BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
07 Nov 2024 09:02 AM IST
BANKNIFTY 13NOV2024 50000 CE | ||||||||||
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Delta: 0.97
Vega: 4.83
Theta: -19.69
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Nov | 52317.40 | 2497.8 | 0.00 | 18.65 | 2,107 | 1,632 | 6,892 | |||
6 Nov | 52317.40 | 2497.8 | 279.60 | 18.65 | 2,107 | 1,630 | 6,892 | |||
5 Nov | 52207.25 | 2218.2 | 647.20 | 12.44 | 6,653 | 4,725 | 5,260 | |||
4 Nov | 51215.25 | 1571 | -412.55 | 21.90 | 1,207 | 307 | 533 | |||
1 Nov | 51673.90 | 1983.55 | 0.00 | 0.00 | 0 | 183 | 0 | |||
31 Oct | 51475.35 | 1983.55 | -238.60 | - | 777 | 183 | 226 | |||
30 Oct | 51807.50 | 2222.15 | 132.65 | - | 25 | 3 | 43 | |||
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29 Oct | 52320.70 | 2089.5 | 387.60 | - | 16 | 9 | 40 | |||
28 Oct | 51259.30 | 1701.9 | 215.55 | - | 42 | 14 | 31 | |||
25 Oct | 50787.45 | 1486.35 | -591.55 | - | 117 | 17 | 17 | |||
24 Oct | 51531.15 | 2077.9 | 0.00 | - | 0 | 0 | 0 | |||
23 Oct | 51239.00 | 2077.9 | 0.00 | - | 0 | 0 | 0 | |||
22 Oct | 51257.15 | 2077.9 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 51962.70 | 2077.9 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 52094.20 | 2077.9 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 51288.80 | 2077.9 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 51801.05 | 2077.9 | 0.00 | - | 0 | 0 | 0 | |||
10 Oct | 51530.90 | 2077.9 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 50000 expiring on 13NOV2024
Delta for 50000 CE is 0.97
Historical price for 50000 CE is as follows
On 7 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2497.8, which was 0.00 lower than the previous day. The implied volatity was 18.65, the open interest changed by 1632 which increased total open position to 6892
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2497.8, which was 279.60 higher than the previous day. The implied volatity was 18.65, the open interest changed by 1630 which increased total open position to 6892
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2218.2, which was 647.20 higher than the previous day. The implied volatity was 12.44, the open interest changed by 4725 which increased total open position to 5260
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1571, which was -412.55 lower than the previous day. The implied volatity was 21.90, the open interest changed by 307 which increased total open position to 533
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 1983.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 183 which increased total open position to 0
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 1983.55, which was -238.60 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 2222.15, which was 132.65 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 2089.5, which was 387.60 higher 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 1701.9, which was 215.55 higher 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 1486.35, which was -591.55 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 2077.9, 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 2077.9, 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 2077.9, 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 2077.9, 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 2077.9, 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 2077.9, 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 2077.9, 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 2077.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
BANKNIFTY 13NOV2024 50000 PE | |||||||
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Delta: -0.05
Vega: 7.67
Theta: -11.14
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Nov | 52317.40 | 34.5 | 0.00 | 21.71 | 1,91,543 | 41,210 | 54,765 |
6 Nov | 52317.40 | 34.5 | -57.45 | 21.71 | 1,91,543 | 41,278 | 54,765 |
5 Nov | 52207.25 | 91.95 | -142.55 | 23.67 | 73,511 | 3,926 | 13,635 |
4 Nov | 51215.25 | 234.5 | 35.90 | 22.61 | 47,171 | 3,328 | 10,477 |
1 Nov | 51673.90 | 198.6 | 11.60 | 22.04 | 4,171 | 1,013 | 7,141 |
31 Oct | 51475.35 | 187 | 25.30 | - | 17,176 | 2,083 | 6,258 |
30 Oct | 51807.50 | 161.7 | 44.75 | - | 10,484 | 2,805 | 4,178 |
29 Oct | 52320.70 | 116.95 | -121.90 | - | 3,461 | 628 | 1,401 |
28 Oct | 51259.30 | 238.85 | -163.20 | - | 2,295 | 264 | 810 |
25 Oct | 50787.45 | 402.05 | 157.05 | - | 3,048 | 225 | 546 |
24 Oct | 51531.15 | 245 | -87.35 | - | 413 | 73 | 324 |
23 Oct | 51239.00 | 332.35 | -13.25 | - | 322 | 103 | 250 |
22 Oct | 51257.15 | 345.6 | 115.05 | - | 206 | -71 | 137 |
21 Oct | 51962.70 | 230.55 | 77.45 | - | 287 | 33 | 212 |
18 Oct | 52094.20 | 153.1 | -167.90 | - | 269 | 119 | 180 |
17 Oct | 51288.80 | 321 | 92.45 | - | 108 | 54 | 61 |
16 Oct | 51801.05 | 228.55 | -494.50 | - | 9 | 3 | 4 |
10 Oct | 51530.90 | 723.05 | - | 0 | 0 | 0 |
For Nifty Bank - strike price 50000 expiring on 13NOV2024
Delta for 50000 PE is -0.05
Historical price for 50000 PE is as follows
On 7 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 34.5, which was 0.00 lower than the previous day. The implied volatity was 21.71, the open interest changed by 41210 which increased total open position to 54765
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 34.5, which was -57.45 lower than the previous day. The implied volatity was 21.71, the open interest changed by 41278 which increased total open position to 54765
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 91.95, which was -142.55 lower than the previous day. The implied volatity was 23.67, the open interest changed by 3926 which increased total open position to 13635
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 234.5, which was 35.90 higher than the previous day. The implied volatity was 22.61, the open interest changed by 3328 which increased total open position to 10477
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 198.6, which was 11.60 higher than the previous day. The implied volatity was 22.04, the open interest changed by 1013 which increased total open position to 7141
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 187, which was 25.30 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 161.7, which was 44.75 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 116.95, which was -121.90 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 238.85, which was -163.20 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 402.05, which was 157.05 higher 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 245, which was -87.35 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 332.35, which was -13.25 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 345.6, which was 115.05 higher 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 230.55, which was 77.45 higher 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 153.1, which was -167.90 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 321, which was 92.45 higher 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 228.55, which was -494.50 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 723.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to