BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
20 Dec 2024 04:13 PM IST
| BANKNIFTY 24DEC2024 49900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.96
Vega: 4.24
Theta: -18.87
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 50759.20 | 1027.8 | -859.50 | 10.81 | 508 | 63 | 188.5 | |||
| 19 Dec | 51575.70 | 1887.3 | -1222.70 | 27.02 | 33.5 | 125.5 | 125.5 | |||
| 18 Dec | 52139.55 | 3110 | 0.00 | 0.00 | 0 | 135.5 | 0 | |||
| 17 Dec | 52834.80 | 3110 | -105.05 | 34.09 | 6.5 | 135.5 | 135.5 | |||
| 16 Dec | 53581.35 | 3215.05 | 0.00 | 0.00 | 0 | -1.5 | 0 | |||
| 13 Dec | 53583.80 | 3215.05 | -489.45 | - | 10.5 | -1.5 | 138 | |||
| 12 Dec | 53216.45 | 3704.5 | 34.00 | 33.93 | 0.5 | 0 | 139.5 | |||
| 11 Dec | 53391.35 | 3670.5 | -119.50 | 13.26 | 5 | 0.5 | 139.5 | |||
| 10 Dec | 53577.70 | 3790 | 43.10 | - | 2 | -1.5 | 139 | |||
| 9 Dec | 53407.75 | 3746.9 | -83.80 | 18.77 | 6.5 | -4 | 140.5 | |||
| 6 Dec | 53509.50 | 3830.7 | -8.85 | - | 5.5 | -1 | 144.5 | |||
| 5 Dec | 53603.55 | 3839.55 | 342.30 | - | 18.5 | 2.5 | 145.5 | |||
| 4 Dec | 53266.90 | 3497.25 | 423.25 | - | 38 | -33.5 | 143 | |||
| 3 Dec | 52695.75 | 3074 | 464.00 | 14.05 | 8 | -2 | 176.5 | |||
| 2 Dec | 52109.00 | 2610 | -15.00 | 15.62 | 12 | -0.5 | 178.5 | |||
| 29 Nov | 52055.60 | 2625 | -13.05 | 17.09 | 9.5 | -1 | 179 | |||
| 28 Nov | 51906.85 | 2638.05 | -192.85 | 17.92 | 78 | 34.5 | 180 | |||
| 27 Nov | 52301.80 | 2830.9 | 47.10 | 13.66 | 11.5 | 1.5 | 145.5 | |||
| 26 Nov | 52191.50 | 2783.8 | -20.25 | 15.62 | 4.5 | -1.5 | 144 | |||
| 25 Nov | 52207.50 | 2804.05 | 843.00 | 15.07 | 40 | -10.5 | 145.5 | |||
| 22 Nov | 51135.40 | 1961.05 | 452.70 | 15.55 | 130.5 | -78 | 156 | |||
| 21 Nov | 50372.90 | 1508.35 | -6.00 | 15.45 | 704.5 | 184.5 | 234 | |||
| 19 Nov | 50626.50 | 1514.35 | 64.85 | 14.40 | 58 | -6 | 49.5 | |||
| 18 Nov | 50363.80 | 1449.5 | 42.30 | 14.22 | 40 | 20.5 | 55.5 | |||
| 14 Nov | 50179.55 | 1407.2 | -141.30 | 13.90 | 42 | 9.5 | 35 | |||
| 13 Nov | 50088.35 | 1548.5 | -729.35 | 15.08 | 49.5 | 25.5 | 25.5 | |||
| 12 Nov | 51157.80 | 2277.85 | -3281.95 | 17.22 | 0.5 | 0 | 0 | |||
| 11 Nov | 51876.75 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 51561.20 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 51916.50 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 52317.40 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 52207.25 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 51215.25 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 51673.90 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 51475.35 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 51807.50 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 52320.70 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 51259.30 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 50787.45 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 51531.15 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 51239.00 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 51257.15 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 51962.70 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 52094.20 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 51288.80 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 51801.05 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 51906.00 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 51816.90 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 51172.30 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 51530.90 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 51007.00 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 51021.00 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 50478.90 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 51462.05 | 5559.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 51845.20 | 5559.8 | 5559.80 | - | 0 | 0 | 0 | |||
| 1 Oct | 52922.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 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 49900 expiring on 24DEC2024
Delta for 49900 CE is 0.96
Historical price for 49900 CE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 1027.8, which was -859.50 lower than the previous day. The implied volatity was 10.81, the open interest changed by 126 which increased total open position to 377
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 1887.3, which was -1222.70 lower than the previous day. The implied volatity was 27.02, the open interest changed by 251 which increased total open position to 251
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 3110, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 271 which increased total open position to 0
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 3110, which was -105.05 lower than the previous day. The implied volatity was 34.09, the open interest changed by 271 which increased total open position to 271
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 3215.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 3215.05, which was -489.45 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 276
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 3704.5, which was 34.00 higher than the previous day. The implied volatity was 33.93, the open interest changed by 0 which decreased total open position to 279
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 3670.5, which was -119.50 lower than the previous day. The implied volatity was 13.26, the open interest changed by 1 which increased total open position to 279
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 3790, which was 43.10 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 278
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 3746.9, which was -83.80 lower than the previous day. The implied volatity was 18.77, the open interest changed by -8 which decreased total open position to 281
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 3830.7, which was -8.85 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 289
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 3839.55, which was 342.30 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 291
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 3497.25, which was 423.25 higher than the previous day. The implied volatity was -, the open interest changed by -67 which decreased total open position to 286
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 3074, which was 464.00 higher than the previous day. The implied volatity was 14.05, the open interest changed by -4 which decreased total open position to 353
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 2610, which was -15.00 lower than the previous day. The implied volatity was 15.62, the open interest changed by -1 which decreased total open position to 357
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 2625, which was -13.05 lower than the previous day. The implied volatity was 17.09, the open interest changed by -2 which decreased total open position to 358
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 2638.05, which was -192.85 lower than the previous day. The implied volatity was 17.92, the open interest changed by 69 which increased total open position to 360
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 2830.9, which was 47.10 higher than the previous day. The implied volatity was 13.66, the open interest changed by 3 which increased total open position to 291
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 2783.8, which was -20.25 lower than the previous day. The implied volatity was 15.62, the open interest changed by -3 which decreased total open position to 288
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 2804.05, which was 843.00 higher than the previous day. The implied volatity was 15.07, the open interest changed by -21 which decreased total open position to 291
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 1961.05, which was 452.70 higher than the previous day. The implied volatity was 15.55, the open interest changed by -156 which decreased total open position to 312
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 1508.35, which was -6.00 lower than the previous day. The implied volatity was 15.45, the open interest changed by 369 which increased total open position to 468
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 1514.35, which was 64.85 higher than the previous day. The implied volatity was 14.40, the open interest changed by -12 which decreased total open position to 99
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 1449.5, which was 42.30 higher than the previous day. The implied volatity was 14.22, the open interest changed by 41 which increased total open position to 111
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 1407.2, which was -141.30 lower than the previous day. The implied volatity was 13.90, the open interest changed by 19 which increased total open position to 70
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 1548.5, which was -729.35 lower than the previous day. The implied volatity was 15.08, 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 2277.85, which was -3281.95 lower than the previous day. The implied volatity was 17.22, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, 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 5559.8, which was 5559.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 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 49900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 13.18
Theta: -30.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 50759.20 | 93.7 | 47.35 | 20.02 | 1,44,692.5 | -422.5 | 4,123 |
| 19 Dec | 51575.70 | 46.35 | 19.50 | 21.38 | 50,371 | 1,457 | 4,545.5 |
| 18 Dec | 52139.55 | 26.85 | 6.60 | 21.67 | 46,714.5 | 126 | 3,088.5 |
| 17 Dec | 52834.80 | 20.25 | 3.65 | 22.70 | 23,330 | 203 | 2,962.5 |
| 16 Dec | 53581.35 | 16.6 | -2.25 | 24.42 | 16,661 | 325 | 2,759.5 |
| 13 Dec | 53583.80 | 18.85 | -12.45 | 22.08 | 33,562.5 | -527.5 | 2,434.5 |
| 12 Dec | 53216.45 | 31.3 | 2.00 | 21.25 | 8,648.5 | 737 | 2,962 |
| 11 Dec | 53391.35 | 29.3 | -9.85 | 20.99 | 6,696.5 | -904.5 | 2,225 |
| 10 Dec | 53577.70 | 39.15 | -12.90 | 22.40 | 11,675 | 163 | 3,129.5 |
| 9 Dec | 53407.75 | 52.05 | -8.30 | 22.11 | 17,582 | 415 | 2,966.5 |
| 6 Dec | 53509.50 | 60.35 | -15.65 | 21.31 | 15,118.5 | 158 | 2,551.5 |
| 5 Dec | 53603.55 | 76 | -13.25 | 22.36 | 19,139 | -787 | 2,393.5 |
| 4 Dec | 53266.90 | 89.25 | -33.60 | 21.12 | 20,517 | 324.5 | 3,180.5 |
| 3 Dec | 52695.75 | 122.85 | -52.30 | 19.89 | 13,520 | 532.5 | 2,856 |
| 2 Dec | 52109.00 | 175.15 | -12.70 | 18.99 | 19,236 | 196 | 2,323.5 |
| 29 Nov | 52055.60 | 187.85 | -23.35 | 17.99 | 14,963 | 33.5 | 2,127.5 |
| 28 Nov | 51906.85 | 211.2 | 58.50 | 18.24 | 18,955.5 | 1,235.5 | 2,094 |
| 27 Nov | 52301.80 | 152.7 | -80.60 | 17.48 | 2,194 | 355 | 858.5 |
| 26 Nov | 52191.50 | 233.3 | 10.10 | 19.23 | 538.5 | 3.5 | 503.5 |
| 25 Nov | 52207.50 | 223.2 | -213.00 | 18.77 | 1,202 | -206.5 | 500 |
| 22 Nov | 51135.40 | 436.2 | -169.90 | 17.83 | 3,973 | 118.5 | 706.5 |
| 21 Nov | 50372.90 | 606.1 | -2.45 | 17.17 | 4,243.5 | -720.5 | 588 |
| 19 Nov | 50626.50 | 608.55 | -50.00 | 16.99 | 526 | 43.5 | 1,308.5 |
| 18 Nov | 50363.80 | 658.55 | -21.45 | 17.13 | 3,547.5 | 1,131.5 | 1,265 |
| 14 Nov | 50179.55 | 680 | 52.20 | 16.04 | 393 | 61.5 | 133.5 |
| 13 Nov | 50088.35 | 627.8 | 248.05 | 15.51 | 236 | 71 | 72 |
| 12 Nov | 51157.80 | 379.75 | 60.60 | 15.29 | 1 | 1 | 1 |
| 11 Nov | 51876.75 | 319.15 | -148.80 | 17.32 | 0.5 | 0 | 0 |
| 8 Nov | 51561.20 | 467.95 | 0.00 | 2.80 | 0 | 0 | 0 |
| 7 Nov | 51916.50 | 467.95 | 0.00 | 3.22 | 0 | 0 | 0 |
| 6 Nov | 52317.40 | 467.95 | 0.00 | 3.76 | 0 | 0 | 0 |
| 5 Nov | 52207.25 | 467.95 | 0.00 | 3.49 | 0 | 0 | 0 |
| 4 Nov | 51215.25 | 467.95 | 0.00 | 2.42 | 0 | 0 | 0 |
| 1 Nov | 51673.90 | 467.95 | 0.00 | 2.97 | 0 | 0 | 0 |
| 31 Oct | 51475.35 | 467.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 51807.50 | 467.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 52320.70 | 467.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 51259.30 | 467.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 50787.45 | 467.95 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 51531.15 | 467.95 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 51239.00 | 467.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 51257.15 | 467.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 51962.70 | 467.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 52094.20 | 467.95 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 51288.80 | 467.95 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 51801.05 | 467.95 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 51906.00 | 467.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 51816.90 | 467.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 51172.30 | 467.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 51530.90 | 467.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 51007.00 | 467.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 51021.00 | 467.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 50478.90 | 467.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 51462.05 | 467.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 51845.20 | 467.95 | 467.95 | - | 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 49900 expiring on 24DEC2024
Delta for 49900 PE is -0.16
Historical price for 49900 PE is as follows
On 20 Dec BANKNIFTY was trading at 50759.20. The strike last trading price was 93.7, which was 47.35 higher than the previous day. The implied volatity was 20.02, the open interest changed by -845 which decreased total open position to 8246
On 19 Dec BANKNIFTY was trading at 51575.70. The strike last trading price was 46.35, which was 19.50 higher than the previous day. The implied volatity was 21.38, the open interest changed by 2914 which increased total open position to 9091
On 18 Dec BANKNIFTY was trading at 52139.55. The strike last trading price was 26.85, which was 6.60 higher than the previous day. The implied volatity was 21.67, the open interest changed by 252 which increased total open position to 6177
On 17 Dec BANKNIFTY was trading at 52834.80. The strike last trading price was 20.25, which was 3.65 higher than the previous day. The implied volatity was 22.70, the open interest changed by 406 which increased total open position to 5925
On 16 Dec BANKNIFTY was trading at 53581.35. The strike last trading price was 16.6, which was -2.25 lower than the previous day. The implied volatity was 24.42, the open interest changed by 650 which increased total open position to 5519
On 13 Dec BANKNIFTY was trading at 53583.80. The strike last trading price was 18.85, which was -12.45 lower than the previous day. The implied volatity was 22.08, the open interest changed by -1055 which decreased total open position to 4869
On 12 Dec BANKNIFTY was trading at 53216.45. The strike last trading price was 31.3, which was 2.00 higher than the previous day. The implied volatity was 21.25, the open interest changed by 1474 which increased total open position to 5924
On 11 Dec BANKNIFTY was trading at 53391.35. The strike last trading price was 29.3, which was -9.85 lower than the previous day. The implied volatity was 20.99, the open interest changed by -1809 which decreased total open position to 4450
On 10 Dec BANKNIFTY was trading at 53577.70. The strike last trading price was 39.15, which was -12.90 lower than the previous day. The implied volatity was 22.40, the open interest changed by 326 which increased total open position to 6259
On 9 Dec BANKNIFTY was trading at 53407.75. The strike last trading price was 52.05, which was -8.30 lower than the previous day. The implied volatity was 22.11, the open interest changed by 830 which increased total open position to 5933
On 6 Dec BANKNIFTY was trading at 53509.50. The strike last trading price was 60.35, which was -15.65 lower than the previous day. The implied volatity was 21.31, the open interest changed by 316 which increased total open position to 5103
On 5 Dec BANKNIFTY was trading at 53603.55. The strike last trading price was 76, which was -13.25 lower than the previous day. The implied volatity was 22.36, the open interest changed by -1574 which decreased total open position to 4787
On 4 Dec BANKNIFTY was trading at 53266.90. The strike last trading price was 89.25, which was -33.60 lower than the previous day. The implied volatity was 21.12, the open interest changed by 649 which increased total open position to 6361
On 3 Dec BANKNIFTY was trading at 52695.75. The strike last trading price was 122.85, which was -52.30 lower than the previous day. The implied volatity was 19.89, the open interest changed by 1065 which increased total open position to 5712
On 2 Dec BANKNIFTY was trading at 52109.00. The strike last trading price was 175.15, which was -12.70 lower than the previous day. The implied volatity was 18.99, the open interest changed by 392 which increased total open position to 4647
On 29 Nov BANKNIFTY was trading at 52055.60. The strike last trading price was 187.85, which was -23.35 lower than the previous day. The implied volatity was 17.99, the open interest changed by 67 which increased total open position to 4255
On 28 Nov BANKNIFTY was trading at 51906.85. The strike last trading price was 211.2, which was 58.50 higher than the previous day. The implied volatity was 18.24, the open interest changed by 2471 which increased total open position to 4188
On 27 Nov BANKNIFTY was trading at 52301.80. The strike last trading price was 152.7, which was -80.60 lower than the previous day. The implied volatity was 17.48, the open interest changed by 710 which increased total open position to 1717
On 26 Nov BANKNIFTY was trading at 52191.50. The strike last trading price was 233.3, which was 10.10 higher than the previous day. The implied volatity was 19.23, the open interest changed by 7 which increased total open position to 1007
On 25 Nov BANKNIFTY was trading at 52207.50. The strike last trading price was 223.2, which was -213.00 lower than the previous day. The implied volatity was 18.77, the open interest changed by -413 which decreased total open position to 1000
On 22 Nov BANKNIFTY was trading at 51135.40. The strike last trading price was 436.2, which was -169.90 lower than the previous day. The implied volatity was 17.83, the open interest changed by 237 which increased total open position to 1413
On 21 Nov BANKNIFTY was trading at 50372.90. The strike last trading price was 606.1, which was -2.45 lower than the previous day. The implied volatity was 17.17, the open interest changed by -1441 which decreased total open position to 1176
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 608.55, which was -50.00 lower than the previous day. The implied volatity was 16.99, the open interest changed by 87 which increased total open position to 2617
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 658.55, which was -21.45 lower than the previous day. The implied volatity was 17.13, the open interest changed by 2263 which increased total open position to 2530
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 680, which was 52.20 higher than the previous day. The implied volatity was 16.04, the open interest changed by 123 which increased total open position to 267
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 627.8, which was 248.05 higher than the previous day. The implied volatity was 15.51, the open interest changed by 142 which increased total open position to 144
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 379.75, which was 60.60 higher than the previous day. The implied volatity was 15.29, the open interest changed by 2 which increased total open position to 2
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 319.15, which was -148.80 lower than the previous day. The implied volatity was 17.32, 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 467.95, which was 0.00 lower than the previous day. The implied volatity was 2.80, 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 467.95, which was 0.00 lower than the previous day. The implied volatity was 3.22, 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 467.95, which was 0.00 lower than the previous day. The implied volatity was 3.76, 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 467.95, which was 0.00 lower than the previous day. The implied volatity was 3.49, 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 467.95, which was 0.00 lower than the previous day. The implied volatity was 2.42, 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 467.95, which was 0.00 lower than the previous day. The implied volatity was 2.97, 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 467.95, 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 467.95, 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 467.95, 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 467.95, 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 467.95, 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 467.95, 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 467.95, 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 467.95, 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 467.95, 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 467.95, 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 467.95, 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 467.95, 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 467.95, 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 467.95, 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 467.95, 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 467.95, 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 467.95, 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 467.95, 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 467.95, 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 467.95, 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 467.95, which was 467.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 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
