BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
05 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 52660.35 | 2800 | -470.00 | - | 75 | -30 | 1,830 | |||
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| 4 Jul | 53103.70 | 3270 | - | 15 | 15 | 1,860 | ||||
| 3 Jul | 53089.25 | 3348.8 | - | 210 | 45 | 1,845 | ||||
| 2 Jul | 52168.10 | 2658.35 | - | 135 | 1,800 | 1,800 | ||||
| 1 Jul | 52574.75 | 2898.1 | - | 0 | -105 | 0 | ||||
| 28 Jun | 52342.25 | 2898.1 | - | 0 | -105 | 0 | ||||
| 27 Jun | 52811.30 | 2898.1 | - | 0 | -105 | 0 | ||||
| 26 Jun | 52870.50 | 2898.1 | - | 105 | 1,875 | 1,875 | ||||
| 25 Jun | 52606.00 | 2141.9 | - | 0 | 1,500 | 0 | ||||
| 24 Jun | 51703.95 | 2141.9 | - | 2,130 | 1,440 | 1,815 | ||||
| 21 Jun | 51661.45 | 2038.05 | - | 105 | -45 | 315 | ||||
| 20 Jun | 51783.25 | 2180.45 | - | 60 | 0 | 360 | ||||
| 19 Jun | 51398.05 | 2313.15 | - | 120 | 90 | 360 | ||||
| 18 Jun | 50440.90 | 1167.45 | - | 240 | 90 | 270 | ||||
| 14 Jun | 50002.00 | 983.30 | - | 255 | 150 | 180 | ||||
| 13 Jun | 49846.70 | 1110.55 | - | 0 | 15 | 0 | ||||
| 12 Jun | 49895.10 | 1110.55 | - | 30 | 0 | 15 | ||||
| 11 Jun | 49705.75 | 1068.00 | - | 15 | 0 | 15 | ||||
| 10 Jun | 49780.90 | 1068.95 | - | 0 | 15 | 0 | ||||
| 7 Jun | 49803.20 | 1068.95 | - | 15 | 0 | 0 | ||||
For NIFTY BANK - strike price 49700 expiring on 10JUL2024
Delta for 49700 CE is -
Historical price for 49700 CE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 2800, which was -470.00 lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 1830
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 3270, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 1860
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 3348.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 1845
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 2658.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 1800
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 2898.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -105 which decreased total open position to 0
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 2898.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -105 which decreased total open position to 0
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 2898.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -105 which decreased total open position to 0
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 2898.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 1875
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 2141.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 2141.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1440 which increased total open position to 1815
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 2038.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 315
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 2180.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 360
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 2313.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 360
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 1167.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 270
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 983.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 180
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 1110.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 1110.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 1068.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 1068.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 1068.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 52660.35 | 3.05 | -1.60 | - | 29,68,950 | 20,295 | 3,96,330 |
| 4 Jul | 53103.70 | 4.65 | - | 24,16,800 | 2,92,875 | 3,76,035 | |
| 3 Jul | 53089.25 | 8.5 | - | 3,80,295 | 65,760 | 83,160 | |
| 2 Jul | 52168.10 | 28.6 | - | 72,765 | 7,035 | 17,355 | |
| 1 Jul | 52574.75 | 29.5 | - | 19,110 | -525 | 10,320 | |
| 28 Jun | 52342.25 | 46.7 | - | 10,695 | 8,040 | 10,845 | |
| 27 Jun | 52811.30 | 44.9 | - | 8,070 | 675 | 2,805 | |
| 26 Jun | 52870.50 | 55.15 | - | 960 | 105 | 2,115 | |
| 25 Jun | 52606.00 | 114.95 | - | 165 | 105 | 2,010 | |
| 24 Jun | 51703.95 | 151.3 | - | 0 | 705 | 0 | |
| 21 Jun | 51661.45 | 151.30 | - | 1,260 | 690 | 1,890 | |
| 20 Jun | 51783.25 | 179.35 | - | 615 | 420 | 1,200 | |
| 19 Jun | 51398.05 | 283.55 | - | 630 | 510 | 780 | |
| 18 Jun | 50440.90 | 408.00 | - | 210 | 120 | 195 | |
| 14 Jun | 50002.00 | 550.00 | - | 210 | 30 | 75 | |
| 13 Jun | 49846.70 | 710.00 | - | 60 | 30 | 75 | |
| 12 Jun | 49895.10 | 959.25 | - | 15 | 0 | 30 | |
| 11 Jun | 49705.75 | 851.05 | - | 0 | 30 | 0 | |
| 10 Jun | 49780.90 | 851.05 | - | 45 | 30 | 30 | |
| 7 Jun | 49803.20 | 1494.20 | - | 0 | 0 | 0 | |
For NIFTY BANK - strike price 49700 expiring on 10JUL2024
Delta for 49700 PE is -
Historical price for 49700 PE is as follows
On 5 Jul BANKNIFTY was trading at 52660.35. The strike last trading price was 3.05, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by 20295 which increased total open position to 396330
On 4 Jul BANKNIFTY was trading at 53103.70. The strike last trading price was 4.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 292875 which increased total open position to 376035
On 3 Jul BANKNIFTY was trading at 53089.25. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 65760 which increased total open position to 83160
On 2 Jul BANKNIFTY was trading at 52168.10. The strike last trading price was 28.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 7035 which increased total open position to 17355
On 1 Jul BANKNIFTY was trading at 52574.75. The strike last trading price was 29.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 10320
On 28 Jun BANKNIFTY was trading at 52342.25. The strike last trading price was 46.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 8040 which increased total open position to 10845
On 27 Jun BANKNIFTY was trading at 52811.30. The strike last trading price was 44.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 2805
On 26 Jun BANKNIFTY was trading at 52870.50. The strike last trading price was 55.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 105 which increased total open position to 2115
On 25 Jun BANKNIFTY was trading at 52606.00. The strike last trading price was 114.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 105 which increased total open position to 2010
On 24 Jun BANKNIFTY was trading at 51703.95. The strike last trading price was 151.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 705 which increased total open position to 0
On 21 Jun BANKNIFTY was trading at 51661.45. The strike last trading price was 151.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 690 which increased total open position to 1890
On 20 Jun BANKNIFTY was trading at 51783.25. The strike last trading price was 179.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 420 which increased total open position to 1200
On 19 Jun BANKNIFTY was trading at 51398.05. The strike last trading price was 283.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 510 which increased total open position to 780
On 18 Jun BANKNIFTY was trading at 50440.90. The strike last trading price was 408.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 195
On 14 Jun BANKNIFTY was trading at 50002.00. The strike last trading price was 550.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 75
On 13 Jun BANKNIFTY was trading at 49846.70. The strike last trading price was 710.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 75
On 12 Jun BANKNIFTY was trading at 49895.10. The strike last trading price was 959.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 11 Jun BANKNIFTY was trading at 49705.75. The strike last trading price was 851.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 0
On 10 Jun BANKNIFTY was trading at 49780.90. The strike last trading price was 851.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30
On 7 Jun BANKNIFTY was trading at 49803.20. The strike last trading price was 1494.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0