BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 49600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 1270.85 | -822.90 | - | 60.5 | 30.5 | 73 | |||
| 19 Dec | 51575.70 | 2093.75 | -490.70 | 21.27 | 3 | -1.5 | 42.5 | |||
| 18 Dec | 52139.55 | 2584.45 | -1515.55 | - | 42.5 | 44 | 44 | |||
| 17 Dec | 52834.80 | 4100 | 0.00 | 0.00 | 0 | 66 | 0 | |||
| 16 Dec | 53581.35 | 4100 | 0.00 | 0.00 | 0 | 66 | 0 | |||
| 13 Dec | 53583.80 | 4100 | 0.00 | 0.00 | 0 | 66 | 0 | |||
| 12 Dec | 53216.45 | 4100 | 0.00 | 0.00 | 0 | 66 | 0 | |||
| 11 Dec | 53391.35 | 4100 | 0.00 | 0.00 | 0 | 66 | 0 | |||
| 10 Dec | 53577.70 | 4100 | 0.00 | 0.00 | 0 | 66 | 0 | |||
| 9 Dec | 53407.75 | 4100 | 0.00 | 0.00 | 0 | 66 | 0 | |||
| 6 Dec | 53509.50 | 4100 | 1259.40 | - | 0.5 | 66 | 66 | |||
| 5 Dec | 53603.55 | 2840.6 | 0.00 | 0.00 | 0 | 66.5 | 0 | |||
| 4 Dec | 53266.90 | 2840.6 | 0.00 | 0.00 | 0 | 66.5 | 0 | |||
|
|
||||||||||
| 3 Dec | 52695.75 | 2840.6 | 0.00 | 0.00 | 0 | 66.5 | 0 | |||
| 2 Dec | 52109.00 | 2840.6 | 0.00 | 0.00 | 0 | 66.5 | 0 | |||
| 29 Nov | 52055.60 | 2840.6 | 0.00 | 0.00 | 0 | 66.5 | 0 | |||
| 28 Nov | 51906.85 | 2840.6 | -245.70 | 16.02 | 2 | 66.5 | 66.5 | |||
| 27 Nov | 52301.80 | 3086.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 52191.50 | 3086.3 | 109.50 | 17.19 | 0.5 | 0 | 67.5 | |||
| 25 Nov | 52207.50 | 2976.8 | 788.95 | 8.88 | 0.5 | 0.5 | 67.5 | |||
| 22 Nov | 51135.40 | 2187.85 | 465.15 | 15.47 | 8.5 | 9.5 | 67 | |||
| 21 Nov | 50372.90 | 1722.7 | 2.70 | 15.68 | 130.5 | 52 | 57.5 | |||
| 19 Nov | 50626.50 | 1720 | 26.80 | 14.36 | 11 | -4.5 | 5.5 | |||
| 18 Nov | 50363.80 | 1693.2 | 39.60 | 15.08 | 18.5 | 5 | 10 | |||
| 14 Nov | 50179.55 | 1653.6 | -96.35 | 14.76 | 9 | 3 | 5 | |||
| 13 Nov | 50088.35 | 1749.95 | -823.40 | 15.18 | 1 | 0.5 | 2 | |||
| 12 Nov | 51157.80 | 2573.35 | -3230.30 | 18.66 | 3 | 1.5 | 1.5 | |||
| 11 Nov | 51876.75 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 51215.25 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 5803.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 5803.65 | 5803.65 | - | 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 49600 expiring on 24DEC2024
Delta for 49600 CE is -
Historical price for 49600 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1270.85, which was -822.90 lower than the previous day. The implied volatity was -, the open interest changed by 61 which increased total open position to 146
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 2093.75, which was -490.70 lower than the previous day. The implied volatity was 21.27, the open interest changed by -3 which decreased total open position to 85
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2584.45, which was -1515.55 lower than the previous day. The implied volatity was -, the open interest changed by 88 which increased total open position to 88
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 4100, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 132 which increased total open position to 0
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 4100, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 132 which increased total open position to 0
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 4100, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 132 which increased total open position to 0
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 4100, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 132 which increased total open position to 0
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 4100, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 132 which increased total open position to 0
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 4100, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 132 which increased total open position to 0
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 4100, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 132 which increased total open position to 0
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 4100, which was 1259.40 higher than the previous day. The implied volatity was -, the open interest changed by 132 which increased total open position to 132
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 2840.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 133 which increased total open position to 0
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 2840.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 133 which increased total open position to 0
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 2840.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 133 which increased total open position to 0
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2840.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 133 which increased total open position to 0
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2840.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 133 which increased total open position to 0
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2840.6, which was -245.70 lower than the previous day. The implied volatity was 16.02, the open interest changed by 133 which increased total open position to 133
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 3086.3, 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 3086.3, which was 109.50 higher than the previous day. The implied volatity was 17.19, the open interest changed by 0 which decreased total open position to 135
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2976.8, which was 788.95 higher than the previous day. The implied volatity was 8.88, the open interest changed by 1 which increased total open position to 135
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2187.85, which was 465.15 higher than the previous day. The implied volatity was 15.47, the open interest changed by 19 which increased total open position to 134
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1722.7, which was 2.70 higher than the previous day. The implied volatity was 15.68, the open interest changed by 104 which increased total open position to 115
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1720, which was 26.80 higher than the previous day. The implied volatity was 14.36, the open interest changed by -9 which decreased total open position to 11
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1693.2, which was 39.60 higher than the previous day. The implied volatity was 15.08, the open interest changed by 10 which increased total open position to 20
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1653.6, which was -96.35 lower than the previous day. The implied volatity was 14.76, the open interest changed by 6 which increased total open position to 10
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1749.95, which was -823.40 lower than the previous day. The implied volatity was 15.18, the open interest changed by 1 which increased total open position to 4
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2573.35, which was -3230.30 lower than the previous day. The implied volatity was 18.66, 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 5803.65, 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 5803.65, 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 5803.65, 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 5803.65, 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 5803.65, 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 5803.65, 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 5803.65, 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 5803.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 5803.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 5803.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 5803.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 5803.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 5803.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 5803.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 5803.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 5803.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 5803.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 5803.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 5803.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 5803.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 5803.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 5803.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 5803.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 5803.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 5803.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 5803.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 5803.65, which was 5803.65 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 49600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 9.60
Theta: -22.79
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 53.75 | 16.85 | 20.20 | 94,992 | 737 | 3,943 |
| 19 Dec | 51575.70 | 36.9 | 19.75 | 22.91 | 45,286 | 1,114 | 3,206 |
| 18 Dec | 52139.55 | 17.15 | -0.50 | 22.04 | 34,167 | -762 | 2,092 |
| 17 Dec | 52834.80 | 17.65 | 6.45 | 24.08 | 22,228.5 | 626.5 | 2,854 |
| 16 Dec | 53581.35 | 11.2 | -4.90 | 24.65 | 20,860 | 606 | 2,227.5 |
| 13 Dec | 53583.80 | 16.1 | -10.05 | 23.02 | 26,925 | -416 | 1,621.5 |
| 12 Dec | 53216.45 | 26.15 | 0.30 | 22.07 | 8,873 | 187.5 | 2,037.5 |
| 11 Dec | 53391.35 | 25.85 | -4.60 | 21.96 | 9,897 | -610.5 | 1,850 |
| 10 Dec | 53577.70 | 30.45 | -13.45 | 22.78 | 12,055 | 501.5 | 2,460.5 |
| 9 Dec | 53407.75 | 43.9 | -12.30 | 22.79 | 11,570 | 279 | 1,959 |
| 6 Dec | 53509.50 | 56.2 | -3.90 | 22.34 | 14,360 | -585.5 | 1,680 |
| 5 Dec | 53603.55 | 60.1 | -13.90 | 22.56 | 18,672.5 | 369 | 2,265.5 |
| 4 Dec | 53266.90 | 74 | -28.40 | 21.56 | 13,010.5 | -39 | 1,896.5 |
| 3 Dec | 52695.75 | 102.4 | -42.40 | 20.35 | 11,124 | 649.5 | 1,935.5 |
| 2 Dec | 52109.00 | 144.8 | -12.45 | 19.40 | 12,435 | 223.5 | 1,286 |
| 29 Nov | 52055.60 | 157.25 | -16.65 | 18.42 | 11,813.5 | 232.5 | 1,062.5 |
| 28 Nov | 51906.85 | 173.9 | 45.80 | 18.48 | 12,133 | 281 | 830 |
| 27 Nov | 52301.80 | 128.1 | -42.50 | 17.94 | 1,650 | 193.5 | 549 |
| 26 Nov | 52191.50 | 170.6 | -18.20 | 18.69 | 610.5 | -34 | 355.5 |
| 25 Nov | 52207.50 | 188.8 | -181.20 | 19.07 | 907 | 17.5 | 389.5 |
| 22 Nov | 51135.40 | 370 | -151.50 | 18.07 | 676 | 127 | 372 |
| 21 Nov | 50372.90 | 521.5 | -8.20 | 17.47 | 615.5 | 49 | 245 |
| 19 Nov | 50626.50 | 529.7 | -18.55 | 17.45 | 348 | 61 | 196 |
| 18 Nov | 50363.80 | 548.25 | -29.60 | 17.01 | 290 | 86 | 135 |
| 14 Nov | 50179.55 | 577.85 | 45.35 | 16.13 | 181.5 | 39 | 49 |
| 13 Nov | 50088.35 | 532.5 | 228.95 | 15.64 | 15 | 7.5 | 10 |
| 12 Nov | 51157.80 | 303.55 | -40.70 | 15.16 | 2.5 | 2.5 | 2.5 |
| 11 Nov | 51876.75 | 344.25 | 0.00 | 0.00 | 0 | 3 | 0 |
| 8 Nov | 51561.20 | 344.25 | -27.90 | 17.09 | 3.5 | 3 | 3 |
| 7 Nov | 51916.50 | 372.15 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 6 Nov | 52317.40 | 372.15 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 5 Nov | 52207.25 | 372.15 | 0.00 | 19.56 | 1 | 0.5 | 4.5 |
| 4 Nov | 51215.25 | 372.15 | 0.00 | 0.00 | 0 | 4 | 4 |
| 1 Nov | 51673.90 | 372.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 372.15 | -45.00 | - | 4 | 0 | 0 |
| 30 Oct | 51807.50 | 417.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 417.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 417.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 417.15 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 417.15 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 417.15 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 417.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 417.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 417.15 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 417.15 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 417.15 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 417.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 417.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 417.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 417.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 417.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 417.15 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 417.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 417.15 | 417.15 | - | 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 49600 expiring on 24DEC2024
Delta for 49600 PE is -0.10
Historical price for 49600 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 53.75, which was 16.85 higher than the previous day. The implied volatity was 20.20, the open interest changed by 1474 which increased total open position to 7886
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 36.9, which was 19.75 higher than the previous day. The implied volatity was 22.91, the open interest changed by 2228 which increased total open position to 6412
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 17.15, which was -0.50 lower than the previous day. The implied volatity was 22.04, the open interest changed by -1524 which decreased total open position to 4184
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 17.65, which was 6.45 higher than the previous day. The implied volatity was 24.08, the open interest changed by 1253 which increased total open position to 5708
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 11.2, which was -4.90 lower than the previous day. The implied volatity was 24.65, the open interest changed by 1212 which increased total open position to 4455
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 16.1, which was -10.05 lower than the previous day. The implied volatity was 23.02, the open interest changed by -832 which decreased total open position to 3243
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 26.15, which was 0.30 higher than the previous day. The implied volatity was 22.07, the open interest changed by 375 which increased total open position to 4075
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 25.85, which was -4.60 lower than the previous day. The implied volatity was 21.96, the open interest changed by -1221 which decreased total open position to 3700
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 30.45, which was -13.45 lower than the previous day. The implied volatity was 22.78, the open interest changed by 1003 which increased total open position to 4921
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 43.9, which was -12.30 lower than the previous day. The implied volatity was 22.79, the open interest changed by 558 which increased total open position to 3918
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 56.2, which was -3.90 lower than the previous day. The implied volatity was 22.34, the open interest changed by -1171 which decreased total open position to 3360
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 60.1, which was -13.90 lower than the previous day. The implied volatity was 22.56, the open interest changed by 738 which increased total open position to 4531
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 74, which was -28.40 lower than the previous day. The implied volatity was 21.56, the open interest changed by -78 which decreased total open position to 3793
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 102.4, which was -42.40 lower than the previous day. The implied volatity was 20.35, the open interest changed by 1299 which increased total open position to 3871
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 144.8, which was -12.45 lower than the previous day. The implied volatity was 19.40, the open interest changed by 447 which increased total open position to 2572
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 157.25, which was -16.65 lower than the previous day. The implied volatity was 18.42, the open interest changed by 465 which increased total open position to 2125
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 173.9, which was 45.80 higher than the previous day. The implied volatity was 18.48, the open interest changed by 562 which increased total open position to 1660
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 128.1, which was -42.50 lower than the previous day. The implied volatity was 17.94, the open interest changed by 387 which increased total open position to 1098
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 170.6, which was -18.20 lower than the previous day. The implied volatity was 18.69, the open interest changed by -68 which decreased total open position to 711
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 188.8, which was -181.20 lower than the previous day. The implied volatity was 19.07, the open interest changed by 35 which increased total open position to 779
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 370, which was -151.50 lower than the previous day. The implied volatity was 18.07, the open interest changed by 254 which increased total open position to 744
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 521.5, which was -8.20 lower than the previous day. The implied volatity was 17.47, the open interest changed by 98 which increased total open position to 490
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 529.7, which was -18.55 lower than the previous day. The implied volatity was 17.45, the open interest changed by 122 which increased total open position to 392
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 548.25, which was -29.60 lower than the previous day. The implied volatity was 17.01, the open interest changed by 172 which increased total open position to 270
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 577.85, which was 45.35 higher than the previous day. The implied volatity was 16.13, the open interest changed by 78 which increased total open position to 98
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 532.5, which was 228.95 higher than the previous day. The implied volatity was 15.64, the open interest changed by 15 which increased total open position to 20
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 303.55, which was -40.70 lower than the previous day. The implied volatity was 15.16, the open interest changed by 5 which increased total open position to 5
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 344.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 344.25, which was -27.90 lower than the previous day. The implied volatity was 17.09, the open interest changed by 6 which increased total open position to 6
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 372.15, 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 372.15, 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 372.15, which was 0.00 lower than the previous day. The implied volatity was 19.56, the open interest changed by 1 which increased total open position to 9
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 372.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 8
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 372.15, 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 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 372.15, which was -45.00 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 417.15, 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 417.15, 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 417.15, 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 417.15, 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 417.15, 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 417.15, 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 417.15, 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 417.15, 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 417.15, 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 417.15, 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 417.15, 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 417.15, 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 417.15, 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 417.15, 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 417.15, 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 417.15, 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 417.15, 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 417.15, 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 417.15, which was 417.15 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
