BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
21 Nov 2024 02:07 PM IST
| BANKNIFTY 27NOV2024 50000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.67
Vega: 23.39
Theta: -40.98
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 50386.35 | 700.5 | -68.50 | 16.50 | 12,00,817 | 24,613 | 53,301 | |||
| 19 Nov | 50626.50 | 769 | 37.00 | 13.79 | 1,48,326 | -10,006 | 28,957 | |||
| 18 Nov | 50363.80 | 732 | 1.70 | 14.11 | 3,73,660 | 688 | 39,328 | |||
| 14 Nov | 50179.55 | 730.3 | -129.70 | 13.53 | 5,63,410 | 7,010 | 39,217 | |||
| 13 Nov | 50088.35 | 860 | -690.00 | 15.04 | 1,25,345 | 24,953 | 32,537 | |||
| 12 Nov | 51157.80 | 1550 | -619.35 | 17.04 | 5,301 | 543 | 7,570 | |||
| 11 Nov | 51876.75 | 2169.35 | 229.90 | 17.86 | 5,434 | 3,345 | 7,029 | |||
| 8 Nov | 51561.20 | 1939.45 | -409.55 | 15.74 | 2,668 | -230 | 3,627 | |||
| 7 Nov | 51916.50 | 2349 | -451.00 | 18.36 | 1,107 | -28 | 3,859 | |||
| 6 Nov | 52317.40 | 2800 | 240.00 | 18.27 | 832 | -51 | 3,887 | |||
| 5 Nov | 52207.25 | 2560 | 619.25 | 17.73 | 3,463 | 54 | 3,940 | |||
| 4 Nov | 51215.25 | 1940.75 | -314.25 | 19.48 | 2,149 | 182 | 3,882 | |||
| 1 Nov | 51673.90 | 2255 | -90.35 | 16.79 | 175 | 67 | 3,697 | |||
| 31 Oct | 51475.35 | 2345.35 | -219.80 | - | 1,131 | 272 | 3,637 | |||
| 30 Oct | 51807.50 | 2565.15 | -274.85 | - | 1,719 | 610 | 3,365 | |||
| 29 Oct | 52320.70 | 2840 | 740.00 | - | 2,328 | -312 | 2,753 | |||
| 28 Oct | 51259.30 | 2100 | 329.20 | - | 7,237 | 266 | 3,089 | |||
| 25 Oct | 50787.45 | 1770.8 | -560.55 | - | 6,721 | 1,375 | 2,823 | |||
| 24 Oct | 51531.15 | 2331.35 | 210.15 | - | 871 | 18 | 1,448 | |||
| 23 Oct | 51239.00 | 2121.2 | -55.80 | - | 931 | 161 | 1,430 | |||
| 22 Oct | 51257.15 | 2177 | -413.80 | - | 630 | 80 | 1,269 | |||
| 21 Oct | 51962.70 | 2590.8 | -237.15 | - | 387 | -107 | 1,189 | |||
| 18 Oct | 52094.20 | 2827.95 | 610.65 | - | 1,395 | 148 | 1,296 | |||
| 17 Oct | 51288.80 | 2217.3 | -376.65 | - | 521 | 189 | 1,148 | |||
| 16 Oct | 51801.05 | 2593.95 | -106.05 | - | 256 | -29 | 953 | |||
| 15 Oct | 51906.00 | 2700 | 50.00 | - | 146 | 0 | 982 | |||
| 14 Oct | 51816.90 | 2650 | 442.00 | - | 346 | 24 | 982 | |||
| 11 Oct | 51172.30 | 2208 | -314.00 | - | 422 | 64 | 959 | |||
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| 10 Oct | 51530.90 | 2522 | 270.00 | - | 307 | -56 | 900 | |||
| 9 Oct | 51007.00 | 2252 | -69.75 | - | 1,120 | -9 | 959 | |||
| 8 Oct | 51021.00 | 2321.75 | 235.95 | - | 1,366 | 62 | 1,001 | |||
| 7 Oct | 50478.90 | 2085.8 | -567.95 | - | 1,679 | 258 | 940 | |||
| 4 Oct | 51462.05 | 2653.75 | -377.35 | - | 265 | 0 | 652 | |||
| 3 Oct | 51845.20 | 3031.1 | -804.80 | - | 232 | -27 | 655 | |||
| 1 Oct | 52922.60 | 3835.9 | -25.20 | - | 76 | 59 | 682 | |||
| 30 Sept | 52978.10 | 3861.1 | -586.70 | - | 166 | 95 | 623 | |||
| 27 Sept | 53834.30 | 4447.8 | -253.65 | - | 139 | 79 | 528 | |||
| 26 Sept | 54375.35 | 4701.45 | 180.00 | - | 156 | 113 | 448 | |||
| 25 Sept | 54101.65 | 4521.45 | -28.55 | - | 22 | 21 | 334 | |||
| 24 Sept | 53968.60 | 4550 | -26.40 | - | 36 | 20 | 309 | |||
| 23 Sept | 54105.80 | 4576.4 | 386.40 | - | 103 | 33 | 289 | |||
| 20 Sept | 53793.20 | 4190 | 330.05 | - | 107 | 41 | 266 | |||
| 19 Sept | 53037.60 | 3859.95 | 318.95 | - | 110 | 46 | 225 | |||
| 18 Sept | 52750.40 | 3541 | 433.30 | - | 39 | 3 | 179 | |||
| 17 Sept | 52188.65 | 3107.7 | -42.30 | - | 15 | 4 | 176 | |||
| 16 Sept | 52153.15 | 3150 | 101.15 | - | 67 | 54 | 172 | |||
| 13 Sept | 51938.05 | 3048.85 | 193.75 | - | 23 | 10 | 117 | |||
| 12 Sept | 51772.40 | 2855.1 | 389.65 | - | 41 | 8 | 107 | |||
| 11 Sept | 51010.00 | 2465.45 | -84.55 | - | 50 | 43 | 101 | |||
| 10 Sept | 51272.30 | 2550 | 10.00 | - | 2 | 1 | 57 | |||
| 9 Sept | 51117.80 | 2540 | 260.35 | - | 62 | 27 | 56 | |||
| 6 Sept | 50576.85 | 2279.65 | -1004.35 | - | 40 | 25 | 25 | |||
| 5 Sept | 51473.05 | 3284 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 51400.25 | 3284 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 51689.10 | 3284 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 51439.55 | 3284 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Aug | 51351.00 | 3284 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Aug | 51165.25 | 3284.00 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 50000 expiring on 27NOV2024
Delta for 50000 CE is 0.67
Historical price for 50000 CE is as follows
On 21 Nov BANKNIFTY was trading at 50386.35. The strike last trading price was 700.5, which was -68.50 lower than the previous day. The implied volatity was 16.50, the open interest changed by 24613 which increased total open position to 53301
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 769, which was 37.00 higher than the previous day. The implied volatity was 13.79, the open interest changed by -10006 which decreased total open position to 28957
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 732, which was 1.70 higher than the previous day. The implied volatity was 14.11, the open interest changed by 688 which increased total open position to 39328
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 730.3, which was -129.70 lower than the previous day. The implied volatity was 13.53, the open interest changed by 7010 which increased total open position to 39217
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 860, which was -690.00 lower than the previous day. The implied volatity was 15.04, the open interest changed by 24953 which increased total open position to 32537
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 1550, which was -619.35 lower than the previous day. The implied volatity was 17.04, the open interest changed by 543 which increased total open position to 7570
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2169.35, which was 229.90 higher than the previous day. The implied volatity was 17.86, the open interest changed by 3345 which increased total open position to 7029
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 1939.45, which was -409.55 lower than the previous day. The implied volatity was 15.74, the open interest changed by -230 which decreased total open position to 3627
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2349, which was -451.00 lower than the previous day. The implied volatity was 18.36, the open interest changed by -28 which decreased total open position to 3859
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 2800, which was 240.00 higher than the previous day. The implied volatity was 18.27, the open interest changed by -51 which decreased total open position to 3887
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2560, which was 619.25 higher than the previous day. The implied volatity was 17.73, the open interest changed by 54 which increased total open position to 3940
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 1940.75, which was -314.25 lower than the previous day. The implied volatity was 19.48, the open interest changed by 182 which increased total open position to 3882
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 2255, which was -90.35 lower than the previous day. The implied volatity was 16.79, the open interest changed by 67 which increased total open position to 3697
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 2345.35, which was -219.80 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 2565.15, which was -274.85 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 2840, which was 740.00 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 2100, which was 329.20 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 1770.8, which was -560.55 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 2331.35, which was 210.15 higher 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 2121.2, which was -55.80 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 2177, which was -413.80 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 2590.8, which was -237.15 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 2827.95, which was 610.65 higher 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 2217.3, which was -376.65 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 2593.95, which was -106.05 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 2700, which was 50.00 higher 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 2650, which was 442.00 higher 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 2208, which was -314.00 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 2522, which was 270.00 higher 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 2252, which was -69.75 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 2321.75, which was 235.95 higher 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 2085.8, which was -567.95 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 2653.75, which was -377.35 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 3031.1, which was -804.80 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 3835.9, which was -25.20 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 3861.1, which was -586.70 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 4447.8, which was -253.65 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 4701.45, which was 180.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54101.65. The strike last trading price was 4521.45, which was -28.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 4550, which was -26.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 4576.4, which was 386.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 4190, which was 330.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 3859.95, which was 318.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 3541, which was 433.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 3107.7, which was -42.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 3150, which was 101.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 3048.85, which was 193.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 2855.1, which was 389.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 2465.45, which was -84.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 2550, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 2540, which was 260.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 2279.65, which was -1004.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 3284, 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 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 3284, 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 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 3284, 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 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 3284, 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 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 3284, 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 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 3284.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 27NOV2024 50000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 23.95
Theta: -32.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 50386.35 | 289.9 | -6.60 | 18.98 | 24,28,872 | 53,623 | 1,42,818 |
| 19 Nov | 50626.50 | 296.5 | -34.10 | 18.25 | 9,48,764 | -14,951 | 97,462 |
| 18 Nov | 50363.80 | 330.6 | -76.60 | 17.25 | 11,29,918 | 16,264 | 1,14,024 |
| 14 Nov | 50179.55 | 407.2 | 61.30 | 15.48 | 16,34,160 | 14,502 | 1,00,225 |
| 13 Nov | 50088.35 | 345.9 | 144.45 | 14.16 | 4,81,882 | 36,305 | 85,756 |
| 12 Nov | 51157.80 | 201.45 | 89.45 | 16.28 | 1,19,871 | 7,166 | 49,823 |
| 11 Nov | 51876.75 | 112 | -77.75 | 16.71 | 76,103 | 5,193 | 43,473 |
| 8 Nov | 51561.20 | 189.75 | 22.75 | 16.85 | 70,697 | -914 | 38,415 |
| 7 Nov | 51916.50 | 167 | 37.30 | 17.73 | 46,842 | 2,178 | 39,336 |
| 6 Nov | 52317.40 | 129.7 | -90.30 | 18.40 | 57,636 | 5,587 | 37,248 |
| 5 Nov | 52207.25 | 220 | -178.30 | 19.88 | 64,540 | 3,813 | 31,615 |
| 4 Nov | 51215.25 | 398.3 | 52.75 | 19.47 | 33,834 | 3,945 | 27,812 |
| 1 Nov | 51673.90 | 345.55 | 15.15 | 19.82 | 5,644 | 991 | 23,520 |
| 31 Oct | 51475.35 | 330.4 | 42.45 | - | 25,884 | 1,472 | 22,549 |
| 30 Oct | 51807.50 | 287.95 | 59.95 | - | 31,997 | 842 | 21,080 |
| 29 Oct | 52320.70 | 228 | -143.25 | - | 38,191 | -397 | 20,324 |
| 28 Oct | 51259.30 | 371.25 | -169.80 | - | 25,072 | 1,530 | 20,672 |
| 25 Oct | 50787.45 | 541.05 | 177.05 | - | 29,475 | -1,337 | 19,142 |
| 24 Oct | 51531.15 | 364 | -91.05 | - | 12,035 | 2,060 | 20,532 |
| 23 Oct | 51239.00 | 455.05 | -8.40 | - | 12,473 | 919 | 18,486 |
| 22 Oct | 51257.15 | 463.45 | 134.85 | - | 12,595 | 2,107 | 17,784 |
| 21 Oct | 51962.70 | 328.6 | 84.40 | - | 24,662 | 5,783 | 15,713 |
| 18 Oct | 52094.20 | 244.2 | -170.80 | - | 12,749 | 1,243 | 9,913 |
| 17 Oct | 51288.80 | 415 | 117.65 | - | 6,143 | 492 | 8,690 |
| 16 Oct | 51801.05 | 297.35 | 5.40 | - | 5,212 | 731 | 8,229 |
| 15 Oct | 51906.00 | 291.95 | -8.05 | - | 7,356 | -35 | 7,498 |
| 14 Oct | 51816.90 | 300 | -201.00 | - | 8,172 | -424 | 7,543 |
| 11 Oct | 51172.30 | 501 | 77.30 | - | 4,666 | 1,418 | 7,912 |
| 10 Oct | 51530.90 | 423.7 | -124.75 | - | 2,307 | -37 | 6,502 |
| 9 Oct | 51007.00 | 548.45 | -51.50 | - | 2,762 | -24 | 6,584 |
| 8 Oct | 51021.00 | 599.95 | -94.15 | - | 3,395 | 146 | 6,634 |
| 7 Oct | 50478.90 | 694.1 | 234.25 | - | 10,226 | 566 | 6,478 |
| 4 Oct | 51462.05 | 459.85 | 123.80 | - | 3,901 | 700 | 5,928 |
| 3 Oct | 51845.20 | 336.05 | 145.65 | - | 4,305 | 753 | 5,231 |
| 1 Oct | 52922.60 | 190.4 | -19.60 | - | 1,283 | 670 | 4,540 |
| 30 Sept | 52978.10 | 210 | 68.75 | - | 2,085 | 493 | 3,853 |
| 27 Sept | 53834.30 | 141.25 | -2.65 | - | 1,021 | 559 | 3,377 |
| 26 Sept | 54375.35 | 143.9 | -26.15 | - | 1,182 | 459 | 2,888 |
| 25 Sept | 54101.65 | 170.05 | -12.50 | - | 795 | 113 | 2,455 |
| 24 Sept | 53968.60 | 182.55 | -21.35 | - | 800 | 166 | 2,342 |
| 23 Sept | 54105.80 | 203.9 | -46.10 | - | 1,261 | 423 | 2,216 |
| 20 Sept | 53793.20 | 250 | -11.55 | - | 1,206 | 230 | 1,796 |
| 19 Sept | 53037.60 | 261.55 | -76.45 | - | 950 | 125 | 1,566 |
| 18 Sept | 52750.40 | 338 | -40.00 | - | 807 | -86 | 1,439 |
| 17 Sept | 52188.65 | 378 | -2.00 | - | 1,028 | 36 | 1,551 |
| 16 Sept | 52153.15 | 380 | -105.00 | - | 673 | 149 | 1,519 |
| 13 Sept | 51938.05 | 485 | -56.00 | - | 595 | 78 | 1,370 |
| 12 Sept | 51772.40 | 541 | -157.40 | - | 994 | 311 | 1,291 |
| 11 Sept | 51010.00 | 698.4 | 73.45 | - | 557 | 135 | 978 |
| 10 Sept | 51272.30 | 624.95 | -60.05 | - | 281 | 18 | 847 |
| 9 Sept | 51117.80 | 685 | -181.35 | - | 330 | 126 | 864 |
| 6 Sept | 50576.85 | 866.35 | 278.25 | - | 637 | 392 | 694 |
| 5 Sept | 51473.05 | 588.1 | -23.00 | - | 184 | 68 | 302 |
| 4 Sept | 51400.25 | 611.1 | 60.05 | - | 225 | 187 | 224 |
| 3 Sept | 51689.10 | 551.05 | -62.40 | - | 41 | 27 | 36 |
| 2 Sept | 51439.55 | 613.45 | -628.65 | - | 9 | 8 | 8 |
| 30 Aug | 51351.00 | 1242.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Aug | 51165.25 | 1242.10 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 50000 expiring on 27NOV2024
Delta for 50000 PE is -0.35
Historical price for 50000 PE is as follows
On 21 Nov BANKNIFTY was trading at 50386.35. The strike last trading price was 289.9, which was -6.60 lower than the previous day. The implied volatity was 18.98, the open interest changed by 53623 which increased total open position to 142818
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 296.5, which was -34.10 lower than the previous day. The implied volatity was 18.25, the open interest changed by -14951 which decreased total open position to 97462
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 330.6, which was -76.60 lower than the previous day. The implied volatity was 17.25, the open interest changed by 16264 which increased total open position to 114024
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 407.2, which was 61.30 higher than the previous day. The implied volatity was 15.48, the open interest changed by 14502 which increased total open position to 100225
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 345.9, which was 144.45 higher than the previous day. The implied volatity was 14.16, the open interest changed by 36305 which increased total open position to 85756
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 201.45, which was 89.45 higher than the previous day. The implied volatity was 16.28, the open interest changed by 7166 which increased total open position to 49823
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 112, which was -77.75 lower than the previous day. The implied volatity was 16.71, the open interest changed by 5193 which increased total open position to 43473
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 189.75, which was 22.75 higher than the previous day. The implied volatity was 16.85, the open interest changed by -914 which decreased total open position to 38415
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 167, which was 37.30 higher than the previous day. The implied volatity was 17.73, the open interest changed by 2178 which increased total open position to 39336
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 129.7, which was -90.30 lower than the previous day. The implied volatity was 18.40, the open interest changed by 5587 which increased total open position to 37248
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 220, which was -178.30 lower than the previous day. The implied volatity was 19.88, the open interest changed by 3813 which increased total open position to 31615
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 398.3, which was 52.75 higher than the previous day. The implied volatity was 19.47, the open interest changed by 3945 which increased total open position to 27812
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 345.55, which was 15.15 higher than the previous day. The implied volatity was 19.82, the open interest changed by 991 which increased total open position to 23520
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 330.4, which was 42.45 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 287.95, which was 59.95 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 228, which was -143.25 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 371.25, which was -169.80 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 541.05, which was 177.05 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 364, which was -91.05 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 455.05, which was -8.40 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 463.45, which was 134.85 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 328.6, which was 84.40 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 244.2, which was -170.80 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 415, which was 117.65 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 297.35, which was 5.40 higher 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 291.95, which was -8.05 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 300, which was -201.00 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 501, which was 77.30 higher 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 423.7, which was -124.75 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 548.45, which was -51.50 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 599.95, which was -94.15 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 694.1, which was 234.25 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 459.85, which was 123.80 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 336.05, which was 145.65 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 190.4, which was -19.60 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 210, which was 68.75 higher 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 141.25, which was -2.65 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 143.9, which was -26.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54101.65. The strike last trading price was 170.05, which was -12.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 182.55, which was -21.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 203.9, which was -46.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 250, which was -11.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 261.55, which was -76.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 338, which was -40.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 378, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 380, which was -105.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 485, which was -56.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 541, which was -157.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 698.4, which was 73.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 624.95, which was -60.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 685, which was -181.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 866.35, which was 278.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 588.1, which was -23.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 611.1, which was 60.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 551.05, which was -62.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 613.45, which was -628.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 1242.1, 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 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 1242.10, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
