85 | -33.15 | 19.24 | 14,79,128 | 36,425 | 1,63,099 |
| 19 Nov | 50626.50 | 172 | -17.10 | 18.66 | 6,53,569 | 171 | 1,27,709 |
| 18 Nov | 50363.80 | 189.1 | -50.90 | 17.54 | 5,47,518 | 8,547 | 1,28,877 |
| 14 Nov | 50179.55 | 240 | 40.00 | 15.48 | 7,73,315 | 15,207 | 1,21,927 |
| 13 Nov | 50088.35 | 200 | 70.00 | 14.35 | 2,92,949 | 84,702 | 1,06,376 |
| 12 Nov | 51157.80 | 130 | 61.80 | 17.00 | 46,910 | 3,753 | 21,804 |
| 11 Nov | 51876.75 | 68.2 | -61.80 | 17.20 | 37,197 | 1,907 | 19,056 |
| 8 Nov | 51561.20 | 130 | 13.45 | 17.54 | 32,234 | 434 | 17,155 |
| 7 Nov | 51916.50 | 116.55 | 23.25 | 18.40 | 22,260 | 576 | 16,731 |
| 6 Nov | 52317.40 | 93.3 | -63.05 | 19.14 | 29,786 | 4,517 | 16,240 |
| 5 Nov | 52207.25 | 156.35 | -152.45 | 20.28 | 14,608 | -372 | 11,709 |
| 4 Nov | 51215.25 | 308.8 | 26.80 | 20.31 | 10,077 | 574 | 12,053 |
| 1 Nov | 51673.90 | 282 | 26.10 | 20.91 | 2,330 | 573 | 11,359 |
| 31 Oct | 51475.35 | 255.9 | 29.20 | - | 9,626 | 1,057 | 11,029 |
| 30 Oct | 51807.50 | 226.7 | 50.20 | - | 11,849 | 1,289 | 10,337 |
| 29 Oct | 52320.70 | 176.5 | -111.20 | - | 13,517 | 118 | 9,003 |
| 28 Oct | 51259.30 | 287.7 | -134.60 | - | 13,753 | 1,199 | 8,910 |
| 25 Oct | 50787.45 | 422.3 | 138.95 | - | 11,145 | 1,081 | 7,711 |
| 24 Oct | 51531.15 | 283.35 | -78.85 | - | 4,488 | 866 | 6,630 |
| 23 Oct | 51239.00 | 362.2 | 2.65 | - | 4,710 | 355 | 5,753 |
| 22 Oct | 51257.15 | 359.55 | 103.05 | - | 3,358 | 660 | 5,398 |
| 21 Oct | 51962.70 | 256.5 | 66.50 | - | 5,392 | 236 | 4,816 |
| 18 Oct | 52094.20 | 190 | -128.65 | - | 5,623 | 184 | 4,585 |
| 17 Oct | 51288.80 | 318.65 | 89.70 | - | 2,198 | 346 | 4,426 |
| 16 Oct | 51801.05 | 228.95 | 24.25 | - | 728 | 83 | 4,102 |
| 15 Oct | 51906.00 | 204.7 | -10.10 | - | 1,084 | 94 | 4,024 |
| 14 Oct | 51816.90 | 214.8 | -167.40 | - | 1,817 | 21 | 3,976 |
| 11 Oct | 51172.30 | 382.2 | 51.20 | - | 1,705 | 130 | 3,958 |
| 10 Oct | 51530.90 | 331 | -114.90 | - | 1,273 | 169 | 3,880 |
| 9 Oct | 51007.00 | 445.9 | -24.30 | - | 1,245 | 204 | 3,773 |
| 8 Oct | 51021.00 | 470.2 | -99.05 | - | 744 | 62 | 3,573 |
| 7 Oct | 50478.90 | 569.25 | 230.15 | - | 1,772 | 348 | 3,506 |
| 4 Oct | 51462.05 | 339.1 | 63.60 | - | 1,927 | 49 | 3,185 |
| 3 Oct | 51845.20 | 275.5 | 134.55 | - | 2,816 | 633 | 3,136 |
| 1 Oct | 52922.60 | 140.95 | -12.50 | - | 829 | 426 | 2,510 |
| 30 Sept | 52978.10 | 153.45 | 53.45 | - | 842 | 461 | 2,083 |
| 27 Sept | 53834.30 | 100 | -7.00 | - | 346 | 180 | 1,621 |
| 26 Sept | 54375.35 | 107 | -11.10 | - | 624 | 350 | 1,439 |
| 25 Sept | 54101.65 | 118.1 | -28.85 | - | 295 | 190 | 1,101 |
| 24 Sept | 53968.60 | 146.95 | -13.65 | - | 180 | 94 | 914 |
| 23 Sept | 54105.80 | 160.6 | -32.40 | - | 608 | 113 | 820 |
| 20 Sept | 53793.20 | 193 | -14.80 | - | 255 | 103 | 710 |
| 19 Sept | 53037.60 | 207.8 | -61.15 | - | 580 | 137 | 607 |
| 18 Sept | 52750.40 | 268.95 | -24.05 | - | 183 | 3 | 478 |
| 17 Sept | 52188.65 | 293 | -16.95 | - | 381 | 125 | 475 |
| 16 Sept | 52153.15 | 309.95 | -69.30 | - | 160 | -108 | 351 |
| 13 Sept | 51938.05 | 379.25 | -81.55 | - | 353 | -122 | 479 |
| 12 Sept | 51772.40 | 460.8 | -89.20 | - | 285 | 9 | 604 |
| 11 Sept | 51010.00 | 550 | 46.65 | - | 25 | 7 | 594 |
| 10 Sept | 51272.30 | 503.35 | -53.45 | - | 109 | 41 | 590 |
| 9 Sept | 51117.80 | 556.8 | -149.45 | - | 220 | 150 | 551 |
| 6 Sept | 50576.85 | 706.25 | -363.20 | - | 496 | 399 | 399 |
| 5 Sept | 51473.05 | 1069.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 51400.25 | 1069.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 51689.10 | 1069.45 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 51439.55 | 1069.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Aug | 51351.00 | 1069.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Aug | 51165.25 | 1069.45 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 49500 expiring on 27NOV2024
Delta for 49500 PE is -0.20
Historical price for 49500 PE is as follows
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 138.85, which was -33.15 lower than the previous day. The implied volatity was 19.24, the open interest changed by 36425 which increased total open position to 163099
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 172, which was -17.10 lower than the previous day. The implied volatity was 18.66, the open interest changed by 171 which increased total open position to 127709
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 189.1, which was -50.90 lower than the previous day. The implied volatity was 17.54, the open interest changed by 8547 which increased total open position to 128877
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 240, which was 40.00 higher than the previous day. The implied volatity was 15.48, the open interest changed by 15207 which increased total open position to 121927
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 200, which was 70.00 higher than the previous day. The implied volatity was 14.35, the open interest changed by 84702 which increased total open position to 106376
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 130, which was 61.80 higher than the previous day. The implied volatity was 17.00, the open interest changed by 3753 which increased total open position to 21804
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 68.2, which was -61.80 lower than the previous day. The implied volatity was 17.20, the open interest changed by 1907 which increased total open position to 19056
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 130, which was 13.45 higher than the previous day. The implied volatity was 17.54, the open interest changed by 434 which increased total open position to 17155
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 116.55, which was 23.25 higher than the previous day. The implied volatity was 18.40, the open interest changed by 576 which increased total open position to 16731
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 93.3, which was -63.05 lower than the previous day. The implied volatity was 19.14, the open interest changed by 4517 which increased total open position to 16240
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 156.35, which was -152.45 lower than the previous day. The implied volatity was 20.28, the open interest changed by -372 which decreased total open position to 11709
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 308.8, which was 26.80 higher than the previous day. The implied volatity was 20.31, the open interest changed by 574 which increased total open position to 12053
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 282, which was 26.10 higher than the previous day. The implied volatity was 20.91, the open interest changed by 573 which increased total open position to 11359
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 255.9, which was 29.20 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 226.7, which was 50.20 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 176.5, which was -111.20 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 287.7, which was -134.60 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 422.3, which was 138.95 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 283.35, which was -78.85 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 362.2, which was 2.65 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 359.55, which was 103.05 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 256.5, which was 66.50 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 190, which was -128.65 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 318.65, which was 89.70 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 228.95, which was 24.25 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 204.7, which was -10.10 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 214.8, which was -167.40 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 382.2, which was 51.20 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 331, which was -114.90 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 445.9, which was -24.30 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 470.2, which was -99.05 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 569.25, which was 230.15 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 339.1, which was 63.60 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 275.5, which was 134.55 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 140.95, which was -12.50 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 153.45, which was 53.45 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 100, which was -7.00 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 107, which was -11.10 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 54101.65. The strike last trading price was 118.1, which was -28.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 146.95, which was -13.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 160.6, which was -32.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 193, which was -14.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 207.8, which was -61.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 268.95, which was -24.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 293, which was -16.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 309.95, which was -69.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 379.25, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 460.8, which was -89.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 550, which was 46.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 503.35, which was -53.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 556.8, which was -149.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 706.25, which was -363.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 1069.45, 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 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 1069.45, 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 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 1069.45, 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 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 1069.45, 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 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 1069.45, 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 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 1069.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
