BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 49800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 1113.9 | -851.10 | - | 359 | 49 | 140.5 | |||
| 19 Dec | 51575.70 | 1965 | -446.30 | 26.24 | 26 | -12.5 | 91.5 | |||
| 18 Dec | 52139.55 | 2411.3 | -888.70 | - | 5 | -4 | 104 | |||
| 17 Dec | 52834.80 | 3300 | -14.10 | 41.09 | 1.5 | 108 | 108 | |||
| 16 Dec | 53581.35 | 3314.1 | 0.00 | 0.00 | 0 | 108 | 0 | |||
| 13 Dec | 53583.80 | 3314.1 | -532.90 | - | 14.5 | 108 | 108 | |||
| 12 Dec | 53216.45 | 3847 | 0.00 | 0.00 | 0 | -2.5 | 0 | |||
| 11 Dec | 53391.35 | 3847 | -41.00 | 26.18 | 4.5 | -2.5 | 113 | |||
| 10 Dec | 53577.70 | 3888 | 91.90 | - | 0.5 | -0.5 | 115.5 | |||
| 9 Dec | 53407.75 | 3796.1 | -13.90 | - | 2 | 116 | 116 | |||
| 6 Dec | 53509.50 | 3810 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 5 Dec | 53603.55 | 3810 | 62.05 | - | 0.5 | -0.5 | 116 | |||
| 4 Dec | 53266.90 | 3747.95 | 537.15 | 18.15 | 3 | -1 | 116.5 | |||
| 3 Dec | 52695.75 | 3210.8 | 535.05 | 17.28 | 7.5 | 3.5 | 117.5 | |||
| 2 Dec | 52109.00 | 2675.75 | -58.85 | 14.41 | 9.5 | 114 | 114 | |||
| 29 Nov | 52055.60 | 2734.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 28 Nov | 51906.85 | 2734.6 | -195.40 | 18.58 | 2.5 | 1 | 114 | |||
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| 27 Nov | 52301.80 | 2930 | 120.90 | 14.41 | 4 | -0.5 | 113 | |||
| 26 Nov | 52191.50 | 2809.1 | -78.45 | 13.23 | 1.5 | 1 | 113.5 | |||
| 25 Nov | 52207.50 | 2887.55 | 869.60 | 14.92 | 7 | -3 | 112.5 | |||
| 22 Nov | 51135.40 | 2017.95 | 442.30 | 15.13 | 96 | -47 | 115.5 | |||
| 21 Nov | 50372.90 | 1575.65 | -50.35 | 15.47 | 424 | 96.5 | 162.5 | |||
| 19 Nov | 50626.50 | 1626 | 100.00 | 15.21 | 78.5 | -6.5 | 66 | |||
| 18 Nov | 50363.80 | 1526 | 19.95 | 14.41 | 149 | 42.5 | 72.5 | |||
| 14 Nov | 50179.55 | 1506.05 | -133.95 | 14.22 | 12 | 4.5 | 30 | |||
| 13 Nov | 50088.35 | 1640 | -690.95 | 15.54 | 31 | 25.5 | 25.5 | |||
| 12 Nov | 51157.80 | 2330.95 | -3309.60 | 16.89 | 0.5 | 0 | 0 | |||
| 11 Nov | 51876.75 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 51215.25 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 5640.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 5640.55 | 5640.55 | - | 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 49800 expiring on 24DEC2024
Delta for 49800 CE is -
Historical price for 49800 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1113.9, which was -851.10 lower than the previous day. The implied volatity was -, the open interest changed by 98 which increased total open position to 281
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1965, which was -446.30 lower than the previous day. The implied volatity was 26.24, the open interest changed by -25 which decreased total open position to 183
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 2411.3, which was -888.70 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 208
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 3300, which was -14.10 lower than the previous day. The implied volatity was 41.09, the open interest changed by 216 which increased total open position to 216
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3314.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 216 which increased total open position to 0
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 3314.1, which was -532.90 lower than the previous day. The implied volatity was -, the open interest changed by 216 which increased total open position to 216
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3847, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 3847, which was -41.00 lower than the previous day. The implied volatity was 26.18, the open interest changed by -5 which decreased total open position to 226
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3888, which was 91.90 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 231
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3796.1, which was -13.90 lower than the previous day. The implied volatity was -, the open interest changed by 232 which increased total open position to 232
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3810, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3810, which was 62.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 232
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3747.95, which was 537.15 higher than the previous day. The implied volatity was 18.15, the open interest changed by -2 which decreased total open position to 233
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 3210.8, which was 535.05 higher than the previous day. The implied volatity was 17.28, the open interest changed by 7 which increased total open position to 235
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2675.75, which was -58.85 lower than the previous day. The implied volatity was 14.41, the open interest changed by 228 which increased total open position to 228
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2734.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2734.6, which was -195.40 lower than the previous day. The implied volatity was 18.58, the open interest changed by 2 which increased total open position to 228
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2930, which was 120.90 higher than the previous day. The implied volatity was 14.41, the open interest changed by -1 which decreased total open position to 226
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2809.1, which was -78.45 lower than the previous day. The implied volatity was 13.23, the open interest changed by 2 which increased total open position to 227
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2887.55, which was 869.60 higher than the previous day. The implied volatity was 14.92, the open interest changed by -6 which decreased total open position to 225
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 2017.95, which was 442.30 higher than the previous day. The implied volatity was 15.13, the open interest changed by -94 which decreased total open position to 231
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1575.65, which was -50.35 lower than the previous day. The implied volatity was 15.47, the open interest changed by 193 which increased total open position to 325
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1626, which was 100.00 higher than the previous day. The implied volatity was 15.21, the open interest changed by -13 which decreased total open position to 132
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1526, which was 19.95 higher than the previous day. The implied volatity was 14.41, the open interest changed by 85 which increased total open position to 145
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1506.05, which was -133.95 lower than the previous day. The implied volatity was 14.22, the open interest changed by 9 which increased total open position to 60
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1640, which was -690.95 lower than the previous day. The implied volatity was 15.54, the open interest changed by 51 which increased total open position to 51
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 2330.95, which was -3309.60 lower than the previous day. The implied volatity was 16.89, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 5640.55, 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 5640.55, 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 5640.55, 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 5640.55, 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 5640.55, 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 5640.55, 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 5640.55, 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 5640.55, 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 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 5640.55, 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 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 5640.55, 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 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 5640.55, 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 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 5640.55, 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 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 5640.55, 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 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 5640.55, 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 5640.55, 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 5640.55, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 5640.55, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 5640.55, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 5640.55, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 5640.55, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 5640.55, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 5640.55, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 5640.55, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 5640.55, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 5640.55, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 5640.55, 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 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 5640.55, which was 5640.55 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 49800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 12.19
Theta: -29.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 82.3 | 37.30 | 20.38 | 1,51,476 | 3,235.5 | 9,960.5 |
| 19 Dec | 51575.70 | 45 | 19.10 | 22.15 | 63,906 | 2,164 | 6,725 |
| 18 Dec | 52139.55 | 25.9 | 12.35 | 22.26 | 41,562.5 | 571 | 4,561 |
| 17 Dec | 52834.80 | 13.55 | 0.65 | 21.85 | 33,076 | -751.5 | 3,990 |
| 16 Dec | 53581.35 | 12.9 | -6.10 | 24.05 | 18,251.5 | 1,623.5 | 4,741.5 |
| 13 Dec | 53583.80 | 19 | -11.00 | 22.61 | 30,125 | 490.5 | 3,118 |
| 12 Dec | 53216.45 | 30 | 4.00 | 21.59 | 11,519.5 | -1,478 | 2,627.5 |
| 11 Dec | 53391.35 | 26 | -17.70 | 21.02 | 11,021.5 | -702 | 4,105.5 |
| 10 Dec | 53577.70 | 43.7 | -6.95 | 23.37 | 15,202 | 929 | 4,807.5 |
| 9 Dec | 53407.75 | 50.65 | -9.45 | 22.47 | 18,236 | -326.5 | 3,878.5 |
| 6 Dec | 53509.50 | 60.1 | -10.95 | 21.75 | 18,560 | 112 | 4,205 |
| 5 Dec | 53603.55 | 71.05 | -9.05 | 22.47 | 25,178 | 140.5 | 4,093 |
| 4 Dec | 53266.90 | 80.1 | -35.45 | 21.04 | 23,370.5 | -178 | 3,952.5 |
| 3 Dec | 52695.75 | 115.55 | -49.45 | 20.04 | 15,137 | 1,942 | 4,130.5 |
| 2 Dec | 52109.00 | 165 | -12.25 | 19.15 | 20,455.5 | 671.5 | 2,188.5 |
| 29 Nov | 52055.60 | 177.25 | -18.15 | 18.14 | 17,808.5 | 103 | 1,517 |
| 28 Nov | 51906.85 | 195.4 | 60.40 | 18.21 | 15,226.5 | 488 | 1,414 |
| 27 Nov | 52301.80 | 135 | -64.50 | 17.29 | 2,634 | 476 | 926 |
| 26 Nov | 52191.50 | 199.5 | -9.90 | 18.70 | 692.5 | 23 | 450 |
| 25 Nov | 52207.50 | 209.4 | -212.10 | 18.83 | 781 | 8 | 427 |
| 22 Nov | 51135.40 | 421.5 | -158.50 | 18.08 | 909.5 | 81.5 | 419 |
| 21 Nov | 50372.90 | 580 | 13.00 | 17.33 | 1,185 | 27.5 | 337.5 |
| 19 Nov | 50626.50 | 567 | -43.70 | 16.95 | 493 | 80 | 310 |
| 18 Nov | 50363.80 | 610.7 | -36.80 | 16.88 | 478 | 117 | 230 |
| 14 Nov | 50179.55 | 647.5 | 52.40 | 16.12 | 422 | 75.5 | 113 |
| 13 Nov | 50088.35 | 595.1 | 232.50 | 15.56 | 81.5 | 34.5 | 37.5 |
| 12 Nov | 51157.80 | 362.6 | -22.95 | 15.43 | 2.5 | 3 | 3 |
| 11 Nov | 51876.75 | 385.55 | 0.00 | 0.00 | 0 | 1.5 | 0 |
| 8 Nov | 51561.20 | 385.55 | -197.00 | 17.04 | 0.5 | 1.5 | 1.5 |
| 7 Nov | 51916.50 | 582.55 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 6 Nov | 52317.40 | 582.55 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 5 Nov | 52207.25 | 582.55 | 54.75 | 22.68 | 1 | 0.5 | 1.5 |
| 4 Nov | 51215.25 | 527.8 | -79.10 | 17.84 | 1 | 1 | 1 |
| 1 Nov | 51673.90 | 606.9 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 31 Oct | 51475.35 | 606.9 | 24.50 | - | 0.5 | 0.5 | 0.5 |
| 30 Oct | 51807.50 | 582.4 | 0.00 | - | 0 | 0.5 | 0 |
| 29 Oct | 52320.70 | 582.4 | 0.00 | - | 0 | 0.5 | 0 |
| 28 Oct | 51259.30 | 582.4 | 0.00 | - | 0 | 0.5 | 0 |
| 25 Oct | 50787.45 | 582.4 | 0.00 | - | 0 | 0.5 | 0 |
| 24 Oct | 51531.15 | 582.4 | 0.00 | - | 0 | 0.5 | 0 |
| 23 Oct | 51239.00 | 582.4 | 131.85 | - | 1 | 0.5 | 0.5 |
| 22 Oct | 51257.15 | 450.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 450.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 450.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 450.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 450.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 450.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 450.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 450.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 450.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 450.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 450.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 450.55 | 450.55 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 0 | 0.00 | - | 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 49800 expiring on 24DEC2024
Delta for 49800 PE is -0.15
Historical price for 49800 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 82.3, which was 37.30 higher than the previous day. The implied volatity was 20.38, the open interest changed by 6471 which increased total open position to 19921
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 45, which was 19.10 higher than the previous day. The implied volatity was 22.15, the open interest changed by 4328 which increased total open position to 13450
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 25.9, which was 12.35 higher than the previous day. The implied volatity was 22.26, the open interest changed by 1142 which increased total open position to 9122
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 13.55, which was 0.65 higher than the previous day. The implied volatity was 21.85, the open interest changed by -1503 which decreased total open position to 7980
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 12.9, which was -6.10 lower than the previous day. The implied volatity was 24.05, the open interest changed by 3247 which increased total open position to 9483
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 19, which was -11.00 lower than the previous day. The implied volatity was 22.61, the open interest changed by 981 which increased total open position to 6236
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 30, which was 4.00 higher than the previous day. The implied volatity was 21.59, the open interest changed by -2956 which decreased total open position to 5255
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 26, which was -17.70 lower than the previous day. The implied volatity was 21.02, the open interest changed by -1404 which decreased total open position to 8211
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 43.7, which was -6.95 lower than the previous day. The implied volatity was 23.37, the open interest changed by 1858 which increased total open position to 9615
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 50.65, which was -9.45 lower than the previous day. The implied volatity was 22.47, the open interest changed by -653 which decreased total open position to 7757
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 60.1, which was -10.95 lower than the previous day. The implied volatity was 21.75, the open interest changed by 224 which increased total open position to 8410
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 71.05, which was -9.05 lower than the previous day. The implied volatity was 22.47, the open interest changed by 281 which increased total open position to 8186
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 80.1, which was -35.45 lower than the previous day. The implied volatity was 21.04, the open interest changed by -356 which decreased total open position to 7905
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 115.55, which was -49.45 lower than the previous day. The implied volatity was 20.04, the open interest changed by 3884 which increased total open position to 8261
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 165, which was -12.25 lower than the previous day. The implied volatity was 19.15, the open interest changed by 1343 which increased total open position to 4377
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 177.25, which was -18.15 lower than the previous day. The implied volatity was 18.14, the open interest changed by 206 which increased total open position to 3034
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 195.4, which was 60.40 higher than the previous day. The implied volatity was 18.21, the open interest changed by 976 which increased total open position to 2828
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 135, which was -64.50 lower than the previous day. The implied volatity was 17.29, the open interest changed by 952 which increased total open position to 1852
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 199.5, which was -9.90 lower than the previous day. The implied volatity was 18.70, the open interest changed by 46 which increased total open position to 900
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 209.4, which was -212.10 lower than the previous day. The implied volatity was 18.83, the open interest changed by 16 which increased total open position to 854
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 421.5, which was -158.50 lower than the previous day. The implied volatity was 18.08, the open interest changed by 163 which increased total open position to 838
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 580, which was 13.00 higher than the previous day. The implied volatity was 17.33, the open interest changed by 55 which increased total open position to 675
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 567, which was -43.70 lower than the previous day. The implied volatity was 16.95, the open interest changed by 160 which increased total open position to 620
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 610.7, which was -36.80 lower than the previous day. The implied volatity was 16.88, the open interest changed by 234 which increased total open position to 460
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 647.5, which was 52.40 higher than the previous day. The implied volatity was 16.12, the open interest changed by 151 which increased total open position to 226
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 595.1, which was 232.50 higher than the previous day. The implied volatity was 15.56, the open interest changed by 69 which increased total open position to 75
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 362.6, which was -22.95 lower than the previous day. The implied volatity was 15.43, the open interest changed by 6 which increased total open position to 6
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 385.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 385.55, which was -197.00 lower than the previous day. The implied volatity was 17.04, the open interest changed by 3 which increased total open position to 3
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 582.55, 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 582.55, 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 582.55, which was 54.75 higher than the previous day. The implied volatity was 22.68, the open interest changed by 1 which increased total open position to 3
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 527.8, which was -79.10 lower than the previous day. The implied volatity was 17.84, the open interest changed by 2 which increased total open position to 2
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 606.9, 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 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 606.9, which was 24.50 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 582.4, 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 582.4, 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 582.4, 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 582.4, 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 582.4, 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 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 582.4, which was 131.85 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 450.55, 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 450.55, 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 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 450.55, 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 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 450.55, 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 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 450.55, 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 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 450.55, 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 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 450.55, 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 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 450.55, 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 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 450.55, 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 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 450.55, 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 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 450.55, 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 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 450.55, which was 450.55 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 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 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
