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BANKNIFTY
Nifty Bank

52317.4 0.00 (0.00%)

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Historical option data for BANKNIFTY

07 Nov 2024 09:02 AM IST
BANKNIFTY 13NOV2024 50000 CE
Delta: 0.97
Vega: 4.83
Theta: -19.69
Gamma: 0.00
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
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
Delta: -0.05
Vega: 7.67
Theta: -11.14
Gamma: 0.00
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