BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
08 Nov 2024 04:13 PM IST
| BANKNIFTY 13NOV2024 49600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 14.41
Theta: -60.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Nov | 51561.20 | 2170.1 | -207.20 | 34.06 | 16 | 11 | 13 | |||
| 7 Nov | 51916.50 | 2377.3 | 31.90 | 19.03 | 7 | 2 | 2 | |||
| 6 Nov | 52317.40 | 2345.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 2345.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 51215.25 | 2345.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Nov | 51673.90 | 2345.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 2345.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 2345.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 2345.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 2345.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 2345.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 2345.4 | 2345.40 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 49600 expiring on 13NOV2024
Delta for 49600 CE is 0.84
Historical price for 49600 CE is as follows
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2170.1, which was -207.20 lower than the previous day. The implied volatity was 34.06, the open interest changed by 11 which increased total open position to 13
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2377.3, which was 31.90 higher than the previous day. The implied volatity was 19.03, the open interest changed by 2 which increased total open position to 2
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2345.4, 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 2345.4, 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 2345.4, 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 2345.4, 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 2345.4, 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 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 2345.4, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 2345.4, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 2345.4, 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 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 2345.4, 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 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 2345.4, which was 2345.40 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 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 22 Oct BANKNIFTY was trading at 51257.15. 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 21 Oct BANKNIFTY was trading at 51962.70. 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 18 Oct BANKNIFTY was trading at 52094.20. 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 17 Oct BANKNIFTY was trading at 51288.80. 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 16 Oct BANKNIFTY was trading at 51801.05. 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 13NOV2024 49600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 4.49
Theta: -7.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Nov | 51561.20 | 14.8 | -6.30 | 18.49 | 2,28,252 | 4,923 | 17,085 |
| 7 Nov | 51916.50 | 21.1 | -2.80 | 20.72 | 1,24,822 | 7,450 | 12,190 |
| 6 Nov | 52317.40 | 23.9 | -41.20 | 22.88 | 24,303 | 3,695 | 5,199 |
| 5 Nov | 52207.25 | 65.1 | -99.90 | 24.56 | 7,974 | 676 | 1,445 |
| 4 Nov | 51215.25 | 165 | 21.90 | 23.14 | 2,153 | 604 | 770 |
| 1 Nov | 51673.90 | 143.1 | 0.95 | 22.49 | 40 | 2 | 165 |
| 31 Oct | 51475.35 | 142.15 | 27.15 | - | 768 | 134 | 164 |
| 30 Oct | 51807.50 | 115 | 4.95 | - | 24 | 7 | 30 |
| 29 Oct | 52320.70 | 110.05 | -76.20 | - | 10 | 3 | 22 |
| 28 Oct | 51259.30 | 186.25 | -19.25 | - | 32 | 19 | 19 |
| 25 Oct | 50787.45 | 205.5 | 0.00 | - | 0 | 1 | 0 |
| 24 Oct | 51531.15 | 205.5 | 72.95 | - | 4 | 1 | 2 |
| 23 Oct | 51239.00 | 132.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 132.55 | 0.00 | - | 0 | 1 | 0 |
| 21 Oct | 51962.70 | 132.55 | -460.80 | - | 1 | 0 | 0 |
| 18 Oct | 52094.20 | 593.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 593.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 593.35 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 49600 expiring on 13NOV2024
Delta for 49600 PE is -0.03
Historical price for 49600 PE is as follows
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 14.8, which was -6.30 lower than the previous day. The implied volatity was 18.49, the open interest changed by 4923 which increased total open position to 17085
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 21.1, which was -2.80 lower than the previous day. The implied volatity was 20.72, the open interest changed by 7450 which increased total open position to 12190
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 23.9, which was -41.20 lower than the previous day. The implied volatity was 22.88, the open interest changed by 3695 which increased total open position to 5199
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 65.1, which was -99.90 lower than the previous day. The implied volatity was 24.56, the open interest changed by 676 which increased total open position to 1445
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 165, which was 21.90 higher than the previous day. The implied volatity was 23.14, the open interest changed by 604 which increased total open position to 770
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 143.1, which was 0.95 higher than the previous day. The implied volatity was 22.49, the open interest changed by 2 which increased total open position to 165
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 142.15, which was 27.15 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 115, which was 4.95 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 110.05, which was -76.20 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 186.25, which was -19.25 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 205.5, 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 205.5, which was 72.95 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 132.55, 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 132.55, 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 132.55, which was -460.80 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 593.35, 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 593.35, 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 593.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
